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Add set conversion bridge (#2536)
* 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 <[email protected]>
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‎src/Bridges/Constraint/Constraint.jl

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@@ -59,6 +59,7 @@ include("bridges/split_complex_zeros.jl")
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include("bridges/split_hyperrectangle.jl")
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include("bridges/hermitian.jl")
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include("bridges/square.jl")
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include("bridges/set_conversion.jl")
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include("bridges/set_dot_scaling.jl")
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include("bridges/table.jl")
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include("bridges/vectorize.jl")

‎src/Bridges/Constraint/bridges/functionize.jl

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@@ -187,6 +187,8 @@ for these pairs of functions:
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* [`MOI.ScalarQuadraticFunction`](@ref) to [`MOI.ScalarNonlinearFunction`](@ref)
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* [`MOI.VectorAffineFunction`](@ref) to [`MOI.VectorQuadraticFunction`](@ref)
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See also [`SetConversionBridge`](@ref).
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## Source node
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`FunctionConversionBridge` supports:

‎src/Bridges/Constraint/bridges/set_conversion.jl

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# Copyright (c) 2017: Miles Lubin and contributors
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# Copyright (c) 2017: Google Inc.
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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"""
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SetConversionBridge{T,S2,S1,F} <:
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MOI.Bridges.Constraint.SetMapBridge{T,S2,S1,F,F}
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`SetConversionBridge` implements the following reformulations:
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* ``f(x) \\in S1`` into ``f(x) \\in S2``
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In order to add this bridge, you need to create a bridge specific
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for a given type `T` and set `S2`:
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```julia
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MOI.Bridges.add_bridge(model, MOI.Bridges.Constraint.SetConversionBridge{T,S2})
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```
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In order to define a bridge with `S2` specified but `T` unspecified, for example
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for `JuMP.add_bridge`, you can use
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```julia
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const MyBridge{T,S1,F} = MOI.Bridges.Constraint.SetConversionBridge{T,S2,S1,F}
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```
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See also [`FunctionConversionBridge`](@ref).
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## Source node
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`SetConversionBridge` supports:
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* `F` in `S1`
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## Target nodes
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`SetConversionBridge` creates:
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* `F` in `S2`
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"""
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struct SetConversionBridge{T,S2,S1,F} <:
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MOI.Bridges.Constraint.SetMapBridge{T,S2,S1,F,F}
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constraint::MOI.ConstraintIndex{F,S2}
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end
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function MOI.supports_constraint(
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::Type{SetConversionBridge{T,S2}},
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::Type{F},
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::Type{S1},
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) where {T,F<:MOI.AbstractFunction,S1<:MOI.AbstractSet,S2}
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return isfinite(MOI.Bridges.Constraint.conversion_cost(S2, S1))
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end
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function MOI.Bridges.Constraint.concrete_bridge_type(
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::Type{SetConversionBridge{T,S2}},
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::Type{F},
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::Type{S1},
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) where {T,F<:MOI.AbstractFunction,S1<:MOI.AbstractSet,S2}
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return SetConversionBridge{T,S2,S1,F}
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end
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function MOI.Bridges.Constraint.conversion_cost(
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::Type{<:MOI.AbstractSet},
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::Type{<:MOI.AbstractSet},
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)
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return Inf
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end
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function MOI.Bridges.bridging_cost(
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::Type{<:SetConversionBridge{T,S2,S1}},
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) where {T,S2,S1}
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return MOI.Bridges.Constraint.conversion_cost(S2, S1)
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end
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function MOI.Bridges.map_set(
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::Type{<:SetConversionBridge{T,S2,S1}},
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set::S1,
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) where {T,S2,S1}
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return convert(S2, set)
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end
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function MOI.Bridges.inverse_map_set(
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::Type{<:SetConversionBridge{T,S2,S1}},
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set::S2,
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) where {T,S2,S1}
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return convert(S1, set)
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end
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function MOI.Bridges.map_function(::Type{<:SetConversionBridge}, func)
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return func
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end
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function MOI.Bridges.inverse_map_function(::Type{<:SetConversionBridge}, func)
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return func
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end
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function MOI.Bridges.adjoint_map_function(::Type{<:SetConversionBridge}, func)
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return func
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end
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function MOI.Bridges.inverse_adjoint_map_function(
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::Type{<:SetConversionBridge},
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func,
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)
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return func
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end

‎test/Bridges/Constraint/set_conversion.jl

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# Copyright (c) 2017: Miles Lubin and contributors
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# Copyright (c) 2017: Google Inc.
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# 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()
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for name in names(@__MODULE__; all = true)
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if startswith("$(name)", "test_")
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@testset "$(name)" begin
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getfield(@__MODULE__, name)()
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end
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end
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end
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return
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end
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struct Zero <: MOI.AbstractScalarSet end
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function MOI.Bridges.Constraint.conversion_cost(
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::Type{MOI.EqualTo{Float64}},
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::Type{Zero},
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)
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return 1.0
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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)
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if !iszero(s.value)
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throw(InexactError(convert, (Zero, s)))
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end
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return Zero()
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end
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# Does not make sense that this is convertible but it's
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# just to test `conversion_cost`
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function MOI.Bridges.Constraint.conversion_cost(
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::Type{MOI.LessThan{Float64}},
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::Type{Zero},
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)
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return 10.0
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end
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const EqualToBridge{T,S1,F} =
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MOI.Bridges.Constraint.SetConversionBridge{T,MOI.EqualTo{T},S1,F}
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function test_runtests()
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MOI.Bridges.runtests(
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EqualToBridge,
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model -> begin
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x = MOI.add_variable(model)
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MOI.add_constraint(model, x, Zero())
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end,
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model -> begin
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x = MOI.add_variable(model)
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MOI.add_constraint(model, x, MOI.EqualTo(0.0))
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end,
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)
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return
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end
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function test_conversion_cost(T = Float64)
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model = MOI.Utilities.Model{T}()
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bridged = MOI.Bridges.LazyBridgeOptimizer(model)
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MOI.Bridges.add_bridge(
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bridged,
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MOI.Bridges.Constraint.SetConversionBridge{T,MOI.LessThan{T}},
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)
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@test MOI.Bridges.bridge_type(bridged, MOI.VariableIndex, Zero) ==
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MOI.Bridges.Constraint.SetConversionBridge{
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T,
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MOI.LessThan{T},
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Zero,
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MOI.VariableIndex,
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}
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MOI.Bridges.add_bridge(
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bridged,
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MOI.Bridges.Constraint.SetConversionBridge{T,MOI.EqualTo{T}},
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)
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@test MOI.Bridges.bridge_type(bridged, MOI.VariableIndex, Zero) ==
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MOI.Bridges.Constraint.SetConversionBridge{
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T,
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MOI.EqualTo{T},
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Zero,
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MOI.VariableIndex,
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}
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end
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end # module
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TestConstraintSetConversion.runtests()

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