Indicator moi

NEWS.md

@@ -2,6 +2,7 @@
 
 ## v0.8.0
 
+- SCIP-specific MOI indicator constraint replaced by the new MOI definition
 - support Windows [#122](https://github.com/SCIP-Interfaces/SCIP.jl/pull/122)
 - switch from REQUIRE to Project.toml [#119](https://github.com/SCIP-Interfaces/SCIP.jl/pull/119)
 

src/MOI_wrapper/indicator_constraints.jl

@@ -1,36 +1,26 @@
 # Indicator constraints
 
-"""
-Set of (x,y) that satisfy the indicator constraint:
+MOI.supports_constraint(::Optimizer, ::Type{<:MOI.VectorAffineFunction}, ::Type{<:MOI.IndicatorSet{MOI.ACTIVATE_ON_ONE, <:MOI.LessThan}}) = true
 
-    y ∈ 𝔹, y = 1 ==> a^T x ≤ rhs
-
-"""
-struct IndicatorSet{T <: Real} <: MOI.AbstractVectorSet
-    a::Vector{T}
-    rhs::T
-end
-
-MOI.dimension(idset::IndicatorSet) = length(idset.a) + 1
-
-MOI.supports_constraint(::Optimizer, ::Type{VECTOR}, ::Type{IS}) where {IS <: IndicatorSet{<:AbstractFloat}} = true
-
-function MOI.add_constraint(o::Optimizer, func::VECTOR, set::IndicatorSet{Float64})
-    length(func.variables) == length(set.a) + 1 || throw(DimensionMismatch("Indicator set and VectorOfVariables length mismatch"))
+function MOI.add_constraint(o::Optimizer, func::MOI.VectorAffineFunction{T}, set::MOI.IndicatorSet{MOI.ACTIVATE_ON_ONE, LT}) where {T<:Real, LT<:MOI.LessThan}
     allow_modification(o)
-    y = VarRef(func.variables[1].value)
-    x = [VarRef(vi.value) for vi in func.variables[2:end]]
-
-    cr = add_indicator_constraint(o.mscip, y, x, set.a, set.rhs)
-    ci = CI{VECTOR, IndicatorSet{Float64}}(cr.val)
+    first_index_terms  = [v.scalar_term for v in func.terms if v.output_index == 1]
+    scalar_index_terms = [v.scalar_term for v in func.terms if v.output_index != 1]
+    length(first_index_terms) == 1 || error("There should be exactly one term in output_index 1, found $(length(first_index_terms))")
+    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]
+
+    cr = add_indicator_constraint(o.mscip, y, x, a, MOI.constant(set.set))
+    ci = CI{MOI.VectorAffineFunction{T}, MOI.IndicatorSet{MOI.ACTIVATE_ON_ONE, LT}}(cr.val)
     register!(o, ci)
     register!(o, cons(o, ci), cr)
     return ci
 end
 
-function MOI.delete(o::Optimizer, ci::CI{VECTOR, IndicatorSet{Float64}})
+function MOI.delete(o::Optimizer, ci::CI{MOI.VectorAffineFunction{T}, MOI.IndicatorSet{MOI.ACTIVATE_ON_ONE, LT}}) where {T<:Real, LT<:MOI.LessThan}
     allow_modification(o)
-    delete!(o.constypes[VECTOR, IndicatorSet{Float64}], ConsRef(ci.value))
+    delete!(o.constypes[MOI.VectorAffineFunction{T}, MOI.IndicatorSet{MOI.ACTIVATE_ON_ONE, LT}], ConsRef(ci.value))
     delete!(o.reference, cons(o, ci))
     delete(o.mscip, ConsRef(ci.value))
     return nothing

test/MOI_additional.jl

@@ -116,11 +116,33 @@ end
     x3 = MOI.add_variable(optimizer)
     y  = MOI.add_variable(optimizer)
     t = MOI.add_constraint(optimizer, y, MOI.ZeroOne())
-    iset = SCIP.IndicatorSet{Float64}(ones(3), 1.0)
-    c = MOI.add_constraint(optimizer,
-        MOI.VectorOfVariables([y, x1, x2, x3]), iset
+    iset = MOI.IndicatorSet{MOI.ACTIVATE_ON_ONE}(MOI.LessThan(1.0))
+    ind_func = MOI.VectorAffineFunction(
+        [MOI.VectorAffineTerm(1, MOI.ScalarAffineTerm(1.0, y)),
+         MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(1.0, x1)),
+         MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(1.0, x2)),
+         MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(1.0, x3)),
+        ], [0.0, 0.0],
     )
 
