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Merged
blegat merged 4 commits into from
Sep 25, 2021
Merged

Breaking changes for MOI 0.10.0 #97

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c9db5b0
Breaking changes for MOI 0.10.0
blegat Sep 19, 2021
1f4608c
DeprecatedTest -> Test
blegat Sep 19, 2021
85a3e0c
Fix objective modification for maximization problem
blegat Sep 21, 2021
a2a85fd
Fix test names
blegat Sep 25, 2021
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2 changes: 1 addition & 1 deletion Project.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -17,7 +17,7 @@ SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"

[compat]
BinaryProvider = "0.3, 0.4, 0.5"
MathOptInterface = "~0.9.5"
MathOptInterface = "~0.10.3"
MathProgBase = "~0.5.0, ~0.6, ~0.7"
julia = "1"

Expand Down
75 changes: 42 additions & 33 deletions src/MOI_wrapper.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -78,7 +78,7 @@ mutable struct Optimizer <: MOI.AbstractOptimizer
Dict{Symbol, Any}(:verbose => true), sense, objconstant,
constrconstant, modcache, warmstartcache, rowranges)
for (key, value) in kwargs
MOI.set(optimizer, MOI.RawParameter(key), value)
MOI.set(optimizer, MOI.RawOptimizerAttribute(key), value)
end
return optimizer
end
Expand Down Expand Up @@ -109,7 +109,9 @@ end

function MOI.set(model::Optimizer, attr::MOI.TimeLimitSec, ::Nothing)
delete!(model.settings, :time_limit)
OSQP.update_settings!(model.inner, time_limit=0.0)
if !MOI.is_empty(model)
OSQP.update_settings!(model.inner, time_limit=0.0)
end
return
end

Expand All @@ -125,7 +127,6 @@ function MOI.empty!(optimizer::Optimizer)
optimizer.inner = OSQP.Model()
optimizer.hasresults = false
optimizer.results = OSQP.Results()
optimizer.is_empty = true
optimizer.sense = MOI.MIN_SENSE # model parameter, so needs to be reset
optimizer.objconstant = 0.
optimizer.constrconstant = Float64[]
Expand All @@ -135,10 +136,9 @@ function MOI.empty!(optimizer::Optimizer)
optimizer
end

MOI.is_empty(optimizer::Optimizer) = optimizer.is_empty
MOI.is_empty(optimizer::Optimizer) = optimizer.inner.isempty

function MOI.copy_to(dest::Optimizer, src::MOI.ModelLike; copy_names=false)
copy_names && error("Copying names is not supported.")
function MOI.copy_to(dest::Optimizer, src::MOI.ModelLike)
MOI.empty!(dest)
idxmap = MOIU.IndexMap(dest, src)
assign_constraint_row_ranges!(dest.rowranges, idxmap, src)
Expand All @@ -153,8 +153,7 @@ function MOI.copy_to(dest::Optimizer, src::MOI.ModelLike; copy_names=false)
dest.warmstartcache = WarmStartCache{Float64}(size(A, 2), size(A, 1))
processprimalstart!(dest.warmstartcache.x, src, idxmap)
processdualstart!(dest.warmstartcache.y, src, idxmap, dest.rowranges)
dest.is_empty = false
idxmap
return idxmap
end

"""
Expand All @@ -167,7 +166,7 @@ function MOIU.IndexMap(dest::Optimizer, src::MOI.ModelLike)
idxmap[vis_src[i]] = VI(i)
end
i = 0
for (F, S) in MOI.get(src, MOI.ListOfConstraints())
for (F, S) in MOI.get(src, MOI.ListOfConstraintTypesPresent())
MOI.supports_constraint(dest, F, S) || throw(MOI.UnsupportedConstraint{F, S}())
cis_src = MOI.get(src, MOI.ListOfConstraintIndices{F, S}())
for ci in cis_src
Expand All @@ -180,7 +179,7 @@ end

