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Add complex EqualTo bridge (#11)
* Add complex EqualTo bridge * Fix format
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‎src/Bridges/Constraint/Constraint.jl

+1
Original file line numberDiff line numberDiff line change
@@ -11,6 +11,7 @@ const MOIB = MOI.Bridges
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import ComplexOptInterface
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const COI = ComplexOptInterface
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include("split_equalto.jl")
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include("split_zero.jl")
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end

‎src/Bridges/Constraint/split_equalto.jl

+126
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,126 @@
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struct SplitEqualToBridge{
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T,
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F<:MOI.Utilities.TypedScalarLike{T},
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G<:MOI.Utilities.TypedScalarLike{Complex{T}},
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} <: MOI.Bridges.Constraint.AbstractBridge
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real_constraint::Union{Nothing,MOI.ConstraintIndex{F,MOI.EqualTo{T}}}
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imag_constraint::Union{Nothing,MOI.ConstraintIndex{F,MOI.EqualTo{T}}}
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end
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function _add_constraint_if_nonzero(model, func, set)
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if iszero(func) && iszero(MOI.constant(set))
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return nothing
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else
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return MOI.add_constraint(model, func, set)
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end
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end
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function MOI.Bridges.Constraint.bridge_constraint(
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::Type{SplitEqualToBridge{T,F,G}},
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model::MOI.ModelLike,
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func::G,
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set::MOI.EqualTo,
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) where {T,F,G}
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real_func = real(func)
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imag_func = MOI.Utilities.operate(imag, T, func)
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real_set = MOI.EqualTo(real(MOI.constant(set)))
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imag_set = MOI.EqualTo(imag(MOI.constant(set)))
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real_constraint = _add_constraint_if_nonzero(model, real_func, real_set)
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imag_constraint = _add_constraint_if_nonzero(model, imag_func, imag_set)
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return SplitEqualToBridge{T,F,G}(real_constraint, imag_constraint)
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end
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# We don't support `MOI.VariableIndex` as it would be a self-loop in the bridge graph
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function MOI.supports_constraint(
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::Type{SplitEqualToBridge{T}},
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::Type{<:MOI.Utilities.TypedLike{Complex{T}}},
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::Type{<:MOI.EqualTo},
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) where {T}
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return true
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end
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MOIB.added_constrained_variable_types(::Type{<:SplitEqualToBridge}) = Tuple{DataType}[]
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function MOIB.added_constraint_types(::Type{SplitEqualToBridge{T,F,G}}) where {T,F,G}
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return Tuple{DataType,DataType}[(F, MOI.EqualTo{T})]
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end
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function MOI.Bridges.Constraint.concrete_bridge_type(
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::Type{<:SplitEqualToBridge{T}},
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G::Type{<:MOI.Utilities.TypedLike},
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::Type{<:MOI.EqualTo},
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) where {T}
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F = MA.promote_operation(imag, G)
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return SplitEqualToBridge{T,F,G}
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end
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# Attributes, Bridge acting as a model
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function MOI.get(
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bridge::SplitEqualToBridge{T,F},
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::MOI.NumberOfConstraints{F,MOI.EqualTo{T}},
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) where {T,F}
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return !isnothing(bridge.real_constraint) + !isnothing(bridge.imag_constraint)
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end
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function MOI.get(
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bridge::SplitEqualToBridge{T,F},
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::MOI.ListOfConstraintIndices{F,MOI.EqualTo{T}},
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) where {T,F}
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list = MOI.ConstraintIndex{F,MOI.EqualTo{T}}[]
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if !isnothing(bridge.real_constraint)
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push!(list, bridge.real_constraint)
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end
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if !isnothing(bridge.imag_constraint)
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push!(list, bridge.imag_constraint)
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end
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return list
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end
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# Indices
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function MOI.delete(model::MOI.ModelLike, bridge::SplitEqualToBridge)
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if !isnothing(bridge.real_constraint)
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MOI.delete(model, bridge.real_constraint)
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end
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if !isnothing(bridge.imag_constraint)
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MOI.delete(model, bridge.imag_constraint)
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end
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end
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# Attributes, Bridge acting as a constraint
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function MOI.supports(
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::MOI.ModelLike,
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::Union{MOI.ConstraintPrimalStart,MOI.ConstraintDualStart},
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::Type{<:SplitEqualToBridge},
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)
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return true
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end
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function MOI.get(
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model::MOI.ModelLike,
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attr::Union{
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MOI.ConstraintPrimal,
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MOI.ConstraintPrimalStart,
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MOI.ConstraintDual,
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MOI.ConstraintDualStart,
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},
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bridge::SplitEqualToBridge{T},
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) where {T}
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if isnothing(bridge.real_constraint)
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real_value = zero(T)
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else
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real_value = MOI.get(model, attr, bridge.real_constraint)
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end
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if isnothing(bridge.imag_constraint)
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imag_value = zero(T)
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else
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imag_value = MOI.get(model, attr, bridge.imag_constraint)
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end
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return real_value + imag_value * im
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end
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function MOI.set(
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model::MOI.ModelLike,
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attr::Union{MOI.ConstraintPrimalStart,MOI.ConstraintDualStart},
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bridge::SplitEqualToBridge{T},
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value,
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) where {T}
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if !isnothing(bridge.real_constraint)
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MOI.set(model, attr, bridge.real_constraint, real(value))
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end
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if !isnothing(bridge.imag_constraint)
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MOI.set(model, attr, bridge.real_constraint, imag(value))
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end
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return
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end