+    c = MOI.add_constraint(optimizer, ind_func, iset)
+    @test MOI.delete(optimizer, c) === nothing
+
+    # adding incorrect function throws
+    ind_func_wrong = MOI.VectorAffineFunction(
+        [MOI.VectorAffineTerm(1, MOI.ScalarAffineTerm(1.0, y)),
+         MOI.VectorAffineTerm(1, MOI.ScalarAffineTerm(1.0, x1)),
+         MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(1.0, x2)),
+         MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(1.0, x3)),
+        ], [0.0, 0.0],
+    )
+    @test_throws ErrorException MOI.add_constraint(optimizer, ind_func_wrong, iset)
+    ind_func_wrong2 = MOI.VectorAffineFunction(
+        [MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(1.0, x2)),
+         MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(1.0, x3)),
+        ], [0.0, 0.0],
+    )
+    @test_throws ErrorException MOI.add_constraint(optimizer, ind_func_wrong2, iset)
 end
 
 @testset "Bound constraints for a general variable." begin
@@ -359,108 +381,6 @@ end
     @test MOI.get(optimizer, MOI.VariablePrimal(), z2) ≈ -8.0 atol=atol rtol=rtol
 end
 
-@testset "indicator constraints" begin
-    # max  2x1 + 3x2
-    # s.t. x1 + x2 <= 10
-    #      z1 ==> x2 <= 8
-    #      z2 ==> x2 + x1/5 <= 9
-    # z1 + z2 >= 1
-
-    optimizer = SCIP.Optimizer(display_verblevel=0)
-
-    @test MOI.supports_constraint(optimizer, MOI.VectorOfVariables, SCIP.IndicatorSet{Float64})
-
-    x1 = MOI.add_variable(optimizer)
-    x2 = MOI.add_variable(optimizer)
-    x3 = MOI.add_variable(optimizer)
-    y  = MOI.add_variable(optimizer)
-    t = MOI.add_constraint(optimizer, y, MOI.ZeroOne())
-    iset = SCIP.IndicatorSet{Float64}(ones(3), 1.0)
-    @test_throws DimensionMismatch MOI.add_constraint(optimizer,
-        MOI.VectorOfVariables([y, x1, x2]), iset
-    )
-    MOI.empty!(optimizer)
-
-    # non-binary y throws error
-    x1 = MOI.add_variable(optimizer)
-    x2 = MOI.add_variable(optimizer)
-    y  = MOI.add_variable(optimizer)
-    iset = SCIP.IndicatorSet{Float64}(ones(2), 1.0)
-    @test_throws ErrorException MOI.add_constraint(optimizer,
-        MOI.VectorOfVariables([y, x1, x2]), iset
-    )
-
-    x1, x2, z1, z2 = MOI.add_variables(optimizer, 4)
-
-    MOI.set(optimizer, MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}(),
-            MOI.ScalarAffineFunction(MOI.ScalarAffineTerm.([2., 3.], [x1, x2]), 0.)
-    )
-    MOI.set(optimizer, MOI.ObjectiveSense(), MOI.MAX_SENSE)
-
-    MOI.add_constraint(optimizer, MOI.SingleVariable(z1), MOI.ZeroOne())
-    MOI.add_constraint(optimizer, MOI.SingleVariable(z2), MOI.ZeroOne())
-
-    MOI.add_constraint(optimizer,
-        MOI.ScalarAffineFunction([MOI.ScalarAffineTerm(1.0, x1), MOI.ScalarAffineTerm(1.0, x2)], 0.0),
-        MOI.LessThan(10.0),
-    )
-
-    MOI.add_constraint(optimizer,
-        MOI.ScalarAffineFunction([MOI.ScalarAffineTerm(1.0, z1), MOI.ScalarAffineTerm(1.0, z2)], 0.0),
-        MOI.GreaterThan(1.),
-    )
-
-    MOI.add_constraint(optimizer, MOI.VectorOfVariables([z1, x2]), SCIP.IndicatorSet{Float64}([1.], 8.))
-    MOI.add_constraint(optimizer, MOI.VectorOfVariables([z2, x1, x2]), SCIP.IndicatorSet{Float64}([0.2, 1.], 9.))
-
-    MOI.optimize!(optimizer)
-
-    @test MOI.get(optimizer, MOI.TerminationStatus()) == MOI.OPTIMAL
-    @test MOI.get(optimizer, MOI.PrimalStatus()) == MOI.FEASIBLE_POINT
-
-    atol, rtol = 1e-6, 1e-6
-    @test MOI.get(optimizer, MOI.ObjectiveValue()) ≈ 28.75 atol=atol rtol=rtol
-    @test MOI.get(optimizer, MOI.VariablePrimal(), x1) ≈ 1.25 atol=atol rtol=rtol
-    @test MOI.get(optimizer, MOI.VariablePrimal(), x2) ≈ 8.75 atol=atol rtol=rtol
-    @test MOI.get(optimizer, MOI.VariablePrimal(), z1) ≈ 0.0 atol=atol rtol=rtol
-    @test MOI.get(optimizer, MOI.VariablePrimal(), z2) ≈ 1.0 atol=atol rtol=rtol
-
-    # penalty on z2 must switch active constraint on z1
-    optimizer2 = SCIP.Optimizer(display_verblevel=0)
-
-    x1, x2, z1, z2 = MOI.add_variables(optimizer2, 4)
-
-    MOI.set(optimizer2, MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}(),
-            MOI.ScalarAffineFunction(MOI.ScalarAffineTerm.([2., 3., -30.], [x1, x2, z2]), 0.)
-    )
-    MOI.set(optimizer2, MOI.ObjectiveSense(), MOI.MAX_SENSE)
-
-    MOI.add_constraint(optimizer2, MOI.SingleVariable(z1), MOI.ZeroOne())
-    MOI.add_constraint(optimizer2, MOI.SingleVariable(z2), MOI.ZeroOne())
-
-    MOI.add_constraint(optimizer2,
-        MOI.ScalarAffineFunction([MOI.ScalarAffineTerm(1.0, x1), MOI.ScalarAffineTerm(1.0, x2)], 0.0),
-        MOI.LessThan(10.0),
-    )
-
-    MOI.add_constraint(optimizer2,
-        MOI.ScalarAffineFunction([MOI.ScalarAffineTerm(1.0, z1), MOI.ScalarAffineTerm(1.0, z2)], 0.0),
-        MOI.GreaterThan(1.),
-    )
-
-    MOI.add_constraint(optimizer2, MOI.VectorOfVariables([z1, x2]), SCIP.IndicatorSet{Float64}([1.], 8.))
-    MOI.add_constraint(optimizer2, MOI.VectorOfVariables([z2, x1, x2]), SCIP.IndicatorSet{Float64}([0.2, 1.], 9.))
-    MOI.optimize!(optimizer2)
-
-    atol, rtol = 1e-6, 1e-6
-    @test MOI.get(optimizer2, MOI.ObjectiveValue()) ≈ 28.0 atol=atol rtol=rtol
-    @test MOI.get(optimizer2, MOI.VariablePrimal(), x1) ≈ 2.0 atol=atol rtol=rtol
-    @test MOI.get(optimizer2, MOI.VariablePrimal(), x2) ≈ 8.0 atol=atol rtol=rtol
-    @test MOI.get(optimizer2, MOI.VariablePrimal(), z1) ≈ 1.0 atol=atol rtol=rtol
-    @test MOI.get(optimizer2, MOI.VariablePrimal(), z2) ≈ 0.0 atol=atol rtol=rtol
-
-end
-
 @testset "deleting variables" begin
     optimizer = SCIP.Optimizer()
 

