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[Bridges] add {SOS1,SOS2,Indicator}ToMILPBridge #2318

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merged 11 commits into from
Oct 29, 2023
Merged

[Bridges] add {SOS1,SOS2,Indicator}ToMILPBridge #2318

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d424716
[Bridges] add SOS1ToMILPBridge and SOS2ToMILPBridge
odow Oct 24, 2023
1f62dee
Fix formatting
odow Oct 24, 2023
cc655c8
Unify get_bounds
odow Oct 24, 2023
9b58d25
Update
odow Oct 24, 2023
3d3a627
Update variables.jl
odow Oct 24, 2023
ed6eb48
Fixes
odow Oct 24, 2023
840147d
Add IndicatorToMILPBridge
odow Oct 25, 2023
eaa279d
Fix formatting
odow Oct 25, 2023
12be227
Various fixes
odow Oct 25, 2023
e79694d
Fix one-sided bounds
odow Oct 25, 2023
4b3df11
Return copy of function
odow Oct 28, 2023
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3 changes: 3 additions & 0 deletions docs/src/submodules/Bridges/list_of_bridges.md
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Original file line number Diff line number Diff line change
Expand Up @@ -79,6 +79,9 @@ Bridges.Constraint.CountDistinctToMILPBridge
Bridges.Constraint.ReifiedCountDistinctToMILPBridge
Bridges.Constraint.CountGreaterThanToMILPBridge
Bridges.Constraint.TableToMILPBridge
Bridges.Constraint.SOS1ToMILPBridge
Bridges.Constraint.SOS2ToMILPBridge
Bridges.Constraint.IndicatorToMILPBridge
```

## [Objective bridges](@id objective_bridges_ref)
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4 changes: 4 additions & 0 deletions src/Bridges/Bridges.jl
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Expand Up @@ -256,6 +256,7 @@
variable_start = 1.2,
constraint_start = 1.2,
eltype = Float64,
print_inner_model::Bool = false,
)
# Load model and bridge it
inner = MOI.Utilities.UniversalFallback(MOI.Utilities.Model{eltype}())
Expand All @@ -264,6 +265,9 @@
final_touch(model)
# Should be able to call final_touch multiple times.
final_touch(model)
if print_inner_model
print(inner)

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end
# Load a non-bridged input model, and check that getters are the same.
test = MOI.Utilities.UniversalFallback(MOI.Utilities.Model{eltype}())
MOI.Utilities.loadfromstring!(test, input)
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6 changes: 6 additions & 0 deletions src/Bridges/Constraint/Constraint.jl
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Expand Up @@ -62,6 +62,9 @@ include("bridges/set_dot_scaling.jl")
include("bridges/table.jl")
include("bridges/vectorize.jl")
include("bridges/zero_one.jl")
include("bridges/sos1_to_milp.jl")
include("bridges/sos2_to_milp.jl")
include("bridges/indicator_to_milp.jl")

"""
add_all_bridges(bridged_model, ::Type{T}) where {T}
Expand Down Expand Up @@ -142,6 +145,9 @@ function add_all_bridges(bridged_model, ::Type{T}) where {T}
MOI.Bridges.add_bridge(bridged_model, ReifiedCountDistinctToMILPBridge{T})
MOI.Bridges.add_bridge(bridged_model, CountGreaterThanToMILPBridge{T})
MOI.Bridges.add_bridge(bridged_model, TableToMILPBridge{T})
MOI.Bridges.add_bridge(bridged_model, SOS1ToMILPBridge{T})
MOI.Bridges.add_bridge(bridged_model, SOS2ToMILPBridge{T})
MOI.Bridges.add_bridge(bridged_model, IndicatorToMILPBridge{T})
return
end

Expand Down
39 changes: 1 addition & 38 deletions src/Bridges/Constraint/bridges/bin_packing.jl
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Expand Up @@ -194,43 +194,6 @@ end

MOI.Bridges.needs_final_touch(::BinPackingToMILPBridge) = true

# We use the bridge as the first argument to avoid type piracy of other methods.
function _get_bounds(
bridge::BinPackingToMILPBridge{T},
model::MOI.ModelLike,
bounds::Dict{MOI.VariableIndex,NTuple{2,T}},
f::MOI.ScalarAffineFunction{T},
) where {T}
lb = ub = f.constant
for term in f.terms
ret = _get_bounds(bridge, model, bounds, term.variable)
if ret === nothing
return nothing
end
lb += term.coefficient * ret[1]
ub += term.coefficient * ret[2]
end
return lb, ub
end

