Merge pull request #1 from blegat/bl/split_zero

Add SplitZeroBridge

Author: blegat

.travis.yml

@@ -4,7 +4,6 @@ codecov: true
 os:
   - linux
 julia:
-  - 1.0
   - 1
 notifications:
   email: false

src/Bridges/Constraint/Constraint.jl

@@ -8,4 +8,6 @@ const MOIB = MOI.Bridges
 import ComplexOptInterface
 const COI = ComplexOptInterface
 
+include("split_zero.jl")
+
 end

src/Bridges/Constraint/split_zero.jl

@@ -0,0 +1,77 @@
+function operate_coefficient(f, T::Type, term::MOI.ScalarAffineTerm)
+    MOI.ScalarAffineTerm(f(term.coefficient), term.variable_index)
+end
+function operate_coefficient(f, T::Type, term::MOI.VectorAffineTerm)
+    return MOI.VectorAffineTerm(term.output_index, operate_coefficient(f, T, term.scalar_term))
+end
+function operate_coefficients(f, T::Type, func::MOI.VectorAffineFunction)
+    return MOI.VectorAffineFunction(
+        [operate_coefficient(f, T, term) for term in func.terms],
+        map(f, func.constants)
+    )
+end
+
+similar_type(::Type{<:MOI.VectorAffineFunction}, T::Type) = MOI.VectorAffineFunction{T}
+
+struct SplitZeroBridge{T, F<:MOI.Utilities.TypedLike{T}, G<:MOI.Utilities.TypedLike{Complex{T}}} <: MOI.Bridges.Constraint.AbstractBridge
+    real::MOI.ConstraintIndex{F, MOI.Zeros}
+    imag::MOI.ConstraintIndex{F, MOI.Zeros}
+end
+function MOI.Bridges.Constraint.bridge_constraint(
+    ::Type{SplitZeroBridge{T, F, G}}, model::MOI.ModelLike,
+    f::G,
+    set::MOI.Zeros
+) where {T, F, G}
+    real_con = MOI.add_constraint(model, operate_coefficients(real, T, f), set)
+    imag_con = MOI.add_constraint(model, operate_coefficients(imag, T, f), set)
+    return SplitZeroBridge{T, F, G}(real_con, imag_con)
+end
+
+function MOI.supports_constraint(
+    ::Type{SplitZeroBridge{T}}, ::Type{<:MOI.Utilities.TypedLike{Complex{T}}},
+    ::Type{MOI.Zeros}) where T
+    return true
+end
+MOIB.added_constrained_variable_types(::Type{<:SplitZeroBridge}) = Tuple{DataType}[]
+function MOIB.added_constraint_types(::Type{SplitZeroBridge{T, F, G}}) where {T, F, G}
+    return Tuple{DataType, DataType}[(F, MOI.Zeros)]
+end
+function MOI.Bridges.Constraint.concrete_bridge_type(
+    ::Type{<:SplitZeroBridge{T}}, G::Type{<:MOI.Utilities.TypedLike},
+    ::Type{MOI.Zeros}) where T
+    return SplitZeroBridge{T, similar_type(G, T), G}
+end
+
+# Attributes, Bridge acting as a model
+function MOI.get(::SplitZeroBridge{T, F},
+                 ::MOI.NumberOfConstraints{F, MOI.Zeros}) where {T, F}
+    return 2
+end
+function MOI.get(bridge::SplitZeroBridge{T, F},
+                 ::MOI.ListOfConstraintIndices{F, MOI.Zeros}) where {T, F}
+    return [bridge.real, bridge.imag]
+end
+
+# Indices
+function MOI.delete(model::MOI.ModelLike, bridge::SplitZeroBridge)
+    MOI.delete(model, bridge.imag)
+    MOI.delete(model, bridge.real)
+end
+
+# Attributes, Bridge acting as a constraint
+function MOI.supports(
+    ::MOI.ModelLike,
+    ::Union{MOI.ConstraintPrimalStart, MOI.ConstraintDualStart},
+    ::Type{<:SplitZeroBridge})
+
+    return true
+end
+function MOI.get(model::MOI.ModelLike, attr::Union{MOI.ConstraintPrimal, MOI.ConstraintPrimalStart, MOI.ConstraintDual, MOI.ConstraintDualStart},
+                 bridge::SplitZeroBridge)
+    return MOI.get(model, attr, bridge.real) + im * MOI.get(model, attr, bridge.imag)
+end
+function MOI.set(model::MOI.ModelLike, attr::Union{MOI.ConstraintPrimalStart, MOI.ConstraintDualStart},
+                 bridge::SplitZeroBridge, value)
+    MOI.set(model, attr, bridge.real, map(real, value))
+    MOI.set(model, attr, bridge.imag, map(imag, value))
+end

test/runtests.jl

@@ -49,9 +49,36 @@ function projection_test(optimizer, config)
     @test MOI.get(optimizer, MOI.ConstraintDual(), cx) ≈ dual atol=atol rtol=rtol
 end
 
+function zero_test(optimizer, config)
+    atol = config.atol
+    rtol = config.rtol
+
+    MOI.empty!(optimizer)
+    x, cx = MOI.add_constrained_variables(optimizer, MOI.Nonnegatives(2))
+    fx = MOI.SingleVariable.(x)
+    func = (1.0 + 2.0im) * fx[1] + (1.0 - 1.0im) * fx[2] + (-1.0 + -1.0im)
+    c = MOI.add_constraint(
+        optimizer,
+        MOI.Utilities.operate(vcat, Complex{Float64}, func),
+        MOI.Zeros(1)
+    )
+    MOI.optimize!(optimizer)
+    @test MOI.get(optimizer, MOI.TerminationStatus()) == MOI.OPTIMAL
+    @test MOI.get(optimizer, MOI.VariablePrimal(), x) ≈ [2/3, 1/3] atol=atol rtol=rtol
+    @test MOI.get(optimizer, MOI.ConstraintPrimal(), cx) ≈ [2/3, 1/3] atol=atol rtol=rtol
+    @test MOI.get(optimizer, MOI.ConstraintDual(), cx) ≈ zeros(2) atol=atol rtol=rtol
+    @test MOI.get(optimizer, MOI.ConstraintPrimal(), c) ≈ [0.0 + 0.0im] atol=atol rtol=rtol
+    @test MOI.get(optimizer, MOI.ConstraintDual(), c) ≈ [0.0 + 0.0im] atol=atol rtol=rtol
+end
+
 import CSDP
 @testset "CSDP" begin
+    config = MOI.Test.TestConfig(atol=1e-4, rtol=1e-4)
     bridged = MOI.instantiate(CSDP.Optimizer, with_bridge_type=Float64)
     MOI.Bridges.add_bridge(bridged, COI.Bridges.Variable.HermitianToSymmetricPSDBridge{Float64})
-    projection_test(bridged, MOI.Test.TestConfig(atol=1e-4, rtol=1e-4))
+    projection_test(bridged, config)
+    bridged = MOI.Bridges.LazyBridgeOptimizer(MOI.Utilities.CachingOptimizer(MOI.Utilities.Model{Float64}(), CSDP.Optimizer()))
+    MOI.Bridges.add_bridge(bridged, MOI.Bridges.Constraint.ScalarizeBridge{Float64})
+    MOI.Bridges.add_bridge(bridged, COI.Bridges.Constraint.SplitZeroBridge{Float64})
+    zero_test(bridged, config)
 end