Track nonlinear resultant vars outside of MOI (#590)

src/MOI_wrapper/MOI_nonlinear.jl

@@ -324,15 +324,19 @@ function MOI.add_constraint(
     opcode = Cint[]
     data = Cdouble[]
     parent = Cint[]
-    sense, rhs = _sense_and_rhs(s)
     _process_nonlinear(model, f, opcode, data, parent)
-    # Add resultant variable
-    vi, ci = MOI.add_constrained_variable(model, s)
-    resvar_index = c_column(model, vi)
+    # Add resultant variable. We don't use MOI.add_constrained_variable because
+    # we don't want it to show up in the bound constraints, etc.
+    column = _get_next_column(model)
+    lb, ub = _bounds(s)
+    lb = something(lb, -Inf)
+    ub = something(ub, Inf)
+    ret = GRBaddvar(model, 0, C_NULL, C_NULL, 0.0, lb, ub, GRB_CONTINUOUS, "")
+    _check_ret(model, ret)
     ret = GRBaddgenconstrNL(
         model,
         C_NULL,
-        resvar_index,
+        column - 1,
         length(opcode),
         opcode,
         data,
@@ -342,7 +346,7 @@ function MOI.add_constraint(
     _require_update(model, model_change = true)
     model.last_constraint_index += 1
     model.nl_constraint_info[model.last_constraint_index] =
-        _NLConstraintInfo(length(model.nl_constraint_info) + 1, s, vi)
+        _NLConstraintInfo(length(model.nl_constraint_info) + 1, s, column)
     return MOI.ConstraintIndex{MOI.ScalarNonlinearFunction,typeof(s)}(
         model.last_constraint_index,
     )
@@ -371,8 +375,13 @@ function MOI.delete(
     end
     delete!(model.nl_constraint_info, c.value)
     model.name_to_constraint_index = nothing
-    # Remove resultant variable
-    MOI.delete(model, info.resvar)
+    # Delete resultant variable from the Gurobi model. These are not tracked in
+    # model.variable_info but they do need to be accounted for in index
+    # adjustment.
+    del_cols = [Cint(info.resvar_index - 1)]
+    ret = GRBdelvars(model, length(del_cols), del_cols)
+    _check_ret(model, ret)
+    append!(model.columns_deleted_since_last_update, del_cols .+ 1)
     _require_update(model, model_change = true)
     return
 end
@@ -389,9 +398,15 @@ function MOI.delete(
         info.row -= searchsortedlast(rows_to_delete, info.row - 1)
     end
     model.name_to_constraint_index = nothing
-    # Delete resultant variables
-    resvars = [_info(model, c).resvar for c in cs]
-    MOI.delete(model, resvars)
+    # Delete resultant variables from the Gurobi model for all removed
+    # constraints. These are not tracked in model.variable_info but they do
+    # need to be accounted for in index adjustment.
+    del_cols = [Cint(_info(model, c).resvar_index - 1) for c in cs]
+    ret = GRBdelvars(model, length(del_cols), del_cols)
+    _check_ret(model, ret)
+    append!(model.columns_deleted_since_last_update, del_cols .+ 1)
+    _require_update(model, model_change = true)
+    # Remove entries from nl constraint tracking
     cs_values = sort!(getfield.(cs, :value))
     filter!(model.nl_constraint_info) do pair
         return isempty(searchsorted(cs_values, pair.first))

src/MOI_wrapper/MOI_wrapper.jl

@@ -96,9 +96,9 @@ mutable struct _NLConstraintInfo
     # Storage for constraint names. Where possible, these are also stored in
     # the Gurobi model.
     name::String
-    resvar::MOI.VariableIndex
-    function _NLConstraintInfo(row::Int, set, resvar::MOI.VariableIndex)
-        return new(row, set, "", resvar)
+    resvar_index::Int
+    function _NLConstraintInfo(row::Int, set, resvar_index::Int)
+        return new(row, set, "", resvar_index)
     end
 end
 
@@ -566,6 +566,12 @@ function _update_if_necessary(
                 var_info.column,
             )
         end
+        for nl_info in values(model.nl_constraint_info)
+            nl_info.resvar_index -= searchsortedlast(
+                model.columns_deleted_since_last_update,
+                nl_info.resvar_index,
+            )
+        end
         model.next_column -= length(model.columns_deleted_since_last_update)
         empty!(model.columns_deleted_since_last_update)
         ret = GRBupdatemodel(model)

test/MOI/MOI_wrapper.jl

@@ -65,15 +65,14 @@ function test_runtests()
             "_RotatedSecondOrderCone_",
             "_GeometricMeanCone_",
             # Shaky tests
-            "vector_nonlinear",
-            "VectorNonlinearFunction",
-            # Tests should be skipped due to RequirementsUnmet, but aren't
-            r"^test_nonlinear_expression_hs071$",
-            r"^test_nonlinear_expression_hs071_epigraph$",
+            "_multiobjective_vector_nonlinear",
+            # Timeouts
             r"^test_nonlinear_expression_hs109$",
             r"^test_nonlinear_expression_hs110$",
+            # MOI.get(MOI.ObjectiveValue()) fails for NL objectives
             r"^test_nonlinear_expression_quartic$",
             r"^test_nonlinear_expression_overrides_objective$",
+            # Nonlinear duals not computed
             r"^test_nonlinear_duals$",
         ],
     )
@@ -590,6 +589,72 @@ function test_add_constrained_variables()
     return
 end
 
