Merge pull request #133 from SCIP-Interfaces/rs/constraint_name

Add/fix some MOI methods
scipopt · Sep 26, 2019 · 2fccb13 · 2fccb13
2 parents 4eb528b + 07c59a9
commit 2fccb13
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Showing 9 changed files with 144 additions and 51 deletions.
diff --git a/src/MOI_wrapper.jl b/src/MOI_wrapper.jl
@@ -9,6 +9,7 @@ const CI = MOI.ConstraintIndex
 const SVF = MOI.SingleVariable
 const SAF = MOI.ScalarAffineFunction{Float64}
 const SQF = MOI.ScalarQuadraticFunction{Float64}
+const VAF = MOI.VectorAffineFunction{Float64}
 const VECTOR = MOI.VectorOfVariables
 # supported sets
 const BOUNDS = Union{MOI.EqualTo{Float64}, MOI.GreaterThan{Float64},
@@ -20,6 +21,7 @@ const SOS2 = MOI.SOS2{Float64}
 # other MOI types
 const AFF_TERM = MOI.ScalarAffineTerm{Float64}
 const QUAD_TERM = MOI.ScalarQuadraticTerm{Float64}
+const VEC_TERM = MOI.VectorAffineTerm{Float64}
 
 const PtrMap = Dict{Ptr{Cvoid}, Union{VarRef, ConsRef}}
 const ConsTypeMap = Dict{Tuple{DataType, DataType}, Set{ConsRef}}
@@ -193,6 +195,7 @@ function MOI.optimize!(o::Optimizer)
 end
 
 include(joinpath("MOI_wrapper", "variable.jl"))
+include(joinpath("MOI_wrapper", "constraints.jl"))
 include(joinpath("MOI_wrapper", "linear_constraints.jl"))
 include(joinpath("MOI_wrapper", "quadratic_constraints.jl"))
 include(joinpath("MOI_wrapper", "soc_constraints.jl"))

