Add subexpression kwarg to expression macro

[odow]

Trying out an idea from #3738. We don't necessarily need to merge this. Open to thoughts/feedback.

The benefit of this approach is simplicity.

The downsides are that it doesn't solve the issue in MOI, it doesn't utilise the subexpression support in MOI.Nonlinear, and we don't have a way for the user to query the actual subexpression.

Perhaps we should return a tuple of the VariableRef and the expression, so people could use either-or?

[odow]

Suggested change

	return y
	return y, expr

This would enable

julia> model = Model()
A JuMP Model
├ solver: none
├ objective_sense: FEASIBILITY_SENSE
├ num_variables: 0
├ num_constraints: 0
└ Names registered in the model: none

julia> @variable(model, x)
x

julia> @expression(model, ex, sin(x), subexpression = true)
(ex, sin(x))

julia> ex
(ex, sin(x))

julia> model[:ex]
(ex, sin(x))

julia> model = Model()
A JuMP Model
├ solver: none
├ objective_sense: FEASIBILITY_SENSE
├ num_variables: 0
├ num_constraints: 0
└ Names registered in the model: none

julia> @variable(model, x[1:2])
2-element Vector{VariableRef}:
 x[1]
 x[2]

julia> @expression(model, ex[i in 1:2], sin(x[i]), subexpression = true)
2-element Vector{Tuple{VariableRef, NonlinearExpr}}:
 (ex[1], sin(x[1]))
 (ex[2], sin(x[2]))

julia> first.(ex)
2-element Vector{VariableRef}:
 ex[1]
 ex[2]

julia> last.(ex)
2-element Vector{NonlinearExpr}:
 sin(x[1])
 sin(x[2])

which seems quite nice.

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 99.58%. Comparing base (5e4273d) to head (5b7cc3a).
Report is 4 commits behind head on master.

Additional details and impacted files

@@           Coverage Diff           @@
##           master    #3878   +/-   ##
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  Coverage   99.58%   99.58%           
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  Files          43       43           
  Lines        6028     6044   +16     
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+ Hits         6003     6019   +16     
  Misses         25       25           

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[joaquimg]

I don't like @expression adding variables and constraints. I would force users to do both steps or create a new macro @subexpression (which still seems to be a very suboptimal solution, rethinking the name might be needed).

[joaquimg]

Having it in the docs (as is) seems to be a better way.

[odow]

Closing as won't-fix.