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Add support for MOI.Parameter #139

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Nov 22, 2024
Merged

Add support for MOI.Parameter #139

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9 changes: 9 additions & 0 deletions src/eago_optimizer/moi_wrapper.jl
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Expand Up @@ -39,6 +39,7 @@ end

MOI.supports_constraint(::Optimizer, ::Type{VI}, ::Type{S}) where S <: VAR_SETS = true
MOI.supports_constraint(::Optimizer,::Type{T},::Type{S}) where {T<:Union{SAF,SQF,MOI.ScalarNonlinearFunction},S<:INEQ_SETS} = true
MOI.supports_add_constrained_variable(::Optimizer, ::Type{MOI.Parameter{Float64}}) = true

MOI.is_valid(m::Optimizer, v::VI) = (1 <= v.value <= m._input_problem._variable_count)
MOI.is_valid(m::Optimizer, c::CI{VI,S}) where S <: VAR_SETS = (1 <= c.value <= m._input_problem._variable_count)
Expand All @@ -62,6 +63,14 @@ function MOI.add_variable(m::Optimizer, name::String)
return vi
end

function MOI.add_constrained_variable(m::Optimizer, p::MOI.Parameter{Float64})
vi = VI(m._input_problem._variable_count += 1)
m._input_problem._variable_names[vi] = ""
ci = CI{VI, MOI.Parameter{Float64}}(m._input_problem._constraint_count += 1)
_constraints(m, VI, MOI.Parameter{Float64})[ci] = (vi, p)
return vi, ci
end

function MOI.add_constraint(m::Optimizer, f::F, s::S) where {F<:Union{SAF,SQF,MOI.ScalarNonlinearFunction},S<:INEQ_SETS}
check_inbounds!(m, f)
ci = CI{F, S}(m._input_problem._constraint_count += 1)
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2 changes: 2 additions & 0 deletions src/eago_optimizer/optimizer.jl
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Expand Up @@ -115,6 +115,8 @@ _constraints(m::Optimizer, ::Type{VI}, ::Type{IT}) = m._input_problem._vi_it_con
_constraints(m::Optimizer, ::Type{VI}, ::Type{ZO}) = m._input_problem._vi_zo_constraints
_constraints(m::Optimizer, ::Type{VI}, ::Type{INT}) = m._input_problem._vi_int_constraints

_constraints(m::Optimizer, ::Type{VI}, ::Type{MOI.Parameter{Float64}}) = m._input_problem._parameter_constraints

_constraints(m::Optimizer, ::Type{SAF}, ::Type{LT}) = _constraints(m._input_problem, SAF, LT)
_constraints(m::Optimizer, ::Type{SAF}, ::Type{GT}) = _constraints(m._input_problem, SAF, GT)
_constraints(m::Optimizer, ::Type{SAF}, ::Type{ET}) = _constraints(m._input_problem, SAF, ET)
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1 change: 1 addition & 0 deletions src/eago_optimizer/parse.jl
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Expand Up @@ -433,6 +433,7 @@ function initial_parse!(m::Optimizer{R,S,T}) where {R,S,T}
variable_load_parse!(m, VI, ET)
variable_load_parse!(m, VI, ZO)
variable_load_parse!(m, VI, INT)
variable_load_parse!(m, VI, MOI.Parameter{Float64})
wp._variable_count = ip._variable_count

# Copy all constraint dictionaries from the input problem to the working problem
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4 changes: 4 additions & 0 deletions src/eago_optimizer/types/global_optimizer.jl
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Expand Up @@ -278,6 +278,8 @@ Base.@kwdef mutable struct InputProblem
_vi_zo_constraints::Dict{CI{VI,ZO}, Tuple{VI,ZO}} = Dict{CI{VI,ZO}, Tuple{VI,ZO}}()
_vi_int_constraints::Dict{CI{VI,INT}, Tuple{VI,INT}} = Dict{CI{VI,INT}, Tuple{VI,INT}}()

_parameter_constraints::Dict{CI{VI,MOI.Parameter{Float64}}, Tuple{VI,MOI.Parameter{Float64}}} = Dict{CI{VI,MOI.Parameter{Float64}}, Tuple{VI,MOI.Parameter{Float64}}}()

_linear_leq_constraints::Dict{CI{SAF,LT}, Tuple{SAF,LT}} = Dict{CI{SAF,LT}, Tuple{SAF,LT}}()
_linear_geq_constraints::Dict{CI{SAF,GT}, Tuple{SAF,GT}} = Dict{CI{SAF,GT}, Tuple{SAF,GT}}()
_linear_eq_constraints::Dict{CI{SAF,ET}, Tuple{SAF,ET}} = Dict{CI{SAF,ET}, Tuple{SAF,ET}}()
Expand Down Expand Up @@ -368,6 +370,8 @@ _constraints(m::InputProblem, ::Type{VI}, ::Type{IT}) = m._vi_it_constraints
_constraints(m::InputProblem, ::Type{VI}, ::Type{ZO}) = m._vi_zo_constraints
_constraints(m::InputProblem, ::Type{VI}, ::Type{INT}) = m._vi_int_constraints

_constraints(m::InputProblem, ::Type{VI}, ::Type{MOI.Parameter{Float64}}) = m._parameter_constraints

_constraints(m::InputProblem, ::Type{SAF}, ::Type{LT}) = m._linear_leq_constraints
_constraints(m::InputProblem, ::Type{SAF}, ::Type{GT}) = m._linear_geq_constraints
_constraints(m::InputProblem, ::Type{SAF}, ::Type{ET}) = m._linear_eq_constraints
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22 changes: 22 additions & 0 deletions src/eago_optimizer/types/variable_info.jl
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Expand Up @@ -191,9 +191,31 @@ function VariableInfo(v::VariableInfo{T}, s::INT) where {T <: AbstractFloat}
upper_bound = u)
end

function VariableInfo(v::VariableInfo{T}, p::MOI.Parameter{T}) where {T <: AbstractFloat}
isempty(v) && return v
l = max(p.value, lower_bound(v))
u = min(p.value, upper_bound(v))
check_isempty(l, u, is_integer(v)) && return empty_variable_info(T)
out = VariableInfo(is_integer = is_integer(v),
has_lower_bound = !isinf(l),
has_upper_bound = !isinf(u),
has_constraints = !isinf(l) | !isinf(u),
is_fixed = true,
lower_bound = l,
upper_bound = u)
return VariableInfo(is_integer = is_integer(v),
has_lower_bound = !isinf(l),
has_upper_bound = !isinf(u),
has_constraints = !isinf(l) | !isinf(u),
is_fixed = true,
lower_bound = l,
upper_bound = u)
end

ZO(v::VariableInfo) = MOI.ZeroOne()
ET(v::VariableInfo{T}) where {T <: AbstractFloat} = MOI.EqualTo{T}(v.lower_bound)
IT(v::VariableInfo{T}) where {T <: AbstractFloat} = MOI.Interval{T}(v.lower_bound,v.upper_bound)
GT(v::VariableInfo{T}) where {T <: AbstractFloat} = MOI.GreaterThan{T}(v.lower_bound)
LT(v::VariableInfo{T}) where {T <: AbstractFloat} = MOI.LessThan{T}(v.upper_bound)
INT(v::VariableInfo{T}) where {T <: AbstractFloat} = MOI.Semiinteger{T}(v.lower_bound, v.upper_bound)
MOI.Parameter{Float64}(v::VariableInfo{T}) where {T <: AbstractFloat} = MOI.Parameter{T}(v.lower_bound)
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