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add_constrained_variable with 2 sets #2574

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Nov 6, 2024
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add_constrained_variable with 2 sets #2574

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955bbb7
add_constrained_variable with 2 sets
blegat Oct 31, 2024
b3a40fd
Update
odow Nov 5, 2024
cac25b6
Update src/Test/test_model.jl
odow Nov 5, 2024
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17 changes: 17 additions & 0 deletions src/Test/test_model.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -1226,3 +1226,20 @@ function test_model_show(model::MOI.ModelLike, ::Config{T}) where {T}
@test sprint(show, model) isa String
return
end

function test_model_add_constrained_variable_tuple(
model::MOI.ModelLike,
::Config{T},
) where {T}
F = MOI.VariableIndex
set = (MOI.GreaterThan(zero(T)), MOI.LessThan(one(T)))
@requires MOI.supports_add_constrained_variable(model, typeof(set))
x, (c_l, c_u) = MOI.add_constrained_variable(model, set)
@test c_l == MOI.ConstraintIndex{F,MOI.GreaterThan{T}}(x.value)
@test c_u == MOI.ConstraintIndex{F,MOI.LessThan{T}}(x.value)
@test MOI.get(model, MOI.ConstraintFunction(), c_l) == x
@test MOI.get(model, MOI.ConstraintSet(), c_l) == set[1]
@test MOI.get(model, MOI.ConstraintFunction(), c_u) == x
@test MOI.get(model, MOI.ConstraintSet(), c_u) == set[2]
return
end
59 changes: 59 additions & 0 deletions src/variables.jl
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Expand Up @@ -124,6 +124,65 @@ function add_constrained_variable(model::ModelLike, set::AbstractScalarSet)
return variable, constraint
end

"""
add_constrained_variable(
model::ModelLike,
set::Tuple{<:GreaterThan,<:LessThan},
)

A special-case method to add a scalar variable with a lower and upper bound.

This method should be implemented by optimizers which have native support for
adding a variable with bounds and which cannot performantly modify the variable
bounds after creation.

## Example

```jldoctest
julia> import MathOptInterface as MOI

julia> model = MOI.Utilities.Model{Float64}();

julia> set = (MOI.GreaterThan(1.0), MOI.LessThan(2.0));

julia> x, (c_l, c_u) = MOI.add_constrained_variable(model, set);

julia> c_l
MathOptInterface.ConstraintIndex{MathOptInterface.VariableIndex, MathOptInterface.GreaterThan{Float64}}(1)

julia> c_u
MathOptInterface.ConstraintIndex{MathOptInterface.VariableIndex, MathOptInterface.LessThan{Float64}}(1)

julia> print(model)
Feasibility

Subject to:

VariableIndex-in-GreaterThan{Float64}
v[1] >= 1.0

VariableIndex-in-LessThan{Float64}
v[1] <= 2.0
```
"""
function add_constrained_variable(
model::ModelLike,
set::Tuple{<:GreaterThan,<:LessThan},
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@blegat are you okay with this signature?

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I have a small preference for two separate arguments rather than the tuple. But if you both prefer the Tuple, let's do it!

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I feel like the two separate arguments just opens the door too much.

This feels more like a "set" composed of a tuple. Rather than a completely new method. It's more logically consistent with the rest of the API. And the output of the constraint index matches the input of the set. Tuple->Tuple.

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I also think restricting to this one special case is a good start. We can always relax later if it turns out to be a good idea. But this is really the only case where we've had the need, and it's been years since we started MOI...

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Fair enough, lets go for it.

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I continued to think about this all day, and I didn't come up with a reason not to do this.

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And the output of the constraint index matches the input of the set.

I agree, otherwise MOI.add_constrained_variable(model, set) should return vi, (ci,) but that would be breaking in addition to being annoying

)
set_1, set_2 = set
x, c_1 = add_constrained_variable(model, set_1)
c_2 = add_constraint(model, x, set_2)
return x, (c_1, c_2)
end

function supports_add_constrained_variable(
model::ModelLike,
::Type{Tuple{L,U}},
) where {L<:GreaterThan,U<:LessThan}
return supports_add_constrained_variable(model, L) &&
supports_constraint(model, VariableIndex, U)
end

"""
supports_add_constrained_variables(
model::ModelLike,
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