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* Add MOI wrapper * Remove NLPModelsTest Co-authored-by: tmigot <tangi.migot@gmail.com> * Update src/MOI_wrapper.jl Co-authored-by: tmigot <tangi.migot@gmail.com> * Update src/MOI_wrapper.jl Co-authored-by: tmigot <tangi.migot@gmail.com> * Refactor stats * Update src/MOI_wrapper.jl Co-authored-by: tmigot <tangi.migot@gmail.com> --------- Co-authored-by: tmigot <tangi.migot@gmail.com>
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,188 @@ | ||
| import SolverCore | ||
|
|
||
| mutable struct Optimizer <: MOI.AbstractOptimizer | ||
| options::Dict{String,Any} | ||
| silent::Bool | ||
| solver | ||
| nlp::Union{Nothing,MathOptNLPModel} | ||
| stats::SolverCore.GenericExecutionStats{Float64,Vector{Float64},Vector{Float64},Any} | ||
| function Optimizer() | ||
| return new( | ||
| Dict{String,Any}(), | ||
| false, | ||
| nothing, | ||
| nothing, | ||
| SolverCore.GenericExecutionStats{Float64,Vector{Float64},Vector{Float64},Any}(), | ||
| ) | ||
| end | ||
| end | ||
|
|
||
| # FIXME return the name of the underlying NLPModel solver | ||
| MOI.get(::Optimizer, ::MOI.SolverName) = "NLPModels" | ||
|
|
||
| MOI.is_empty(optimizer::Optimizer) = isnothing(optimizer.solver) && isnothing(optimizer.nlp) | ||
|
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| function MOI.empty!(optimizer::Optimizer) | ||
| optimizer.solver = nothing | ||
| optimizer.nlp = nothing | ||
| reset!(stats) | ||
| return | ||
| end | ||
|
|
||
| ### | ||
| ### MOI.RawOptimizerAttribute | ||
| ### | ||
|
|
||
| function MOI.set(optimizer::Optimizer, param::MOI.RawOptimizerAttribute, value) | ||
| return optimizer.options[param.name] = value | ||
| end | ||
|
|
||
| function MOI.get(optimizer::Optimizer, param::MOI.RawOptimizerAttribute) | ||
| return optimizer.options[param.name] | ||
| end | ||
|
|
||
| ### | ||
| ### MOI.Silent | ||
| ### | ||
|
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| MOI.supports(::Optimizer, ::MOI.Silent) = true | ||
|
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| function MOI.set(optimizer::Optimizer, ::MOI.Silent, value::Bool) | ||
| optimizer.silent = value | ||
| return | ||
| end | ||
|
|
||
| MOI.get(optimizer::Optimizer, ::MOI.Silent) = optimizer.silent | ||
|
|
||
| ### | ||
| ### MOI.AbstractModelAttribute | ||
| ### | ||
|
|
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| function MOI.supports( | ||
| ::Optimizer, | ||
| ::Union{ | ||
| MOI.ObjectiveSense, | ||
| MOI.ObjectiveFunction{<:OBJ}, | ||
| MOI.NLPBlock, | ||
| }, | ||
| ) | ||
| return true | ||
| end | ||
|
|
||
| ### | ||
| ### MOI.AbstractVariableAttribute | ||
| ### | ||
|
|
||
| function MOI.supports( | ||
| ::Optimizer, | ||
| ::MOI.VariablePrimalStart, | ||
| ::Type{MOI.VariableIndex}, | ||
| ) | ||
| return true | ||
| end | ||
|
|
||
| ### | ||
| ### `supports_constraint` | ||
| ### | ||
|
|
||
| MOI.supports_constraint(::Optimizer, ::Type{VI}, ::Type{<:ALS}) = true | ||
| MOI.supports_constraint(::Optimizer, ::Type{SAF}, ::Type{<:ALS}) = true | ||
| MOI.supports_constraint(::Optimizer, ::Type{VAF}, ::Type{<:VLS}) = true | ||
|
|
||
| function MOI.copy_to(dest::Optimizer, src::MOI.ModelLike) | ||
| if !haskey(dest.options, "solver") | ||
| error("No solver specified, use for instance `using Percival; JuMP.set_attribute(model, \"solver\", PercivalSolver)`") | ||
