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Switch to MOI.Parameter and fixes tests #140

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merged 10 commits into from
Dec 1, 2023
Merged

Switch to MOI.Parameter and fixes tests #140

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8a4c4db
properly organize constraint getters
Oct 23, 2023
0d55542
fix constraint vi interpretation
Oct 23, 2023
a1c1603
Merge branch 'master' into jg/ctrgetters
Nov 30, 2023
2767883
Switch to MOI.Parameter and fixes tests
Nov 30, 2023
b206c99
fox format
Nov 30, 2023
e48622e
format tests
Nov 30, 2023
95a24ce
fix test that depend of set order
Nov 30, 2023
1ab21af
MathOptInterface -> MOI
Nov 30, 2023
3221e85
[no ci] remove comment
Nov 30, 2023
2df7aad
up project.toml
Nov 30, 2023
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2 changes: 1 addition & 1 deletion Project.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -10,7 +10,7 @@ MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
GLPK = "1"
Ipopt = "1"
JuMP = "1"
MathOptInterface = "1.3"
MathOptInterface = "1.13.2"
SCS = "1"
julia = "1.6"

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2 changes: 1 addition & 1 deletion README.md
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Original file line number Diff line number Diff line change
Expand Up @@ -37,7 +37,7 @@ using JuMP, HiGHS
import ParametricOptInterface as POI
model = Model(() -> POI.Optimizer(HiGHS.Optimizer()))
@variable(model, x)
@variable(model, p in POI.Parameter(1.0))
@variable(model, p in MOI.Parameter(1.0))
@constraint(model, cons, x + p >= 3)
@objective(model, Min, 2x)
optimize!(model)
Expand Down
2 changes: 1 addition & 1 deletion benchmark/MOI_benchmarks.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -117,7 +117,7 @@ function generate_poi_problem(model, data::PMedianData, add_parameters::Bool)
if add_parameters
d, cd = MOI.add_constrained_variable(
model,
POI.Parameter(data.num_facilities),
MOI.Parameter(data.num_facilities),
)
end

Expand Down
30 changes: 15 additions & 15 deletions benchmark/run_benchmarks.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -24,22 +24,22 @@ end

function poi_add_parameters(N::Int)
model = POI.Optimizer(MOI.Utilities.Model{Float64}())
MOI.add_constrained_variable.(model, POI.Parameter.(ones(N)))
MOI.add_constrained_variable.(model, MOI.Parameter.(ones(N)))
return nothing
end

function poi_add_parameters_and_variables(N::Int)
model = POI.Optimizer(MOI.Utilities.Model{Float64}())
MOI.add_variables(model, N / 2)
MOI.add_constrained_variable.(model, POI.Parameter.(ones(Int(N / 2))))
MOI.add_constrained_variable.(model, MOI.Parameter.(ones(Int(N / 2))))
return nothing
end

