close hdavid16#64; add epsilon value for Hull

pulsipher · Jul 12, 2023 · 0d1866f · 0d1866f
1 parent 44f08ea
commit 0d1866f
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Showing 3 changed files with 62 additions and 16 deletions.
diff --git a/examples/ex1.jl b/examples/ex1.jl
@@ -71,4 +71,17 @@ print(m)
 #  x_Y[1] <= 10.0
 #  x_Y[2] <= 10.0
 #  Y[1] binary
-#  Y[2] binary
+#  Y[2] binary
+
+##
+DisjunctiveProgramming._reformulate(m, Indicator())
+print(m)
+# Feasibility
+# Subject to
+#  Y[2] => {x ≤ 9}
+#  x ≥ -5
+#  x ≤ 10
+#  Y[1] binary
+#  Y[2] binary
+#  Y[1] => {x ∈ [0, 3]}
+#  Y[2] => {x ≥ 5}
diff --git a/src/datatypes.jl b/src/datatypes.jl
@@ -242,8 +242,23 @@ end # TODO add fields if needed
 
 A type for using the convex hull reformulation approach for disjunctive 
 constraints.
+
+**Fields**
+- `ϵ::Float64`: epsilon value for nonlinear hull reformulations.
+"""
+struct Hull <: AbstractReformulationMethod # TODO add fields if needed
+    ϵ::Float64
+    function Hull(ϵ = 1e-6)
+        new(ϵ)
+    end
+end
+
+"""
+    Indicator <: AbstractReformulationMethod
+
+A type for using indicator constraint approach for linear disjunctive constraints.
 """
-struct Hull <: AbstractReformulationMethod end # TODO add fields if needed
+struct Indicator <: AbstractReformulationMethod end
 
 """
     GDPData

diff --git a/src/reformulate.jl b/src/reformulate.jl
@@ -10,7 +10,7 @@ end
 """
 
 """
-function _reformulate(model::JuMP.Model, method::BigM, disj::DisjunctiveConstraintData)
+function _reformulate(model::JuMP.Model, method::Union{BigM,Indicator}, disj::DisjunctiveConstraintData)
     ind_var_dict = gdp_data(model).indicator_variables
     for d in disj.constraint.disjuncts
         #create binary variable for logic variable (indicator)
@@ -86,7 +86,7 @@ function _reformulate(
     method::BigM,
     con::JuMP.ScalarConstraint{T, S}, 
     bvar::JuMP.VariableRef
-    ) where {T, S <: _MOI.LessThan}
+) where {T, S <: _MOI.LessThan}
     #TODO: need to pass _error to build_constraint
     M = _calculate_tight_M(con)
     if isinf(M)
@@ -104,7 +104,7 @@ function _reformulate(
     method::BigM,
     con::JuMP.ScalarConstraint{T, S}, 
     bvar::JuMP.VariableRef
-    ) where {T, S <: _MOI.GreaterThan}
+) where {T, S <: _MOI.GreaterThan}
     #TODO: need to pass _error to build_constraint
     M = _calculate_tight_M(con)
     if isinf(M)
@@ -122,7 +122,7 @@ function _reformulate(
     method::BigM,
     con::JuMP.ScalarConstraint{T, S}, 
     bvar::JuMP.VariableRef
-    ) where {T, S <: _MOI.Interval}
+) where {T, S <: _MOI.Interval}
     #TODO: need to pass _error to build_constraint
     M = _calculate_tight_M(con)
     if isinf(first(M))
@@ -149,7 +149,7 @@ function _reformulate(
     method::BigM,
     con::JuMP.ScalarConstraint{T, S}, 
     bvar::JuMP.VariableRef
-    ) where {T, S <: _MOI.EqualTo}
+) where {T, S <: _MOI.EqualTo}
     #TODO: need to pass _error to build_constraint
     M = _calculate_tight_M(con)
     if isinf(first(M))
@@ -177,10 +177,10 @@ end
 """
 function _reformulate(
     model::JuMP.Model, 
-    method::Hull,
+    ::Hull,
     con::JuMP.ScalarConstraint{JuMP.AffExpr, S}, 
     bvar::JuMP.VariableRef
-    ) where {S <: _MOI.LessThan}
+) where {S <: _MOI.LessThan}
     #TODO: need to pass _error to build_constraint
     con_func = _disaggregated_constraint(model, con, bvar)
     con_func.terms[bvar] = -con.set.upper
@@ -194,10 +194,10 @@ function _reformulate(
 end
 function _reformulate(
     model::JuMP.Model, 
-    method::Hull,
+    ::Hull,
     con::JuMP.ScalarConstraint{JuMP.AffExpr, S}, 
     bvar::JuMP.VariableRef
-    ) where {S <: _MOI.GreaterThan}
+) where {S <: _MOI.GreaterThan}
     #TODO: need to pass _error to build_constraint
     con_func = _disaggregated_constraint(model, con, bvar)
     con_func.terms[bvar] = -con.set.lower
@@ -211,10 +211,10 @@ function _reformulate(
 end
 function _reformulate(
     model::JuMP.Model, 
-    method::Hull,
+    ::Hull,
     con::JuMP.ScalarConstraint{JuMP.AffExpr, S}, 
     bvar::JuMP.VariableRef
-    ) where {S <: _MOI.Interval}
+) where {S <: _MOI.Interval}
     #TODO: need to pass _error to build_constraint
     con_func_GreaterThan = _disaggregated_constraint(model, con, bvar)
     con_func_LessThan = copy(con_func_GreaterThan)
@@ -236,7 +236,7 @@ function _reformulate(
 end
 function _reformulate(
     model::JuMP.Model, 
-    method::Hull,
+    ::Hull,
     con::JuMP.ScalarConstraint{JuMP.AffExpr, S}, 
     bvar::JuMP.VariableRef
     ) where {S <: _MOI.EqualTo}
@@ -251,12 +251,30 @@ function _reformulate(
         )
     )
 end
+
+"""
+
+"""
+function _reformulate(
+    model::JuMP.Model,
+    ::Indicator,
+    con::JuMP.ScalarConstraint{JuMP.AffExpr, S},
+    bvar::JuMP.VariableRef
+) where {S}
+    JuMP.add_constraint(model,
+        JuMP.build_constraint(error,
+            [bvar, con.func],
+            _MOI.Indicator{_MOI.ACTIVATE_ON_ONE}(con.set)
+        )
+    )
+end
+
 # define fallbacks for other constraint types
 function _reformulate(
-    model::JuMP.Model, 
+    ::JuMP.Model, 
     method::AbstractReformulationMethod, 
     con::JuMP.AbstractConstraint, 
-    lvar::LogicalVariableRef
+    ::JuMP.VariableRef
 )
     error("$method reformulation for constraint $con is not supported yet.")
 end