Return a map from MOI.modify

Author: odow

src/Utilities/penalty_relaxation.jl

@@ -98,7 +98,7 @@ mutable struct PenaltyRelaxation{T}
 
     function PenaltyRelaxation(
         p::Dict{MOI.ConstraintIndex,T};
-        default::T = one(T),
+        default::Union{Nothing,T} = one(T),
     ) where {T}
         return new{T}(default, p)
     end
@@ -122,24 +122,29 @@ function MOI.modify(model::MOI.ModelLike, relax::PenaltyRelaxation{T}) where {T}
         f = zero(MOI.ScalarAffineFunction{T})
         MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
     end
+    map = Dict{MOI.ConstraintIndex,MOI.ScalarAffineFunction{T}}()
     for (F, S) in MOI.get(model, MOI.ListOfConstraintTypesPresent())
-        _modify_penalty_relaxation(model, relax, F, S)
+        _modify_penalty_relaxation(map, model, relax, F, S)
     end
-    return
+    return map
 end
 
 function _modify_penalty_relaxation(
+    map::Dict{MOI.ConstraintIndex,MOI.ScalarAffineFunction{T}},
     model::MOI.ModelLike,
     relax::PenaltyRelaxation,
     ::Type{F},
     ::Type{S},
-) where {F,S}
+) where {T,F,S}
     for ci in MOI.get(model, MOI.ListOfConstraintIndices{F,S}())
         if relax.default !== nothing || haskey(relax.penalties, ci)
-            MOI.modify(model, ci, relax)
+            f = MOI.modify(model, ci, relax)
+            if f !== nothing
+                map[ci] = f
+            end
         end
     end
-    return
+    return map
 end
 
 function MOI.modify(
@@ -176,7 +181,7 @@ function MOI.modify(
     obj = MOI.ObjectiveFunction{O}()
     MOI.modify(model, obj, MOI.ScalarCoefficientChange(y, a))
     MOI.modify(model, obj, MOI.ScalarCoefficientChange(z, a))
-    return
+    return one(T) * y + one(T) * z
 end
 
 function MOI.modify(
@@ -194,7 +199,7 @@ function MOI.modify(
     O = MOI.get(model, MOI.ObjectiveFunctionType())
     obj = MOI.ObjectiveFunction{O}()
     MOI.modify(model, obj, MOI.ScalarCoefficientChange(y, a))
-    return
+    return one(T) * y
 end
 
 function MOI.modify(
@@ -212,5 +217,5 @@ function MOI.modify(
     O = MOI.get(model, MOI.ObjectiveFunctionType())
     obj = MOI.ObjectiveFunction{O}()
     MOI.modify(model, obj, MOI.ScalarCoefficientChange(z, a))
-    return
+    return one(T) * z
 end

test/Utilities/penalty_relaxation.jl

@@ -25,7 +25,10 @@ end
 function _test_roundtrip(src_str, relaxed_str)
     model = MOI.Utilities.Model{Float64}()
     MOI.Utilities.loadfromstring!(model, src_str)
-    MOI.modify(model, MOI.Utilities.PenaltyRelaxation())
+    map = MOI.modify(model, MOI.Utilities.PenaltyRelaxation())
+    for (c, v) in map
+        @test v isa MOI.ScalarAffineFunction{Float64}
+    end
     dest = MOI.Utilities.Model{Float64}()
     MOI.Utilities.loadfromstring!(dest, relaxed_str)
     MOI.Bridges._test_structural_identical(model, dest)
@@ -218,11 +221,105 @@ function test_relax_quadratic_greaterthanthan()
     return
 end
 