diff --git a/src/MOI_wrapper/abspower_constraints.jl b/src/MOI_wrapper/abspower_constraints.jl
@@ -53,3 +53,22 @@ function MOI.delete(o::Optimizer, ci::CI{VECTOR, ABSPOWER})
     delete(o.mscip, ConsRef(ci.value))
     return nothing
 end
+
+function MOI.get(o::Optimizer, ::MOI.ConstraintFunction, ci::CI{VECTOR, ABSPOWER})
+    c = cons(o, ci)::Ptr{SCIP_CONS}
+    lvar = SCIPgetLinearVarAbspower(o, c)
+    nlvar = SCIPgetNonlinearVarAbspower(o, c)
+    return VECTOR([VI(ref(o, nlvar).val), VI(ref(o, lvar).val)])
+end
+
+function MOI.get(o::Optimizer, ::MOI.ConstraintSet, ci::CI{VECTOR, ABSPOWER})
+    c = cons(o, ci)::Ptr{SCIP_CONS}
+
+    n = SCIPgetExponentAbspower(o, c)
+    a = SCIPgetOffsetAbspower(o, c)
+    coef = SCIPgetCoefLinearAbspower(o, c)
+    lhs = SCIPgetLhsAbspower(o, c)
+    rhs = SCIPgetRhsAbspower(o, c)
+
+    return AbsolutePowerSet(n, a, coef, lhs, rhs)
+end
diff --git a/src/MOI_wrapper/constraints.jl b/src/MOI_wrapper/constraints.jl
@@ -0,0 +1,10 @@
+# generic constraints
+
+function MOI.get(o::Optimizer, ::MOI.ConstraintName, ci::CI)::String
+    return GC.@preserve o unsafe_string(SCIPconsGetName(cons(o, ci)))
+end
+
+function MOI.set(o::Optimizer, ::MOI.ConstraintName, ci::CI, name::String)
+    @SC SCIPchgConsName(o, cons(o, ci), name)
+    return nothing
+end
diff --git a/src/MOI_wrapper/indicator_constraints.jl b/src/MOI_wrapper/indicator_constraints.jl
@@ -25,3 +25,32 @@ function MOI.delete(o::Optimizer, ci::CI{MOI.VectorAffineFunction{T}, MOI.Indica
     delete(o.mscip, ConsRef(ci.value))
     return nothing
 end
+
+function MOI.get(o::Optimizer, ::MOI.ConstraintFunction, ci::CI{MOI.VectorAffineFunction{T}, MOI.IndicatorSet{MOI.ACTIVATE_ON_ONE, LT}}) where {T<:Real, LT<:MOI.LessThan}
+    indicator_cons = cons(o, ci)::Ptr{SCIP_CONS}
+    bin_var = SCIPgetBinaryVarIndicator(indicator_cons)::Ptr{SCIP_VAR}
+    slack_var = SCIPgetSlackVarIndicator(indicator_cons)::Ptr{SCIP_VAR}
+    linear_cons = SCIPgetLinearConsIndicator(indicator_cons)::Ptr{SCIP_CONS}
+
+    nvars::Int = SCIPgetNVarsLinear(o, linear_cons)
+    vars = unsafe_wrap(Array{Ptr{SCIP_VAR}}, SCIPgetVarsLinear(o, linear_cons), nvars)
+    vals = unsafe_wrap(Array{Float64}, SCIPgetValsLinear(o, linear_cons), nvars)
+    aff_terms = [AFF_TERM(vals[i], VI(ref(o, vars[i]).val)) for i=1:nvars
+                 if vars[i] != slack_var]
+
+    ind_terms = [VEC_TERM(1, AFF_TERM(1.0, VI(ref(o, bin_var).val)))]
+    vec_terms = [VEC_TERM(2, term) for term in aff_terms]
+
+    return VAF(vcat(ind_terms, vec_terms), [0.0, 0.0])
+end
+
+function MOI.get(o::Optimizer, ::MOI.ConstraintSet, ci::CI{MOI.VectorAffineFunction{T}, MOI.IndicatorSet{MOI.ACTIVATE_ON_ONE, LT}}) where {T<:Real, LT<:MOI.LessThan}
+    indicator_cons = cons(o, ci)::Ptr{SCIP_CONS}
+    linear_cons = SCIPgetLinearConsIndicator(indicator_cons)::Ptr{SCIP_CONS}
+
+    lhs = SCIPgetLhsLinear(o, linear_cons)
+    rhs = SCIPgetRhsLinear(o, linear_cons)
+    lhs == -SCIPinfinity(o) || error("Have lower bound on indicator constraint!")
+
+    return MOI.IndicatorSet{MOI.ACTIVATE_ON_ONE}(MOI.LessThan(rhs))
+end
diff --git a/src/MOI_wrapper/linear_constraints.jl b/src/MOI_wrapper/linear_constraints.jl
@@ -61,15 +61,6 @@ function MOI.get(o::Optimizer, ::MOI.ConstraintSet, ci::CI{SAF, S}) where S <: B
     return from_bounds(S, lhs, rhs)
 end
 
-function MOI.get(o::Optimizer, ::MOI.ConstraintName, ci::CI{SAF,<:BOUNDS})
-    return GC.@preserve o SCIPconsGetName(cons(o, ci))
-end
-
-function MOI.set(o::Optimizer, ::MOI.ConstraintName, ci::CI{SAF,<:BOUNDS}, name::String)
-    @SC SCIPchgConsName(o, cons(o, ci), name)
-    return nothing
-end
-
 function MOI.modify(o::Optimizer, ci::CI{SAF, <:BOUNDS},
                     change::MOI.ScalarCoefficientChange{Float64})
     allow_modification(o)

diff --git a/src/MOI_wrapper/objective.jl b/src/MOI_wrapper/objective.jl
@@ -29,6 +29,7 @@ function MOI.set(o::Optimizer, ::MOI.ObjectiveFunction{SAF}, obj::SAF)
     return nothing
 end
 
+# Note that SCIP always uses a scalar affine function internally!
 function MOI.set(o::Optimizer, ::MOI.ObjectiveFunction{SVF}, obj::SVF)
     aff_obj = SAF([AFF_TERM(1.0, obj.variable)], 0.0)
     return MOI.set(o, MOI.ObjectiveFunction{SAF}(), aff_obj)
@@ -45,6 +46,7 @@ function MOI.get(o::Optimizer, ::MOI.ObjectiveFunction{SAF})
     return SAF(terms, constant)
 end
 
