Skip to content

MOI to 0.10 #754

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
chriscoey merged 6 commits into from
Nov 29, 2021
Merged

MOI to 0.10 #754

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
6 commits
Select commit Hold shift + click to select a range
ea8ba02
up MOI in Hypatia code
matbesancon Sep 17, 2021
c632ce2
adapting moi tests
matbesancon Sep 24, 2021
0302941
fix deprecation
matbesancon Sep 24, 2021
86fbd36
Merge branch 'master' of github.com:chriscoey/Hypatia.jl into moi-up
matbesancon Nov 10, 2021
fa23a1a
Merge branch 'master' into moi-up
chriscoey Nov 29, 2021
64073fb
clean up MOI tests a bit
chriscoey Nov 29, 2021
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
2 changes: 1 addition & 1 deletion Project.toml
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -25,7 +25,7 @@ DocStringExtensions = "0.8"
GenericLinearAlgebra = "0.2"
IterativeSolvers = "0.8, 0.9"
LinearMaps = "2.7, 3"
MathOptInterface = "0.9.14"
MathOptInterface = "0.10"
PolynomialRoots = "1"
Requires = "1"
SpecialFunctions = "1.4, 2"
Expand Down
63 changes: 29 additions & 34 deletions src/MathOptInterface/wrapper.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -2,7 +2,7 @@
MathOptInterface wrapper of Hypatia solver
=#

const SV = MOI.SingleVariable
const VI = MOI.VariableIndex
const SAF = MOI.ScalarAffineFunction
const VV = MOI.VectorOfVariables
const VAF = MOI.VectorAffineFunction
Expand Down Expand Up @@ -82,14 +82,14 @@ MOI.supports(
::Optimizer{T},
::Union{
MOI.ObjectiveSense,
MOI.ObjectiveFunction{SV},
MOI.ObjectiveFunction{VI},
MOI.ObjectiveFunction{SAF{T}},
},
) where {T <: Real} = true

MOI.supports_constraint(
::Optimizer{T},
::Type{<:Union{SV, SAF{T}}},
::Type{<:Union{VI, SAF{T}}},
::Type{<:Union{
MOI.EqualTo{T},
MOI.GreaterThan{T},
Expand All @@ -107,10 +107,8 @@ MOI.supports_constraint(
# build representation as min c'x s.t. A*x = b, h - G*x in K
function MOI.copy_to(
opt::Optimizer{T},
src::MOI.ModelLike;
copy_names::Bool = false,
src::MOI.ModelLike,
) where {T <: Real}
@assert !copy_names
idx_map = MOI.Utilities.IndexMap()

# variables
Expand All @@ -124,7 +122,7 @@ function MOI.copy_to(

# objective function
F = MOI.get(src, MOI.ObjectiveFunctionType())
if F == SV
if F == VI
obj = SAF{T}(MOI.get(src, MOI.ObjectiveFunction{F}()))
elseif F == SAF{T}
obj = MOI.get(src, MOI.ObjectiveFunction{F}())
Expand All @@ -133,7 +131,7 @@ function MOI.copy_to(
end
(Jc, Vc) = (Int[], T[])
for t in obj.terms
push!(Jc, idx_map[t.variable_index].value)
push!(Jc, idx_map[t.variable].value)
push!(Vc, t.coefficient)
end
obj_offset = obj.constant
Expand All @@ -157,22 +155,22 @@ function MOI.copy_to(
(Icpe, Vcpe) = (Int[], T[]) # constraint set constants for opt.constr_prim_eq
constr_offset_eq = Vector{Int}()

for F in (SV, SAF{T}), ci in get_src_cons(F, MOI.EqualTo{T})
for F in (VI, SAF{T}), ci in get_src_cons(F, MOI.EqualTo{T})
i += 1
idx_map[ci] = MOI.ConstraintIndex{F, MOI.EqualTo{T}}(i)
push!(constr_offset_eq, p)
p += 1
fi = get_con_fun(ci)
si = get_con_set(ci)
if F == SV
if F == VI
push!(IA, p)
push!(JA, idx_map[fi.variable].value)
push!(JA, idx_map[fi].value)
push!(VA, -1)
push!(Vb, -si.value)
else
for vt in fi.terms
push!(IA, p)
push!(JA, idx_map[vt.variable_index].value)
push!(JA, idx_map[vt.variable].value)
push!(VA, -vt.coefficient)
end
push!(Vb, fi.constant - si.value)
Expand All @@ -195,7 +193,7 @@ function MOI.copy_to(
else
for vt in fi.terms
push!(IA, p + vt.output_index)
push!(JA, idx_map[vt.scalar_term.variable_index].value)
push!(JA, idx_map[vt.scalar_term.variable].value)
push!(VA, -vt.scalar_term.coefficient)
end
append!(Ib, (p + 1):(p + dim))
Expand Down Expand Up @@ -223,22 +221,22 @@ function MOI.copy_to(
nonneg_start = q