test/MOI_wrapper_bridged.jl

@@ -43,11 +43,7 @@ end
 end
 
 @testset "MOI Integer Linear" begin
-    excluded = [
-        "indicator1", # bridge is missing and
-        "indicator2", # our native implementation is not merged.
-        "indicator3",
-    ]
+    excluded = String[]
     MOIT.intlineartest(BRIDGED, CONFIG, excluded)
 end
 

test/MOI_wrapper_direct.jl

@@ -44,8 +44,10 @@ end
     # call individual tests
     MOIT.qcp2test(OPTIMIZER, CONFIG)
     MOIT.qcp3test(OPTIMIZER, CONFIG)
-    # MOIT.qcp4test(OPTIMIZER, CONFIG)  # not yet merged
-    # MOIT.qcp5test(OPTIMIZER, CONFIG)  # not yet merged
+    MOIT.qcp4test(OPTIMIZER, CONFIG)
+
+    MOIT.ncqcp1test(OPTIMIZER, CONFIG)
+    MOIT.ncqcp2test(OPTIMIZER, CONFIG)
 end
 
 @testset "MOI Integer Linear" begin
@@ -56,4 +58,7 @@ end
     MOIT.int1test(OPTIMIZER, CONFIG)
     MOIT.int2test(OPTIMIZER, CONFIG)
     MOIT.int3test(OPTIMIZER, CONFIG)
+    MOIT.indicator1_test(OPTIMIZER, CONFIG)
+    MOIT.indicator2_test(OPTIMIZER, CONFIG)
+    # MOIT.indicator3_test(OPTIMIZER, CONFIG) # no support for ACTIVATE_ON_ZERO
 end