| end | ||
| dest.nlp, index_map = nlp_model(src) | ||
| dest.solver = dest.options["solver"](dest.nlp) | ||
| return index_map | ||
| end | ||
|
|
||
| function MOI.optimize!(model::Optimizer) | ||
| options = Dict{Symbol,Any}( | ||
| Symbol(key) => model.options[key] | ||
| for key in keys(model.options) if key != "solver" | ||
| ) | ||
| if model.silent | ||
| options[:verbose] = 0 | ||
| else | ||
| options[:verbose] = 1 | ||
| end | ||
| SolverCore.solve!(model.solver, model.nlp, model.stats; options...) | ||
| return | ||
| end | ||
|
|
||
| function MOI.get(optimizer::Optimizer, ::MOI.SolveTimeSec) | ||
| return optimizer.stats.elapsed_time | ||
| end | ||
|
|
||
| function MOI.get(optimizer::Optimizer, ::MOI.RawStatusString) | ||
| return SolverCore.STATUSES[optimizer.stats.status] | ||
| end | ||
|
|
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| struct RawStatus <: MOI.AbstractModelAttribute | ||
| name::Symbol | ||
| end | ||
|
|
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| MOI.is_set_by_optimize(::RawStatus) = true | ||
|
|
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| function MOI.get(optimizer::Optimizer, attr::RawStatus) | ||
| return getfield(optimizer.stats, attr.name) | ||
| end | ||
|
|
||
| const TERMINATION_STATUS = Dict( | ||
| :exception => MOI.INTERRUPTED, | ||
| :first_order => MOI.LOCALLY_SOLVED, | ||
| :acceptable => MOI.ALMOST_LOCALLY_SOLVED, | ||
| :infeasible => MOI.LOCALLY_INFEASIBLE, | ||
| :max_eval => MOI.OTHER_LIMIT, | ||
| :max_iter => MOI.ITERATION_LIMIT, | ||
| :max_time => MOI.TIME_LIMIT, | ||
| :neg_pred => MOI.NUMERICAL_ERROR, | ||
| :not_desc => MOI.NUMERICAL_ERROR, | ||
| :small_residual => MOI.NUMERICAL_ERROR, | ||
| :small_step => MOI.SLOW_PROGRESS, | ||
| :stalled => MOI.SLOW_PROGRESS, | ||
| :unbounded => MOI.NORM_LIMIT, | ||
| :unknown => MOI.OPTIMIZE_NOT_CALLED, | ||
| :user => MOI.INTERRUPTED, | ||
| ) | ||
|
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||
| function MOI.get(optimizer::Optimizer, ::MOI.TerminationStatus) | ||
| if isnothing(optimizer.stats) | ||
| return MOI.OPTIMIZE_NOT_CALLED | ||
| end | ||
| return TERMINATION_STATUS[optimizer.stats.status] | ||
| end | ||
|
|
||
| function MOI.get(optimizer::Optimizer, attr::MOI.ObjectiveValue) | ||
| MOI.check_result_index_bounds(optimizer, attr) | ||
| return optimizer.stats.objective | ||
| end | ||
|
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||
| function MOI.get(optimizer::Optimizer, attr::MOI.PrimalStatus) | ||
| if attr.result_index > MOI.get(optimizer, MOI.ResultCount()) | ||
| return MOI.NO_SOLUTION | ||
| elseif MOI.get(optimizer, MOI.TerminationStatus()) == MOI.LOCALLY_SOLVED | ||
| return MOI.FEASIBLE_POINT | ||
| else | ||
| # TODO | ||
| return MOI.UNKNOWN_RESULT_STATUS | ||
| end | ||
| end | ||
|
|
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| function MOI.get(::Optimizer, ::MOI.DualStatus) | ||
| # TODO | ||
| return MOI.NO_SOLUTION | ||
| end | ||
|
|
||
| function MOI.get( | ||
| optimizer::Optimizer, | ||
| attr::MOI.VariablePrimal, | ||
| vi::MOI.VariableIndex, | ||
| ) | ||
| MOI.check_result_index_bounds(optimizer, attr) | ||
| return optimizer.stats.solution[vi.value] | ||
| end | ||
|
|
||
| MOI.get(optimizer::Optimizer, ::MOI.ResultCount) = 1 |
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