Support both MOI v0.9 and MOI v0.10

.github/workflows/cancel.yml

@@ -0,0 +1,20 @@
+# This workflow cancels existing CI runs that are on the same branch, so
+# only the latest one runs.
+name: Cancel
+on:
+  push:
+jobs:
+  cancel:
+    name: 'Cancel Previous Runs'
+    runs-on: ubuntu-latest
+    # https://docs.github.com/en/actions/learn-github-actions/workflow-syntax-for-github-actions#permissions
+    # we only need actions write:
+    permissions:
+      actions: write
+    timeout-minutes: 3
+    steps:
+      - uses: styfle/[email protected]
+        with:
+          workflow_id: ci.yml, docs.yml, nightly_ci.yml
+          access_token: ${{ github.token }}
+          all_but_latest: true

.github/workflows/ci.yml

@@ -18,11 +18,14 @@ on:
       - 'Project.toml'
 jobs:
   test:
-    name: Julia ${{ matrix.version }} - ${{ matrix.os }} - ${{ matrix.arch }} - ${{ github.event_name }}
+    name: Julia ${{ matrix.version }} - MOI ${{ matrix.moi-version }} - ${{ matrix.os }} - ${{ matrix.arch }} - ${{ github.event_name }}
     runs-on: ${{ matrix.os }}
     strategy:
       fail-fast: false
       matrix:
+        moi-version:
+          - '0.9'
+          - '0.10'
         version:
           - '1'
           - '1.0'
@@ -37,6 +40,11 @@ jobs:
         with:
           version: ${{ matrix.version }}
           arch: ${{ matrix.arch }}
+      - name: "Install MOI version"
+        shell: julia --color=yes --project=. {0}
+        run: |
+          using Pkg
+          Pkg.add(Pkg.PackageSpec(; name="MathOptInterface", version="${{ matrix.moi-version }}"))
       - uses: actions/cache@v1
         env:
           cache-name: cache-artifacts

.github/workflows/nightly_ci.yml

@@ -27,7 +27,6 @@ jobs:
           - 'nightly'
         os:
           - ubuntu-latest
-          - macOS-latest
         arch:
           - x64
     steps:

NEWS.md

@@ -1,9 +1,7 @@
 # Changes in v0.14.17
 
 * Updated to become compatible with MathOptInterface v0.10, which enables compatibility with the latest version of many solvers
-  ([#467](https://github.com/jump-dev/Convex.jl/pull/467)).
-  This release drops compatibility with MathOptInterface v0.9, so if you need to use solvers which have not been updated yet,
-  please stick with an Convex v0.14.16 or earlier.
+  ([#467](https://github.com/jump-dev/Convex.jl/pull/467), [#468](https://github.com/jump-dev/Convex.jl/pull/468)).
 
 # Changes in v0.14.16
 

Project.toml

@@ -16,7 +16,7 @@ Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 AbstractTrees = "0.2, 0.3"
 BenchmarkTools = "^0.4, 0.5, 0.6, 0.7, 1.0"
 LDLFactorizations = "0.8.1"
-MathOptInterface = "0.10"
+MathOptInterface = "0.9, 0.10"
 OrderedCollections = "^1.0"
 julia = "^1.0"
 

src/solution.jl

@@ -1,3 +1,16 @@
+### MOI compatibility hacks
+# Here, we hack in compatibility for both MOI v0.9 and v0.10.
+# When we drop MOI v0.9 compat, we should drop these
+# (in favor of only the changes from https://github.com/jump-dev/Convex.jl/pull/467).
+if !isdefined(MOI, :SingleVariable) || MOI.SingleVariable isa Function
+    # MOI v0.10: should not use `SingleVariable` and instead `VariableIndex` directly.
+    const SV_OR_VI, SV_OR_IDENTITY = MOI.VariableIndex, identity
+else
+    # MOI v0.9: need to use `SingleVariable`
+    const SV_OR_VI, SV_OR_IDENTITY = MOI.SingleVariable, MOI.SingleVariable
+end
+###
+
 # Convert from sets used within Convex to MOI sets
 function get_MOI_set(cone, length_inds)
     if cone == :SDP
@@ -151,11 +164,11 @@ function load_MOI_model!(model, problem::Problem{T}) where {T}
 
     # the objective: maximize or minimize a scalar variable
     objective_index = var_to_indices[objective_var_id][] # get the `MOI.VariableIndex` corresponding to the objective
-    MOI.set(model, MOI.ObjectiveFunction{MOI.VariableIndex}(), objective_index)
+    MOI.set(model, MOI.ObjectiveFunction{SV_OR_VI}(), SV_OR_IDENTITY(objective_index))
     MOI.set(model, MOI.ObjectiveSense(), problem.head == :maximize ? MOI.MAX_SENSE : MOI.MIN_SENSE)
 
     # Constraints: Generate a MOI function and a MOI sets for each `ConicConstr` object in the problem
-    MOI_constr_fn = Union{MOI.VectorAffineFunction{T},MOI.VariableIndex}[]
+    MOI_constr_fn = Union{MOI.VectorAffineFunction{T},SV_OR_VI}[]
     MOI_sets = Any[]
     for conic_constr in conic_constraints
         set, constr_fn = make_MOI_constr(conic_constr, var_to_indices, id_to_variables, T)
@@ -169,13 +182,13 @@ function load_MOI_model!(model, problem::Problem{T}) where {T}
         if vartype(variable) == IntVar
             var_indices = var_to_indices[var_id]
             for idx = eachindex(var_indices)
-                push!(MOI_constr_fn, var_indices[idx])
+                push!(MOI_constr_fn, SV_OR_IDENTITY(var_indices[idx]))
                 push!(MOI_sets, MOI.Integer())
             end
         elseif vartype(variable) == BinVar
             var_indices = var_to_indices[var_id]
             for idx in eachindex(var_indices)
-                push!(MOI_constr_fn, var_indices[idx])
+                push!(MOI_constr_fn, SV_OR_IDENTITY(var_indices[idx]))
                 push!(MOI_sets, MOI.ZeroOne())
             end
         end

test/runtests.jl

@@ -40,13 +40,15 @@ end
         # MacOS, and have passed on ubuntu in the past). Disabling
         # them for now; once COSMO or Hypatia is on MOI v0.10, we can
         # try using them, or hope SCS starts solving them again.
-        run_tests(; exclude=[r"mip", r"sdp_lieb_ando"]) do p
+        #
+        # "sdp_sdp_constraints" is failing with MOI v0.9 on ubuntu.
+        run_tests(; exclude=[r"mip", r"sdp_lieb_ando", r"sdp_sdp_constraints"]) do p
             solve!(p, () -> SCS.Optimizer(verbose=0, eps=1e-6); warmstart = true)
         end
     end
 
     @testset "SCS" begin
-        run_tests(; exclude=[r"mip", r"sdp_lieb_ando"]) do p
+        run_tests(; exclude=[r"mip", r"sdp_lieb_ando", r"sdp_sdp_constraints"]) do p
             solve!(p, () -> SCS.Optimizer(verbose=0, eps=1e-6))
         end
     end