Add support for ConstraintPrimal of nonlinear constraints (#593)

src/MOI_wrapper/MOI_nonlinear.jl

@@ -448,3 +448,26 @@ function MOI.set(
     model.name_to_constraint_index = nothing
     return
 end
+
+function MOI.get(
+    model::Optimizer,
+    attr::MOI.ConstraintPrimal,
+    c::MOI.ConstraintIndex{MOI.ScalarNonlinearFunction},
+)
+    _throw_if_optimize_in_progress(model, attr)
+    MOI.check_result_index_bounds(model, attr)
+    info = _info(model, c)
+    key = "X"
+    if attr.result_index > 1
+        MOI.set(
+            model,
+            MOI.RawOptimizerAttribute("SolutionNumber"),
+            attr.result_index - 1,
+        )
+        key = "Xn"
+    end
+    valueP = Ref{Cdouble}()
+    ret = GRBgetdblattrelement(model, key, Cint(info.resvar_index - 1), valueP)
+    _check_ret(model, ret)
+    return valueP[]
+end

test/MOI/MOI_wrapper.jl

@@ -69,9 +69,6 @@ function test_runtests()
             # 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$",
         ],
@@ -1478,6 +1475,39 @@ function test_scalar_quadratic_function_with_off_diag_in_scalar_nonlinear()
     return
 end
 
+function test_multiple_solution_nonlinear_objective()
+    if !Gurobi._supports_nonlinear()
+        return
+    end
+    model =
+        MOI.Bridges.full_bridge_optimizer(Gurobi.Optimizer(GRB_ENV), Float64)
+    N = 30
+    x = MOI.add_variables(model, N)
+    MOI.add_constraints(model, x, MOI.ZeroOne())
+    MOI.set.(model, MOI.VariablePrimalStart(), x, 0.0)
+    item_weights = sin.(1:N)
+    MOI.add_constraint(
+        model,
+        MOI.ScalarAffineFunction(MOI.ScalarAffineTerm.(item_weights, x), 0.0),
+        MOI.LessThan(10.0),
+    )
+    f = MOI.ScalarNonlinearFunction(
+        :+,
+        Any[MOI.ScalarNonlinearFunction(:exp, Any[x[i]]) for i in 1:N],
+    )
+    MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
+    MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
+    MOI.optimize!(model)
+    count = MOI.get(model, MOI.ResultCount())
+    @test count > 1
+    for i in 1:count
+        x_val = MOI.get.(model, MOI.VariablePrimal(i), x)
+        obj_val = MOI.get(model, MOI.ObjectiveValue(i))
+        @test isapprox(obj_val, sum(exp.(x_val)); atol = 1e-6)
+    end
+    return
+end
+
 end  # TestMOIWrapper
 
 TestMOIWrapper.runtests()