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Fix Gurobi update problem #114

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Merged
guilhermebodin merged 2 commits into from
Jul 14, 2022
Merged

Fix Gurobi update problem #114

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efa0a78
fix Gurobi update problem
guilhermebodin Jul 13, 2022
a4c5fcb
Fix cache first save
guilhermebodin Jul 14, 2022
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89 changes: 41 additions & 48 deletions benchmark/Manifest.toml
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -29,15 +29,15 @@ version = "0.5.1"

[[ChainRulesCore]]
deps = ["Compat", "LinearAlgebra", "SparseArrays"]
git-tree-sha1 = "9950387274246d08af38f6eef8cb5480862a435f"
git-tree-sha1 = "2dd813e5f2f7eec2d1268c57cf2373d3ee91fcea"
uuid = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
version = "1.14.0"
version = "1.15.1"

[[ChangesOfVariables]]
deps = ["ChainRulesCore", "LinearAlgebra", "Test"]
git-tree-sha1 = "bf98fa45a0a4cee295de98d4c1462be26345b9a1"
git-tree-sha1 = "1e315e3f4b0b7ce40feded39c73049692126cf53"
uuid = "9e997f8a-9a97-42d5-a9f1-ce6bfc15e2c0"
version = "0.1.2"
version = "0.1.3"

[[CodecBzip2]]
deps = ["Bzip2_jll", "Libdl", "TranscodingStreams"]
Expand All @@ -58,29 +58,25 @@ uuid = "bbf7d656-a473-5ed7-a52c-81e309532950"
version = "0.3.0"

[[Compat]]
deps = ["Base64", "Dates", "DelimitedFiles", "Distributed", "InteractiveUtils", "LibGit2", "Libdl", "LinearAlgebra", "Markdown", "Mmap", "Pkg", "Printf", "REPL", "Random", "SHA", "Serialization", "SharedArrays", "Sockets", "SparseArrays", "Statistics", "Test", "UUIDs", "Unicode"]
git-tree-sha1 = "b153278a25dd42c65abbf4e62344f9d22e59191b"
deps = ["Dates", "LinearAlgebra", "UUIDs"]
git-tree-sha1 = "924cdca592bc16f14d2f7006754a621735280b74"
uuid = "34da2185-b29b-5c13-b0c7-acf172513d20"
version = "3.43.0"
version = "4.1.0"

[[CompilerSupportLibraries_jll]]
deps = ["Artifacts", "Libdl"]
uuid = "e66e0078-7015-5450-92f7-15fbd957f2ae"

[[DataStructures]]
deps = ["Compat", "InteractiveUtils", "OrderedCollections"]
git-tree-sha1 = "3daef5523dd2e769dad2365274f760ff5f282c7d"
git-tree-sha1 = "d1fff3a548102f48987a52a2e0d114fa97d730f0"
uuid = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8"
version = "0.18.11"
version = "0.18.13"

[[Dates]]
deps = ["Printf"]
uuid = "ade2ca70-3891-5945-98fb-dc099432e06a"

[[DelimitedFiles]]
deps = ["Mmap"]
uuid = "8bb1440f-4735-579b-a4ab-409b98df4dab"

[[DiffResults]]
deps = ["StaticArrays"]
git-tree-sha1 = "c18e98cba888c6c25d1c3b048e4b3380ca956805"
Expand All @@ -89,13 +85,9 @@ version = "1.0.3"

[[DiffRules]]
deps = ["IrrationalConstants", "LogExpFunctions", "NaNMath", "Random", "SpecialFunctions"]
git-tree-sha1 = "dd933c4ef7b4c270aacd4eb88fa64c147492acf0"
git-tree-sha1 = "28d605d9a0ac17118fe2c5e9ce0fbb76c3ceb120"
uuid = "b552c78f-8df3-52c6-915a-8e097449b14b"
version = "1.10.0"

[[Distributed]]
deps = ["Random", "Serialization", "Sockets"]
uuid = "8ba89e20-285c-5b6f-9357-94700520ee1b"
version = "1.11.0"

[[DocStringExtensions]]
deps = ["LibGit2"]
Expand All @@ -109,19 +101,19 @@ uuid = "f43a241f-c20a-4ad4-852c-f6b1247861c6"