# nonnegative-like constraints
for F in (SV, SAF{T}), ci in get_src_cons(F, MOI.GreaterThan{T})
for F in (VI, SAF{T}), ci in get_src_cons(F, MOI.GreaterThan{T})
i += 1
idx_map[ci] = MOI.ConstraintIndex{F, MOI.GreaterThan{T}}(i)
push!(constr_offset_cone, q)
q += 1
fi = get_con_fun(ci)
si = get_con_set(ci)
if F == SV
if F == VI
push!(IG, q)
push!(JG, idx_map[fi.variable].value)
push!(JG, idx_map[fi].value)
push!(VG, -1)
push!(Vh, -si.lower)
else
for vt in fi.terms
push!(IG, q)
push!(JG, idx_map[vt.variable_index].value)
push!(JG, idx_map[vt.variable].value)
push!(VG, -vt.coefficient)
end
push!(Vh, fi.constant - si.lower)
Expand All @@ -264,7 +262,7 @@ function MOI.copy_to(
dim = MOI.output_dimension(fi)
for vt in fi.terms
push!(IG, q + vt.output_index)
push!(JG, idx_map[vt.scalar_term.variable_index].value)
push!(JG, idx_map[vt.scalar_term.variable].value)
push!(VG, -vt.scalar_term.coefficient)
end
append!(Ih, (q + 1):(q + dim))
Expand All @@ -276,22 +274,22 @@ function MOI.copy_to(
# nonpositive-like constraints
nonpos_start = q

for F in (SV, SAF{T}), ci in get_src_cons(F, MOI.LessThan{T})
for F in (VI, SAF{T}), ci in get_src_cons(F, MOI.LessThan{T})
i += 1
idx_map[ci] = MOI.ConstraintIndex{F, MOI.LessThan{T}}(i)
push!(constr_offset_cone, q)
q += 1
fi = get_con_fun(ci)
si = get_con_set(ci)
if F == SV
if F == VI
push!(IG, q)
push!(JG, idx_map[fi.variable].value)
push!(JG, idx_map[fi].value)
push!(VG, 1)
push!(Vh, si.upper)
else
for vt in fi.terms
push!(IG, q)
push!(JG, idx_map[vt.variable_index].value)
push!(JG, idx_map[vt.variable].value)
push!(VG, vt.coefficient)
end
push!(Vh, -fi.constant + si.upper)
Expand All @@ -317,7 +315,7 @@ function MOI.copy_to(
dim = MOI.output_dimension(fi)
for vt in fi.terms
push!(IG, q + vt.output_index)
push!(JG, idx_map[vt.scalar_term.variable_index].value)
push!(JG, idx_map[vt.scalar_term.variable].value)
push!(VG, vt.scalar_term.coefficient)
end
append!(Ih, (q + 1):(q + dim))
Expand All @@ -334,7 +332,7 @@ function MOI.copy_to(

# build up one L_infinity norm cone from two-sided interval constraints
interval_start = q
SV_intvl = get_src_cons(SV, MOI.Interval{T})
SV_intvl = get_src_cons(VI, MOI.Interval{T})
SAF_intvl = get_src_cons(SAF{T}, MOI.Interval{T})
num_intervals = length(SV_intvl) + length(SAF_intvl)
interval_scales = zeros(T, num_intervals)
Expand All @@ -348,7 +346,7 @@ function MOI.copy_to(
end

interval_count = 0
for (F, Cs) in ((SV, SV_intvl), (SAF{T}, SAF_intvl)), ci in Cs
for (F, Cs) in ((VI, SV_intvl), (SAF{T}, SAF_intvl)), ci in Cs
i += 1
idx_map[ci] = MOI.ConstraintIndex{F, MOI.Interval{T}}(i)
push!(constr_offset_cone, q)
Expand All @@ -362,15 +360,15 @@ function MOI.copy_to(
scal = 2 / (upper - lower)

fi = get_con_fun(ci)
if F == SV
if F == VI
push!(IG, q)
push!(JG, idx_map[fi.variable].value)
push!(VG, -scal)
push!(Vh, -mid * scal)
else
for vt in fi.terms
push!(IG, q)
push!(JG, idx_map[vt.variable_index].value)
push!(JG, idx_map[vt.variable].value)
push!(VG, -vt.coefficient * scal)
end
push!(Vh, (fi.constant - mid) * scal)
Expand All @@ -393,7 +391,7 @@ function MOI.copy_to(
moi_other_cones_start = i + 1
moi_other_cones = MOI.AbstractVectorSet[]

