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Implement value for GenericQuadExpr. #1588

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Nov 8, 2018
Merged

Implement value for GenericQuadExpr. #1588

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899886a
Implement value for GenericQuadExpr.
odow Nov 7, 2018
3f88a6d
Respond to @blegat's comments
odow Nov 7, 2018
9a069fe
[ci skip] clarify comment
odow Nov 7, 2018
c4dd6ce
[ci skip] clarify comment redux.
odow Nov 7, 2018
4a56ac4
foo -> value_func
odow Nov 8, 2018
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14 changes: 13 additions & 1 deletion src/quad_expr.jl
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Expand Up @@ -232,4 +232,16 @@ function Base.copy(q::GenericQuadExpr, new_model::Model)
copy(q.qcoeffs), copy(q.aff, new_model))
end

# TODO: result_value for QuadExpr
# Requires that foo(::VarType) is defined.
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function value(ex::GenericQuadExpr{CoefType, VarType},
foo::Function) where {CoefType, VarType}
RetType = Base.promote_op(
(ctype, vtype) -> ctype * foo(vtype) * foo(vtype), CoefType, VarType)
ret = convert(RetType, value(ex.aff, foo))
for (vars, coef) in ex.terms
ret += coef * foo(vars.a) * foo(vars.b)
end
return ret
end

JuMP.result_value(ex::JuMP.GenericQuadExpr) = value(ex, JuMP.result_value)
13 changes: 13 additions & 0 deletions test/expr.jl
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Expand Up @@ -42,6 +42,19 @@ function expressions_test(ModelType::Type{<:JuMP.AbstractModel}, VariableRefType
@test @inferred(JuMP.value(expr2, i -> 1.0)) == 2.0
end

@testset "value for GenericQuadExpr" begin
# 1 + 2x(1) + 3x(2)
affine_term = JuMP.GenericAffExpr(1.0, 1 => 2.0, 2 => 3.0)
# 1 + 2x(1) + 3x(2) + 4x(1)^2 + 5x(1)*x(2) + 6x(2)^2
expr = JuMP.GenericQuadExpr(affine_term,
JuMP.UnorderedPair(1, 1) => 4.0,
JuMP.UnorderedPair(1, 2) => 5.0,
JuMP.UnorderedPair(2, 2) => 6.0)
@test typeof(@inferred(JuMP.value(expr, i -> 1.0))) == Float64
@test @inferred(JuMP.value(expr, i -> 1.0)) == 21
@test @inferred(JuMP.value(expr, i -> 2.0)) == 71
end

@testset "add_to_expression!(::GenericAffExpr{C,V}, ::V)" begin
aff = JuMP.GenericAffExpr(1.0, :a => 2.0)
@test JuMP.isequal_canonical(JuMP.add_to_expression!(aff, :b),
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2 changes: 2 additions & 0 deletions test/generate_and_solve.jl
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Expand Up @@ -220,6 +220,8 @@
@test JuMP.result_dual(c1) == -1.0
@test JuMP.result_dual(c2) == 2.0
@test JuMP.result_dual(c3) == 3.0

@test JuMP.result_value(2 * x + 3 * y * x) == 2.0
end

@testset "SOC" begin
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