Add set conversion bridge (#2536)

* Add set conversion bridge

* Remove debug

* Add doc and tests

* fix format

* Fixes

* Fixes

* Fix format

* Fix

* Update src/Bridges/Constraint/bridges/set_conversion.jl

* Add test

* Update src/Bridges/Constraint/bridges/set_conversion.jl

---------

Co-authored-by: Oscar Dowson <[email protected]>

src/Bridges/Constraint/Constraint.jl

@@ -59,6 +59,7 @@ include("bridges/split_complex_zeros.jl")
 include("bridges/split_hyperrectangle.jl")
 include("bridges/hermitian.jl")
 include("bridges/square.jl")
+include("bridges/set_conversion.jl")
 include("bridges/set_dot_scaling.jl")
 include("bridges/table.jl")
 include("bridges/vectorize.jl")

src/Bridges/Constraint/bridges/functionize.jl

@@ -187,6 +187,8 @@ for these pairs of functions:
  * [`MOI.ScalarQuadraticFunction`](@ref)  to [`MOI.ScalarNonlinearFunction`](@ref)
  * [`MOI.VectorAffineFunction`](@ref) to [`MOI.VectorQuadraticFunction`](@ref)
 
+See also [`SetConversionBridge`](@ref).
+
 ## Source node
 
 `FunctionConversionBridge` supports:

src/Bridges/Constraint/bridges/set_conversion.jl

@@ -0,0 +1,105 @@
+# Copyright (c) 2017: Miles Lubin and contributors
+# Copyright (c) 2017: Google Inc.
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
+"""
+    SetConversionBridge{T,S2,S1,F} <:
+        MOI.Bridges.Constraint.SetMapBridge{T,S2,S1,F,F}
+
+`SetConversionBridge` implements the following reformulations:
+
+  * ``f(x) \\in S1`` into ``f(x) \\in S2``
+
+In order to add this bridge, you need to create a bridge specific
+for a given type `T` and set `S2`:
+```julia
+MOI.Bridges.add_bridge(model, MOI.Bridges.Constraint.SetConversionBridge{T,S2})
+```
+In order to define a bridge with `S2` specified but `T` unspecified, for example
+for `JuMP.add_bridge`, you can use
+```julia
+const MyBridge{T,S1,F} = MOI.Bridges.Constraint.SetConversionBridge{T,S2,S1,F}
+```
+
+See also [`FunctionConversionBridge`](@ref).
+
+## Source node
+
+`SetConversionBridge` supports:
+
+  * `F` in `S1`
+
+## Target nodes
+
+`SetConversionBridge` creates:
+
+  * `F` in `S2`
+"""
+struct SetConversionBridge{T,S2,S1,F} <:
+       MOI.Bridges.Constraint.SetMapBridge{T,S2,S1,F,F}
+    constraint::MOI.ConstraintIndex{F,S2}
+end
+
+function MOI.supports_constraint(
+    ::Type{SetConversionBridge{T,S2}},
+    ::Type{F},
+    ::Type{S1},
+) where {T,F<:MOI.AbstractFunction,S1<:MOI.AbstractSet,S2}
+    return isfinite(MOI.Bridges.Constraint.conversion_cost(S2, S1))
+end
+
+function MOI.Bridges.Constraint.concrete_bridge_type(
+    ::Type{SetConversionBridge{T,S2}},
+    ::Type{F},
+    ::Type{S1},
+) where {T,F<:MOI.AbstractFunction,S1<:MOI.AbstractSet,S2}
+    return SetConversionBridge{T,S2,S1,F}
+end
+
+function MOI.Bridges.Constraint.conversion_cost(
+    ::Type{<:MOI.AbstractSet},
+    ::Type{<:MOI.AbstractSet},
+)
+    return Inf
+end
+
+function MOI.Bridges.bridging_cost(
+    ::Type{<:SetConversionBridge{T,S2,S1}},
+) where {T,S2,S1}
+    return MOI.Bridges.Constraint.conversion_cost(S2, S1)
+end
+
+function MOI.Bridges.map_set(
+    ::Type{<:SetConversionBridge{T,S2,S1}},
+    set::S1,
+) where {T,S2,S1}
+    return convert(S2, set)
+end
+
+function MOI.Bridges.inverse_map_set(
+    ::Type{<:SetConversionBridge{T,S2,S1}},
+    set::S2,
+) where {T,S2,S1}
+    return convert(S1, set)
+end
+
+function MOI.Bridges.map_function(::Type{<:SetConversionBridge}, func)
+    return func
+end
+
+function MOI.Bridges.inverse_map_function(::Type{<:SetConversionBridge}, func)
+    return func
+end
+
+function MOI.Bridges.adjoint_map_function(::Type{<:SetConversionBridge}, func)
+    return func
+end
+
+function MOI.Bridges.inverse_adjoint_map_function(
+    ::Type{<:SetConversionBridge},
+    func,
+)
+    return func
+end

