Multi-obj: Mosek #239

FlatModelInfo is now updated so backend can preallocate

include/mp/flat/constr_keeper.h

@@ -493,21 +493,20 @@ class ConstraintKeeper final
   /// Export all constraints if desired.
   void AddAllUnbridged(BasicFlatModelAPI& be,
                        const std::vector<std::string>* pvnam) {
-    int con_index=0;
     auto con_group = GetConstraintGroup(be);
-    for (const auto& cont: cons_) {
-      bool adding = !cont.IsBridged();
+    for ( ; i_2add_next_ < cons_.size(); ++i_2add_next_) {
+      const auto& cont = cons_[i_2add_next_];
+      bool adding = !cont.IsBridged();            // includes 'unused'
       if (adding) {
         static_cast<Backend&>(be).AddConstraint(cont.GetCon());
-        GetConverter().GetCopyLink().
+        GetConverter().GetCopyLink().             // Linking to the "final" nodes
             AddEntry({
-                       GetValueNode().Select(con_index),
+                       GetValueNode().Select(i_2add_next_),
                        GetConverter().GetValuePresolver().GetTargetNodes().
                          GetConValues()(con_group).Add()
                      });
       }
-      ExportConStatus(con_index, cont, pvnam, adding);
-      ++con_index;                      // increment index
+      ExportConStatus(i_2add_next_, cont, pvnam, adding);
     }
   }
 
@@ -517,7 +516,9 @@ class ConstraintKeeper final
   std::deque<Container> cons_;
   int i_cvt_last_ = -1;               // Last converted constraint.
   int n_bridged_or_unused_ = 0;       // Number of converted items,
-                                      // they won't go to Backend
+                                      // they won't go to Backend.
+  int i_2add_next_ = 0;               // Next constraint to consider
+                                      // for adding to Backend.
   const std::string desc_ {
     std::string("ConstraintKeeper< ") +
         Converter::GetTypeName() + ", " +

include/mp/flat/converter_model.h

@@ -392,12 +392,12 @@ class FlatModel
     this->LogConstraintGroups(backend);
   }
 
-  FlatModelInfo* GetModelInfoWrt() const { return pfmi_.get(); }
-
 
 public:
   /// Model info
   const FlatModelInfo* GetModelInfo() const  { return pfmi_.get(); }
+  /// Model info, writable
+  FlatModelInfo* GetModelInfoWrt() const { return pfmi_.get(); }
 
   /// Set given objective
   template <class Backend>

include/mp/flat/converter_multiobj.h

@@ -83,7 +83,7 @@ class MOManager {
   /// Necessary to be called.
   /// @note Can be called before or after unpostsolved solution.
   /// Should contain at least valid solve status.
-  void ProcessMOIterationPostsolvedSolution(const Solution& sol, int solst) {
+  void ProcessMOIterationPostsolvedSolution(const Solution& , int solst) {
     assert(sol::Status::NOT_SET != solst);
     assert(IsMOActive());
     assert(MOManagerStatus::FINISHED != status_);
@@ -176,12 +176,14 @@ class MOManager {
           "MULTI-OBJECTIVE MODE: objective {} (out of {}) ...\n"
           "==============================================================================\n\n"
           , i_current_obj_+1, obj_new_.size());
-    MPD( GetModelAPI() ).InitProblemModificationPhase(
-        MPD( GetModelInfo() ));
-    ReplaceCurrentObj();
     if (i_current_obj_)
       RestrictLastObjVal();
-    MPD( GetModelAPI() ).FinishProblemModificationPhase();
+    MPD( FillConstraintCounters( MPD( GetModelAPI() ), *MPD( GetModelInfoWrt() ) ) );   // @todo a hack.
+    MPD( GetModelAPI() ).InitProblemModificationPhase(   // For adding the new constraint. @todo a hack.
+        MPD( GetModelInfo() ));                          // Ideally Model would notice changes and notify
+    ReplaceCurrentObj();                  // After allowing model modification (needed by SCIP.)
+    MPD( AddUnbridgedConstraintsToBackend( MPD( GetModelAPI() ), nullptr) );
+    MPD( GetModelAPI() ).FinishProblemModificationPhase();            // ModelAPI automatically.
     return true;
   }
 