function assign_constraint_row_ranges!(rowranges::Dict{Int, UnitRange{Int}}, idxmap::MOIU.IndexMap, src::MOI.ModelLike)
startrow = 1
for (F, S) in MOI.get(src, MOI.ListOfConstraints())
for (F, S) in MOI.get(src, MOI.ListOfConstraintTypesPresent())
cis_src = MOI.get(src, MOI.ListOfConstraintIndices{F, S}())
for ci_src in cis_src
set = MOI.get(src, MOI.ConstraintSet(), ci_src)
Expand Down Expand Up @@ -216,8 +215,8 @@ function processobjective(src::MOI.ModelLike, idxmap)
c = faffine.constant
elseif function_type == MOI.ScalarQuadraticFunction{Float64}
fquadratic = MOI.get(src, MOI.ObjectiveFunction{MOI.ScalarQuadraticFunction{Float64}}())
I = [Int(idxmap[term.variable_index_1].value) for term in fquadratic.quadratic_terms]
J = [Int(idxmap[term.variable_index_2].value) for term in fquadratic.quadratic_terms]
I = [Int(idxmap[term.variable_1].value) for term in fquadratic.quadratic_terms]
J = [Int(idxmap[term.variable_2].value) for term in fquadratic.quadratic_terms]
V = [term.coefficient for term in fquadratic.quadratic_terms]
upper_triangularize!(I, J, V)
P = sparse(I, J, V, n, n)
Expand All @@ -243,7 +242,7 @@ function processlinearterms!(q, terms::Vector{<:MOI.ScalarAffineTerm}, idxmapfun
q .= 0
end
for term in terms
var = term.variable_index
var = term.variable
coeff = term.coefficient
q[idxmapfun(var).value] += coeff
end
Expand Down Expand Up @@ -272,7 +271,7 @@ function processconstraints(src::MOI.ModelLike, idxmap, rowranges::Dict{Int, Uni
I = Int[]
J = Int[]
V = Float64[]
for (F, S) in MOI.get(src, MOI.ListOfConstraints())
for (F, S) in MOI.get(src, MOI.ListOfConstraintTypesPresent())
processconstraints!((I, J, V), bounds, constant, src, idxmap, rowranges, F, S)
end
l .-= constant
Expand Down Expand Up @@ -311,7 +310,7 @@ end
function processlinearpart!(triplets::SparseTriplets, f::MOI.ScalarAffineFunction, row::Int, idxmap)
(I, J, V) = triplets
for term in f.terms
var = term.variable_index
var = term.variable
coeff = term.coefficient
col = idxmap[var].value
push!(I, row)
Expand All @@ -324,7 +323,7 @@ function processlinearpart!(triplets::SparseTriplets, f::MOI.VectorAffineFunctio
(I, J, V) = triplets
for term in f.terms
row = rows[term.output_index]
var = term.scalar_term.variable_index
var = term.scalar_term.variable
coeff = term.scalar_term.coefficient
col = idxmap[var].value
push!(I, row)
Expand Down Expand Up @@ -371,7 +370,7 @@ function processprimalstart!(x, src::MOI.ModelLike, idxmap)
end

function processdualstart!(y, src::MOI.ModelLike, idxmap, rowranges::Dict{Int, UnitRange{Int}})
for (F, S) in MOI.get(src, MOI.ListOfConstraints())
for (F, S) in MOI.get(src, MOI.ListOfConstraintTypesPresent())
has_dual_start = false
for attr in MOI.get(src, MOI.ListOfConstraintAttributesSet{F, S}())
if attr isa MOI.ConstraintDualStart
Expand Down Expand Up @@ -436,10 +435,10 @@ end # module

using .OSQPSettings

_symbol(param::MOI.RawParameter) = Symbol(param.name)
_symbol(param::MOI.RawOptimizerAttribute) = Symbol(param.name)
_symbol(a::OSQPAttribute) = Symbol(a)
OSQPSettings.isupdatable(param::MOI.RawParameter) = _contains(OSQP.UPDATABLE_SETTINGS, _symbol(param))
function MOI.set(optimizer::Optimizer, a::Union{OSQPAttribute, MOI.RawParameter}, value)
OSQPSettings.isupdatable(param::MOI.RawOptimizerAttribute) = _contains(OSQP.UPDATABLE_SETTINGS, _symbol(param))
function MOI.set(optimizer::Optimizer, a::Union{OSQPAttribute, MOI.RawOptimizerAttribute}, value)
(isupdatable(a) || MOI.is_empty(optimizer)) || throw(MOI.SetAttributeNotAllowed(a))
setting = _symbol(a)
optimizer.settings[setting] = value
Expand All @@ -448,7 +447,7 @@ function MOI.set(optimizer::Optimizer, a::Union{OSQPAttribute, MOI.RawParameter}
end
end

function MOI.get(optimizer::Optimizer, a::Union{OSQPAttribute, MOI.RawParameter})
function MOI.get(optimizer::Optimizer, a::Union{OSQPAttribute, MOI.RawOptimizerAttribute})
return optimizer.settings[_symbol(a)]
end

Expand Down Expand Up @@ -486,8 +485,8 @@ function MOI.set(optimizer::Optimizer, a::MOI.ObjectiveFunction{Quadratic}, obj:
cache = optimizer.modcache
cache.P[:] = 0
for term in obj.quadratic_terms
row = term.variable_index_1.value
col = term.variable_index_2.value
row = term.variable_1.value
col = term.variable_2.value
coeff = term.coefficient
row > col && ((row, col) = (col, row)) # upper triangle only
if !(CartesianIndex(row, col) in cache.P.cartesian_indices_set)
Expand All @@ -514,7 +513,7 @@ function check_has_results(optimizer::Optimizer)
end

