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Merged
sstroemer merged 1 commit into from
Feb 10, 2023
Merged

Fix squared case, add tests, and cache coefficient dictionaries #1

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82 changes: 41 additions & 41 deletions src/Bridges/Constraint/bridges/fix_parametric_variables.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -10,6 +10,8 @@
struct FixParametricVariablesBridge{T,S} <: AbstractBridge
affine_constraint::MOI.ConstraintIndex{MOI.ScalarAffineFunction{T},S}
f::MOI.ScalarQuadraticFunction{T}
values::Dict{MOI.VariableIndex,Union{Nothing,T}}
new_coefs::Dict{MOI.VariableIndex,T}
end

const FixParametricVariables{T,OT<:MOI.ModelLike} =
Expand All @@ -23,7 +25,15 @@ function bridge_constraint(
) where {T,S<:MOI.AbstractScalarSet}
affine = MOI.ScalarAffineFunction(f.affine_terms, f.constant)
ci = MOI.add_constraint(model, affine, s)
return FixParametricVariablesBridge{T,S}(ci, f)
values = Dict{MOI.VariableIndex,Union{Nothing,T}}()
new_coefs = Dict{MOI.VariableIndex,T}()
for term in f.quadratic_terms
values[term.variable_1] = nothing
values[term.variable_2] = nothing
new_coefs[term.variable_1] = zero(T)
new_coefs[term.variable_2] = zero(T)
end
return FixParametricVariablesBridge{T,S}(ci, f, values, new_coefs)
end

function MOI.supports_constraint(
Expand Down Expand Up @@ -95,62 +105,52 @@ function MOI.get(
return [bridge.affine_constraint]
end

MOI.Bridges.needs_final_touch(::FixParametricVariablesBridge) = true

function _get_fix_value(model, values::Dict{MOI.VariableIndex,T}, x) where {T}
v = get(values, x, nothing)
if v !== nothing
return v
end
ci = MOI.ConstraintIndex{MOI.VariableIndex,MOI.EqualTo{T}}(x.value)
if MOI.is_valid(model, ci)
v = MOI.get(model, MOI.ConstraintSet(), ci).value
values[x] = v
return v
end
return nothing
function MOI.modify(
model::MOI.ModelLike,
bridge::FixParametricVariablesBridge{T,S},
chg::MOI.ScalarCoefficientChange{T},
) where {T,S}
MOI.modify(model, bridge.affine_constraint, chg)
MOI.Utilities.modify_function!(bridge.f, chg)
return
end

function _get_affine_coefficient(f::MOI.ScalarQuadraticFunction{T}, x) where {T}
c = zero(T)
for t in f.affine_terms
if t.variable == x
c += t.coefficient
end
end
return c
end
MOI.Bridges.needs_final_touch(::FixParametricVariablesBridge) = true

function MOI.Bridges.final_touch(
bridge::FixParametricVariablesBridge{T,S},
model::MOI.ModelLike,
) where {T,S}
values = Dict{MOI.VariableIndex,T}()
new_coefs = Dict{MOI.VariableIndex,T}()
for x in keys(bridge.values)
ci = MOI.ConstraintIndex{MOI.VariableIndex,MOI.EqualTo{T}}(x.value)
if MOI.is_valid(model, ci)
bridge.values[x] = MOI.get(model, MOI.ConstraintSet(), ci).value
else
bridge.values[x] = nothing
end
new_coef = zero(T)
for term in bridge.f.affine_terms
if term.variable == x
new_coef += term.coefficient
end
end
bridge.new_coefs[x] = new_coef
end
for term in bridge.f.quadratic_terms
v1 = _get_fix_value(model, values, term.variable_1)
v2 = _get_fix_value(model, values, term.variable_2)
v1, v2 = bridge.values[term.variable_1], bridge.values[term.variable_2]
if v1 !== nothing
new_coef = v1 * term.coefficient
if haskey(new_coefs, term.variable_2)
new_coefs[term.variable_2] += new_coef
if term.variable_1 == term.variable_2
bridge.new_coefs[term.variable_2] += v1 * term.coefficient / 2
else
coef = _get_affine_coefficient(bridge.f, term.variable_2)
new_coefs[term.variable_2] = coef + new_coef
bridge.new_coefs[term.variable_2] += v1 * term.coefficient
end
elseif v2 !== nothing
new_coef = v2 * term.coefficient
if haskey(new_coefs, term.variable_1)
new_coefs[term.variable_1] += new_coef
else
coef = _get_affine_coefficient(bridge.f, term.variable_1)
new_coefs[term.variable_1] = coef + new_coef
end
bridge.new_coefs[term.variable_1] += v2 * term.coefficient
else
error("At least one variable is not fixed")
end
end
for (k, v) in new_coefs
for (k, v) in bridge.new_coefs
MOI.modify(
model,
bridge.affine_constraint,
Expand Down
54 changes: 54 additions & 0 deletions test/Bridges/Constraint/fix_parametric_variables.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -92,6 +92,60 @@ function test_runtests_duplicates()
return
end

function test_runtests_squared()
MOI.Bridges.runtests(
MOI.Bridges.Constraint.FixParametricVariablesBridge,
"""
variables: x, y
c: 2.0 * x * x + y >= 1.0
x == 3.0
""",
"""
variables: x, y
c: 6.0 * x + y >= 1.0
x == 3.0
""",
)
return
end

function test_at_least_one_variable_is_not_fixed()
inner = MOI.Utilities.Model{Int}()
model = MOI.Bridges.Constraint.FixParametricVariables{Int}(inner)
x, y = MOI.add_variables(model, 2)
f = 1 * x * y + 2 * x + 3 * y
MOI.add_constraint(model, f, MOI.EqualTo(0))
@test_throws(
ErrorException("At least one variable is not fixed"),
MOI.Bridges.final_touch(model),
)
return
end

function test_resolve_with_modified()
inner = MOI.Utilities.Model{Int}()
model = MOI.Bridges.Constraint.FixParametricVariables{Int}(inner)
x, y = MOI.add_variables(model, 2)
f = 1 * x * y + 2 * x + 3 * y
c = MOI.add_constraint(model, f, MOI.EqualTo(0))
MOI.add_constraint(model, x, MOI.EqualTo(2))
MOI.Bridges.final_touch(model)
z = MOI.get(inner, MOI.ListOfVariableIndices())
cis = MOI.get(inner, MOI.ListOfConstraintIndices{F,MOI.EqualTo{Int}}())
@test length(cis) == 1
f = MOI.get(inner, MOI.ConstraintFunction(), cis[1])
@test f ≈ 2 * z[1] + 5 * z[2]
MOI.modify(model, c, MOI.ScalarCoefficientChange(y, 4))
MOI.Bridges.final_touch(model)
F = MOI.ScalarAffineFunction{Int}
z = MOI.get(inner, MOI.ListOfVariableIndices())
cis = MOI.get(inner, MOI.ListOfConstraintIndices{F,MOI.EqualTo{Int}}())
@test length(cis) == 1
f = MOI.get(inner, MOI.ConstraintFunction(), cis[1])
@test f ≈ 2 * z[1] + 6 * z[2]
return
end

end # module

TestConstraintFixParametricVariables.runtests()