‎test/runtests.jl

+61
Original file line numberDiff line numberDiff line change
@@ -77,6 +77,43 @@ function hermitian_psd_test(optimizer, config)
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@test MOI.get(optimizer, MOI.ConstraintDual(), cx) ≈ zeros(9) atol = atol rtol = rtol
7878
end
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function equalto_1_test(optimizer, config)
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atol = config.atol
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rtol = config.rtol
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MOI.empty!(optimizer)
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x, cx = MOI.add_constrained_variables(optimizer, MOI.Nonnegatives(2))
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func = (1.0 + 2.0im) * x[1] + (1.0 - 1.0im) * x[2]
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c = MOI.add_constraint(optimizer, func, MOI.EqualTo(1.0 + 1.0im))
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MOI.optimize!(optimizer)
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@test MOI.get(optimizer, MOI.TerminationStatus()) == MOI.OPTIMAL
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@test MOI.get(optimizer, MOI.VariablePrimal(), x) ≈ [2 / 3, 1 / 3] atol = atol rtol =
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rtol
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@test MOI.get(optimizer, MOI.ConstraintPrimal(), cx) ≈ [2 / 3, 1 / 3] atol = atol rtol =
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rtol
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@test MOI.get(optimizer, MOI.ConstraintDual(), cx) ≈ zeros(2) atol = atol rtol = rtol
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@test MOI.get(optimizer, MOI.ConstraintPrimal(), c) ≈ 1.0 + 1.0im atol = atol rtol =
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rtol
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@test MOI.get(optimizer, MOI.ConstraintDual(), c) ≈ 0.0 + 0.0im atol = atol rtol = rtol
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end
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function equalto_2_test(optimizer, config)
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atol = config.atol
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rtol = config.rtol
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MOI.empty!(optimizer)
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x, cx = MOI.add_constrained_variables(optimizer, MOI.Nonnegatives(1))
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func = (1.0 + 0.0im) * x[1] + 1.0im * x[1] - (1.0 + 0.0im) * x[1]
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c = MOI.add_constraint(optimizer, func, MOI.EqualTo(2.0im))
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MOI.optimize!(optimizer)
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@test MOI.get(optimizer, MOI.TerminationStatus()) == MOI.OPTIMAL
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@test MOI.get(optimizer, MOI.VariablePrimal(), x) ≈ [2.0] atol = atol rtol = rtol
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@test MOI.get(optimizer, MOI.ConstraintPrimal(), cx) ≈ [2.0] atol = atol rtol = rtol
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@test MOI.get(optimizer, MOI.ConstraintDual(), cx) ≈ zeros(1) atol = atol rtol = rtol
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@test MOI.get(optimizer, MOI.ConstraintPrimal(), c) ≈ 2.0im atol = atol rtol = rtol
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@test MOI.get(optimizer, MOI.ConstraintDual(), c) ≈ 0.0 + 0.0im atol = atol rtol = rtol
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end
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function zero_1_test(optimizer, config)
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atol = config.atol
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rtol = config.rtol
@@ -135,6 +172,30 @@ import CSDP
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)
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projection_test(bridged, config)
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hermitian_psd_test(bridged, config)
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bridged = MOI.Bridges.LazyBridgeOptimizer(
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MOI.Utilities.CachingOptimizer(MOI.Utilities.Model{Float64}(), CSDP.Optimizer()),
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)
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MOI.Bridges.add_bridge(bridged, COI.Bridges.Constraint.SplitEqualToBridge{Float64})
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equalto_1_test(bridged, config)
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cis = MOI.get(
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bridged.model,
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MOI.ListOfConstraintIndices{
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MOI.ScalarAffineFunction{Float64},
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MOI.EqualTo{Float64},
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}(),
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)
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@test length(cis) == 2
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equalto_2_test(bridged, config)
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cis = MOI.get(
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bridged.model,
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MOI.ListOfConstraintIndices{
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MOI.ScalarAffineFunction{Float64},
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MOI.EqualTo{Float64},
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}(),
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)
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@test length(cis) == 1
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bridged = MOI.Bridges.LazyBridgeOptimizer(
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MOI.Utilities.CachingOptimizer(MOI.Utilities.Model{Float64}(), CSDP.Optimizer()),
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)

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