VectorOfVariable to VectorAffineFunction does not keep variable indices?

[matbesancon]

MWE:

using JuMP
import SCIP
using LinearAlgebra: ⋅

m = Model(with_optimizer(SCIP.Optimizer))
nl = 10

@variable(m, v[1:nl])
@variable(m, s[j=1:nl])
@variable(m, z[j=1:nl], Bin)

@assert all(JuMP.is_binary, z)

@constraint(m,
    indicator_ones[j=1:nl],
    [z[j], v[j]] in MOI.IndicatorSet{MOI.ACTIVATE_ON_ONE}(MOI.LessThan(0.0))
)
optimize!(m)

The problem is fixed by:

@constraint(m,
    indicator_ones[j=1:nl],
    [z[j], 1.0 * v[j]] in MOI.IndicatorSet{MOI.ACTIVATE_ON_ONE}(MOI.LessThan(0.0))
)

The error out at the SCIP level, with the following trace:

julia> optimize!(m)
ERROR: y variable must be binary for indicator constraint
Stacktrace:
 [1] error(::String) at ./error.jl:33
 [2] add_indicator_constraint(::SCIP.ManagedSCIP, ::SCIP.VarRef, ::Array{SCIP.VarRef,1}, ::Array{Float64,1}, ::Float64) at /home/mbesancon/.julia/packages/SCIP/hrirX/src/managed_scip.jl:319
 [3] add_constraint(::SCIP.Optimizer, ::MathOptInterface.VectorAffineFunction{Float64}, ::MathOptInterface.IndicatorSet{MathOptInterface.ACTIVATE_ON_ONE,MathOptInterface.LessThan{Float64}}) at /home/mbesancon/.julia/packages/SCIP/hrirX/src/MOI_wrapper/indicator_constraints.jl:14
 [4] add_constraint at /home/mbesancon/.julia/packages/MathOptInterface/DmQBj/src/Bridges/bridge_optimizer.jl:1057 [inlined]
 [5] bridge_constraint(::Type{MathOptInterface.Bridges.Constraint.VectorFunctionizeBridge{Float64,MathOptInterface.IndicatorSet{MathOptInterface.ACTIVATE_ON_ONE,MathOptInterface.LessThan{Float64}}}}, ::MathOptInterface.Bridges.LazyBridgeOptimizer{SCIP.Optimizer}, ::MathOptInterface.VectorOfVariables, ::MathOptInterface.IndicatorSet{MathOptInterface.ACTIVATE_ON_ONE,MathOptInterface.LessThan{Float64}}) at /home/mbesancon/.julia/packages/MathOptInterface/DmQBj/src/Bridges/Constraint/functionize.jl:66
 [6] add_bridged_constraint(::MathOptInterface.Bridges.LazyBridgeOptimizer{SCIP.Optimizer}, ::Type, ::MathOptInterface.VectorOfVariables, ::MathOptInterface.IndicatorSet{MathOptInterface.ACTIVATE_ON_ONE,MathOptInterface.LessThan{Float64}}) at /home/mbesancon/.julia/packages/MathOptInterface/DmQBj/src/Bridges/bridge_optimizer.jl:1006
 [7] add_constraint(::MathOptInterface.Bridges.LazyBridgeOptimizer{SCIP.Optimizer}, ::MathOptInterface.VectorOfVariables, ::MathOptInterface.IndicatorSet{MathOptInterface.ACTIVATE_ON_ONE,MathOptInterface.LessThan{Float64}}) at /home/mbesancon/.julia/packages/MathOptInterface/DmQBj/src/Bridges/bridge_optimizer.jl:1055
 [8] copy_vector_of_variables(::MathOptInterface.Bridges.LazyBridgeOptimizer{SCIP.Optimizer}, ::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}, ::MathOptInterface.Utilities.IndexMap, ::Type{MathOptInterface.IndicatorSet{MathOptInterface.ACTIVATE_ON_ONE,MathOptInterface.LessThan{Float64}}}) at /home/mbesancon/.julia/packages/MathOptInterface/DmQBj/src/Bridges/bridge_optimizer.jl:1165
 [9] (::MathOptInterface.Utilities.var"#126#134"{MathOptInterface.Bridges.LazyBridgeOptimizer{SCIP.Optimizer},MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}},MathOptInterface.Utilities.IndexMap})(::Type) at ./none:0
 [10] collect(::Base.Generator{Array{DataType,1},MathOptInterface.Utilities.var"#126#134"{MathOptInterface.Bridges.LazyBridgeOptimizer{SCIP.Optimizer},MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}},MathOptInterface.Utilities.IndexMap}}) at ./generator.jl:47
 [11] default_copy_to(::MathOptInterface.Bridges.LazyBridgeOptimizer{SCIP.Optimizer}, ::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}, ::Bool) at /home/mbesancon/.julia/packages/MathOptInterface/DmQBj/src/Utilities/copy.jl:321
 [12] #automatic_copy_to#109 at /home/mbesancon/.julia/packages/MathOptInterface/DmQBj/src/Utilities/copy.jl:15 [inlined]
 [13] #automatic_copy_to at ./none:0 [inlined]
 [14] #copy_to#3 at /home/mbesancon/.julia/packages/MathOptInterface/DmQBj/src/Bridges/bridge_optimizer.jl:268 [inlined]
 [15] (::MathOptInterface.var"#kw##copy_to")(::NamedTuple{(:copy_names,),Tuple{Bool}}, ::typeof(MathOptInterface.copy_to), ::MathOptInterface.Bridges.LazyBridgeOptimizer{SCIP.Optimizer}, ::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}) at ./none:0
 [16] attach_optimizer(::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.AbstractOptimizer,MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}) at /home/mbesancon/.julia/packages/MathOptInterface/DmQBj/src/Utilities/cachingoptimizer.jl:149
 [17] optimize!(::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.AbstractOptimizer,MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}) at /home/mbesancon/.julia/packages/MathOptInterface/DmQBj/src/Utilities/cachingoptimizer.jl:185
 [18] #optimize!#97(::Bool, ::Bool, ::Base.Iterators.Pairs{Union{},Union{},Tuple{},NamedTuple{(),Tuple{}}}, ::typeof(optimize!), ::Model, ::Nothing) at /home/mbesancon/.julia/packages/JuMP/Sp4sR/src/optimizer_interface.jl:131
 [19] optimize! at /home/mbesancon/.julia/packages/JuMP/Sp4sR/src/optimizer_interface.jl:107 [inlined] (repeats 2 times)
 [20] top-level scope at REPL[168]:1

