Merge pull request #899 from JuliaOpt/bl/square_get_func_set

Implement MOI.get for function/set for SquareBridge

Author: blegat

src/Bridges/Constraint/square.jl

@@ -70,7 +70,7 @@ struct SquareBridge{T, F<:MOI.AbstractVectorFunction,
                     G<:MOI.AbstractScalarFunction,
                     TT<:MOI.AbstractSymmetricMatrixSetTriangle,
                     ST<:MOI.AbstractSymmetricMatrixSetSquare} <: AbstractBridge
-    side_dimension::Int
+    square_set::ST
     triangle::CI{F, TT}
     sym::Vector{Pair{Tuple{Int, Int}, CI{G, MOI.EqualTo{T}}}}
 end
@@ -113,7 +113,7 @@ function bridge_constraint(::Type{SquareBridge{T, F, G, TT, ST}},
     end
     @assert length(upper_triangle_indices) == trilen
     triangle = MOI.add_constraint(model, f_scalars[upper_triangle_indices], MOI.triangular_form(s))
-    return SquareBridge{T, F, G, TT, ST}(dim, triangle, sym)
+    return SquareBridge{T, F, G, TT, ST}(s, triangle, sym)
 end
 
 function MOI.supports_constraint(::Type{SquareBridge{T}},
@@ -161,10 +161,38 @@ function MOI.delete(model::MOI.ModelLike, bridge::SquareBridge)
 end
 
 # Attributes, Bridge acting as a constraint
+function MOI.get(model::MOI.ModelLike, attr::MOI.ConstraintFunction,
+                 bridge::SquareBridge{T}) where T
+    tri = MOIU.eachscalar(MOI.get(model, attr, bridge.triangle))
+    dim = MOI.side_dimension(bridge.square_set)
+    sqr = Vector{eltype(tri)}(undef, dim^2)
+    sqrmap(i, j) = (j - 1) * dim + i
+    k = 0
+    for j in 1:dim
+        for i in 1:j
+            k += 1
+            sqr[sqrmap(i, j)] = tri[k]
+            sqr[sqrmap(j, i)] = tri[k]
+        end
+    end
+    for sym in bridge.sym
+        i, j = sym.first
+        diff = MOI.get(model, attr, sym.second)
+        set = MOI.get(model, MOI.ConstraintSet(), sym.second)
+        upper = sqr[sqrmap(i, j)]
+        lower = MOIU.operate(-, T, upper, diff)
+        lower = MOIU.operate!(-, T, lower, MOI.constant(set))
+        sqr[sqrmap(j, i)] = MOIU.convert_approx(eltype(tri), lower)
+    end
+    return MOIU.vectorize(sqr)
+end
+function MOI.get(::MOI.ModelLike, ::MOI.ConstraintSet, bridge::SquareBridge)
+    return bridge.square_set
+end
 function MOI.get(model::MOI.ModelLike, attr::MOI.ConstraintPrimal,
                  bridge::SquareBridge{T}) where T
     tri = MOI.get(model, attr, bridge.triangle)
-    dim = bridge.side_dimension
+    dim = MOI.side_dimension(bridge.square_set)
     sqr = Vector{eltype(tri)}(undef, dim^2)
     k = 0
     for j in 1:dim
@@ -178,7 +206,7 @@ end
 function MOI.get(model::MOI.ModelLike, attr::MOI.ConstraintDual,
                  bridge::SquareBridge)
     tri = MOI.get(model, attr, bridge.triangle)
-    dim = bridge.side_dimension
+    dim = MOI.side_dimension(bridge.square_set)
     sqr = Vector{eltype(tri)}(undef, dim^2)
     k = 0
     for j in 1:dim

src/Test/UnitTests/basic_constraint_tests.jl

@@ -45,7 +45,7 @@ const BasicConstraintTests = Dict(
     (MOI.VectorOfVariables, MOI.DualPowerCone{Float64}) => ( dummy_vectorofvariables, 3, MOI.DualPowerCone(2.0) ),
 
