Re-write the MOI wrapper #101

odow · 2019-06-17T03:26:26Z

Following in the footsteps of jump-dev/Gurobi.jl#216

Requires Add CleverDicts as submodule to MOI.Utilities MathOptInterface.jl#767 (remove Manifest.toml once merged and tagged)
Requires Add MOI.Benchmarks submodule to facilitate solver benchmarking MathOptInterface.jl#769

Benchmarks compared to LQOI (part of this improvement comes from disabling GLPK.jl's pre-emptive checks).

========== Results ==========

delete_constraint
BenchmarkTools.TrialJudgement: 
  time:   -86.29% => improvement (5.00% tolerance)
  memory: -36.28% => improvement (1.00% tolerance)

add_variable_constraints
BenchmarkTools.TrialJudgement: 
  time:   -43.03% => improvement (5.00% tolerance)
  memory: -56.50% => improvement (1.00% tolerance)

add_variables
BenchmarkTools.TrialJudgement: 
  time:   -43.54% => improvement (5.00% tolerance)
  memory: -36.22% => improvement (1.00% tolerance)

add_constraint
BenchmarkTools.TrialJudgement: 
  time:   -60.16% => improvement (5.00% tolerance)
  memory: -54.59% => improvement (1.00% tolerance)

add_variable
BenchmarkTools.TrialJudgement: 
  time:   -52.77% => improvement (5.00% tolerance)
  memory: -38.20% => improvement (1.00% tolerance)

delete_variable_constraint
BenchmarkTools.TrialJudgement: 
  time:   -81.85% => improvement (5.00% tolerance)
  memory: -96.20% => improvement (1.00% tolerance)

add_variable_constraint
BenchmarkTools.TrialJudgement: 
  time:   -76.90% => improvement (5.00% tolerance)
  memory: -89.06% => improvement (1.00% tolerance)

add_constraints
BenchmarkTools.TrialJudgement: 
  time:   -44.17% => improvement (5.00% tolerance)
  memory: -39.17% => improvement (1.00% tolerance)

delete_variable
BenchmarkTools.TrialJudgement: 
  time:   -36.80% => improvement (5.00% tolerance)
  memory: +2591.58% => regression (1.00% tolerance)

Closes #102
Closes #99
Closes #95
Closes #93
Closes #92

coveralls · 2019-06-17T03:45:29Z

Coverage increased (+8.2%) to 76.934% when pulling 9b2b4f8 on od/moi9 into a90525d on master.

src/MOI_wrapper.jl

codecov-io · 2019-06-17T03:48:03Z

Codecov Report

Merging #101 into master will increase coverage by 5.54%.
The diff coverage is 88.64%.

@@            Coverage Diff             @@
##           master     #101      +/-   ##
==========================================
+ Coverage   75.44%   80.99%   +5.54%     
==========================================
  Files           4        4              
  Lines        1409     1836     +427     
==========================================
+ Hits         1063     1487     +424     
- Misses        346      349       +3

Impacted Files	Coverage Δ
src/infeasibility_certificates.jl	`68.96% <100%> (+43.1%)`	⬆️
src/MOI_wrapper.jl	`88.86% <88.59%> (+5.38%)`	⬆️
src/GLPK.jl	`78.59% <0%> (+0.04%)`	⬆️

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mlubin · 2019-06-20T00:16:46Z

test/MOI_wrapper.jl

+        MOIT.contlineartest(OPTIMIZER, MOIT.TestConfig(basis = true), [
+            # This requires an infeasiblity certificate for a variable bound.
+            "linear12",
+            # VariablePrimalStart not supported.


Is this a TODO or does GLPK not support providing feasible starting points at all?

From what I can tell, you have to provide a complete valid basis, so this is a VariablePrimalStart not supported.

test/MOI_wrapper.jl

mlubin · 2019-06-20T00:24:53Z

src/MOI_wrapper.jl

+    type::TypeEnum
+    name::String
+    # Storage for constraint names associated with variables because GLPK
+    # can only store names for variables and proper constraints.


