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Merged
joaquimg merged 5 commits into from
Apr 26, 2025
Merged

Refactor PrimalDualMap #183

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1ae3793
Cleanup renames
joaquimg Apr 17, 2025
c2a4f45
Restructure PDMap
joaquimg Apr 22, 2025
ff44c11
Complete restructure of PrimalDualMap
joaquimg Apr 25, 2025
90f26cf
add docs, fix names and add errors
joaquimg Apr 25, 2025
55a9f26
format
joaquimg Apr 25, 2025
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3 changes: 3 additions & 0 deletions docs/src/reference.md
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Original file line number Diff line number Diff line change
Expand Up @@ -4,4 +4,7 @@
Dualization.supported_constraints
Dualization.supported_objective
Dualization.DualNames
Dualization.VariableData
Dualization.ConstraintData
Dualization.PrimalDualMap
```
152 changes: 75 additions & 77 deletions src/MOI_wrapper.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -126,7 +126,7 @@ function _change_constant(
model,
ci::MOI.ConstraintIndex{<:MOI.ScalarAffineFunction,S},
constant,
idx,
::Int,
) where {S}
MOI.set(model, MOI.ConstraintSet(), ci, S(constant))
return
Expand All @@ -136,7 +136,7 @@ function _change_constant(
model,
ci::MOI.ConstraintIndex{<:MOI.VectorAffineFunction},
constant,
idx,
idx::Int,
)
func = MOI.get(model, MOI.ConstraintFunction(), ci)
constants = copy(func.constant)
Expand All @@ -159,23 +159,19 @@ function MOI.modify(
constant = -constant
end
vi = obj_change.variable
if haskey(primal_dual_map.primal_convar_to_primal_convarcon_and_index, vi)
ci_primal, index =
primal_dual_map.primal_convar_to_primal_convarcon_and_index[vi]
ci_dual = primal_dual_map.primal_convarcon_to_dual_con[ci_primal]
if ci_dual === NO_CONSTRAINT
return
end
data = get(primal_dual_map.primal_variable_data, vi, nothing)
if data === nothing
# error
elseif data.dual_constraint === nothing
return
elseif data.primal_constrained_variable_constraint !== nothing
constant = -constant
else
ci_dual = primal_dual_map.primal_var_to_dual_con[vi]
index = 1
end
_change_constant(
optimizer.dual_problem.dual_model,
ci_dual,
data.dual_constraint,
constant,
index,
data.primal_constrained_variable_index,
)
return
end
Expand Down Expand Up @@ -246,32 +242,31 @@ function MOI.get(
optimizer::DualOptimizer{T},
::MOI.VariablePrimal,
vi::MOI.VariableIndex,
) where {T}
)::T where {T}
primal_dual_map = optimizer.dual_problem.primal_dual_map
if haskey(primal_dual_map.primal_convar_to_primal_convarcon_and_index, vi)
ci_primal, idx =
primal_dual_map.primal_convar_to_primal_convarcon_and_index[vi]
ci_dual = primal_dual_map.primal_convarcon_to_dual_con[ci_primal]
if ci_dual === NO_CONSTRAINT
return zero(T)
elseif ci_dual isa MOI.ConstraintIndex{<:MOI.AbstractVectorFunction}
return MOI.get(
optimizer.dual_problem.dual_model,
MOI.ConstraintDual(),
ci_dual,
)[idx]
else
return MOI.get(
optimizer.dual_problem.dual_model,
MOI.ConstraintDual(),
ci_dual,
)
end
else
data = get(primal_dual_map.primal_variable_data, vi, nothing)
if data === nothing
# error
elseif data.dual_constraint === nothing
return zero(T)
elseif data.primal_constrained_variable_constraint === nothing
return -MOI.get(
optimizer.dual_problem.dual_model,
MOI.ConstraintDual(),
primal_dual_map.primal_var_to_dual_con[vi],
data.dual_constraint,
)
elseif data.dual_constraint isa
MOI.ConstraintIndex{<:MOI.AbstractVectorFunction}
return MOI.get(
optimizer.dual_problem.dual_model,
MOI.ConstraintDual(),
data.dual_constraint,
)[data.primal_constrained_variable_index]
else
return MOI.get(
optimizer.dual_problem.dual_model,
MOI.ConstraintDual(),
data.dual_constraint,
)
end
end
Expand All @@ -282,16 +277,17 @@ function MOI.get(
ci::MOI.ConstraintIndex{F,S},
) where {F<:MOI.AbstractScalarFunction,S<:MOI.AbstractScalarSet}