+function test_add_constrained_variable_greaterthan()
+    model = Gurobi.Optimizer(GRB_ENV)
+    MOI.set(model, MOI.Silent(), true)
+    set = MOI.GreaterThan{Float64}(1.2)
+    vi, ci = MOI.add_constrained_variable(model, set)
+    @test MOI.get(model, MOI.NumberOfVariables()) == 1
+    @test MOI.get(model, MOI.ListOfConstraintTypesPresent()) ==
+          [(MOI.VariableIndex, MOI.GreaterThan{Float64})]
+    @test MOI.get(model, MOI.ConstraintFunction(), ci) == vi
+    @test MOI.get(model, MOI.ConstraintSet(), ci) == set
+    # Force update and check correct bounds on the Gurobi model
+    MOI.optimize!(model)
+    valueP = Ref{Cdouble}()
+    ret = Gurobi.GRBgetdblattrelement(model, "LB", 0, valueP)
+    @test ret == 0
+    @test valueP[] == 1.2
+    ret = Gurobi.GRBgetdblattrelement(model, "UB", 0, valueP)
+    @test ret == 0
+    @test valueP[] >= -1e30
+    return
+end
+
+function test_add_constrained_variable_lessthan()
+    model = Gurobi.Optimizer(GRB_ENV)
+    MOI.set(model, MOI.Silent(), true)
+    set = MOI.LessThan{Float64}(3.4)
+    vi, ci = MOI.add_constrained_variable(model, set)
+    @test MOI.get(model, MOI.NumberOfVariables()) == 1
+    @test MOI.get(model, MOI.ListOfConstraintTypesPresent()) ==
+          [(MOI.VariableIndex, MOI.LessThan{Float64})]
+    @test MOI.get(model, MOI.ConstraintFunction(), ci) == vi
+    @test MOI.get(model, MOI.ConstraintSet(), ci) == set
+    # Force update and check correct bounds on the Gurobi model
+    MOI.optimize!(model)
+    valueP = Ref{Cdouble}()
+    ret = Gurobi.GRBgetdblattrelement(model, "LB", 0, valueP)
+    @test ret == 0
+    @test valueP[] <= -1e30
+    ret = Gurobi.GRBgetdblattrelement(model, "UB", 0, valueP)
+    @test ret == 0
+    @test valueP[] == 3.4
+    return
+end
+
+function test_add_constrained_variable_equalto()
+    model = Gurobi.Optimizer(GRB_ENV)
+    MOI.set(model, MOI.Silent(), true)
+    set = MOI.EqualTo{Float64}(5.2)
+    vi, ci = MOI.add_constrained_variable(model, set)
+    @test MOI.get(model, MOI.NumberOfVariables()) == 1
+    @test MOI.get(model, MOI.ListOfConstraintTypesPresent()) ==
+          [(MOI.VariableIndex, MOI.EqualTo{Float64})]
+    @test MOI.get(model, MOI.ConstraintFunction(), ci) == vi
+    @test MOI.get(model, MOI.ConstraintSet(), ci) == set
+    # Force update and check correct bounds on the Gurobi model
+    MOI.optimize!(model)
+    valueP = Ref{Cdouble}()
+    ret = Gurobi.GRBgetdblattrelement(model, "LB", 0, valueP)
+    @test ret == 0
+    @test valueP[] == 5.2
+    ret = Gurobi.GRBgetdblattrelement(model, "UB", 0, valueP)
+    @test ret == 0
+    @test valueP[] == 5.2
+    return
+end
+
 function _is_binary(x; atol = 1e-6)
     return isapprox(x, 0; atol = atol) || isapprox(x, 1; atol = atol)
 end
@@ -1363,6 +1428,34 @@ function test_ConstrName_too_long()
     return
 end
 
+function test_delete_nonlinear_index()
+    if !Gurobi._supports_nonlinear()
+        return
+    end
+    model = Gurobi.Optimizer(GRB_ENV)
+    x1 = MOI.add_variable(model)
+    x2 = MOI.add_variable(model)
+    MOI.add_constraint(model, x1, MOI.GreaterThan(-1.0))
+    MOI.add_constraint(model, x1, MOI.LessThan(1.0))
+    MOI.add_constraint(model, x2, MOI.GreaterThan(-1.0))
+    MOI.add_constraint(model, x2, MOI.LessThan(1.0))
+    g1 = MOI.ScalarNonlinearFunction(
+        :+,
+        Any[MOI.ScalarNonlinearFunction(:sin, Any[2.5*x1]), 1.0*x2],
+    )
+    g2 = MOI.ScalarNonlinearFunction(
+        :+,
+        Any[MOI.ScalarNonlinearFunction(:cos, Any[2.5*x1]), 1.0*x2],
+    )
+    c1 = MOI.add_constraint(model, g1, MOI.EqualTo(0.0))
+    c2 = MOI.add_constraint(model, g2, MOI.EqualTo(0.0))
+    # Delete in order: tests that the resvar index of the first constraint
+    # is correctly adjusted.
+    MOI.delete(model, c1)
+    MOI.delete(model, c2)
+    return
+end
+
 end  # TestMOIWrapper
 
 TestMOIWrapper.runtests()