[[ForwardDiff]]
deps = ["CommonSubexpressions", "DiffResults", "DiffRules", "LinearAlgebra", "LogExpFunctions", "NaNMath", "Preferences", "Printf", "Random", "SpecialFunctions", "StaticArrays"]
git-tree-sha1 = "1bd6fc0c344fc0cbee1f42f8d2e7ec8253dda2d2"
git-tree-sha1 = "2f18915445b248731ec5db4e4a17e451020bf21e"
uuid = "f6369f11-7733-5829-9624-2563aa707210"
version = "0.10.25"
version = "0.10.30"

[[InteractiveUtils]]
deps = ["Markdown"]
uuid = "b77e0a4c-d291-57a0-90e8-8db25a27a240"

[[InverseFunctions]]
deps = ["Test"]
git-tree-sha1 = "91b5dcf362c5add98049e6c29ee756910b03051d"
git-tree-sha1 = "b3364212fb5d870f724876ffcd34dd8ec6d98918"
uuid = "3587e190-3f89-42d0-90ee-14403ec27112"
version = "0.1.3"
version = "0.1.7"

[[IrrationalConstants]]
git-tree-sha1 = "7fd44fd4ff43fc60815f8e764c0f352b83c49151"
Expand Down Expand Up @@ -171,9 +163,9 @@ uuid = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"

[[LogExpFunctions]]
deps = ["ChainRulesCore", "ChangesOfVariables", "DocStringExtensions", "InverseFunctions", "IrrationalConstants", "LinearAlgebra"]
git-tree-sha1 = "a970d55c2ad8084ca317a4658ba6ce99b7523571"
git-tree-sha1 = "09e4b894ce6a976c354a69041a04748180d43637"
uuid = "2ab3a3ac-af41-5b50-aa03-7779005ae688"
version = "0.3.12"
version = "0.3.15"

[[Logging]]
uuid = "56ddb016-857b-54e1-b83d-db4d58db5568"
Expand All @@ -189,10 +181,10 @@ deps = ["Base64"]
uuid = "d6f4376e-aef5-505a-96c1-9c027394607a"

[[MathOptInterface]]
deps = ["BenchmarkTools", "CodecBzip2", "CodecZlib", "JSON", "LinearAlgebra", "MutableArithmetics", "OrderedCollections", "Printf", "SparseArrays", "Test", "Unicode"]
git-tree-sha1 = "779ad2ee78c4a24383887fdba177e9e5034ce207"
deps = ["BenchmarkTools", "CodecBzip2", "CodecZlib", "DataStructures", "ForwardDiff", "JSON", "LinearAlgebra", "MutableArithmetics", "NaNMath", "OrderedCollections", "Printf", "SparseArrays", "SpecialFunctions", "Test", "Unicode"]
git-tree-sha1 = "10d26d62dab815306bbd2c46eb52460e98f01e46"
uuid = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
version = "1.1.2"
version = "1.6.0"

[[MbedTLS_jll]]
deps = ["Artifacts", "Libdl"]
Expand All @@ -206,14 +198,14 @@ uuid = "14a3606d-f60d-562e-9121-12d972cd8159"

[[MutableArithmetics]]
deps = ["LinearAlgebra", "SparseArrays", "Test"]
git-tree-sha1 = "ba8c0f8732a24facba709388c74ba99dcbfdda1e"
git-tree-sha1 = "4e675d6e9ec02061800d6cfb695812becbd03cdf"
uuid = "d8a4904e-b15c-11e9-3269-09a3773c0cb0"
version = "1.0.0"
version = "1.0.4"

[[NaNMath]]
git-tree-sha1 = "b086b7ea07f8e38cf122f5016af580881ac914fe"
git-tree-sha1 = "737a5957f387b17e74d4ad2f440eb330b39a62c5"
uuid = "77ba4419-2d1f-58cd-9bb1-8ffee604a2e3"
version = "0.3.7"
version = "1.0.0"

[[NetworkOptions]]
uuid = "ca575930-c2e3-43a9-ace4-1e988b2c1908"
Expand All @@ -234,26 +226,26 @@ uuid = "bac558e1-5e72-5ebc-8fee-abe8a469f55d"
version = "1.4.1"