function poi_add_parameters_and_variables_alternating(N::Int)
model = POI.Optimizer(MOI.Utilities.Model{Float64}())
for i in 1:Int(N / 2)
MOI.add_variable(model)
MOI.add_constrained_variable(model, POI.Parameter(1))
MOI.add_constrained_variable(model, MOI.Parameter(1.0))
end
return nothing
end
Expand Down Expand Up @@ -77,7 +77,7 @@ function poi_add_saf_variables_and_parameters_ctr(N::Int, M::Int)
first.(
MOI.add_constrained_variable.(
model,
POI.Parameter.(ones(Int(N / 2))),
MOI.Parameter.(ones(Int(N / 2))),
)
)
for _ in 1:M
Expand All @@ -103,7 +103,7 @@ function poi_add_saf_variables_and_parameters_ctr_parameter_update(
first.(
MOI.add_constrained_variable.(
model,
POI.Parameter.(ones(Int(N / 2))),
MOI.Parameter.(ones(Int(N / 2))),
)
)
for _ in 1:M
Expand Down Expand Up @@ -162,7 +162,7 @@ function poi_add_sqf_variables_parameters_ctr(N::Int, M::Int)
first.(
MOI.add_constrained_variable.(
model,
POI.Parameter.(ones(Int(N / 2))),
MOI.Parameter.(ones(Int(N / 2))),
)
)
for _ in 1:M
Expand All @@ -186,7 +186,7 @@ function poi_add_sqf_variables_parameters_ctr_parameter_update(N::Int, M::Int)
first.(
MOI.add_constrained_variable.(
model,
POI.Parameter.(ones(Int(N / 2))),
MOI.Parameter.(ones(Int(N / 2))),
)
)
for _ in 1:M
Expand All @@ -212,7 +212,7 @@ function poi_add_sqf_parameters_parameters_ctr(N::Int, M::Int)
first.(
MOI.add_constrained_variable.(
model,
POI.Parameter.(ones(Int(N / 2))),
MOI.Parameter.(ones(Int(N / 2))),
)
)
for _ in 1:M
Expand All @@ -236,7 +236,7 @@ function poi_add_sqf_parameters_parameters_ctr_parameter_update(N::Int, M::Int)
first.(
MOI.add_constrained_variable.(
model,
POI.Parameter.(ones(Int(N / 2))),
MOI.Parameter.(ones(Int(N / 2))),
)
)
for _ in 1:M
Expand Down Expand Up @@ -288,7 +288,7 @@ function poi_add_saf_variables_and_parameters_obj(N::Int, M::Int)
first.(
MOI.add_constrained_variable.(
model,
POI.Parameter.(ones(Int(N / 2))),
MOI.Parameter.(ones(Int(N / 2))),
)
)
for _ in 1:M
Expand All @@ -314,7 +314,7 @@ function poi_add_saf_variables_and_parameters_obj_parameter_update(
first.(
MOI.add_constrained_variable.(
model,
POI.Parameter.(ones(Int(N / 2))),
MOI.Parameter.(ones(Int(N / 2))),
)
)
for _ in 1:M
Expand Down Expand Up @@ -375,7 +375,7 @@ function poi_add_sqf_variables_parameters_obj(N::Int, M::Int)
first.(
MOI.add_constrained_variable.(
model,
POI.Parameter.(ones(Int(N / 2))),
MOI.Parameter.(ones(Int(N / 2))),
)
)
for _ in 1:M
Expand All @@ -399,7 +399,7 @@ function poi_add_sqf_variables_parameters_obj_parameter_update(N::Int, M::Int)
first.(
MOI.add_constrained_variable.(
model,
POI.Parameter.(ones(Int(N / 2))),
MOI.Parameter.(ones(Int(N / 2))),
)
)
for _ in 1:M
Expand Down Expand Up @@ -427,7 +427,7 @@ function poi_add_sqf_parameters_parameters_obj(N::Int, M::Int)
first.(
MOI.add_constrained_variable.(
model,
POI.Parameter.(ones(Int(N / 2))),
MOI.Parameter.(ones(Int(N / 2))),
)
)
for _ in 1:M
Expand All @@ -451,7 +451,7 @@ function poi_add_sqf_parameters_parameters_obj_parameter_update(N::Int, M::Int)
first.(
MOI.add_constrained_variable.(
model,
POI.Parameter.(ones(Int(N / 2))),
MOI.Parameter.(ones(Int(N / 2))),
)
)
for _ in 1:M
Expand Down
30 changes: 15 additions & 15 deletions benchmark/run_benchmarks_jump.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -43,7 +43,7 @@ function poi_add_parameters(N::Int)
),
),
)
@variable(model, x[i = 1:N] in POI.Parameter(1))
@variable(model, x[i = 1:N] in MOI.Parameter(1.0))
return nothing
end

Expand All @@ -56,7 +56,7 @@ function poi_add_parameters_and_variables(N::Int)
),
),
)
@variable(model, x[i = 1:N] in POI.Parameter(1))
@variable(model, x[i = 1:N] in MOI.Parameter(1.0))
return nothing
end

