distance_to_set supports Parameter set

[guimarqu]

This is a fix for a bug when checking the primal feasibility of a model that involves parameters.

MRE:

using JuMP
using Ipopt

# Create the model with Ipopt solver
model = Model(Ipopt.Optimizer)

# Parameter
@variable(model, a in Parameter(2.0))

# Variable (continuous by default)
@variable(model, x >= 0)

# Objective: minimize (x - a)^2
@objective(model, Min, (x - a)^2)

# Constraint: x <= 5
@constraint(model, x <= 5)

# Solve
optimize!(model)

# Display results
println("Status: ", termination_status(model))
println("Optimal x: ", value(x))
println("Objective value: ", objective_value(model))

@show is_solved_and_feasible(model)
@show primal_feasibility_report(model)

Output:

is_solved_and_feasible(model) = true
ERROR: LoadError: distance_to_set using the distance metric MathOptInterface.Utilities.ProjectionUpperBoundDistance() for set type MathOptInterface.Parameter{Float64} has not been implemented yet.
Stacktrace:
  [1] error(s::String)
    @ Base ./error.jl:44
  [2] distance_to_set(d::MathOptInterface.Utilities.ProjectionUpperBoundDistance, ::Float64, set::MathOptInterface.Parameter{Float64})
    @ MathOptInterface.Utilities ~/.julia/dev/MathOptInterface/src/Utilities/distance_to_set.jl:75
  [3] distance_to_set(point::Float64, set::MathOptInterface.Parameter{Float64})
    @ MathOptInterface.Utilities ~/.julia/dev/MathOptInterface/src/Utilities/distance_to_set.jl:71
  [4] _distance_to_set(point::Float64, set::MathOptInterface.Parameter{Float64}, ::Type)
    @ JuMP ~/.julia/packages/JuMP/e83v9/src/feasibility_checker.jl:214
  [5] _add_infeasible_constraints(model::Model, ::Type{VariableRef}, ::Type{MathOptInterface.Parameter{Float64}}, violated_constraints::Dict{Any, Float64}, point_f::Function, atol::Float64)
    @ JuMP ~/.julia/packages/JuMP/e83v9/src/feasibility_checker.jl:143
  [6] primal_feasibility_report(point::Function, model::Model; atol::Float64, skip_missing::Bool)
    @ JuMP ~/.julia/packages/JuMP/e83v9/src/feasibility_checker.jl:107
  [7] primal_feasibility_report
    @ ~/.julia/packages/JuMP/e83v9/src/feasibility_checker.jl:99 [inlined]
  [8] #primal_feasibility_report#114
    @ ~/.julia/packages/JuMP/e83v9/src/feasibility_checker.jl:58 [inlined]
  [9] primal_feasibility_report
    @ ~/.julia/packages/JuMP/e83v9/src/feasibility_checker.jl:52 [inlined]
 [10] primal_feasibility_report(model::Model)
    @ JuMP ~/.julia/packages/JuMP/e83v9/src/feasibility_checker.jl:52
 [11] top-level scope
    @ ~/xps_to_rm/simple_jump_model.jl:28
 [12] macro expansion
    @ show.jl:1270 [inlined]
 [13] include(mod::Module, _path::String)
    @ Base ./Base.jl:306
 [14] exec_options(opts::Base.JLOptions)
    @ Base ./client.jl:317
 [15] _start()
    @ Base ./client.jl:550
in expression starting at /home/guimarqu/xps_to_rm/simple_jump_model.jl:28

Tests:

Test Summary:      | Pass  Total  Time
distance_to_set.jl |  124    124  3.0s

[guimarqu]

format