Set SlackBridgePrimalDualStart in set_start_values (#3422)

Author: odow

Project.toml

@@ -13,7 +13,7 @@ SnoopPrecompile = "66db9d55-30c0-4569-8b51-7e840670fc0c"
 SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 
 [compat]
-MathOptInterface = "1.17"
+MathOptInterface = "1.18"
 MutableArithmetics = "1"
 OrderedCollections = "1"
 SnoopPrecompile = "1"

docs/Project.toml

@@ -42,7 +42,7 @@ Ipopt = "=1.4.1"
 JSON = "0.21"
 JSONSchema = "1"
 Literate = "2.8"
-MathOptInterface = "=1.17.1"
+MathOptInterface = "=1.18.0"
 MultiObjectiveAlgorithms = "=1.0.0"
 Plots = "1"
 SCS = "=1.2.0"

src/optimizer_interface.jl

@@ -1151,6 +1151,8 @@ function set_start_values(
     for (ci, dual_start) in constraint_dual
         set_dual_start_value(ci, dual_start)
     end
+    # Needed for models which bridge `min f(x)` into `min t; t >= f(x)`.
+    MOI.set(model, MOI.Bridges.Objective.SlackBridgePrimalDualStart(), nothing)
     return
 end
 

test/test_model.jl

@@ -1110,6 +1110,20 @@ function test_model_quad_to_soc_start_values()
     return
 end
 
+function test_SlackBridgePrimalDualStart()
+    inner = MOI.Utilities.UniversalFallback(MOI.Utilities.Model{Float64}())
+    mock = MOI.Utilities.MockOptimizer(inner)
+    model = direct_model(MOI.Bridges.Objective.Slack{Float64}(mock))
+    @variable(model, x, start = 1.0)
+    @objective(model, Min, x^2)
+    set_start_values(model; variable_primal_start = start_value)
+    F, S = MOI.ScalarQuadraticFunction{Float64}, MOI.LessThan{Float64}
+    ci = first(MOI.get(inner, MOI.ListOfConstraintIndices{F,S}()))
+    @test MOI.get(inner, MOI.ConstraintPrimalStart(), ci) == 0.0
+    @test MOI.get(inner, MOI.ConstraintDualStart(), ci) == -1.0
+    return
+end
+
 function test_keyword_getindex()
     err = JuMP._get_index_keyword_indexing_error()
     model = Model()