     (MOI.VectorOfVariables, MOI.PositiveSemidefiniteConeTriangle) => ( dummy_vectorofvariables,  7, MOI.PositiveSemidefiniteConeTriangle(3) ),
-    (MOI.VectorOfVariables, MOI.PositiveSemidefiniteConeSquare)   => ( dummy_vectorofvariables, 10, MOI.PositiveSemidefiniteConeSquare(3) ),
+    (MOI.VectorOfVariables, MOI.PositiveSemidefiniteConeSquare)   => ( dummy_vectorofvariables,  9, MOI.PositiveSemidefiniteConeSquare(3) ),
     (MOI.VectorOfVariables, MOI.LogDetConeTriangle)               => ( dummy_vectorofvariables,  8, MOI.LogDetConeTriangle(3) ),
     (MOI.VectorOfVariables, MOI.LogDetConeSquare)                 => ( dummy_vectorofvariables, 11, MOI.LogDetConeSquare(3) ),
     (MOI.VectorOfVariables, MOI.RootDetConeTriangle)              => ( dummy_vectorofvariables,  7, MOI.RootDetConeTriangle(3) ),
@@ -70,6 +70,7 @@ const BasicConstraintTests = Dict(
     (MOI.VectorAffineFunction{Float64}, MOI.SecondOrderCone)        => ( dummy_vector_affine, 3, MOI.SecondOrderCone(3) ),
     (MOI.VectorAffineFunction{Float64}, MOI.RotatedSecondOrderCone) => ( dummy_vector_affine, 3, MOI.RotatedSecondOrderCone(3) ),
     (MOI.VectorAffineFunction{Float64}, MOI.GeometricMeanCone)      => ( dummy_vector_affine, 3, MOI.GeometricMeanCone(3) ),
+    (MOI.VectorAffineFunction{Float64}, MOI.PositiveSemidefiniteConeSquare) => ( dummy_vector_affine, 9, MOI.GeometricMeanCone(3) ),
 
     (MOI.VectorQuadraticFunction{Float64}, MOI.Zeros)        => ( dummy_vector_quadratic, 2, MOI.Zeros(2) ),
     (MOI.VectorQuadraticFunction{Float64}, MOI.Nonpositives) => ( dummy_vector_quadratic, 2, MOI.Nonpositives(2) ),
@@ -79,7 +80,8 @@ const BasicConstraintTests = Dict(
     (MOI.VectorQuadraticFunction{Float64}, MOI.NormOneCone)            => ( dummy_vector_quadratic, 3, MOI.NormOneCone(3) ),
     (MOI.VectorQuadraticFunction{Float64}, MOI.SecondOrderCone)        => ( dummy_vector_quadratic, 3, MOI.SecondOrderCone(3) ),
     (MOI.VectorQuadraticFunction{Float64}, MOI.RotatedSecondOrderCone) => ( dummy_vector_quadratic, 3, MOI.RotatedSecondOrderCone(3) ),
-    (MOI.VectorQuadraticFunction{Float64}, MOI.GeometricMeanCone)      => ( dummy_vector_quadratic, 3, MOI.GeometricMeanCone(3) )
+    (MOI.VectorQuadraticFunction{Float64}, MOI.GeometricMeanCone)      => ( dummy_vector_quadratic, 3, MOI.GeometricMeanCone(3) ),
+    (MOI.VectorQuadraticFunction{Float64}, MOI.PositiveSemidefiniteConeSquare) => ( dummy_vector_quadratic, 9, MOI.GeometricMeanCone(3) )
 )
 """
     basic_constraint_tests(model::MOI.ModelLike, config::TestConfig;

test/Bridges/Constraint/square.jl

@@ -13,6 +13,15 @@ config = MOIT.TestConfig()
 
 @testset "Square" begin
     bridged_mock = MOIB.Constraint.Square{Float64}(mock)
+
+    MOIT.basic_constraint_tests(
+        bridged_mock, config,
+        include = [(F, S)
+                   for F in [MOI.VectorOfVariables, MOI.VectorAffineFunction{Float64},
+                             MOI.VectorQuadraticFunction{Float64}]
+                   for S in [MOI.PositiveSemidefiniteConeSquare]])
+
+
     mock.optimize! = (mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, ones(4),
                           (MOI.ScalarAffineFunction{Float64}, MOI.EqualTo{Float64})                 => [2, 2])
     MOIT.psds0vtest(bridged_mock, config)