# We use the bridge as the first argument to avoid type piracy of other methods.
function _get_bounds(
::BinPackingToMILPBridge{T},
model::MOI.ModelLike,
bounds::Dict{MOI.VariableIndex,NTuple{2,T}},
x::MOI.VariableIndex,
) where {T}
if haskey(bounds, x)
return bounds[x]
end
ret = MOI.Utilities.get_bounds(model, T, x)
if ret == (typemin(T), typemax(T))
return nothing
end
bounds[x] = ret
return ret
end

function MOI.Bridges.final_touch(
bridge::BinPackingToMILPBridge{T,F},
model::MOI.ModelLike,
Expand All @@ -240,7 +203,7 @@ function MOI.Bridges.final_touch(
bounds = Dict{MOI.VariableIndex,NTuple{2,T}}()
for i in 1:length(scalars)
x = scalars[i]
ret = _get_bounds(bridge, model, bounds, x)
ret = MOI.Utilities.get_bounds(model, bounds, x)
if ret === nothing
error(
"Unable to use $(typeof(bridge)) because an element in the " *
Expand Down
37 changes: 1 addition & 36 deletions src/Bridges/Constraint/bridges/count_belongs.jl
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Expand Up @@ -189,41 +189,6 @@ end

MOI.Bridges.needs_final_touch(::CountBelongsToMILPBridge) = true

function _get_bounds(
bridge::CountBelongsToMILPBridge{T},
model::MOI.ModelLike,
bounds::Dict{MOI.VariableIndex,Tuple{T,T}},
f::MOI.ScalarAffineFunction{T},
) where {T}
lb = ub = f.constant
for term in f.terms
ret = _get_bounds(bridge, model, bounds, term.variable)
if ret === nothing
return nothing
end
lb += term.coefficient * ret[1]
ub += term.coefficient * ret[2]
end
return lb, ub
end

function _get_bounds(
::CountBelongsToMILPBridge{T},
model::MOI.ModelLike,
bounds::Dict{MOI.VariableIndex,Tuple{T,T}},
x::MOI.VariableIndex,
) where {T}
if haskey(bounds, x)
return bounds[x]
end
ret = MOI.Utilities.get_bounds(model, T, x)
if ret == (typemin(T), typemax(T))
return nothing
end
bounds[x] = ret
return ret
end

"""
_unit_expansion(
::CountBelongsToMILPBridge{T},
Expand All @@ -243,7 +208,7 @@ function _unit_expansion(
bounds = Dict{MOI.VariableIndex,Tuple{T,T}}()
ci = MOI.ConstraintIndex{MOI.ScalarAffineFunction{T},MOI.EqualTo{T}}[]
for i in 1:length(f)
ret = _get_bounds(bridge, model, bounds, f[i])
ret = MOI.Utilities.get_bounds(model, bounds, f[i])
if ret === nothing
BT = typeof(bridge)
error(
Expand Down
39 changes: 1 addition & 38 deletions src/Bridges/Constraint/bridges/count_distinct.jl
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Expand Up @@ -228,43 +228,6 @@ end

MOI.Bridges.needs_final_touch(::CountDistinctToMILPBridge) = true

# We use the bridge as the first argument to avoid type piracy of other methods.
function _get_bounds(
bridge::CountDistinctToMILPBridge{T},
model::MOI.ModelLike,
bounds::Dict{MOI.VariableIndex,NTuple{2,T}},
f::MOI.ScalarAffineFunction{T},
) where {T}
lb = ub = f.constant
for term in f.terms
ret = _get_bounds(bridge, model, bounds, term.variable)
if ret === nothing
return nothing
end
lb += term.coefficient * ret[1]
ub += term.coefficient * ret[2]
end
return lb, ub
end