@@ -194,18 +196,18 @@ class MOManager {
     lim += diff * (obj::MAX==obj_last.obj_sense() ? -1.0 : 1.0);
     if (obj_last.GetQPTerms().size()) {
       if (obj::MAX == obj_last.obj_sense())
-        MPD( GetModelAPI() ).AddConstraint(
-            QuadConGE{ { obj_last.GetLinTerms(), obj_last.GetQPTerms() }, objval_last_ } );
+        MPD( AddConstraint(
+            QuadConGE{ { obj_last.GetLinTerms(), obj_last.GetQPTerms() }, objval_last_ } ) );
       else
-        MPD( GetModelAPI() ).AddConstraint(
-            QuadConLE{ { obj_last.GetLinTerms(), obj_last.GetQPTerms() }, objval_last_ } );
+        MPD( AddConstraint(
+            QuadConLE{ { obj_last.GetLinTerms(), obj_last.GetQPTerms() }, objval_last_ } ) );
     } else {
       if (obj::MAX == obj_last.obj_sense())
-        MPD( GetModelAPI() ).AddConstraint(
-            LinConGE{ { obj_last.GetLinTerms() }, objval_last_ } );
+        MPD( AddConstraint(
+            LinConGE{ { obj_last.GetLinTerms() }, objval_last_ } ) );
       else
-        MPD( GetModelAPI() ).AddConstraint(
-            LinConLE{ { obj_last.GetLinTerms() }, objval_last_ } );
+        MPD( AddConstraint(
+            LinConLE{ { obj_last.GetLinTerms() }, objval_last_ } ) );
     }
   }
 

solvers/mosek/mosekmodelapi.cc

@@ -6,12 +6,13 @@
 namespace mp {
 
 void MosekModelAPI::InitProblemModificationPhase(const FlatModelInfo* info) {
-	/// Preallocate algebraic constraints.
+  /// Preallocate algebraic constraints.
 	/// MOSEK 10 seems to handle all algebraic constraints as 1 group.
 	/// CG_Algebraic, etc. are the constraint group indexes
   /// provided in ACCEPT_CONSTRAINT macros.
-  MOSEK_CCALL(MSK_appendcons(lp(),
-														 info->GetNumberOfConstraintsOfGroup(CG_Algebraic)));
+  auto n_alg_all = info->GetNumberOfConstraintsOfGroup(CG_Algebraic);
+  if (n_alg_cons_ < n_alg_all)
+    MOSEK_CCALL(MSK_appendcons(lp(), n_alg_all - n_alg_cons_));
 }
 std::string& myreplace(std::string& s, const std::string& from, const std::string& to)
 {
@@ -61,6 +62,8 @@ void MosekModelAPI::SetLinearObjective( int iobj, const LinearObjective& lo ) {
   if (iobj < 1) {
     MOSEK_CCALL(MSK_putobjsense(lp(),
       obj::Type::MAX == lo.obj_sense() ? MSK_OBJECTIVE_SENSE_MAXIMIZE : MSK_OBJECTIVE_SENSE_MINIMIZE));
+    for (auto i=NumVars(); i--; )
+      MOSEK_CCALL(MSK_putcj(lp(), i, 0.0));
     for (int i = 0; i < lo.num_terms(); i++) {
       MOSEK_CCALL(MSK_putcj(lp(), lo.vars()[i], lo.coefs()[i]));
     }

solvers/mosek/mosekmodelapi.h

@@ -23,8 +23,9 @@ class MosekModelAPI :
   /// Class name
   static const char* GetTypeName() { return "MosekModelAPI"; }
 
-  /// Called before problem input
-  void InitProblemModificationPhase(const FlatModelInfo*);
+  /// Called before problem modification.
+  /// @param fmi: current problem information
+  void InitProblemModificationPhase(const FlatModelInfo* fmi);
   /// After
   void FinishProblemModificationPhase();
 

solvers/visitor/visitormodelapi.cc

@@ -8,7 +8,7 @@ void VisitorModelAPI::InitProblemModificationPhase(
   // Allocate storage if needed:
   // auto n_linear_cons =
   //   flat_model_info->GetNumberOfConstraintsOfGroup(CG_LINEAR);
-  // preallocate_linear_cons( n_linear_cons );
+  // reallocate_linear_cons( n_linear_cons );
 }
 
 void VisitorModelAPI::AddVariables(const VarArrayDef& v) {

solvers/visitor/visitormodelapi.h

@@ -23,11 +23,11 @@ class VisitorModelAPI :
   /// If any driver options added from here
   void InitCustomOptions() { }
 
-  /// Called before problem input.
-  /// Model info can be used to preallocate memory.
+  /// Called before problem modification.
+  /// @param fmi: current problem information.
   /// @note this is called before each phase of model modification
   ///   which can happen during iterative solving.
-  void InitProblemModificationPhase(const FlatModelInfo*);
+  void InitProblemModificationPhase(const FlatModelInfo* fmi);
   /// After
   void FinishProblemModificationPhase();