Fix indicator

src/MOI_wrapper/indicator_constraints.jl

@@ -10,8 +10,10 @@ function MOI.add_constraint(o::Optimizer, func::MOI.VectorAffineFunction{T}, set
     y = VarRef(first_index_terms[1].variable_index.value)
     x = [VarRef(vi.variable_index.value) for vi in scalar_index_terms]
     a = [vi.coefficient for vi in scalar_index_terms]
+    b = func.constants[2]
+    # a^T x + b <= c ===> a^T <= c - b
 
-    cr = add_indicator_constraint(o.mscip, y, x, a, MOI.constant(set.set))
+    cr = add_indicator_constraint(o.mscip, y, x, a, MOI.constant(set.set) - b)
     ci = CI{MOI.VectorAffineFunction{T}, MOI.IndicatorSet{MOI.ACTIVATE_ON_ONE, LT}}(cr.val)
     register!(o, ci)
     register!(o, cons(o, ci), cr)

test/MOI_wrapper_bridged.jl

@@ -45,6 +45,7 @@ end
 @testset "MOI Integer Linear" begin
     excluded = String[]
     MOIT.intlineartest(BRIDGED, CONFIG, excluded)
+    MOIT.indicator3_test(BRIDGED, CONFIG)
 end
 
 @testset "MOI Integer Conic" begin

test/MOI_wrapper_direct.jl

@@ -50,6 +50,85 @@ end
     MOIT.ncqcp2test(OPTIMIZER, CONFIG)
 end
 
+function indicator4_test(model::MOI.ModelLike, config)
+    atol = config.atol
+    rtol = config.rtol
+    # equivalent to indicator1_test with left-hand-side partially in LHS constant
+    # linear problem with indicator constraint and
+    # max  2x1 + 3x2
+    # s.t. x1 + x2 <= 10
+    #      z1 ==> x2 - 1 <= 7
+    #      z2 ==> x2 + x1/5 + 1 <= 10
+    #      z1 + z2 >= 1
+
+
+    MOI.empty!(model)
+    @test MOI.is_empty(model)
+
+    @test MOI.supports(model, MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}())
+    @test MOI.supports(model, MOI.ObjectiveSense())
+    @test MOI.supports_constraint(model, MOI.SingleVariable, MOI.ZeroOne)
+    @test MOI.supports_constraint(model, MOI.SingleVariable, MOI.Interval{Float64})
+    @test MOI.supports_constraint(model, MOI.ScalarAffineFunction{Float64}, MOI.Interval{Float64})
+    @test MOI.supports_constraint(model, MOI.VectorAffineFunction{Float64}, MOI.IndicatorSet{MOI.ACTIVATE_ON_ONE, MOI.LessThan{Float64}})
+    x1 = MOI.add_variable(model)
+    x2 = MOI.add_variable(model)
+    z1 = MOI.add_variable(model)
+    z2 = MOI.add_variable(model)
+    MOI.add_constraint(model, z1, MOI.ZeroOne())
+    MOI.add_constraint(model, z2, MOI.ZeroOne())
+    f1 = MOI.VectorAffineFunction(
+        [MOI.VectorAffineTerm(1, MOI.ScalarAffineTerm(1.0, z1)),
+         MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(1.0, x2)),
+        ],
+        [0.0, -1.0]
+    )
+    iset1 = MOI.IndicatorSet{MOI.ACTIVATE_ON_ONE}(MOI.LessThan(7.0))
+    MOI.add_constraint(model, f1, iset1)
+
+    f2 = MOI.VectorAffineFunction(
+        [MOI.VectorAffineTerm(1, MOI.ScalarAffineTerm(1.0, z2)),
+         MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(0.2, x1)),
+         MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(1.0, x2)),
+        ],
+        [0.0, 1.0],
+    )
+    iset2 = MOI.IndicatorSet{MOI.ACTIVATE_ON_ONE}(MOI.LessThan(10.0))
+
+    MOI.add_constraint(model, f2, iset2)
+
+    # Additional regular constraint.
+    MOI.add_constraint(model,
+        MOI.ScalarAffineFunction([MOI.ScalarAffineTerm(1.0, x1), MOI.ScalarAffineTerm(1.0, x2)], 0.0),
+        MOI.LessThan(10.0),
+    )
+
+    # Disjunction z1 ⋁ z2
+    MOI.add_constraint(model,
+        MOI.ScalarAffineFunction([MOI.ScalarAffineTerm(1.0, z1), MOI.ScalarAffineTerm(1.0, z2)], 0.0),
+        MOI.GreaterThan(1.0),
+    )
+
+    MOI.set(model, MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}(),
+        MOI.ScalarAffineFunction(MOI.ScalarAffineTerm.([2.0, 3.0], [x1, x2]), 0.0)
+    )
+    MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
+
+    if config.solve
+        @test MOI.get(model, MOI.TerminationStatus()) == MOI.OPTIMIZE_NOT_CALLED
+
+        MOI.optimize!(model)
+
+        @test MOI.get(model, MOI.TerminationStatus()) == MOI.OPTIMAL
+        @test MOI.get(model, MOI.PrimalStatus()) == MOI.FEASIBLE_POINT
+        @test MOI.get(model, MOI.ObjectiveValue()) ≈ 28.75 atol=atol rtol=rtol
+        @test MOI.get(model, MOI.VariablePrimal(), x1) ≈ 1.25 atol=atol rtol=rtol
+        @test MOI.get(model, MOI.VariablePrimal(), x2) ≈ 8.75 atol=atol rtol=rtol
+        @test MOI.get(model, MOI.VariablePrimal(), z1) ≈ 0.0 atol=atol rtol=rtol
+        @test MOI.get(model, MOI.VariablePrimal(), z2) ≈ 1.0 atol=atol rtol=rtol
+    end
+end
+
 @testset "MOI Integer Linear" begin
     # MOIT.intlineartest(OPTIMIZER, CONFIG)
 
@@ -60,5 +139,7 @@ end
     MOIT.int3test(OPTIMIZER, CONFIG)
     MOIT.indicator1_test(OPTIMIZER, CONFIG)
     MOIT.indicator2_test(OPTIMIZER, CONFIG)
+    # replace with MOIT when MathOptInterface.jl#929 merged
+    indicator4_test(OPTIMIZER, CONFIG)
     # MOIT.indicator3_test(OPTIMIZER, CONFIG) # no support for ACTIVATE_ON_ZERO
 end