# We use the bridge as the first argument to avoid type piracy of other methods.
function _get_bounds(
::CountDistinctToMILPBridge{T},
model::MOI.ModelLike,
bounds::Dict{MOI.VariableIndex,NTuple{2,T}},
x::MOI.VariableIndex,
) where {T}
if haskey(bounds, x)
return bounds[x]
end
ret = MOI.Utilities.get_bounds(model, T, x)
if ret == (typemin(T), typemax(T))
return nothing
end
bounds[x] = ret
return ret
end

function MOI.Bridges.final_touch(
bridge::CountDistinctToMILPBridge{T,F},
model::MOI.ModelLike,
Expand All @@ -274,7 +237,7 @@ function MOI.Bridges.final_touch(
bounds = Dict{MOI.VariableIndex,NTuple{2,T}}()
for i in 2:length(scalars)
x = scalars[i]
ret = _get_bounds(bridge, model, bounds, x)
ret = MOI.Utilities.get_bounds(model, bounds, x)
if ret === nothing
error(
"Unable to use CountDistinctToMILPBridge because element $i " *
Expand Down
39 changes: 1 addition & 38 deletions src/Bridges/Constraint/bridges/count_distinct_reif.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -246,43 +246,6 @@ end

MOI.Bridges.needs_final_touch(::ReifiedCountDistinctToMILPBridge) = true

# We use the bridge as the first argument to avoid type piracy of other methods.
function _get_bounds(
bridge::ReifiedCountDistinctToMILPBridge{T},
model::MOI.ModelLike,
bounds::Dict{MOI.VariableIndex,NTuple{2,T}},
f::MOI.ScalarAffineFunction{T},
) where {T}
lb = ub = f.constant
for term in f.terms
ret = _get_bounds(bridge, model, bounds, term.variable)
if ret === nothing
return nothing
end
lb += term.coefficient * ret[1]
ub += term.coefficient * ret[2]
end
return lb, ub
end

# We use the bridge as the first argument to avoid type piracy of other methods.
function _get_bounds(
::ReifiedCountDistinctToMILPBridge{T},
model::MOI.ModelLike,
bounds::Dict{MOI.VariableIndex,NTuple{2,T}},
x::MOI.VariableIndex,
) where {T}
if haskey(bounds, x)
return bounds[x]
end
ret = MOI.Utilities.get_bounds(model, T, x)
if ret == (typemin(T), typemax(T))
return nothing
end
bounds[x] = ret
return ret
end

function MOI.Bridges.final_touch(
bridge::ReifiedCountDistinctToMILPBridge{T,F},
model::MOI.ModelLike,
Expand All @@ -292,7 +255,7 @@ function MOI.Bridges.final_touch(
bounds = Dict{MOI.VariableIndex,NTuple{2,T}}()
for i in 3:length(scalars)
x = scalars[i]
ret = _get_bounds(bridge, model, bounds, x)
ret = MOI.Utilities.get_bounds(model, bounds, x)
if ret === nothing
error(
"Unable to use ReifiedCountDistinctToMILPBridge because " *
Expand Down
39 changes: 1 addition & 38 deletions src/Bridges/Constraint/bridges/count_greater_than.jl
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Expand Up @@ -182,43 +182,6 @@ end

MOI.Bridges.needs_final_touch(::CountGreaterThanToMILPBridge) = true

# We use the bridge as the first argument to avoid type piracy of other methods.
function _get_bounds(
bridge::CountGreaterThanToMILPBridge{T},
model::MOI.ModelLike,
bounds::Dict{MOI.VariableIndex,NTuple{2,T}},
f::MOI.ScalarAffineFunction{T},
) where {T}
lb = ub = f.constant
for term in f.terms
ret = _get_bounds(bridge, model, bounds, term.variable)
if ret === nothing
return nothing
end
lb += term.coefficient * ret[1]
ub += term.coefficient * ret[2]
end
return lb, ub
end

# We use the bridge as the first argument to avoid type piracy of other methods.
function _get_bounds(
::CountGreaterThanToMILPBridge{T},
model::MOI.ModelLike,
bounds::Dict{MOI.VariableIndex,NTuple{2,T}},
x::MOI.VariableIndex,
) where {T}
if haskey(bounds, x)
return bounds[x]
end
ret = MOI.Utilities.get_bounds(model, T, x)
if ret == (typemin(T), typemax(T))
return nothing
end
bounds[x] = ret
return ret
end

function _add_unit_expansion(
bridge::CountGreaterThanToMILPBridge{T,F},
model::MOI.ModelLike,
Expand All @@ -227,7 +190,7 @@ function _add_unit_expansion(
x,
i,
) where {T,F}
ret = _get_bounds(bridge, model, bounds, x)
ret = MOI.Utilities.get_bounds(model, bounds, x)
if ret === nothing
error(
"Unable to use $(typeof(bridge)) because an element in the " *
Expand Down
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