[MOI] add support for MOI.Interval{Float64} (MadNLP#295)

zavalab · Feb 13, 2024 · bd5008d · bd5008d
1 parent 7cb834f
commit bd5008d
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Showing 2 changed files with 43 additions and 10 deletions.
diff --git a/src/Interfaces/MOI_interface.jl b/src/Interfaces/MOI_interface.jl
@@ -70,8 +70,12 @@ function Optimizer(; kwargs...)
     )
 end
 
-const _SETS =
-    Union{MOI.GreaterThan{Float64},MOI.LessThan{Float64},MOI.EqualTo{Float64}}
+const _SETS = Union{
+    MOI.GreaterThan{Float64},
+    MOI.LessThan{Float64},
+    MOI.EqualTo{Float64},
+    MOI.Interval{Float64},
+}
 
 const _FUNCTIONS = Union{
     MOI.ScalarAffineFunction{Float64},
@@ -1095,6 +1099,17 @@ function MOI.get(
     return rc
 end
 
+function MOI.get(
+    model::Optimizer,
+    attr::MOI.ConstraintDual,
+    ci::MOI.ConstraintIndex{MOI.VariableIndex,MOI.Interval{Float64}},
+)
+    MOI.check_result_index_bounds(model, attr)
+    MOI.throw_if_not_valid(model, ci)
+    rc = model.result.multipliers_L[ci.value] - model.result.multipliers_U[ci.value]
+    return rc
+end
+
 ### MOI.NLPBlockDual
 
 function MOI.get(model::Optimizer, attr::MOI.NLPBlockDual)

diff --git a/src/Interfaces/utils.jl b/src/Interfaces/utils.jl
@@ -38,20 +38,24 @@ _function_info(::MOI.ScalarQuadraticFunction) = _kFunctionTypeScalarQuadratic
     _kBoundTypeLessThan,
     _kBoundTypeGreaterThan,
     _kBoundTypeEqualTo,
+    _kBoundTypeInterval,
 )
 
 _set_info(s::MOI.LessThan) = _kBoundTypeLessThan, -Inf, s.upper
 _set_info(s::MOI.GreaterThan) = _kBoundTypeGreaterThan, s.lower, Inf
 _set_info(s::MOI.EqualTo) = _kBoundTypeEqualTo, s.value, s.value
+_set_info(s::MOI.Interval) = _kBoundTypeInterval, s.lower, s.upper
 
 function _bound_type_to_set(::Type{T}, k::_BoundType) where {T}
     if k == _kBoundTypeEqualTo
         return MOI.EqualTo{T}
     elseif k == _kBoundTypeLessThan
         return MOI.LessThan{T}
-    else
-        @assert k == _kBoundTypeGreaterThan
+    elseif k == _kBoundTypeGreaterThan
         return MOI.GreaterThan{T}
+    else
+        @assert k == _kBoundTypeInterval
+        return MOI.Interval{T}
     end
 end
 
@@ -321,7 +325,7 @@ function MOI.is_valid(
 ) where {
     T,
     F<:Union{MOI.ScalarAffineFunction{T},MOI.ScalarQuadraticFunction{T}},
-    S<:Union{MOI.LessThan{T},MOI.GreaterThan{T},MOI.EqualTo{T}},
+    S<:Union{MOI.LessThan{T},MOI.GreaterThan{T},MOI.EqualTo{T},MOI.Interval{T}},
 }
     return 1 <= ci.value <= length(block)
 end
@@ -332,7 +336,7 @@ function MOI.get(
 ) where {
     T,
     F<:Union{MOI.ScalarAffineFunction{T},MOI.ScalarQuadraticFunction{T}},
-    S<:Union{MOI.LessThan{T},MOI.GreaterThan{T},MOI.EqualTo{T}},
+    S<:Union{MOI.LessThan{T},MOI.GreaterThan{T},MOI.EqualTo{T},MOI.Interval{T}},
 }
     ret = MOI.ConstraintIndex{F,S}[]
     for i in 1:length(block)
@@ -352,15 +356,15 @@ function MOI.get(
 ) where {
     T,
     F<:Union{MOI.ScalarAffineFunction{T},MOI.ScalarQuadraticFunction{T}},
-    S<:Union{MOI.LessThan{T},MOI.GreaterThan{T},MOI.EqualTo{T}},
+    S<:Union{MOI.LessThan{T},MOI.GreaterThan{T},MOI.EqualTo{T},MOI.Interval{T}},
 }
     return length(MOI.get(block, MOI.ListOfConstraintIndices{F,S}()))
 end
 
 function MOI.add_constraint(
     block::QPBlockData{T},
     f::Union{MOI.ScalarAffineFunction{T},MOI.ScalarQuadraticFunction{T}},
-    set::Union{MOI.LessThan{T},MOI.GreaterThan{T},MOI.EqualTo{T}},
+    set::Union{MOI.LessThan{T},MOI.GreaterThan{T},MOI.EqualTo{T},MOI.Interval{T}},
 ) where {T}
     push!(block.constraints, f)
     bound_type, l, u = _set_info(set)
@@ -390,9 +394,11 @@ function MOI.get(
         return MOI.EqualTo(block.g_L[row])
     elseif block.bound_type[row] == _kBoundTypeLessThan
         return MOI.LessThan(block.g_U[row])
-    else
-        @assert block.bound_type[row] == _kBoundTypeGreaterThan
+    elseif block.bound_type[row] == _kBoundTypeGreaterThan
         return MOI.GreaterThan(block.g_L[row])
+    else
+        @assert block.bound_type[row] == _kBoundTypeInterval
+        return MOI.Interval(block.g_L[row], block.g_U[row])
     end
 end
 
@@ -430,6 +436,18 @@ function MOI.set(
     return
 end
 
+function MOI.set(
+    block::QPBlockData{T},
+    ::MOI.ConstraintSet,
+    c::MOI.ConstraintIndex{F,MOI.Interval{T}},
+    set::MOI.Interval{T},
+) where {T,F}
+    row = c.value
+    block.g_L[row] = set.lower
+    block.g_U[row] = set.upper
+    return
+end
+
 function MOI.get(
     block::QPBlockData{T},
     ::MOI.ConstraintDualStart,