+# Note that SCIP always uses a scalar affine function internally!
 function MOI.get(o::Optimizer, ::MOI.ObjectiveFunction{SVF})
     aff_obj = MOI.get(o, MOI.ObjectiveFunction{SAF}())
     if (length(aff_obj.terms) != 1
@@ -77,3 +79,5 @@ function MOI.modify(o::Optimizer, ::MOI.ObjectiveFunction{SAF},
     @SC SCIPchgVarObj(o, var(o, change.variable), change.new_coefficient)
     return nothing
 end
+
+MOI.get(o::Optimizer, ::MOI.ObjectiveFunctionType) = SAF
diff --git a/src/MOI_wrapper/soc_constraints.jl b/src/MOI_wrapper/soc_constraints.jl
@@ -27,3 +27,19 @@ function MOI.delete(o::Optimizer, ci::CI{VECTOR, SOC})
     delete(o.mscip, ConsRef(ci.value))
     return nothing
 end
+
+function MOI.get(o::Optimizer, ::MOI.ConstraintFunction, ci::CI{VECTOR, SOC})
+    c = cons(o, ci)::Ptr{SCIP_CONS}
+    nvars::Int = SCIPgetNLhsVarsSOC(o, c)
+    vars = unsafe_wrap(Array{Ptr{SCIP_VAR}}, SCIPgetLhsVarsSOC(o, c), nvars)
+    rhsvar = SCIPgetRhsVarSOC(o, c)
+
+    ptr2index(p) = VI(ref(o, p).val)
+    return VECTOR(vcat([ptr2index(rhsvar)], ptr2index.(vars)))
+end
+
+function MOI.get(o::Optimizer, ::MOI.ConstraintSet, ci::CI{VECTOR, SOC})
+    c = cons(o, ci)::Ptr{SCIP_CONS}
+    nvars::Int = SCIPgetNLhsVarsSOC(o, c)
+    return MOI.SecondOrderCone(nvars + 1)
+end
diff --git a/src/managed_scip.jl b/src/managed_scip.jl
@@ -310,13 +310,13 @@ Add indicator constraint to problem, return cons ref.
 y has to be a binary variable, or SCIP will error.
 
 # Arguments
-- `y::VarRef`: reference for binary variable
+- `y::VarRef`: reference for binary indicator variable
 - `x::Vector{VarRef}`: reference vector for variables
 - `a::Float64`: coefficients for x variable
 - `rhs::Float64`: right-hand side for linear constraint
 """
 function add_indicator_constraint(mscip::ManagedSCIP, y, x, a, rhs)
-    SCIPvarIsBinary(var(mscip, y)) > 0 || error("y variable must be binary for indicator constraint")
+    SCIPvarIsBinary(var(mscip, y)) > 0 || error("indicator variable must be binary.")
     cons__ = Ref{Ptr{SCIP_CONS}}(C_NULL)
     xref = [var(mscip, x[i]) for i in eachindex(x)]
     @SC SCIPcreateConsBasicIndicator(

diff --git a/test/MOI_additional.jl b/test/MOI_additional.jl
@@ -109,40 +109,6 @@ end
     t = MOI.add_constraint(optimizer, x, MOI.ZeroOne())
     b = MOI.add_constraint(optimizer, x, MOI.Interval(2.0, 3.0))
     @test var_bounds(optimizer, x) == MOI.Interval(2.0, 3.0)
-
-    MOI.empty!(optimizer)
-    x1 = MOI.add_variable(optimizer)
-    x2 = MOI.add_variable(optimizer)
-    x3 = MOI.add_variable(optimizer)
-    y  = MOI.add_variable(optimizer)
-    t = MOI.add_constraint(optimizer, y, MOI.ZeroOne())
-    iset = MOI.IndicatorSet{MOI.ACTIVATE_ON_ONE}(MOI.LessThan(1.0))
-    ind_func = MOI.VectorAffineFunction(
-        [MOI.VectorAffineTerm(1, MOI.ScalarAffineTerm(1.0, y)),
-         MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(1.0, x1)),
-         MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(1.0, x2)),
-         MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(1.0, x3)),
-        ], [0.0, 0.0],
-    )
-
-    c = MOI.add_constraint(optimizer, ind_func, iset)
-    @test MOI.delete(optimizer, c) === nothing
-
-    # adding incorrect function throws
-    ind_func_wrong = MOI.VectorAffineFunction(
-        [MOI.VectorAffineTerm(1, MOI.ScalarAffineTerm(1.0, y)),
-         MOI.VectorAffineTerm(1, MOI.ScalarAffineTerm(1.0, x1)),
-         MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(1.0, x2)),
-         MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(1.0, x3)),
-        ], [0.0, 0.0],
-    )
-    @test_throws ErrorException MOI.add_constraint(optimizer, ind_func_wrong, iset)
-    ind_func_wrong2 = MOI.VectorAffineFunction(
-        [MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(1.0, x2)),
-         MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(1.0, x3)),
-        ], [0.0, 0.0],
-    )
-    @test_throws ErrorException MOI.add_constraint(optimizer, ind_func_wrong2, iset)
 end
 