Expand All @@ -71,7 +71,7 @@ function poi_add_parameters_and_variables_alternating(N::Int)
)
for i in 1:Int(N / 2)
@variable(model)
@variable(model, set = POI.Parameter(1))
@variable(model, set = MOI.Parameter(1.0))
end
return nothing
end
Expand Down Expand Up @@ -112,7 +112,7 @@ function poi_add_saf_variables_and_parameters_ctr(N::Int, M::Int)
),
)
@variable(model, x[i = 1:Int(N / 2)])
@variable(model, p[i = 1:Int(N / 2)] in POI.Parameter.(0))
@variable(model, p[i = 1:Int(N / 2)] in MOI.Parameter.(0))
@constraint(model, con[i = 1:M], sum(x) + sum(p) >= 1)
return nothing
end
Expand All @@ -130,7 +130,7 @@ function poi_add_saf_variables_and_parameters_ctr_parameter_update(
),
)
@variable(model, x[i = 1:Int(N / 2)])
@variable(model, p[i = 1:Int(N / 2)] in POI.Parameter.(0))
@variable(model, p[i = 1:Int(N / 2)] in MOI.Parameter.(0))
@constraint(model, con[i = 1:M], sum(x) + sum(p) >= 1)
MOI.set.(model, POI.ParameterValue(), p, 0.5)
POI.update_parameters!(backend(model))
Expand Down Expand Up @@ -173,7 +173,7 @@ function poi_add_sqf_variables_parameters_ctr(N::Int, M::Int)
),
)
@variable(model, x[i = 1:Int(N / 2)])
@variable(model, p[i = 1:Int(N / 2)] in POI.Parameter.(1))
@variable(model, p[i = 1:Int(N / 2)] in MOI.Parameter.(1))
@constraint(model, con[i = 1:M], dot(x, p) >= 1)
return nothing
end
Expand All @@ -188,7 +188,7 @@ function poi_add_sqf_variables_parameters_ctr_parameter_update(N::Int, M::Int)
),
)
@variable(model, x[i = 1:Int(N / 2)])
@variable(model, p[i = 1:Int(N / 2)] in POI.Parameter.(1))
@variable(model, p[i = 1:Int(N / 2)] in MOI.Parameter.(1))
@constraint(model, con[i = 1:M], dot(x, p) >= 1)
MOI.set.(model, POI.ParameterValue(), p, 0.5)
POI.update_parameters!(backend(model))
Expand All @@ -205,7 +205,7 @@ function poi_add_sqf_parameters_parameters_ctr(N::Int, M::Int)
),
)
@variable(model, x[i = 1:Int(N / 2)])
@variable(model, p[i = 1:Int(N / 2)] in POI.Parameter.(1))
@variable(model, p[i = 1:Int(N / 2)] in MOI.Parameter.(1))
@constraint(model, con[i = 1:M], dot(p, p) >= 1)
return nothing
end
Expand All @@ -220,7 +220,7 @@ function poi_add_sqf_parameters_parameters_ctr_parameter_update(N::Int, M::Int)
),
)
@variable(model, x[i = 1:Int(N / 2)])
@variable(model, p[i = 1:Int(N / 2)] in POI.Parameter.(1))
@variable(model, p[i = 1:Int(N / 2)] in MOI.Parameter.(1))
@constraint(model, con[i = 1:M], dot(p, p) >= 1)
MOI.set.(model, POI.ParameterValue(), p, 0.5)
POI.update_parameters!(backend(model))
Expand Down Expand Up @@ -265,7 +265,7 @@ function poi_add_saf_variables_and_parameters_obj(N::Int, M::Int)
),
)
@variable(model, x[i = 1:Int(N / 2)])
@variable(model, p[i = 1:Int(N / 2)] in POI.Parameter.(1))
@variable(model, p[i = 1:Int(N / 2)] in MOI.Parameter.(1))
for _ in 1:M
@objective(model, Min, sum(x) + sum(p))
end
Expand All @@ -285,7 +285,7 @@ function poi_add_saf_variables_and_parameters_obj_parameter_update(
),
)
@variable(model, x[i = 1:Int(N / 2)])
@variable(model, p[i = 1:Int(N / 2)] in POI.Parameter.(1))
@variable(model, p[i = 1:Int(N / 2)] in MOI.Parameter.(1))
for _ in 1:M
@objective(model, Min, sum(x) + sum(p))
end
Expand Down Expand Up @@ -336,7 +336,7 @@ function poi_add_sqf_variables_parameters_obj(N::Int, M::Int)
),
)
@variable(model, x[i = 1:Int(N / 2)])
@variable(model, p[i = 1:Int(N / 2)] in POI.Parameter.(1))
@variable(model, p[i = 1:Int(N / 2)] in MOI.Parameter.(1))
for _ in 1:M
@objective(model, Min, dot(x, p))
end
Expand All @@ -353,7 +353,7 @@ function poi_add_sqf_variables_parameters_obj_parameter_update(N::Int, M::Int)
),
)
@variable(model, x[i = 1:Int(N / 2)])
@variable(model, p[i = 1:Int(N / 2)] in POI.Parameter.(1))
@variable(model, p[i = 1:Int(N / 2)] in MOI.Parameter.(1))
for _ in 1:M
@objective(model, Min, dot(x, p))
end
Expand All @@ -374,7 +374,7 @@ function poi_add_sqf_parameters_parameters_obj(N::Int, M::Int)
),
)
@variable(model, x[i = 1:Int(N / 2)])
@variable(model, p[i = 1:Int(N / 2)] in POI.Parameter.(1))
@variable(model, p[i = 1:Int(N / 2)] in MOI.Parameter.(1))
for _ in 1:M
@objective(model, Min, dot(p, p))
end
Expand All @@ -391,7 +391,7 @@ function poi_add_sqf_parameters_parameters_obj_parameter_update(N::Int, M::Int)
),
)
@variable(model, x[i = 1:Int(N / 2)])
@variable(model, p[i = 1:Int(N / 2)] in POI.Parameter.(1))
@variable(model, p[i = 1:Int(N / 2)] in MOI.Parameter.(1))
for _ in 1:M
@objective(model, Min, dot(p, p))
end
Expand Down
2 changes: 1 addition & 1 deletion benchmark/run_benders_quantile_regression_benchmark.jl
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Expand Up @@ -142,7 +142,7 @@ function slave_model(PARAM, K)
@variable(slave, β[i = 1:N_Candidates] == 0, Param())
elseif PARAM == 1
# Create parameters
@variable(slave, β[i = 1:N_Candidates] in POI.Parameter.(0))
@variable(slave, β[i = 1:N_Candidates] in MOI.Parameter.(0.0))
else
# Create fixed variables
@variables(slave, begin
Expand Down
2 changes: 1 addition & 1 deletion docs/src/Examples/benders.md
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Expand Up @@ -153,7 +153,7 @@ function inner_model(K)

# create the regression coefficient representation
# Create parameters
β = [@variable(inner, set = POI.Parameter(0)) for i in 1:N_Candidates]
β = [@variable(inner, set = MOI.Parameter(0.0)) for i in 1:N_Candidates]
for (i, βi) in enumerate(β)
set_name(βi, "β[$i]")
end
Expand Down
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