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Merge pull request #824 from JuliaOpt/bl/free_bridge
 Add Variable.FreeBridge
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‎src/Bridges/Variable/Variable.jl‎

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@@ -17,6 +17,8 @@ include("single_bridge_optimizer.jl")
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# Variable bridges
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include("zeros.jl")
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const Zeros{T, OT<:MOI.ModelLike} = SingleBridgeOptimizer{ZerosBridge{T}, OT}
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include("free.jl")
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const Free{T, OT<:MOI.ModelLike} = SingleBridgeOptimizer{FreeBridge{T}, OT}
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include("flip_sign.jl")
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const NonposToNonneg{T, OT<:MOI.ModelLike} = SingleBridgeOptimizer{NonposToNonnegBridge{T}, OT}
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include("vectorize.jl")

‎src/Bridges/Variable/free.jl‎

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"""
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FreeBridge{T} <: Bridges.Variable.AbstractBridge
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Transforms constrained variables in [`MOI.Reals`](@ref) to the difference of
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constrained variables in [`MOI.Nonnegatives`](@ref).
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"""
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struct FreeBridge{T} <: AbstractBridge
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variables::Vector{MOI.VariableIndex}
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constraint::MOI.ConstraintIndex{MOI.VectorOfVariables, MOI.Nonnegatives}
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end
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function bridge_constrained_variable(::Type{FreeBridge{T}},
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model::MOI.ModelLike,
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set::MOI.Reals) where T
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variables, constraint = MOI.add_constrained_variables(
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model, MOI.Nonnegatives(2MOI.dimension(set)))
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return FreeBridge{T}(variables, constraint)
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end
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function supports_constrained_variable(
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::Type{<:FreeBridge}, ::Type{MOI.Reals})
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return true
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end
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function MOIB.added_constrained_variable_types(::Type{<:FreeBridge})
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return [(MOI.Nonnegatives,)]
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end
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function MOIB.added_constraint_types(::Type{FreeBridge{T}}) where T
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return Tuple{DataType, DataType}[]
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end
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# Attributes, Bridge acting as a model
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function MOI.get(bridge::FreeBridge, ::MOI.NumberOfVariables)
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return length(bridge.variables)
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end
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function MOI.get(bridge::FreeBridge, ::MOI.ListOfVariableIndices)
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return vcat(bridge.variables)
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end
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function MOI.get(bridge::FreeBridge,
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::MOI.NumberOfConstraints{MOI.VectorOfVariables,
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MOI.Nonnegatives})
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return 1
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end
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function MOI.get(bridge::FreeBridge,
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::MOI.ListOfConstraintIndices{MOI.VectorOfVariables,
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MOI.Nonnegatives})
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return [bridge.constraint]
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end
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# References
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function MOI.delete(model::MOI.ModelLike, bridge::FreeBridge)
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MOI.delete(model, bridge.variables)
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end
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function MOI.delete(model::MOI.ModelLike, bridge::FreeBridge, i::IndexInVector)
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n = div(length(bridge.variables), 2)
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MOI.delete(model, bridge.variables[i.value])
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MOI.delete(model, bridge.variables[n + i.value])
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deleteat!(bridge.variables, [i.value, n + i.value])
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end
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# Attributes, Bridge acting as a constraint
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function MOI.get(model::MOI.ModelLike, attr::MOI.ConstraintPrimal,
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bridge::FreeBridge{T}) where T
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n = div(length(bridge.variables), 2)
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primal = MOI.get(model, attr, bridge.constraint)
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return primal[1:n] - primal[n .+ (1:n)]
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end
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# The transformation is x_free = [I -I] * x
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# so the transformation of the dual is
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# y = [I; -I] * y_free
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# that is
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# y[1:n] = -y[n .+ (1:n)] = y_free
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# We can therefore compute `y_free` from either of them, let's take `y[1:n]`.
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function MOI.get(model::MOI.ModelLike, attr::MOI.ConstraintDual,
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bridge::FreeBridge{T}) where T
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n = div(length(bridge.variables), 2)
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return MOI.get(model, attr, bridge.constraint)[1:n]
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end
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function MOI.get(model::MOI.ModelLike, attr::MOI.VariablePrimal,
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bridge::FreeBridge{T}, i::IndexInVector) where T
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n = div(length(bridge.variables), 2)
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return MOI.get(model, attr, bridge.variables[i.value]) -
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MOI.get(model, attr, bridge.variables[n + i.value])
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end
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function MOIB.bridged_function(bridge::FreeBridge{T}, i::IndexInVector) where T
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n = div(length(bridge.variables), 2)
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return MOIU.operate(-, T, MOI.SingleVariable(bridge.variables[i.value]),
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MOI.SingleVariable(bridge.variables[n + i.value]))
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end
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# x_free has been replaced by x[i] - x[n + i].
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# To undo it we replace x[i] by x_free and x[n + i] by 0.
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function unbridged_map(bridge::FreeBridge{T}, vi::MOI.VariableIndex,
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i::IndexInVector) where T
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sv = MOI.SingleVariable(vi)
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# `unbridged_map` is required to return a `MOI.ScalarAffineFunction`.
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func = convert(MOI.ScalarAffineFunction{T}, sv)
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n = div(length(bridge.variables), 2)
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return bridge.variables[i.value] => func,
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bridge.variables[n + i.value] => zero(MOI.ScalarAffineFunction{T})
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end
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function MOI.set(model::MOI.ModelLike, attr::MOI.VariablePrimalStart,
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bridge::FreeBridge, value, i::IndexInVector)
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if value < 0
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nonneg = zero(value)
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nonpos = -value
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else
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nonneg = value
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nonpos = zero(value)
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end
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n = div(length(bridge.variables), 2)
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MOI.set(model, attr, bridge.variables[i.value], nonneg)
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MOI.set(model, attr, bridge.variables[n + i.value], nonpos)
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end