primal_dual_map = optimizer.dual_problem.primal_dual_map
if haskey(primal_dual_map.primal_convarcon_to_dual_con, ci)
ci_dual = primal_dual_map.primal_convarcon_to_dual_con[ci]
if ci_dual === NO_CONSTRAINT
if haskey(primal_dual_map.primal_constrained_variables, ci)
vi = primal_dual_map.primal_constrained_variables[ci][]
ci_dual = primal_dual_map.primal_variable_data[vi].dual_constraint
if ci_dual === nothing
return MOI.Utilities.eval_variables(
primal_dual_map.primal_convarcon_to_dual_function[ci],
) do vi
primal_dual_map.primal_variable_data[vi].dual_function,
) do inner_vi
return MOI.get(
optimizer.dual_problem.dual_model,
MOI.VariablePrimal(),
vi,
inner_vi,
)
end
end
Expand All @@ -309,7 +305,7 @@ function MOI.get(
return MOI.get(
optimizer.dual_problem.dual_model,
MOI.VariablePrimal(),
primal_dual_map.primal_con_to_dual_var_vec[ci][],
primal_dual_map.primal_constraint_data[ci].dual_variables[],
)
end
end
Expand All @@ -320,29 +316,32 @@ function MOI.get(
ci::MOI.ConstraintIndex{F,S},
) where {F<:MOI.AbstractVectorFunction,S<:MOI.AbstractVectorSet}
primal_dual_map = optimizer.dual_problem.primal_dual_map
if haskey(primal_dual_map.primal_convarcon_to_dual_con, ci)
ci_dual = primal_dual_map.primal_convarcon_to_dual_con[ci]
if ci_dual === NO_CONSTRAINT
return MOI.Utilities.eval_variables(
primal_dual_map.primal_convarcon_to_dual_function[ci],
) do vi
return MOI.get(
optimizer.dual_problem.dual_model,
MOI.VariablePrimal(),
vi,
)
end
if !haskey(primal_dual_map.primal_constraint_data, ci)
vis = primal_dual_map.primal_constrained_variables[ci]
ci_dual = primal_dual_map.primal_variable_data[vis[1]].dual_constraint
if ci_dual === nothing
return [
MOI.Utilities.eval_variables(
primal_dual_map.primal_variable_data[vi].dual_function,
) do inner_vi
return MOI.get(
optimizer.dual_problem.dual_model,
MOI.VariablePrimal(),
inner_vi,
)
end for vi in vis
]
end
return MOI.get(
optimizer.dual_problem.dual_model,
MOI.ConstraintPrimal(),
primal_dual_map.primal_convarcon_to_dual_con[ci],
ci_dual,
)
else
return MOI.get.(
optimizer.dual_problem.dual_model,
MOI.VariablePrimal(),
primal_dual_map.primal_con_to_dual_var_vec[ci],
primal_dual_map.primal_constraint_data[ci].dual_variables,
)
end
end
Expand All @@ -353,9 +352,11 @@ function MOI.get(
ci::MOI.ConstraintIndex{F,S},
) where {T,F<:MOI.AbstractScalarFunction,S<:MOI.AbstractScalarSet}
primal_dual_map = optimizer.dual_problem.primal_dual_map
if haskey(primal_dual_map.primal_convarcon_to_dual_con, ci)
ci_dual = primal_dual_map.primal_convarcon_to_dual_con[ci]
if ci_dual === NO_CONSTRAINT
data = get(primal_dual_map.primal_constraint_data, ci, nothing)
if data === nothing
first_vi = primal_dual_map.primal_constrained_variables[ci][1]
ci_dual = primal_dual_map.primal_variable_data[first_vi].dual_constraint
if ci_dual === nothing
return zero(T)
else
return MOI.get(
Expand All @@ -365,17 +366,16 @@ function MOI.get(
)
end
else
primal_ci_constant =
primal_dual_map.primal_con_to_primal_constants_vec[ci][1]
primal_ci_constant = data.primal_set_constants[1]
# If it has no key then there is no dual constraint
if !haskey(primal_dual_map.primal_con_to_dual_convarcon, ci)
ci_dual = data.dual_constrained_variable_constraint
if ci_dual === nothing
return -primal_ci_constant
end
ci_dual_problem = primal_dual_map.primal_con_to_dual_convarcon[ci]
return MOI.get(
optimizer.dual_problem.dual_model,
MOI.ConstraintDual(),
ci_dual_problem,
ci_dual,
) - primal_ci_constant
end
end
Expand All @@ -386,13 +386,12 @@ function MOI.get(
ci::MOI.ConstraintIndex{F,S},
) where {T,F<:MOI.AbstractVectorFunction,S<:MOI.AbstractVectorSet}
primal_dual_map = optimizer.dual_problem.primal_dual_map
if haskey(primal_dual_map.primal_convarcon_to_dual_con, ci)
ci_dual = primal_dual_map.primal_convarcon_to_dual_con[ci]