test/Bridges/Constraint/set_conversion.jl

@@ -0,0 +1,98 @@
+# Copyright (c) 2017: Miles Lubin and contributors
+# Copyright (c) 2017: Google Inc.
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
+module TestConstraintSetConversion
+
+using Test
+
+import MathOptInterface as MOI
+
+function runtests()
+    for name in names(@__MODULE__; all = true)
+        if startswith("$(name)", "test_")
+            @testset "$(name)" begin
+                getfield(@__MODULE__, name)()
+            end
+        end
+    end
+    return
+end
+
+struct Zero <: MOI.AbstractScalarSet end
+
+function MOI.Bridges.Constraint.conversion_cost(
+    ::Type{MOI.EqualTo{Float64}},
+    ::Type{Zero},
+)
+    return 1.0
+end
+
+Base.convert(::Type{MOI.EqualTo{Float64}}, ::Zero) = MOI.EqualTo(0.0)
+
+function Base.convert(::Type{Zero}, s::MOI.EqualTo)
+    if !iszero(s.value)
+        throw(InexactError(convert, (Zero, s)))
+    end
+    return Zero()
+end
+
+# Does not make sense that this is convertible but it's
+# just to test `conversion_cost`
+function MOI.Bridges.Constraint.conversion_cost(
+    ::Type{MOI.LessThan{Float64}},
+    ::Type{Zero},
+)
+    return 10.0
+end
+
+const EqualToBridge{T,S1,F} =
+    MOI.Bridges.Constraint.SetConversionBridge{T,MOI.EqualTo{T},S1,F}
+
+function test_runtests()
+    MOI.Bridges.runtests(
+        EqualToBridge,
+        model -> begin
+            x = MOI.add_variable(model)
+            MOI.add_constraint(model, x, Zero())
+        end,
+        model -> begin
+            x = MOI.add_variable(model)
+            MOI.add_constraint(model, x, MOI.EqualTo(0.0))
+        end,
+    )
+    return
+end
+
+function test_conversion_cost(T = Float64)
+    model = MOI.Utilities.Model{T}()
+    bridged = MOI.Bridges.LazyBridgeOptimizer(model)
+    MOI.Bridges.add_bridge(
+        bridged,
+        MOI.Bridges.Constraint.SetConversionBridge{T,MOI.LessThan{T}},
+    )
+    @test MOI.Bridges.bridge_type(bridged, MOI.VariableIndex, Zero) ==
+          MOI.Bridges.Constraint.SetConversionBridge{
+        T,
+        MOI.LessThan{T},
+        Zero,
+        MOI.VariableIndex,
+    }
+    MOI.Bridges.add_bridge(
+        bridged,
+        MOI.Bridges.Constraint.SetConversionBridge{T,MOI.EqualTo{T}},
+    )
+    @test MOI.Bridges.bridge_type(bridged, MOI.VariableIndex, Zero) ==
+          MOI.Bridges.Constraint.SetConversionBridge{
+        T,
+        MOI.EqualTo{T},
+        Zero,
+        MOI.VariableIndex,
+    }
+end
+
+end  # module
+
+TestConstraintSetConversion.runtests()