‎test/Bridges/Variable/Variable.jl‎

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@@ -5,6 +5,9 @@ end
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@testset "Zeros" begin
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include("zeros.jl")
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end
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@testset "Free" begin
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include("free.jl")
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end
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@testset "FlipSign" begin
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include("flip_sign.jl")
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end

‎test/Bridges/Variable/free.jl‎

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using Test
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using MathOptInterface
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const MOI = MathOptInterface
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const MOIT = MathOptInterface.Test
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const MOIU = MathOptInterface.Utilities
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const MOIB = MathOptInterface.Bridges
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include("../utilities.jl")
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mock = MOIU.MockOptimizer(MOIU.UniversalFallback(MOIU.Model{Float64}()))
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config = MOIT.TestConfig()
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bridged_mock = MOIB.Variable.Free{Float64}(mock)
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@testset "solve_multirow_vectoraffine_nonpos" begin
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MOIU.set_mock_optimize!(mock,
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(mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock,
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MOI.OPTIMAL, (MOI.FEASIBLE_POINT, [0.5, 0.0])
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),
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(mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock,
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MOI.OPTIMAL, (MOI.FEASIBLE_POINT, [0.25, 0.0])
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)
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)
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MOIT.solve_multirow_vectoraffine_nonpos(bridged_mock, config)
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MOI.set(bridged_mock, MOI.ConstraintName(),
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MOI.get(mock, MOI.ListOfConstraintIndices{
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MOI.VectorAffineFunction{Float64}, MOI.Nonpositives}()),
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["c"])
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@testset "Mock model" begin
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var_names = ["xpos", "xneg"]
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MOI.set(mock, MOI.VariableName(),
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MOI.get(mock, MOI.ListOfVariableIndices()), var_names)
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MOI.set(bridged_mock, MOI.ConstraintName(),
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MOI.get(mock, MOI.ListOfConstraintIndices{
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MOI.VectorOfVariables, MOI.Nonnegatives}()),
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["nonneg"])
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s = """
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variables: xpos, xneg
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nonneg: [xpos, xneg] in MathOptInterface.Nonnegatives(2)
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c: [4.0xpos + -4.0xneg + -1.0, 3.0xpos + -3.0xneg + -1.0] in MathOptInterface.Nonpositives(2)
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maxobjective: xpos + -1.0xneg
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"""
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model = MOIU.Model{Float64}()
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MOIU.loadfromstring!(model, s)
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MOIU.test_models_equal(mock, model, var_names, ["nonneg", "c"])
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end
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@testset "Bridged model" begin
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s = """
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variables: x
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c: [4.0x + -1.0, 3.0x + -1.0] in MathOptInterface.Nonpositives(2)
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maxobjective: 1.0x
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"""
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model = MOIU.Model{Float64}()
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MOIU.loadfromstring!(model, s)
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MOIU.test_models_equal(bridged_mock, model, ["x"], ["c"])
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end
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end
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@testset "Linear6" begin
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MOIU.set_mock_optimize!(mock,
