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Allow adding nonlinear constraints after solving #171

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Jul 17, 2020
Merged

Allow adding nonlinear constraints after solving #171

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171254d
add (failing) test to reproduce behavior from issue #170
rschwarz Jul 16, 2020
26e7572
reset SCIP stage when setting NLPBlock
rschwarz Jul 16, 2020
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3 changes: 3 additions & 0 deletions src/MOI_wrapper/nonlinear_constraints.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -10,6 +10,9 @@ function MOI.set(o::Optimizer, ::MOI.NLPBlock, data::MOI.NLPBlockData)
error("Nonlinear objective not supported by SCIP.jl!")
end

# go back to problem stage
allow_modification(o::Optimizer)

MOI.initialize(data.evaluator, [:ExprGraph])
for i in 1:length(data.constraint_bounds)
expr = MOI.constraint_expr(data.evaluator, i)
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24 changes: 24 additions & 0 deletions test/MOI_nonlinear_exprs.jl
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Expand Up @@ -115,3 +115,27 @@ end
@test min(sol[19], sol[20]) ≈ 1.0 atol=atol rtol=rtol
@test max(sol[19], sol[20]) ≈ 3.0 atol=atol rtol=rtol
end

@testset "add nonlinear constraint after solve" begin
optimizer = SCIP.Optimizer()
MOI.set(optimizer, MOI.RawParameter("display/verblevel"), 0)

x, y = MOI.add_variables(optimizer, 2)

data1 = MOI.NLPBlockData(
[MOI.NLPBoundsPair(rhs, rhs) for rhs in [1.0, 2.0]],
ExprEvaluator([:(x[$x] == 1.0), :(x[$y] == 2.0)]),
false
)
MOI.set(optimizer, MOI.NLPBlock(), data1)

MOI.optimize!(optimizer)

data2 = MOI.NLPBlockData(
[MOI.NLPBoundsPair(rhs, rhs) for rhs in [1.0, 2.0, 3.0]],
ExprEvaluator([:(x[$x] == 1.0), :(x[$y] == 2.0),
:(x[$x] + x[$y] == 3.0)]),
false
)
MOI.set(optimizer, MOI.NLPBlock(), data2)
end