 @testset "Bound constraints for a general variable." begin
@@ -255,6 +221,9 @@ end
     csoc = MOI.add_constraint(optimizer, MOI.VectorOfVariables([x, y, z]),
                               MOI.SecondOrderCone(3))
 
+    @test MOI.get(optimizer, MOI.ConstraintFunction(), csoc) == MOI.VectorOfVariables([x, y, z])
+    @test MOI.get(optimizer, MOI.ConstraintSet(), csoc) == MOI.SecondOrderCone(3)
+
     MOI.optimize!(optimizer)
     @test MOI.get(optimizer, MOI.TerminationStatus()) == MOI.OPTIMAL
     @test MOI.get(optimizer, MOI.PrimalStatus()) == MOI.FEASIBLE_POINT
@@ -306,12 +275,15 @@ end
     MOI.add_constraint(optimizer, MOI.SingleVariable(y), MOI.LessThan(1.0))
     MOI.add_constraint(optimizer, MOI.SingleVariable(z), MOI.LessThan(1.0))
 
-    MOI.add_constraint(optimizer, MOI.VectorOfVariables([x,y,z]), MOI.SOS1([1.0,2.0,3.0]))
+    c = MOI.add_constraint(optimizer, MOI.VectorOfVariables([x,y,z]), MOI.SOS1([1.0,2.0,3.0]))
 
     MOI.set(optimizer, MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}(),
             MOI.ScalarAffineFunction(MOI.ScalarAffineTerm.([1.0,2.0,3.0], [x,y,z]), 0.0))
     MOI.set(optimizer, MOI.ObjectiveSense(), MOI.MAX_SENSE)
 
+    @test MOI.get(optimizer, MOI.ConstraintFunction(), c) == MOI.VectorOfVariables([x,y,z])
+    @test MOI.get(optimizer, MOI.ConstraintSet(), c) == MOI.SOS1([1.0,2.0,3.0])
+
     MOI.optimize!(optimizer)
     @test MOI.get(optimizer, MOI.TerminationStatus()) == MOI.OPTIMAL
     @test MOI.get(optimizer, MOI.PrimalStatus()) == MOI.FEASIBLE_POINT
@@ -331,12 +303,15 @@ end
     MOI.add_constraint(optimizer, MOI.SingleVariable(y), MOI.LessThan(1.0))
     MOI.add_constraint(optimizer, MOI.SingleVariable(z), MOI.LessThan(1.0))
 
-    MOI.add_constraint(optimizer, MOI.VectorOfVariables([x,y,z]), MOI.SOS2([1.0,2.0,3.0]))
+    c = MOI.add_constraint(optimizer, MOI.VectorOfVariables([x,y,z]), MOI.SOS2([1.0,2.0,3.0]))
 
     MOI.set(optimizer, MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}(),
             MOI.ScalarAffineFunction(MOI.ScalarAffineTerm.([1.0,2.0,3.0], [x,y,z]), 0.0))
     MOI.set(optimizer, MOI.ObjectiveSense(), MOI.MAX_SENSE)
 
+    @test MOI.get(optimizer, MOI.ConstraintFunction(), c) == MOI.VectorOfVariables([x,y,z])
+    @test MOI.get(optimizer, MOI.ConstraintSet(), c) == MOI.SOS2([1.0,2.0,3.0])
+
     MOI.optimize!(optimizer)
     @test MOI.get(optimizer, MOI.TerminationStatus()) == MOI.OPTIMAL
     @test MOI.get(optimizer, MOI.PrimalStatus()) == MOI.FEASIBLE_POINT
@@ -360,10 +335,15 @@ end
     MOI.add_constraint(optimizer, MOI.SingleVariable(z1), MOI.LessThan(4.0))
     MOI.add_constraint(optimizer, MOI.SingleVariable(z2), MOI.GreaterThan(-8.0))
 