[[ParametricOptInterface]]
deps = ["DataStructures", "MathOptInterface"]
git-tree-sha1 = "a5a7d207546a5148d59f0ec43b7475f586146e29"
deps = ["MathOptInterface"]
git-tree-sha1 = "4f0dfcc0c4f42c1baf4774ba9c0a397ae309c625"
uuid = "0ce4ce61-57bf-432b-a095-efac525d185e"
version = "0.3.2"
version = "0.4.1"

[[Parsers]]
deps = ["Dates"]
git-tree-sha1 = "621f4f3b4977325b9128d5fae7a8b4829a0c2222"
git-tree-sha1 = "0044b23da09b5608b4ecacb4e5e6c6332f833a7e"
uuid = "69de0a69-1ddd-5017-9359-2bf0b02dc9f0"
version = "2.2.4"
version = "2.3.2"

[[Pkg]]
deps = ["Artifacts", "Dates", "Downloads", "LibGit2", "Libdl", "Logging", "Markdown", "Printf", "REPL", "Random", "SHA", "Serialization", "TOML", "Tar", "UUIDs", "p7zip_jll"]
uuid = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"

[[Preferences]]
deps = ["TOML"]
git-tree-sha1 = "d3538e7f8a790dc8903519090857ef8e1283eecd"
git-tree-sha1 = "47e5f437cc0e7ef2ce8406ce1e7e24d44915f88d"
uuid = "21216c6a-2e73-6563-6e65-726566657250"
version = "1.2.5"
version = "1.3.0"

[[Printf]]
deps = ["Unicode"]
Expand All @@ -277,10 +269,6 @@ uuid = "ea8e919c-243c-51af-8825-aaa63cd721ce"
[[Serialization]]
uuid = "9e88b42a-f829-5b0c-bbe9-9e923198166b"

[[SharedArrays]]
deps = ["Distributed", "Mmap", "Random", "Serialization"]
uuid = "1a1011a3-84de-559e-8e89-a11a2f7dc383"

[[Sockets]]
uuid = "6462fe0b-24de-5631-8697-dd941f90decc"

Expand All @@ -290,15 +278,20 @@ uuid = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"

[[SpecialFunctions]]
deps = ["ChainRulesCore", "IrrationalConstants", "LogExpFunctions", "OpenLibm_jll", "OpenSpecFun_jll"]
git-tree-sha1 = "5ba658aeecaaf96923dce0da9e703bd1fe7666f9"
git-tree-sha1 = "d75bda01f8c31ebb72df80a46c88b25d1c79c56d"
uuid = "276daf66-3868-5448-9aa4-cd146d93841b"
version = "2.1.4"
version = "2.1.7"

[[StaticArrays]]
deps = ["LinearAlgebra", "Random", "Statistics"]
git-tree-sha1 = "4f6ec5d99a28e1a749559ef7dd518663c5eca3d5"
deps = ["LinearAlgebra", "Random", "StaticArraysCore", "Statistics"]
git-tree-sha1 = "e972716025466461a3dc1588d9168334b71aafff"
uuid = "90137ffa-7385-5640-81b9-e52037218182"
version = "1.4.3"
version = "1.5.1"

[[StaticArraysCore]]
git-tree-sha1 = "66fe9eb253f910fe8cf161953880cfdaef01cdf0"
uuid = "1e83bf80-4336-4d27-bf5d-d5a4f845583c"
version = "1.0.1"

