[Utilities] add get_fallback support in CachingOptimizer (#1893)

Author: odow

src/Utilities/cachingoptimizer.jl

@@ -823,22 +823,57 @@ function MOI.supports(
            (m.state == NO_OPTIMIZER || MOI.supports(m.optimizer, attr)::Bool)
 end
 
-function MOI.get(model::CachingOptimizer, attr::MOI.AbstractModelAttribute)
-    if MOI.is_set_by_optimize(attr)
-        if state(model) == NO_OPTIMIZER
-            error(
-                "Cannot query $(attr) from caching optimizer because no " *
-                "optimizer is attached.",
-            )
+function _get_model_attribute(model::CachingOptimizer, attr::MOI.ObjectiveValue)
+    try
+        return MOI.get(model.optimizer, attr)
+    catch err
+        if !(err isa MOI.GetAttributeNotAllowed)
+            rethrow(err)
         end
-        return map_indices(
-            model.optimizer_to_model_map,
-            attr,
-            MOI.get(model.optimizer, attr)::MOI.attribute_value_type(attr),
-        )
-    else
+        return get_fallback(model, attr)
+    end
+end
+
+function _get_model_attribute(
+    model::CachingOptimizer,
+    attr::MOI.DualObjectiveValue,
+)
+    try
+        return MOI.get(model.optimizer, attr)
+    catch err
+        if !(err isa MOI.GetAttributeNotAllowed)
+            rethrow(err)
+        end
+        MOI.check_result_index_bounds(model, attr)
+        # We don't know what coefficient type to use, so just use whatever the
+        # objective value type is. This is slightly inefficient, but it
+        # shouldn't be a bottleneck.
+        obj = _get_model_attribute(model, MOI.ObjectiveValue(attr.result_index))
+        return get_fallback(model, attr, typeof(obj))
+    end
+end
+
+function _get_model_attribute(
+    model::CachingOptimizer,
+    attr::MOI.AbstractModelAttribute,
+)
+    return map_indices(
+        model.optimizer_to_model_map,
+        attr,
+        MOI.get(model.optimizer, attr)::MOI.attribute_value_type(attr),
+    )
+end
+
+function MOI.get(model::CachingOptimizer, attr::MOI.AbstractModelAttribute)
+    if !MOI.is_set_by_optimize(attr)
         return MOI.get(model.model_cache, attr)
+    elseif state(model) == NO_OPTIMIZER
+        error(
+            "Cannot query $(attr) from caching optimizer because no " *
+            "optimizer is attached.",
+        )
     end
+    return _get_model_attribute(model, attr)
 end
 
 function MOI.get(

test/Utilities/cachingoptimizer.jl

@@ -805,24 +805,25 @@ function test_copy_to_and_optimize!()
 end
 
 ###
-### Test ConstraintPrimal fallback in CachingOptimizer.
+### Test get_fallback in CachingOptimizer.
 ###
-### It's a bit complicated because we need an optimizer that errors on
-### ConstraintPrimal. This is the minimal set of methods needed to test the
-### fallback.
+### It's a bit complicated because we need an optimizer with the minimal set of
+### methods needed to test the fallbacks.
 ###
 
-struct _ConstraintPrimal1310 <: MOI.AbstractOptimizer end
+struct _GetFallbackModel1310 <: MOI.AbstractOptimizer end
 
-MOI.is_empty(::_ConstraintPrimal1310) = true
+MOI.is_empty(::_GetFallbackModel1310) = true
 
-MOI.get(::_ConstraintPrimal1310, ::MOI.ListOfModelAttributesSet) = []
+MOI.get(::_GetFallbackModel1310, ::MOI.ListOfModelAttributesSet) = []
 
-MOI.get(::_ConstraintPrimal1310, ::MOI.PrimalStatus) = MOI.FEASIBLE_POINT
+MOI.get(::_GetFallbackModel1310, ::MOI.PrimalStatus) = MOI.FEASIBLE_POINT
 
-MOI.get(::_ConstraintPrimal1310, ::MOI.ResultCount) = 1
+MOI.get(::_GetFallbackModel1310, ::MOI.DualStatus) = MOI.FEASIBLE_POINT
 
-function MOI.optimize!(::_ConstraintPrimal1310, model::MOI.ModelLike)
+MOI.get(::_GetFallbackModel1310, ::MOI.ResultCount) = 1
+
+function MOI.optimize!(::_GetFallbackModel1310, model::MOI.ModelLike)
     index_map = MOI.IndexMap()
     for x in MOI.get(model, MOI.ListOfVariableIndices())
         index_map[x] = x
@@ -836,17 +837,25 @@ function MOI.optimize!(::_ConstraintPrimal1310, model::MOI.ModelLike)
 end
 
 function MOI.get(
-    ::_ConstraintPrimal1310,
+    ::_GetFallbackModel1310,
     ::MOI.VariablePrimal,
     ::MOI.VariableIndex,
 )
     return 1.2
 end
 
+function MOI.get(
+    ::_GetFallbackModel1310,
+    ::MOI.ConstraintDual,
+    ::MOI.ConstraintIndex,
+)
+    return 1.2
+end
+
 function test_ConstraintPrimal_fallback()
     model = MOI.Utilities.CachingOptimizer(
         MOI.Utilities.Model{Float64}(),
-        _ConstraintPrimal1310(),
+        _GetFallbackModel1310(),
     )
     x = MOI.add_variable(model)
     c = MOI.add_constraint(model, x, MOI.GreaterThan(1.0))
@@ -876,6 +885,42 @@ function test_ConstraintPrimal_fallback_error()
     return
 end
 
+function test_ObjectiveValue_fallback()
+    model = MOI.Utilities.CachingOptimizer(
+        MOI.Utilities.Model{Float64}(),
+        _GetFallbackModel1310(),
+    )
+    x = MOI.add_variable(model)
+    MOI.add_constraint(model, x, MOI.GreaterThan(1.0))
+    MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
+    MOI.set(model, MOI.ObjectiveFunction{typeof(x)}(), x)
+    MOI.optimize!(model)
+    @test MOI.get(model, MOI.ObjectiveValue()) == 1.2
+    @test_throws(
+        MOI.ResultIndexBoundsError(MOI.ObjectiveValue(2), 1),
+        MOI.get(model, MOI.ObjectiveValue(2)),
+    )
+    return
+end
+
+function test_DualObjectiveValue_fallback()
+    model = MOI.Utilities.CachingOptimizer(
+        MOI.Utilities.Model{Float64}(),
+        _GetFallbackModel1310(),
+    )
+    x = MOI.add_variable(model)
+    MOI.add_constraint(model, x, MOI.GreaterThan(1.0))
+    MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
+    MOI.set(model, MOI.ObjectiveFunction{typeof(x)}(), x)
+    MOI.optimize!(model)
+    @test MOI.get(model, MOI.DualObjectiveValue()) == 1.2
+    @test_throws(
+        MOI.ResultIndexBoundsError(MOI.DualObjectiveValue(2), 1),
+        MOI.get(model, MOI.DualObjectiveValue(2)),
+    )
+    return
+end
+
 struct _OptimizerAttributeValue1670 end
 
 function test_map_indices_issue_1670()