# Since these aren't explicitly returned by OSQP, I feel like it would be better to have a fallback method compute these:
function MOI.get(optimizer::Optimizer, a::MOI.SolveTime)
function MOI.get(optimizer::Optimizer, ::MOI.SolveTimeSec)
check_has_results(optimizer)
return optimizer.results.info.run_time
end
Expand Down Expand Up @@ -549,18 +548,19 @@ function MOI.get(optimizer::Optimizer, ::MOI.TerminationStatus)
end

function MOI.get(optimizer::Optimizer, a::MOI.PrimalStatus)
if a.N > MOI.get(optimizer, MOI.ResultCount())
if a.result_index > MOI.get(optimizer, MOI.ResultCount())
return MOI.NO_SOLUTION
end
osqpstatus = optimizer.results.info.status
if osqpstatus == :Unsolved
return MOI.NO_SOLUTION
elseif osqpstatus == :Primal_infeasible
return MOI.INFEASIBILITY_CERTIFICATE
# FIXME is it `NO_SOLUTION` (e.g. `NaN`s) or `INFEASIBLE_POINT` (e.g. current primal solution that we know is infeasible with the dual certificate)
return MOI.NO_SOLUTION
elseif osqpstatus == :Solved
return MOI.FEASIBLE_POINT
elseif osqpstatus == :Primal_infeasible_inaccurate
return MOI.NEARLY_INFEASIBILITY_CERTIFICATE
return MOI.UNKNOWN_RESULT_STATUS
elseif osqpstatus == :Dual_infeasible
return MOI.INFEASIBILITY_CERTIFICATE
else # :Interrupted, :Max_iter_reached, :Solved_inaccurate, :Non_convex (TODO: good idea? use OSQP.SOLUTION_PRESENT?)
Expand All @@ -569,14 +569,15 @@ function MOI.get(optimizer::Optimizer, a::MOI.PrimalStatus)
end

function MOI.get(optimizer::Optimizer, a::MOI.DualStatus)
if a.N > MOI.get(optimizer, MOI.ResultCount())
if a.result_index > MOI.get(optimizer, MOI.ResultCount())
return MOI.NO_SOLUTION
end
osqpstatus = optimizer.results.info.status
if osqpstatus == :Unsolved
return MOI.NO_SOLUTION
elseif osqpstatus == :Dual_infeasible
return MOI.INFEASIBILITY_CERTIFICATE
# FIXME is it `NO_SOLUTION` (e.g. `NaN`s) or `INFEASIBLE_POINT` (e.g. current dual solution that we know is infeasible with the dual certificate)
return MOI.NO_SOLUTION
elseif osqpstatus == :Primal_infeasible
return MOI.INFEASIBILITY_CERTIFICATE
elseif osqpstatus == :Primal_infeasible_inaccurate
Expand Down Expand Up @@ -629,7 +630,7 @@ function MOI.set(optimizer::Optimizer, attr::MOI.ConstraintFunction, ci::CI{Affi
row = constraint_rows(optimizer, ci)
optimizer.modcache.A[row, :] = 0
for term in f.terms
col = term.variable_index.value
col = term.variable.value
coeff = term.coefficient
optimizer.modcache.A[row, col] += coeff
end
Expand All @@ -648,7 +649,7 @@ function MOI.set(optimizer::Optimizer, attr::MOI.ConstraintFunction, ci::CI{Vect
end
for term in f.terms
row = rows[term.output_index]
col = term.scalar_term.variable_index.value
col = term.scalar_term.variable.value
coeff = term.scalar_term.coefficient
optimizer.modcache.A[row, col] += coeff
end
Expand Down Expand Up @@ -707,12 +708,20 @@ end
# Objective modification
function MOI.modify(optimizer::Optimizer, attr::MOI.ObjectiveFunction, change::MOI.ScalarConstantChange)
MOI.is_empty(optimizer) && throw(MOI.ModifyObjectiveNotAllowed(change))
optimizer.objconstant = change.new_constant
constant = change.new_constant
if optimizer.sense == MOI.MAX_SENSE
constant = -constant
end
optimizer.objconstant = constant
end

function MOI.modify(optimizer::Optimizer, attr::MOI.ObjectiveFunction, change::MOI.ScalarCoefficientChange)
MOI.is_empty(optimizer) && throw(MOI.ModifyObjectiveNotAllowed(change))
optimizer.modcache.q[change.variable.value] = change.new_coefficient
coef = change.new_coefficient
if optimizer.sense == MOI.MAX_SENSE
coef = -coef
end
optimizer.modcache.q[change.variable.value] = coef
end

# There is currently no ScalarQuadraticCoefficientChange.
Expand Down
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