-    MOI.add_constraint(optimizer, MOI.VectorOfVariables([x1, z1]),
-                       SCIP.AbsolutePowerSet(2.0))
-    MOI.add_constraint(optimizer, MOI.VectorOfVariables([x2, z2]),
-                       SCIP.AbsolutePowerSet(3.0))
+    c1 = MOI.add_constraint(optimizer, MOI.VectorOfVariables([x1, z1]),
+                            SCIP.AbsolutePowerSet(2.0))
+    c2 = MOI.add_constraint(optimizer, MOI.VectorOfVariables([x2, z2]),
+                            SCIP.AbsolutePowerSet(3.0))
+
+    @test MOI.get(optimizer, MOI.ConstraintFunction(), c1) == MOI.VectorOfVariables([x1, z1])
+    @test MOI.get(optimizer, MOI.ConstraintSet(), c1) == SCIP.AbsolutePowerSet(2.0)
+    @test MOI.get(optimizer, MOI.ConstraintFunction(), c2) == MOI.VectorOfVariables([x2, z2])
+    @test MOI.get(optimizer, MOI.ConstraintSet(), c2) == SCIP.AbsolutePowerSet(3.0)
 
     MOI.set(optimizer, MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}(),
             MOI.ScalarAffineFunction(MOI.ScalarAffineTerm.([1.0, -1.0], [x1, x2]), 0.0))
@@ -381,6 +361,46 @@ end
     @test MOI.get(optimizer, MOI.VariablePrimal(), z2) ≈ -8.0 atol=atol rtol=rtol
 end
 
+@testset "indicator constraints" begin
+    optimizer = SCIP.Optimizer()
+
+    x1 = MOI.add_variable(optimizer)
+    x2 = MOI.add_variable(optimizer)
+    x3 = MOI.add_variable(optimizer)
+    y  = MOI.add_variable(optimizer)
+    t = MOI.add_constraint(optimizer, y, MOI.ZeroOne())
+    iset = MOI.IndicatorSet{MOI.ACTIVATE_ON_ONE}(MOI.LessThan(1.0))
+    ind_func = MOI.VectorAffineFunction(
+        [MOI.VectorAffineTerm(1, MOI.ScalarAffineTerm(1.0, y)),
+         MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(1.0, x1)),
+         MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(1.0, x2)),
+         MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(1.0, x3)),
+        ], [0.0, 0.0],
+    )
+
+    c = MOI.add_constraint(optimizer, ind_func, iset)
+    @test MOI.get(optimizer, MOI.ConstraintFunction(), c) ≈ ind_func
+    @test MOI.get(optimizer, MOI.ConstraintSet(), c) == iset
+
+    @test MOI.delete(optimizer, c) === nothing
+
+    # adding incorrect function throws
+    ind_func_wrong = MOI.VectorAffineFunction(
+        [MOI.VectorAffineTerm(1, MOI.ScalarAffineTerm(1.0, y)),
+         MOI.VectorAffineTerm(1, MOI.ScalarAffineTerm(1.0, x1)),
+         MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(1.0, x2)),
+         MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(1.0, x3)),
+        ], [0.0, 0.0],
+    )
+    @test_throws ErrorException MOI.add_constraint(optimizer, ind_func_wrong, iset)
+    ind_func_wrong2 = MOI.VectorAffineFunction(
+        [MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(1.0, x2)),
+         MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(1.0, x3)),
+        ], [0.0, 0.0],
+    )
+    @test_throws ErrorException MOI.add_constraint(optimizer, ind_func_wrong2, iset)
+end
+
 @testset "deleting variables" begin
     optimizer = SCIP.Optimizer()
 
@@ -413,6 +433,7 @@ end
     MOI.set(optimizer, MOI.ObjectiveSense(), MOI.MAX_SENSE)
     @test MOI.get(optimizer, MOI.ObjectiveFunction{MOI.SingleVariable}()) == obj
     @test MOI.get(optimizer, MOI.ObjectiveSense()) == MOI.MAX_SENSE
+    @test MOI.get(optimizer, MOI.ObjectiveFunctionType()) == MOI.ScalarAffineFunction{Float64}
 
     MOI.empty!(optimizer)