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(mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, [0, 0, 0, 0]),
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(mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, [100, 0, 0, 0]),
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(mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, [100, 0, 0, 100],
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(MOI.ScalarAffineFunction{Float64}, MOI.GreaterThan{Float64}) => [1.0],
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(MOI.ScalarAffineFunction{Float64}, MOI.LessThan{Float64}) => [-1.0]
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))
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MOIT.linear6test(bridged_mock, config)
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loc = MOI.get(bridged_mock, MOI.ListOfConstraints())
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@test length(loc) == 2
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@test !((MOI.VectorOfVariables, MOI.Reals) in loc)
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@test (MOI.ScalarAffineFunction{Float64}, MOI.GreaterThan{Float64}) in loc
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@test (MOI.ScalarAffineFunction{Float64}, MOI.LessThan{Float64}) in loc
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@test MOI.get(mock, MOI.NumberOfVariables()) == 4
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@test MOI.get(bridged_mock, MOI.NumberOfVariables()) == 2
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vis = MOI.get(bridged_mock, MOI.ListOfVariableIndices())
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@test vis == MOI.VariableIndex.([-1, -2])
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cx = MOI.ConstraintIndex{MOI.VectorOfVariables, MOI.Reals}(vis[1].value)
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@test MOI.get(bridged_mock, MOI.ConstraintPrimal(), cx) == [100.0]
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@test MOI.get(bridged_mock, MOI.ConstraintDual(), cx) == [0.0]
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cy = MOI.ConstraintIndex{MOI.VectorOfVariables, MOI.Reals}(vis[2].value)
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@test MOI.get(bridged_mock, MOI.ConstraintPrimal(), cy) == [-100.0]
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@test MOI.get(bridged_mock, MOI.ConstraintDual(), cy) == [0.0]
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test_delete_bridged_variable(bridged_mock, vis[1], MOI.Reals, 2, (
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(MOI.VectorOfVariables, MOI.Nonnegatives, 0),
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(MOI.VectorOfVariables, MOI.Nonpositives, 0)
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))
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test_delete_bridged_variable(bridged_mock, vis[2], MOI.Reals, 1, (
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(MOI.VectorOfVariables, MOI.Nonnegatives, 0),
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(MOI.VectorOfVariables, MOI.Nonpositives, 0)
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))
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end
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@testset "Linear7" begin
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function set_mock_optimize_linear7Test!(mock)
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MOIU.set_mock_optimize!(mock,
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(mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, [0, 0, 0, 0]),
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(mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, [100, 0, 0, 0]),
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(mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, [100, 0, 0, 100],
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(MOI.VectorAffineFunction{Float64}, MOI.Nonnegatives) => [[1.0]],
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(MOI.VectorAffineFunction{Float64}, MOI.Nonpositives) => [[-1.0]]
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))
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end
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set_mock_optimize_linear7Test!(mock)
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MOIT.linear7test(bridged_mock, config)
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x, y = MOI.get(bridged_mock, MOI.ListOfVariableIndices())
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cx = MOI.ConstraintIndex{MOI.VectorOfVariables, MOI.Reals}(x.value)
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@test MOI.get(bridged_mock, MOI.ConstraintPrimal(), cx) == [100.0]
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@test MOI.get(bridged_mock, MOI.ConstraintDual(), cx) == [0.0]
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cy = MOI.ConstraintIndex{MOI.VectorOfVariables, MOI.Reals}(y.value)
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@test MOI.get(bridged_mock, MOI.ConstraintPrimal(), cy) == [-100.0]
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@test MOI.get(bridged_mock, MOI.ConstraintDual(), cy) == [0.0]
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@test MOI.supports(bridged_mock, MOI.VariablePrimalStart(), MOI.VariableIndex)
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MOI.set(bridged_mock, MOI.VariablePrimalStart(), [x, y], [1.0, -1.0])