Now that single-variable constraints are tied to the index of the corresponding variable, I'm wondering if we need to support names for these constraints. You can always lookup the constraint by the variable index or name directly, and no solvers natively support names for bounds.

I would be happy to support this. But it means that you can't give a constraint the same name as a variable if you want to look it up.

But it means that you can't give a constraint the same name as a variable if you want to look it up.

I'm proposing to make setting ConstraintName on SingleVariable constraint into an error. This wouldn't change lookups otherwise.

To look up the bound on a variable, you first look up the variable. The index of the variable gives you the index of the bound constraint.

Sounds good.

src/MOI_wrapper.jl

blegat · 2019-06-17T18:47:50Z

src/MOI_wrapper.jl

+
+MOI.supports(::Optimizer, ::MOI.Name) = true
+MOI.supports(::Optimizer, ::MOI.Silent) = true
+MOI.supports(::Optimizer, ::MOI.ConstraintSet, c) = true


I am surprised there is no ambiguity error because you don't give the type of c

It should be ambiguous with https://github.com/JuliaOpt/MathOptInterface.jl/blob/ef83d2381b2e26a3e6466b8bc34b6687c7c20c61/src/attributes.jl#L122-L131
probably this isn't tested

odow added 2 commits June 16, 2019 22:24

Re-write the MOI wrapper

3599da1

Add Manifest for Travis

16565a4

odow commented Jun 17, 2019

View reviewed changes

src/MOI_wrapper.jl Outdated Show resolved Hide resolved

odow added 4 commits June 17, 2019 09:45

Improve status reporting and fix bug in infeasibility certificate

4219090

Add documentation

0f6c38d

Disable preemptive_check

26553ba

Implement RelativeGap

e745029

odow mentioned this pull request Jun 17, 2019

Add MOI.Benchmarks submodule to facilitate solver benchmarking jump-dev/MathOptInterface.jl#769

Merged

Remove benchmarking in favour of MOI.Benchmarks

eeebcae

blegat mentioned this pull request Jun 17, 2019

Update solvers to MOI v0.9 jump-dev/MathOptInterface.jl#736

Closed

20 tasks

Update to latest MOI master

110374c

mlubin reviewed Jun 20, 2019

View reviewed changes

odow added 2 commits June 19, 2019 20:41

Address mlubin's comments

992cf1f

Remove unneeded resetting of params

9b2b4f8

mlubin approved these changes Jun 20, 2019

View reviewed changes

blegat reviewed Jun 20, 2019

View reviewed changes

odow mentioned this pull request Jul 10, 2019

Enforce [0,1] bounds on binary variables for LP relaxation odow/SDDP.jl#236

Merged

mlubin mentioned this pull request Jul 20, 2019

Add an example of column generation jump-dev/JuMP.jl#2010

Merged

blegat and others added 2 commits August 13, 2019 09:52

Updates (#103)

125f8ea

Slight fixes

f30882f

odow mentioned this pull request Aug 13, 2019

Names for variable bounds jump-dev/MathOptInterface.jl#832

Closed

Add some extra name tests

b9c55af

odow mentioned this pull request Aug 13, 2019

Add extra tests to nametest jump-dev/MathOptInterface.jl#833

Merged

odow added 5 commits August 13, 2019 16:07

Remove Manifest.toml

02c84a0

Remove Manifest.toml Part-II

dccc56b

Bump Project.toml version

04073a6

Fix handling of objective bound

eaaaac3

Fix typo

4e62866

odow merged commit f56b8c7 into master Aug 13, 2019

odow deleted the od/moi9 branch August 13, 2019 23:01

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Re-write the MOI wrapper #101

Re-write the MOI wrapper #101

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Re-write the MOI wrapper #101

Re-write the MOI wrapper #101

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