[[Statistics]]
deps = ["LinearAlgebra", "SparseArrays"]
Expand Down
24 changes: 24 additions & 0 deletions src/ParametricOptInterface.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -111,6 +111,10 @@ mutable struct Optimizer{T,OT<:MOI.ModelLike} <: MOI.AbstractOptimizer
affine_constraint_cache::MOI.Utilities.DoubleDicts.DoubleDict{
Vector{MOI.ScalarAffineTerm{Float64}},
}
# Store constraint set
affine_constraint_cache_set::MOI.Utilities.DoubleDicts.DoubleDict{
MOI.AbstractScalarSet,
}
# Store reference quadratic constraints with parameter * variable constraints: p * v
quadratic_constraint_cache_pv::MOI.Utilities.DoubleDicts.DoubleDict{
Vector{MOI.ScalarQuadraticTerm{Float64}},
Expand All @@ -119,10 +123,18 @@ mutable struct Optimizer{T,OT<:MOI.ModelLike} <: MOI.AbstractOptimizer
quadratic_constraint_cache_pp::MOI.Utilities.DoubleDicts.DoubleDict{
Vector{MOI.ScalarQuadraticTerm{Float64}},
}
# Store constraint set
quadratic_constraint_cache_pp_set::MOI.Utilities.DoubleDicts.DoubleDict{
MOI.AbstractScalarSet,
}
# Store reference to constraints with quad_variable_term + affine_with_parameters: v * v + p
quadratic_constraint_cache_pc::MOI.Utilities.DoubleDicts.DoubleDict{
Vector{MOI.ScalarAffineTerm{Float64}},
}
# Store constraint set
quadratic_constraint_cache_pc_set::MOI.Utilities.DoubleDicts.DoubleDict{
MOI.AbstractScalarSet,
}
# Store the reference to variables in the scalar affine part that are
# multiplied by parameters in the scalar quadratic terms.
# i.e.
Expand Down Expand Up @@ -195,15 +207,18 @@ mutable struct Optimizer{T,OT<:MOI.ModelLike} <: MOI.AbstractOptimizer
MOI.Utilities.DoubleDicts.DoubleDict{
Vector{MOI.ScalarAffineTerm{Float64}},
}(),
MOI.Utilities.DoubleDicts.DoubleDict{MOI.AbstractScalarSet}(),
MOI.Utilities.DoubleDicts.DoubleDict{
Vector{MOI.ScalarQuadraticTerm{Float64}},
}(),
MOI.Utilities.DoubleDicts.DoubleDict{
Vector{MOI.ScalarQuadraticTerm{Float64}},
}(),
MOI.Utilities.DoubleDicts.DoubleDict{MOI.AbstractScalarSet}(),
MOI.Utilities.DoubleDicts.DoubleDict{
Vector{MOI.ScalarAffineTerm{Float64}},
}(),
MOI.Utilities.DoubleDicts.DoubleDict{MOI.AbstractScalarSet}(),
MOI.Utilities.DoubleDicts.DoubleDict{
Vector{MOI.ScalarAffineTerm{Float64}},
}(),
Expand Down Expand Up @@ -249,9 +264,12 @@ function MOI.is_empty(model::Optimizer)
isempty(model.affine_added_cache) &&
model.last_affine_added == 0 &&
isempty(model.affine_constraint_cache) &&
isempty(model.affine_constraint_cache_set) &&
isempty(model.quadratic_constraint_cache_pv) &&
isempty(model.quadratic_constraint_cache_pp) &&
isempty(model.quadratic_constraint_cache_pp_set) &&
isempty(model.quadratic_constraint_cache_pc) &&
isempty(model.quadratic_constraint_cache_pc_set) &&
isempty(
model.quadratic_constraint_variables_associated_to_parameters_cache,
) &&
Expand Down Expand Up @@ -421,9 +439,12 @@ function MOI.empty!(model::Optimizer{T}) where {T}
empty!(model.affine_added_cache)
model.last_affine_added = 0
empty!(model.affine_constraint_cache)
empty!(model.affine_constraint_cache_set)
empty!(model.quadratic_constraint_cache_pv)
empty!(model.quadratic_constraint_cache_pp)
empty!(model.quadratic_constraint_cache_pp_set)
empty!(model.quadratic_constraint_cache_pc)
empty!(model.quadratic_constraint_cache_pc_set)
empty!(model.quadratic_constraint_variables_associated_to_parameters_cache)
empty!(model.quadratic_added_cache)
empty!(model.quadratic_objective_cache_product)
Expand Down Expand Up @@ -841,6 +862,8 @@ function create_new_poi_ci_and_save_affine_caches(
model.last_affine_added,
)
model.affine_constraint_cache[poi_ci] = params
model.affine_constraint_cache_set[poi_ci] =
MOI.get(model.optimizer, MOI.ConstraintSet(), moi_ci)
model.affine_added_cache[poi_ci] = moi_ci
return poi_ci
end
Expand Down Expand Up @@ -1219,6 +1242,7 @@ function add_constraint_with_parameters_on_function(
quad_params,
aff_params,
terms_with_variables_associated_to_parameters,
ci,
)
return new_ci
end
Expand Down
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