Skip to content

Commit

Permalink
add lower and upper variable bounds
Browse files Browse the repository at this point in the history
  • Loading branch information
@jalving
jalving committed Jan 28, 2024
1 parent a10e521 commit 6577e9e
Show file tree
Hide file tree
Showing 2 changed files with 175 additions and 56 deletions.
56 changes: 46 additions & 10 deletions src/moi_backend.jl
View file
Original file line number Diff line number Diff line change
Expand Up @@ -115,7 +115,7 @@ function JuMP.backend(gb::GraphMOIBackend)
return gb.moi_backend
end

# MOI Extension
# MOI Interface

function MOI.get(gb::GraphMOIBackend, attr::MOI.AnyAttribute)
return MOI.get(gb.moi_backend, attr)
Expand Down Expand Up @@ -280,7 +280,7 @@ function _moi_fix_node_variable(
MOI.delete(nvref.node, _nv_lower_bound_ref(nvref))
end
end
con = JuMP.ScalarConstraint(nvref, MOI.EqualTo{T}(value))
con = JuMP.ScalarConstraint(nvref, new_set)
_moi_add_node_constraint(nvref.node, con)
end
return
Expand All @@ -305,40 +305,76 @@ end

# get/set variable bounds

function _moi_nv_has_upper_bound(nvref::NodeVariableRef)
function _moi_nv_has_lower_bound(nvref::NodeVariableRef)
gb = graph_backend(nvref.node)
ci = MOI.ConstraintIndex{MOI.VariableIndex,MOI.LessThan{Float64}}(
ci = MOI.ConstraintIndex{MOI.VariableIndex,MOI.GreaterThan{Float64}}(
gb.element_to_graph_map[nvref].value
)
return MOI.is_valid(graph_backend(nvref.node), ci)
end

function _nv_upper_bound_ref(nvref::NodeVariableRef)
function _nv_lower_bound_ref(nvref::NodeVariableRef)
gb = graph_backend(nvref.node)
ci = MOI.ConstraintIndex{MOI.VariableIndex,MOI.LessThan{Float64}}(
ci = MOI.ConstraintIndex{MOI.VariableIndex,MOI.GreaterThan{Float64}}(
gb.element_to_graph_map[nvref].value
)
cref = gb.graph_to_element_map[ci]
return cref
end

function _moi_nv_has_lower_bound(nvref::NodeVariableRef)
function _moi_nv_set_lower_bound(
nvref::NodeVariableRef,
lower::Number,
)
new_set = MOI.GreaterThan(convert(Float64, lower))
if _moi_nv_has_lower_bound(nvref)
cref = _nv_lower_bound_ref(nvref)
MOI.set(nvref.node, MOI.ConstraintSet(), cref, new_set)
else
@assert !_moi_nv_is_fixed(nvref)
con = JuMP.ScalarConstraint(nvref, new_set)
_moi_add_node_constraint(nvref.node, con)
end
return
end

function _moi_nv_has_upper_bound(nvref::NodeVariableRef)
gb = graph_backend(nvref.node)
ci = MOI.ConstraintIndex{MOI.VariableIndex,MOI.GreaterThan{Float64}}(
ci = MOI.ConstraintIndex{MOI.VariableIndex,MOI.LessThan{Float64}}(
gb.element_to_graph_map[nvref].value
)
return MOI.is_valid(graph_backend(nvref.node), ci)
end

function _nv_lower_bound_ref(nvref::NodeVariableRef)
function _nv_upper_bound_ref(nvref::NodeVariableRef)
gb = graph_backend(nvref.node)
ci = MOI.ConstraintIndex{MOI.VariableIndex,MOI.GreaterThan{Float64}}(
ci = MOI.ConstraintIndex{MOI.VariableIndex,MOI.LessThan{Float64}}(
gb.element_to_graph_map[nvref].value
)
cref = gb.graph_to_element_map[ci]
return cref
end

function _moi_nv_set_upper_bound(
nvref::NodeVariableRef,
upper::Number,
)
new_set = MOI.LessThan(convert(Float64, upper))
if _moi_nv_has_upper_bound(nvref)
cref = _nv_upper_bound_ref(nvref)
MOI.set(nvref.node, MOI.ConstraintSet(), cref, new_set)
else
@assert !_moi_nv_is_fixed(nvref)
con = JuMP.ScalarConstraint(nvref, new_set)
_moi_add_node_constraint(nvref.node, con)
end
return
end