[matbesancon]

Versions are as follow:

  [4076af6c] JuMP v0.21.0
  [b8f27783] MathOptInterface v0.9.10
  [82193955] SCIP v0.9.1

[odow]

Hmm. Is this because the copy_to is adding the vector-of-variables in indicator constraint before it adds the single-variable in binary constraint?

We should probably copy single-variable constraints first:
https://github.com/JuliaOpt/MathOptInterface.jl/blob/fb303dceaa85dfff8f97e7fe13542c70fdef7754/src/Utilities/copy.jl#L321-L328

But argh. That's not very robust. @blegat, this ties into a lot of things we've been talking about, relating to the order in which constraints are added.

[matbesancon]

Should we transfer this issue to MOI then? I couldn't reproduce the bug without JuMP, that's why I initially put it here

[blegat]

We can add it as a motivating example for jump-dev/MathOptInterface.jl#987.
If SCIP requires binary variables to be added as constrained variables then once jump-dev/MathOptInterface.jl#987 is fixed, binary variables will always be added first.
Even if SCIP does not require then to be added as constrained variables, it might work in most cases as the VoV-in-Indicator are bridges into VAF-in-Indicator so this won't have priority to be added as constrained variable because of the bridge cost.

[odow]

I guess the other option is to make SCIP set y to binary, regardless of an existing SingleVariable-in-ZeroOne constraint.

[blegat]

Yes, and error at optimize! if it was not explicitly set to binary afterwards.

[odow]

@matbesancon can this issue be closed and re-opened in SCIP.jl then?

[odow]

Bump @matbesancon

[matbesancon]

yes I will add the issue in SCIP.jl. I see the MOI issues posted by @blegat are closed

[odow]

Closing in favor of scipopt/SCIP.jl#191