if ci_dual === NO_CONSTRAINT
n = MOI.output_dimension(
primal_dual_map.primal_convarcon_to_dual_function[ci],
)
return zeros(T, n)
data = get(primal_dual_map.primal_constraint_data, ci, nothing)
if data === nothing
vis = primal_dual_map.primal_constrained_variables[ci]
ci_dual = primal_dual_map.primal_variable_data[vis[1]].dual_constraint
if ci_dual === nothing
return zeros(T, length(vis))
else
return MOI.get(
optimizer.dual_problem.dual_model,
Expand All @@ -401,18 +400,17 @@ function MOI.get(
)
end
else
ci_dual = data.dual_constrained_variable_constraint
# If it has no key then there is no dual constraint
if !haskey(primal_dual_map.primal_con_to_dual_convarcon, ci)
if ci_dual === nothing
# The number of dual variable associated with the primal constraint is the ci dimension
ci_dimension =
length(primal_dual_map.primal_con_to_dual_var_vec[ci])
ci_dimension = length(data.dual_variables)
return zeros(T, ci_dimension)
end
ci_dual_problem = primal_dual_map.primal_con_to_dual_convarcon[ci]
return MOI.get(
optimizer.dual_problem.dual_model,
MOI.ConstraintDual(),
ci_dual_problem,
ci_dual,
)
end
end
Expand Down
37 changes: 16 additions & 21 deletions src/constrained_variables.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -14,26 +14,27 @@ function _select_constrained_variables(
primal_model,
)
params = Set(variable_parameters)
selected_variables = Set{MOI.VariableIndex}()
for S in single_or_vector_variables_types
_select_constrained_variables(
dual_problem.primal_dual_map,
primal_model,
S,
params,
selected_variables,
)
end
return
end

const NO_CONSTRAINT = MOI.ConstraintIndex{Nothing,Nothing}(0)

# Function barrier for the type instability of `F` and `S`.
function _select_constrained_variables(
m::PrimalDualMap,
m::PrimalDualMap{T},
primal_model,
::Type{S},
params,
) where {S<:MOI.AbstractVectorSet}
selected_variables,
) where {T,S<:MOI.AbstractVectorSet}
cis = MOI.get(
primal_model,
MOI.ListOfConstraintIndices{MOI.VectorOfVariables,S}(),
Expand All @@ -44,46 +45,40 @@ function _select_constrained_variables(
if all(
# no element of the VectorOfVariables is a constrained variable
# and not a parameter
vi ->
!haskey(m.primal_convar_to_primal_convarcon_and_index, vi) &&
!(vi in params),
vi -> !(vi in selected_variables) && !(vi in params),
f.variables,
)
for (i, vi) in enumerate(f.variables)
m.primal_convar_to_primal_convarcon_and_index[vi] = (ci, i)
m.primal_constrained_variables[ci] = f.variables
for vi in f.variables
push!(selected_variables, vi)
end
# Placeholder to indicate this constraint is part of constrained variables,
# it will be replaced later with a dual constraints
m.primal_convarcon_to_dual_con[ci] = NO_CONSTRAINT
end
end
return
end

function _select_constrained_variables(
m::PrimalDualMap,
m::PrimalDualMap{T},
primal_model,
::Type{S},
params,
) where {S<:MOI.AbstractScalarSet}
selected_variables,
) where {T,S<:MOI.AbstractScalarSet}
cis = MOI.get(
primal_model,
MOI.ListOfConstraintIndices{MOI.VariableIndex,S}(),
)
for ci in cis
f = MOI.get(primal_model, MOI.ConstraintFunction(), ci)
vi = MOI.get(primal_model, MOI.ConstraintFunction(), ci)
# no element of the VectorOfVariables is a constrained variable
# and not a parameter
if !haskey(m.primal_convar_to_primal_convarcon_and_index, f) &&
!(f in params)
if !(vi in selected_variables) && !(vi in params)
set = MOI.get(primal_model, MOI.ConstraintSet(), ci)
if !iszero(MOI.constant(set))
continue
end
m.primal_convar_to_primal_convarcon_and_index[f] = (ci, 1)
# Placeholder to indicate this constraint is part of constrained variables,
# it will be replaced later with a dual constraints
m.primal_convarcon_to_dual_con[ci] = NO_CONSTRAINT
m.primal_constrained_variables[ci] = [vi]
push!(selected_variables, vi)
end
end
return
Expand Down
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