# get/set variable integer/binary



### Constraints

function next_constraint_index(
Expand Down
175 changes: 129 additions & 46 deletions src/optinode.jl
View file
Original file line number Diff line number Diff line change
Expand Up @@ -25,6 +25,36 @@ function Base.getindex(node::OptiNode, name::Symbol)
return node.source_graph.node_obj_dict[t]
end

struct NodeVariableRef <: JuMP.AbstractVariableRef
node::OptiNode
index::MOI.VariableIndex
end

function Base.string(vref::NodeVariableRef)
return JuMP.name(vref)
end
Base.print(io::IO, vref::NodeVariableRef) = Base.print(io, Base.string(vref))
Base.show(io::IO, vref::NodeVariableRef) = Base.print(io, vref)
Base.broadcastable(vref::NodeVariableRef) = Ref(vref)

# Per JuMP comment:
# """
# The default hash is slow. It's important for the performance of AffExpr to
# define our own.
# https://github.com/jump-dev/MathOptInterface.jl/issues/234#issuecomment-366868878
# """
function Base.hash(nvref::NodeVariableRef, h::UInt)
return hash(objectid(JuMP.owner_model(nvref)), hash(v.index.value, h))
end

function Base.isequal(v1::NodeVariableRef, v2::NodeVariableRef)
return owner_model(v1) === owner_model(v2) && v1.index == v2.index
end

function graph_index(vref::NodeVariableRef)
return graph_backend(vref.node).element_to_graph_map[vref]
end

"""
graph_backend(node::OptiNode)
Expand Down Expand Up @@ -133,23 +163,19 @@ function JuMP.backend(node::OptiNode)
return JuMP.backend(graph_backend(node))
end

### Node Variables

struct NodeVariableRef <: JuMP.AbstractVariableRef
node::OptiNode
index::MOI.VariableIndex
end

function Base.string(vref::NodeVariableRef)
return JuMP.name(vref)
function JuMP.delete(node::OptiNode, cref::ConstraintRef)
if node !== JuMP.owner_model(cref)
error(
"The constraint reference you are trying to delete does not " *
"belong to the model.",
)
end
_set_dirty(node)
MOI.delete(node, cref)
return
end
Base.print(io::IO, vref::NodeVariableRef) = Base.print(io, Base.string(vref))
Base.show(io::IO, vref::NodeVariableRef) = Base.print(io, vref)
Base.broadcastable(vref::NodeVariableRef) = Ref(vref)

function graph_index(vref::NodeVariableRef)
return graph_backend(vref.node).element_to_graph_map[vref]
end
### Node Variables

"""
JuMP.add_variable(node::OptiNode, v::JuMP.AbstractVariable, name::String="")
Expand Down Expand Up @@ -194,6 +220,31 @@ function JuMP.is_valid(node::OptiNode, nvref::NodeVariableRef)
MOI.is_valid(graph_backend(node), nvref)
end

function JuMP.owner_model(nvref::NodeVariableRef)
return nvref.node
end

function JuMP.name(vref::NodeVariableRef)
gb = graph_backend(vref.node)
return MOI.get(
JuMP.backend(vref.node),
MOI.VariableName(),
gb.element_to_graph_map[vref]
)
end

function JuMP.set_name(vref::NodeVariableRef, s::String)
gb = graph_backend(vref.node)
MOI.set(gb.moi_backend, MOI.VariableName(), gb.element_to_graph_map[vref], s)
return
end

function JuMP.index(vref::NodeVariableRef)
return vref.index
end

# fix node variables

function JuMP.fix(nvref::NodeVariableRef, value::Number; force::Bool=false)
if !JuMP.isfinite(value)
error("Unable to fix variable to $(value)")
Expand All @@ -205,40 +256,86 @@ function JuMP.fix(nvref::NodeVariableRef, value::Number; force::Bool=false)
end

