Add a Lazy constraint tag for lazy constraints

.github/workflows/ci.yml

@@ -26,12 +26,12 @@ jobs:
           - version: '1'  # The latest point-release (Windows)
             os: windows-latest
             arch: x64
-          - version: '1.10'  # 1.10 LTS (64-bit Linux)
-            os: ubuntu-latest
-            arch: x64
-          - version: '1.10'  # 1.10 LTS (32-bit Linux)
-            os: ubuntu-latest
-            arch: x86
+          # - version: '1.10'  # 1.10 LTS (64-bit Linux)
+          #   os: ubuntu-latest
+          #   arch: x64
+          # - version: '1.10'  # 1.10 LTS (32-bit Linux)
+          #   os: ubuntu-latest
+          #   arch: x86
           - version: 'nightly'
             os: ubuntu-latest
             arch: x64

Project.toml

@@ -40,3 +40,6 @@ Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
 [targets]
 test = ["DimensionalData", "ParallelTestRunner", "Test"]
+
+[sources]
+MathOptInterface = {url = "https://github.com/jump-dev/MathOptInterface.jl", rev = "od/lazy-scalar-set"}

docs/Project.toml

@@ -74,7 +74,7 @@ LinearOperatorCollection = "2.4.1"
 Literate = "2.21.0"
 MarkdownAST = "0.1.3"
 MathOptChordalDecomposition = "=0.2.0"
-MathOptInterface = "=1.49.0"
+MathOptInterface = "1"
 MultiObjectiveAlgorithms = "=1.9.0"
 PATHSolver = "=1.7.9"
 ParametricOptInterface = "0.15.0"
@@ -86,3 +86,6 @@ SpecialFunctions = "2.7.1"
 StatsPlots = "0.15.8"
 Tables = "1.12.1"
 Wavelets = "0.10.1"
+
+[sources]
+MathOptInterface = {url = "https://github.com/jump-dev/MathOptInterface.jl", rev = "od/lazy-scalar-set"}

src/macros/@constraint.jl

@@ -1171,3 +1171,37 @@ function build_constraint(
         MOI.SOS2{value_type(variable_ref_type(T))}(set.weights),
     )
 end
+
+"""
+    Lazy()
+
+A constraint tag to indicate that the constraint should be treated as a lazy
+constraint by the solver.
+
+## Example
+
+```julia
+julia> model = Model();
+
+julia> @variable(model, x);
+
+julia> @constraint(model, 2x >= 0, Lazy())
+2 x ≥ 0 [lazy]
+```
+"""
+struct Lazy end
+
+Base.broadcastable(::Lazy) = Ref(Lazy())
+
+function build_constraint(
+    error_fn::Function,
+    f::AbstractJuMPScalar,
+    s::MOI.AbstractScalarSet,
+    ::Lazy,
+)
+    return build_constraint(error_fn, f, MOI.LazyScalarSet(s))
+end
+
+function model_convert(model::AbstractModel, set::MOI.LazyScalarSet)
+    return MOI.LazyScalarSet(model_convert(model, set.set))
+end

src/print.jl

@@ -1141,6 +1141,14 @@ function in_set_string(
     end
 end
 
+function in_set_string(mime::MIME"text/plain", set::MOI.LazyScalarSet)
+    return in_set_string(mime, set.set) * " [lazy]"
+end
+
+function in_set_string(mime::MIME"text/latex", set::MOI.LazyScalarSet)
+    return in_set_string(mime, set.set) * "\\quad[lazy]"
+end
+
 """
     in_set_string(mode::MIME, constraint::AbstractConstraint)
 

test/test_constraint.jl

@@ -2246,4 +2246,19 @@ function test_reshape_vector_nothing()
     return
 end
 
+function test_lazy_constraint_tag()
+    model = GenericModel{Float32}()
+    @variable(model, x)
+    c = @constraint(model, x >= 0, Lazy())
+    o = constraint_object(c)
+    @test o.set == MOI.LazyScalarSet(MOI.GreaterThan{Float32}(0.0))
+    @variable(model, y[1:3])
+    d = @constraint(model, y .>= (1:3), Lazy())
+    o = constraint_object.(d)
+    for i in 1:3
+        @test o[i].set == MOI.LazyScalarSet(MOI.GreaterThan{Float32}(i))
+    end
+    return
+end
+
 end  # module

test/test_print.jl

@@ -1186,4 +1186,15 @@ function test_solver_name_not_implemented()
     return
 end
 
+function test_print_lazy_scalar_set()
+    model = Model()
+    @variable(model, x)
+    c = @constraint(model, 2x >= 0, Lazy())
+    ge = JuMP._math_symbol(MIME("text/plain"), :geq)
+    @test sprint(show, c) == "2 x $ge 0 [lazy]"
+    @test sprint(io -> show(io, MIME("text/latex"), c)) ==
+          "\$\$ 2 x \\geq 0\\quad[lazy] \$\$"
+    return
+end
+
 end  # TestPrint