-function test_penalties()
+function test_penalty_dict()
+    model = MOI.Utilities.Model{Float64}()
+    x = MOI.add_variable(model)
+    c = MOI.add_constraint(model, 1.0 * x, MOI.EqualTo(2.0))
+    map = MOI.modify(model, MOI.Utilities.PenaltyRelaxation(Dict(c => 2.0)))
+    @test map[c] isa MOI.ScalarAffineFunction{Float64}
+    @test sprint(print, model) === """
+    Minimize ScalarAffineFunction{Float64}:
+     0.0 + 2.0 v[2] + 2.0 v[3]
+
+    Subject to:
+
+    ScalarAffineFunction{Float64}-in-EqualTo{Float64}
+     0.0 + 1.0 v[1] + 1.0 v[2] - 1.0 v[3] == 2.0
+
+    VariableIndex-in-GreaterThan{Float64}
+     v[2] >= 0.0
+     v[3] >= 0.0
+    """
+    return
+end
+
+function test_default()
     model = MOI.Utilities.Model{Float64}()
     x = MOI.add_variable(model)
     c = MOI.add_constraint(model, 1.0 * x, MOI.EqualTo(2.0))
-    MOI.modify(model, MOI.Utilities.PenaltyRelaxation(Dict(c => 2.0)))
+    map = MOI.modify(model, MOI.Utilities.PenaltyRelaxation(default = 2.0))
+    @test map[c] isa MOI.ScalarAffineFunction{Float64}
+    @test sprint(print, model) === """
+    Minimize ScalarAffineFunction{Float64}:
+     0.0 + 2.0 v[2] + 2.0 v[3]
+
+    Subject to:
+
+    ScalarAffineFunction{Float64}-in-EqualTo{Float64}
+     0.0 + 1.0 v[1] + 1.0 v[2] - 1.0 v[3] == 2.0
+
+    VariableIndex-in-GreaterThan{Float64}
+     v[2] >= 0.0
+     v[3] >= 0.0
+    """
+    return
+end
+
+function test_default_nothing()
+    model = MOI.Utilities.Model{Float64}()
+    x = MOI.add_variable(model)
+    c = MOI.add_constraint(model, 1.0 * x, MOI.EqualTo(2.0))
+    map = MOI.modify(model, MOI.Utilities.PenaltyRelaxation(default = nothing))
+    @test !haskey(map, c)
+    @test sprint(print, model) === """
+    Minimize ScalarAffineFunction{Float64}:
+     0.0
+
+    Subject to:
+
+    ScalarAffineFunction{Float64}-in-EqualTo{Float64}
+     0.0 + 1.0 v[1] == 2.0
+    """
+    return
+end
+
+function test_brige_optimizer()
+    model = MOI.instantiate(
+        MOI.Utilities.Model{Float64};
+        with_bridge_type = Float64,
+    )
+    x = MOI.add_variable(model)
+    c = MOI.add_constraint(model, 1.0 * x, MOI.EqualTo(2.0))
+    map = MOI.modify(model, MOI.Utilities.PenaltyRelaxation(default = 2.0))
+    @test map[c] isa MOI.ScalarAffineFunction{Float64}
+    @test sprint(print, model) === """
+    Minimize ScalarAffineFunction{Float64}:
+     0.0 + 2.0 v[2] + 2.0 v[3]
+
+    Subject to:
+
+    ScalarAffineFunction{Float64}-in-EqualTo{Float64}
+     0.0 + 1.0 v[1] + 1.0 v[2] - 1.0 v[3] == 2.0
+
+    VariableIndex-in-GreaterThan{Float64}
+     v[2] >= 0.0
+     v[3] >= 0.0
+    """
+    return
+end
+
+function test_caching_optimizer()
+    model = MOI.Utilities.CachingOptimizer(
+        MOI.Utilities.UniversalFallback(MOI.Utilities.Model{Float64}()),
+        MOI.Bridges.full_bridge_optimizer(
+            MOI.Utilities.MockOptimizer(MOI.Utilities.Model{Float64}()),
+            Float64,
+        ),
+    )
+    x = MOI.add_variable(model)
+    c = MOI.add_constraint(model, 1.0 * x, MOI.EqualTo(2.0))
+    map = MOI.modify(model, MOI.Utilities.PenaltyRelaxation(default = 2.0))
+    @test map[c] isa MOI.ScalarAffineFunction{Float64}
     @test sprint(print, model) === """
     Minimize ScalarAffineFunction{Float64}:
      0.0 + 2.0 v[2] + 2.0 v[3]