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* Add set conversion bridge * Remove debug * Add doc and tests * fix format * Fixes * Fixes * Fix format * Fix * Update src/Bridges/Constraint/bridges/set_conversion.jl * Add test * Update src/Bridges/Constraint/bridges/set_conversion.jl --------- Co-authored-by: Oscar Dowson <odow@users.noreply.github.com>
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# Copyright (c) 2017: Miles Lubin and contributors | ||
# Copyright (c) 2017: Google Inc. | ||
# | ||
# Use of this source code is governed by an MIT-style license that can be found | ||
# in the LICENSE.md file or at https://opensource.org/licenses/MIT. | ||
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""" | ||
SetConversionBridge{T,S2,S1,F} <: | ||
MOI.Bridges.Constraint.SetMapBridge{T,S2,S1,F,F} | ||
`SetConversionBridge` implements the following reformulations: | ||
* ``f(x) \\in S1`` into ``f(x) \\in S2`` | ||
In order to add this bridge, you need to create a bridge specific | ||
for a given type `T` and set `S2`: | ||
```julia | ||
MOI.Bridges.add_bridge(model, MOI.Bridges.Constraint.SetConversionBridge{T,S2}) | ||
``` | ||
In order to define a bridge with `S2` specified but `T` unspecified, for example | ||
for `JuMP.add_bridge`, you can use | ||
```julia | ||
const MyBridge{T,S1,F} = MOI.Bridges.Constraint.SetConversionBridge{T,S2,S1,F} | ||
``` | ||
See also [`FunctionConversionBridge`](@ref). | ||
## Source node | ||
`SetConversionBridge` supports: | ||
* `F` in `S1` | ||
## Target nodes | ||
`SetConversionBridge` creates: | ||
* `F` in `S2` | ||
""" | ||
struct SetConversionBridge{T,S2,S1,F} <: | ||
MOI.Bridges.Constraint.SetMapBridge{T,S2,S1,F,F} | ||
constraint::MOI.ConstraintIndex{F,S2} | ||
end | ||
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function MOI.supports_constraint( | ||
::Type{SetConversionBridge{T,S2}}, | ||
::Type{F}, | ||
::Type{S1}, | ||
) where {T,F<:MOI.AbstractFunction,S1<:MOI.AbstractSet,S2} | ||
return isfinite(MOI.Bridges.Constraint.conversion_cost(S2, S1)) | ||
end | ||
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function MOI.Bridges.Constraint.concrete_bridge_type( | ||
::Type{SetConversionBridge{T,S2}}, | ||
::Type{F}, | ||
::Type{S1}, | ||
) where {T,F<:MOI.AbstractFunction,S1<:MOI.AbstractSet,S2} | ||
return SetConversionBridge{T,S2,S1,F} | ||
end | ||
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function MOI.Bridges.Constraint.conversion_cost( | ||
::Type{<:MOI.AbstractSet}, | ||
::Type{<:MOI.AbstractSet}, | ||
) | ||
return Inf | ||
end | ||
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function MOI.Bridges.bridging_cost( | ||
::Type{<:SetConversionBridge{T,S2,S1}}, | ||
) where {T,S2,S1} | ||
return MOI.Bridges.Constraint.conversion_cost(S2, S1) | ||
end | ||
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function MOI.Bridges.map_set( | ||
::Type{<:SetConversionBridge{T,S2,S1}}, | ||
set::S1, | ||
) where {T,S2,S1} | ||
return convert(S2, set) | ||
end | ||
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function MOI.Bridges.inverse_map_set( | ||
::Type{<:SetConversionBridge{T,S2,S1}}, | ||
set::S2, | ||
) where {T,S2,S1} | ||
return convert(S1, set) | ||
end | ||
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function MOI.Bridges.map_function(::Type{<:SetConversionBridge}, func) | ||
return func | ||
end | ||
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function MOI.Bridges.inverse_map_function(::Type{<:SetConversionBridge}, func) | ||
return func | ||
end | ||
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function MOI.Bridges.adjoint_map_function(::Type{<:SetConversionBridge}, func) | ||
return func | ||
end | ||
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function MOI.Bridges.inverse_adjoint_map_function( | ||
::Type{<:SetConversionBridge}, | ||
func, | ||
) | ||
return func | ||
end |
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# Copyright (c) 2017: Miles Lubin and contributors | ||
# Copyright (c) 2017: Google Inc. | ||
# | ||
# Use of this source code is governed by an MIT-style license that can be found | ||
# in the LICENSE.md file or at https://opensource.org/licenses/MIT. | ||
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module TestConstraintSetConversion | ||
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using Test | ||
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import MathOptInterface as MOI | ||
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function runtests() | ||
for name in names(@__MODULE__; all = true) | ||
if startswith("$(name)", "test_") | ||
@testset "$(name)" begin | ||
getfield(@__MODULE__, name)() | ||
end | ||
end | ||
end | ||
return | ||
end | ||
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struct Zero <: MOI.AbstractScalarSet end | ||
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function MOI.Bridges.Constraint.conversion_cost( | ||
::Type{MOI.EqualTo{Float64}}, | ||
::Type{Zero}, | ||
) | ||
return 1.0 | ||
end | ||
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Base.convert(::Type{MOI.EqualTo{Float64}}, ::Zero) = MOI.EqualTo(0.0) | ||
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function Base.convert(::Type{Zero}, s::MOI.EqualTo) | ||
if !iszero(s.value) | ||
throw(InexactError(convert, (Zero, s))) | ||
end | ||
return Zero() | ||
end | ||
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# Does not make sense that this is convertible but it's | ||
# just to test `conversion_cost` | ||
function MOI.Bridges.Constraint.conversion_cost( | ||
::Type{MOI.LessThan{Float64}}, | ||
::Type{Zero}, | ||
) | ||
return 10.0 | ||
end | ||
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const EqualToBridge{T,S1,F} = | ||
MOI.Bridges.Constraint.SetConversionBridge{T,MOI.EqualTo{T},S1,F} | ||
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function test_runtests() | ||
MOI.Bridges.runtests( | ||
EqualToBridge, | ||
model -> begin | ||
x = MOI.add_variable(model) | ||
MOI.add_constraint(model, x, Zero()) | ||
end, | ||
model -> begin | ||
x = MOI.add_variable(model) | ||
MOI.add_constraint(model, x, MOI.EqualTo(0.0)) | ||
end, | ||
) | ||
return | ||
end | ||
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function test_conversion_cost(T = Float64) | ||
model = MOI.Utilities.Model{T}() | ||
bridged = MOI.Bridges.LazyBridgeOptimizer(model) | ||
MOI.Bridges.add_bridge( | ||
bridged, | ||
MOI.Bridges.Constraint.SetConversionBridge{T,MOI.LessThan{T}}, | ||
) | ||
@test MOI.Bridges.bridge_type(bridged, MOI.VariableIndex, Zero) == | ||
MOI.Bridges.Constraint.SetConversionBridge{ | ||
T, | ||
MOI.LessThan{T}, | ||
Zero, | ||
MOI.VariableIndex, | ||
} | ||
MOI.Bridges.add_bridge( | ||
bridged, | ||
MOI.Bridges.Constraint.SetConversionBridge{T,MOI.EqualTo{T}}, | ||
) | ||
@test MOI.Bridges.bridge_type(bridged, MOI.VariableIndex, Zero) == | ||
MOI.Bridges.Constraint.SetConversionBridge{ | ||
T, | ||
MOI.EqualTo{T}, | ||
Zero, | ||
MOI.VariableIndex, | ||
} | ||
end | ||
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end # module | ||
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TestConstraintSetConversion.runtests() |