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DNMY: Add support for vector-valued objective functions #968

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DNMY: Add support for vector-valued objective functions #968

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16 changes: 14 additions & 2 deletions src/Utilities/model.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -383,7 +383,12 @@ function MOI.supports(
::MOI.ObjectiveFunction{<:Union{
MOI.SingleVariable,
MOI.ScalarAffineFunction{T},
MOI.ScalarQuadraticFunction{T}}}) where T
MOI.ScalarQuadraticFunction{T},
MOI.VectorOfVariables,
MOI.VectorAffineFunction{T},
MOI.VectorQuadraticFunction{T}
}}
) where T
return true
end
function MOI.set(model::AbstractModel, ::MOI.ObjectiveFunction, f::MOI.AbstractFunction)
Expand Down Expand Up @@ -901,7 +906,14 @@ macro model(model_name, ss, sst, vs, vst, sf, sft, vf, vft)
senseset::Bool
sense::$MOI.OptimizationSense
objectiveset::Bool
objective::Union{$MOI.SingleVariable, $MOI.ScalarAffineFunction{T}, $MOI.ScalarQuadraticFunction{T}}
objective::Union{
$MOI.SingleVariable,
$MOI.ScalarAffineFunction{T},
$MOI.ScalarQuadraticFunction{T},
$MOI.VectorOfVariables,
$MOI.VectorAffineFunction{T},
$MOI.VectorQuadraticFunction{T}
}
num_variables_created::Int64
# If nothing, no variable has been deleted so the indices of the
# variables are VI.(1:num_variables_created)
Expand Down
17 changes: 11 additions & 6 deletions src/attributes.jl
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Expand Up @@ -802,15 +802,20 @@ has value greater than zero.
struct ListOfConstraints <: AbstractModelAttribute end

"""
ObjectiveFunction{F<:AbstractScalarFunction}()
ObjectiveFunction{F<:AbstractFunction}()

A model attribute for the objective function which has a type
`F<:AbstractFunction`.

`F` should be guaranteed to be equivalent but not necessarily identical to the
function type provided by the user.

A model attribute for the objective function which has a type `F<:AbstractScalarFunction`.
`F` should be guaranteed to be equivalent but not necessarily identical to the function type provided by the user.
Throws an `InexactError` if the objective function cannot be converted to `F`,
e.g. the objective function is quadratic and `F` is `ScalarAffineFunction{Float64}` or
it has non-integer coefficient and `F` is `ScalarAffineFunction{Int}`.
e.g. the objective function is quadratic and `F` is
`ScalarAffineFunction{Float64}` or it has non-integer coefficient and `F` is
`ScalarAffineFunction{Int}`.
"""
struct ObjectiveFunction{F<:AbstractScalarFunction} <: AbstractModelAttribute end
struct ObjectiveFunction{F<:AbstractFunction} <: AbstractModelAttribute end

"""
ObjectiveFunctionType()
Expand Down
14 changes: 14 additions & 0 deletions test/Utilities/model.jl
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Expand Up @@ -283,3 +283,17 @@ end
@test !haskey(dest.ext, :my_store)
@test model.ext[:my_store] == 2
end

@testset "Vector-valued objectives" begin
model = MOIU.Model{Float64}()
x = MOI.add_variables(model, 3)
MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
MOI.set(
model,
MOI.ObjectiveFunction{MOI.VectorOfVariables}(),
MOI.VectorOfVariables(x)
)
@test MOI.get(model, MOI.ObjectiveFunctionType()) == MOI.VectorOfVariables
@test MOI.get(model, MOI.ObjectiveFunction{MOI.VectorOfVariables}()) ==
MOI.VectorOfVariables(x)
end