Add bridge

src/Bridges/Constraint/bridges/linear_combination.jl

@@ -0,0 +1,73 @@
+# Copyright (c) 2017: Miles Lubin and contributors
+# Copyright (c) 2017: Google Inc.
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
+struct LinearCombinationBridge{T,S,A,V,F,G} <:
+       SetMapBridge{T,S,MOI.LinearCombinationInSet{S,A,V},F,G}
+    constraint::MOI.ConstraintIndex{F,S}
+    set::MOI.LinearCombinationInSet{S,A,V}
+end
+
+function MOI.supports_constraint(
+    ::Type{<:LinearCombinationBridge},
+    ::Type{<:MOI.AbstractVectorFunction},
+    ::Type{<:MOI.LinearCombinationInSet},
+)
+    return true
+end
+
+function concrete_bridge_type(
+    ::Type{<:LinearCombinationBridge{T}},
+    G::Type{<:MOI.AbstractVectorFunction},
+    ::Type{MOI.LinearCombinationInSet{S,A,V}},
+) where {T,S,A,V}
+    U = MOI.Utilities.promote_operation(*, T, MOI.Utilities.scalar_type(G), T)
+    F = MOI.Utilities.promote_operation(vcat, T, U)
+    return LinearCombinationBridge{T,S,A,V,F,G}
+end
+
+function _map_function(set::MOI.LinearCombinationInSet, func)
+    scalars = MOI.Utilities.eachscalar(func)
+    return MOI.Utilities.vectorize([
+        sum(scalars[j] * set.vectors[j][i] for j in eachindex(scalars))
+        for i in 1:MOI.dimension(set.set)
+    ])
+end
+
+function bridge_constraint(
+    ::Type{LinearCombinationBridge{T,S,A,V,F,G}},
+    model::MOI.ModelLike,
+    func::G,
+    set::MOI.LinearCombinationInSet{S,A,V},
+) where {T,S,A,F,G,V}
+    mapped_func = _map_function(set, func)
+    constraint = MOI.add_constraint(model, mapped_func, set.set)
+    return LinearCombinationBridge{T,S,A,V,F,G}(constraint, set)
+end
+
+function MOI.Bridges.map_set(
+    ::Type{<:LinearCombinationBridge},
+    set::MOI.LinearCombinationInSet,
+)
+    return set.set
+end
+
+function MOI.Bridges.inverse_map_set(
+    bridge::LinearCombinationBridge,
+    ::MOI.AbstractSet,
+)
+    return bridge.set
+end
+
+function MOI.Bridges.adjoint_map_function(
+    bridge::LinearCombinationBridge,
+    func,
+)
+    scalars = MOI.Utilities.eachscalar(func)
+    return MOI.Utilities.vectorize([
+        MOI.Utilities.set_dot(vector, scalars, bridge.set.set)
+        for vector in bridge.set.vectors
+    ])
+end