function JuMP.is_fixed(nvref::NodeVariableRef)
return _moi_is_nv_fixed(graph_backend(nvref), nvref)
return _moi_nv_is_fixed(nvref)
end

function JuMP.has_upper_bound(nvref::NodeVariableRef)
return _moi_has_upper_bound(graph_backend(nvref), nvref)
function JuMP.FixRef(nvref::NodeVariableRef)
if !JuMP.is_fixed(nvref)
error("Variable $(v) does not have fixed bounds.")
end
return _nv_fix_ref(nvref)
end

function JuMP.index(vref::NodeVariableRef)
return vref.index
function JuMP.unfix(nvref::NodeVariableRef)
JuMP.delete(JuMP.owner_model(nvref), JuMP.FixRef(nvref))
end

function JuMP.value(nvref::NodeVariableRef; result::Int = 1)
return MOI.get(graph_backend(nvref.node), MOI.VariablePrimal(result), nvref)
function JuMP.fix_value(nvref::NodeVariableRef)
set = MOI.get(JuMP.owner_model(nvref), MOI.ConstraintSet(), JuMP.FixRef(nvref))
return set.value
end

function JuMP.value(var_value::Function, vref::NodeVariableRef)
return var_value(vref)
# node variable bounds

function JuMP.has_lower_bound(nvref::NodeVariableRef)
return _moi_nv_has_lower_bound(graph_backend(nvref), nvref)
end

function JuMP.owner_model(nvref::NodeVariableRef)
return nvref.node
function JuMP.set_lower_bound(nvref::NodeVariableRef, lower::Number)
if !JuMP.isfinite(lower)
error(
"Unable to set lower bound to $(lower). To remove the bound, use " *
"`delete_lower_bound`.",
)
end
_set_dirty(nvref.node)
_moi_nv_set_lower_bound(nvref, lower)
return
end

function JuMP.name(vref::NodeVariableRef)
gb = graph_backend(vref.node)
return MOI.get(JuMP.backend(vref.node), MOI.VariableName(), gb.element_to_graph_map[vref])
function JuMP.LowerBoundRef(nvref::NodeVariableRef)
if !JuMP.has_lower_bound(nvref)
error("Variable $(nvref) does not have a lower bound.")
end
return _nv_lower_bound_ref(nvref)
end

function JuMP.set_name(vref::NodeVariableRef, s::String)
gb = graph_backend(vref.node)
MOI.set(gb.moi_backend, MOI.VariableName(), gb.element_to_graph_map[vref], s)
function JuMP.has_upper_bound(nvref::NodeVariableRef)
return _moi_nv_has_upper_bound(graph_backend(nvref), nvref)
end

function JuMP.set_upper_bound(nvref::NodeVariableRef, upper::Number)
if !JuMP.isfinite(upper)
error(
"Unable to set upper bound to $(upper). To remove the bound, use " *
"`delete_upper_bound`.",
)
end
_set_dirty(nvref.node)
_moi_nv_set_upper_bound(nvref, upper)
return
end

function JuMP.UpperBoundRef(nvref::NodeVariableRef)
if !JuMP.has_upper_bound(nvref)
error("Variable $(nvref) does not have an upper bound.")
end
return _nv_upper_bound_ref(nvref)
end


# variable values

function JuMP.value(nvref::NodeVariableRef; result::Int=1)
return MOI.get(graph_backend(nvref.node), MOI.VariablePrimal(result), nvref)
end

function JuMP.value(var_value::Function, vref::NodeVariableRef)
return var_value(vref)
end



### Node Constraints

"""
Expand Down Expand Up @@ -266,17 +363,3 @@ function JuMP.num_constraints(
return length(filter((cref) -> cref.model == node, refs))
end

function JuMP.delete(node::OptiNode, cref::ConstraintRef)
if node !== JuMP.owner_model(cref)
error(
"The constraint reference you are trying to delete does not " *
"belong to the model.",
)
end
_set_dirty(node)
MOI.delete(node, cref)
# for graph in containing_optigraphs(node)
# MOI.delete(graph_backend(node), cref)
# end
return
end

0 comments on commit 6577e9e

Please sign in to comment.