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xa, xb, ya, yb = MOI.get(mock, MOI.ListOfVariableIndices())
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@test MOI.get(mock, MOI.VariablePrimalStart(), [xa, xb, ya, yb]) == [1.0, 0.0, 0.0, 1.0]
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end
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@testset "Linear11" begin
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MOIU.set_mock_optimize!(mock,
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(mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, [1.0, 1.0, 0.0, 0.0]),
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(mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, [0.5, 0.5, 0.0, 0.0]))
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MOIT.linear11test(bridged_mock, config)
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vis = MOI.get(bridged_mock, MOI.ListOfVariableIndices())
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@test vis == MOI.VariableIndex.([-1, -2])
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MOI.set(bridged_mock, MOI.ConstraintName(),
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MOI.get(mock, MOI.ListOfConstraintIndices{
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MOI.ScalarAffineFunction{Float64}, MOI.GreaterThan{Float64}}()),
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["c1"])
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MOI.set(bridged_mock, MOI.ConstraintName(),
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MOI.get(mock, MOI.ListOfConstraintIndices{
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MOI.ScalarAffineFunction{Float64}, MOI.LessThan{Float64}}()),
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["c2"])
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@testset "Mock model" begin
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var_names = ["v1pos", "v2pos", "v1neg", "v2neg"]
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MOI.set(mock, MOI.VariableName(),
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MOI.get(mock, MOI.ListOfVariableIndices()), var_names)
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MOI.set(bridged_mock, MOI.ConstraintName(),
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MOI.get(mock, MOI.ListOfConstraintIndices{
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MOI.VectorOfVariables, MOI.Nonnegatives}()),
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["nonneg"])
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s = """
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variables: v1pos, v2pos, v1neg, v2neg
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nonneg: [v1pos, v2pos, v1neg, v2neg] in MathOptInterface.Nonnegatives(4)
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c1: v1pos + -1.0v1neg + v2pos + -1.0v2neg >= 1.0
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c2: v1pos + -1.0v1neg + v2pos + -1.0v2neg <= 2.0
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minobjective: v1pos + -1.0v1neg + v2pos + -1.0v2neg
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"""
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model = MOIU.Model{Float64}()
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MOIU.loadfromstring!(model, s)
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MOIU.test_models_equal(mock, model, var_names, ["nonneg", "c1", "c2"])
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end
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@testset "Bridged model" begin
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var_names = ["v1", "v2"]
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MOI.set(bridged_mock, MOI.VariableName(),
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vis, var_names)
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s = """
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variables: v1, v2
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c1: v1 + v2 >= 1.0
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c2: v1 + v2 <= 2.0
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minobjective: v1 + v2
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"""
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model = MOIU.Model{Float64}()
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MOIU.loadfromstring!(model, s)
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MOIU.test_models_equal(bridged_mock, model, var_names, ["c1", "c2"])
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end
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test_delete_bridged_variable(bridged_mock, vis[1], MOI.Reals, 2, (
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(MOI.VectorOfVariables, MOI.Nonnegatives, 0),
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(MOI.VectorOfVariables, MOI.Nonpositives, 0)
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), used_bridges = 0, used_constraints = 0)
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test_delete_bridged_variable(bridged_mock, vis[2], MOI.Reals, 1, (
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(MOI.VectorOfVariables, MOI.Nonnegatives, 0),
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(MOI.VectorOfVariables, MOI.Nonpositives, 0)
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))
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end

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