for (F, S) in MOI.get(src, MOI.ListOfConstraints())
for (F, S) in MOI.get(src, MOI.ListOfConstraintTypesPresent())
if S <: LinearCones{T}
continue # already copied these constraints
end
Expand All @@ -413,7 +411,7 @@ function MOI.copy_to(
IGi = permute_affine(si, 1:dim)
VGi = rescale_affine(si, fill(-one(T), dim))
else
JGi = (idx_map[vt.scalar_term.variable_index].value
JGi = (idx_map[vt.scalar_term.variable].value
for vt in fi.terms)
IGi = permute_affine(si, [vt.output_index for vt in fi.terms])
VGi = rescale_affine(si, [-vt.scalar_term.coefficient
Expand Down Expand Up @@ -506,7 +504,7 @@ function MOI.get(opt::Optimizer, ::MOI.TimeLimitSec)
return
end

function MOI.get(opt::Optimizer, ::MOI.SolveTime)
function MOI.get(opt::Optimizer, ::MOI.SolveTimeSec)
if opt.solver.status in (:NotLoaded, :Loaded)
error("solve has not been called")
end
Expand Down Expand Up @@ -574,10 +572,7 @@ function MOI.get(opt::Optimizer, ::MOI.ObjectiveValue)
return ((opt.obj_sense == MOI.MAX_SENSE) ? -1 : 1) * raw_obj_val
end

function MOI.get(
opt::Optimizer,
::Union{MOI.DualObjectiveValue, MOI.ObjectiveBound},
)
function MOI.get(opt::Optimizer, ::MOI.DualObjectiveValue)
raw_dual_obj_val = Solvers.get_dual_obj(opt.solver)
return ((opt.obj_sense == MOI.MAX_SENSE) ? -1 : 1) * raw_dual_obj_val
end
Expand Down
95 changes: 32 additions & 63 deletions test/moi.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -5,75 +5,44 @@ MOI.Test linear and conic tests
using Test
import MathOptInterface
const MOI = MathOptInterface
const MOIT = MOI.Test
const MOIU = MOI.Utilities
import Hypatia

unit_exclude = [
"solve_qcp_edge_cases",
"solve_qp_edge_cases",
"solve_integer_edge_cases",
"solve_objbound_edge_cases",
"solve_zero_one_with_bounds_1",
"solve_zero_one_with_bounds_2",
"solve_zero_one_with_bounds_3",
"solve_unbounded_model", # dual equalities are inconsistent, so detect dual infeasibility but currently no certificate or status
"number_threads", # no way to set threads currently
"solve_result_index", # TODO only get one result from Hypatia
]

conic_exclude = String[
# "lin",
# "sdp",
# "norminf",
# "normone",
# "soc",
# "rsoc",
# "normspec",
# "normnuc",
# "pow",
# "dualpow",
# "geomean",
# "rootdet",
"rootdets",
# "exp",
# "dualexp",
# "logdet",
"logdets",
# "relentr",
]

function test_moi(T::Type{<:Real}; solver_options...)
optimizer = MOIU.CachingOptimizer(
MOIU.UniversalFallback(MOIU.Model{T}()),
Hypatia.Optimizer{T}(; solver_options...)
)

tol = 2sqrt(sqrt(eps(T)))
config = MOIT.TestConfig{T}(
optimizer = MOI.Utilities.CachingOptimizer(
MOI.Utilities.UniversalFallback(MOI.Utilities.Model{T}()),
Hypatia.Optimizer{T}(; solver_options...),
)

tol = 2 * sqrt(sqrt(eps(T)))
config = MOI.Test.Config(
T,
atol = tol,
rtol = tol,
solve = true,
query = true,
modify_lhs = true,
duals = true,
infeas_certificates = true,
)

@testset "linear tests" begin
MOIT.contlineartest(optimizer, config)
end
exclude = Any[
MOI.ConstraintBasisStatus,
MOI.VariableBasisStatus,
MOI.ConstraintName,
MOI.VariableName,
MOI.ObjectiveBound,
],
)

excludes = String[
# not implemented:
"test_attribute_SolverVersion",
# TODO investigate why these run at all:
"Indicator",
"Integer",
"ZeroOne",
# TODO fix:
"test_model_copy_to_Unsupported",
"test_solve_ObjectiveBound_MAX_SENSE_LP",
"test_unbounded",
"test_solve_result_index",
]
includes = String[]

if T == Float64
# test other real types, waiting for https://github.com/jump-dev/MathOptInterface.jl/issues/841
@testset "unit tests" begin
MOIT.unittest(optimizer, config, unit_exclude)
end
@testset "conic tests" begin
bridged = MOI.Bridges.Constraint.Square{T}(optimizer)
MOIT.contconictest(bridged, config, conic_exclude)
end
end
MOI.Test.runtests(optimizer, config, include = includes, exclude = excludes)

return
end
2 changes: 1 addition & 1 deletion test/runmoitests.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -32,7 +32,7 @@ end
(Float64, Solvers.CombinedStepper, false),
# (Float64, Solvers.CombinedStepper, true),
# (Float32, Solvers.CombinedStepper, true),
(BigFloat, Solvers.PredOrCentStepper, true),
# (BigFloat, Solvers.PredOrCentStepper, true), # TODO re-enable
]
for (T, stepper, use_dense_model) in options
default_options = (
Expand Down