Re-write the MOI wrapper

.gitignore

@@ -1 +1,3 @@
 Manifest.toml
+*.json
+perf/Project.toml

Manifest.toml

@@ -0,0 +1,97 @@
+# This file is machine-generated - editing it directly is not advised
+
+[[Base64]]
+uuid = "2a0f44e3-6c83-55bd-87e4-b1978d98bd5f"
+
+[[BenchmarkTools]]
+deps = ["JSON", "Printf", "Statistics", "Test"]
+git-tree-sha1 = "5d1dd8577643ba9014574cd40d9c028cd5e4b85a"
+uuid = "6e4b80f9-dd63-53aa-95a3-0cdb28fa8baf"
+version = "0.4.2"
+
+[[BinaryProvider]]
+deps = ["Libdl", "SHA"]
+git-tree-sha1 = "c7361ce8a2129f20b0e05a89f7070820cfed6648"
+uuid = "b99e7846-7c00-51b0-8f62-c81ae34c0232"
+version = "0.5.4"
+
+[[Dates]]
+deps = ["Printf"]
+uuid = "ade2ca70-3891-5945-98fb-dc099432e06a"
+
+[[Distributed]]
+deps = ["Random", "Serialization", "Sockets"]
+uuid = "8ba89e20-285c-5b6f-9357-94700520ee1b"
+
+[[InteractiveUtils]]
+deps = ["Markdown"]
+uuid = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
+
+[[JSON]]
+deps = ["Dates", "Distributed", "Mmap", "Sockets", "Test", "Unicode"]
+git-tree-sha1 = "1f7a25b53ec67f5e9422f1f551ee216503f4a0fa"
+uuid = "682c06a0-de6a-54ab-a142-c8b1cf79cde6"
+version = "0.20.0"
+
+[[Libdl]]
+uuid = "8f399da3-3557-5675-b5ff-fb832c97cbdb"
+
+[[LinearAlgebra]]
+deps = ["Libdl"]
+uuid = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
+
+[[Logging]]
+uuid = "56ddb016-857b-54e1-b83d-db4d58db5568"
+
+[[Markdown]]
+deps = ["Base64"]
+uuid = "d6f4376e-aef5-505a-96c1-9c027394607a"
+
+[[MathOptInterface]]
+deps = ["BenchmarkTools", "LinearAlgebra", "OrderedCollections", "SparseArrays", "Test", "Unicode"]
+git-tree-sha1 = "bb9af760fef8eb5d0dea3823b055037cda1c8cc5"
+repo-rev = "od/cleverdict"
+repo-url = "https://github.com/JuliaOpt/MathOptInterface.jl.git"
+uuid = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
+version = "0.9.0"
+
+[[Mmap]]
+uuid = "a63ad114-7e13-5084-954f-fe012c677804"
+
+[[OrderedCollections]]
+deps = ["Random", "Serialization", "Test"]
+git-tree-sha1 = "c4c13474d23c60d20a67b217f1d7f22a40edf8f1"
+uuid = "bac558e1-5e72-5ebc-8fee-abe8a469f55d"
+version = "1.1.0"
+
+[[Printf]]
+deps = ["Unicode"]
+uuid = "de0858da-6303-5e67-8744-51eddeeeb8d7"
+
+[[Random]]
+deps = ["Serialization"]
+uuid = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
+
+[[SHA]]
+uuid = "ea8e919c-243c-51af-8825-aaa63cd721ce"
+
+[[Serialization]]
+uuid = "9e88b42a-f829-5b0c-bbe9-9e923198166b"
+
+[[Sockets]]
+uuid = "6462fe0b-24de-5631-8697-dd941f90decc"
+
+[[SparseArrays]]
+deps = ["LinearAlgebra", "Random"]
+uuid = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
+
+[[Statistics]]
+deps = ["LinearAlgebra", "SparseArrays"]
+uuid = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
+
+[[Test]]
+deps = ["Distributed", "InteractiveUtils", "Logging", "Random"]
+uuid = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
+
+[[Unicode]]
+uuid = "4ec0a83e-493e-50e2-b9ac-8f72acf5a8f5"

Project.toml

@@ -6,12 +6,12 @@ version = "0.10.0"
 [deps]
 BinaryProvider = "b99e7846-7c00-51b0-8f62-c81ae34c0232"
 Libdl = "8f399da3-3557-5675-b5ff-fb832c97cbdb"
-LinQuadOptInterface = "f8899e07-120b-5979-ab1d-7b97bb9e1a48"
+MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
 SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 
 [compat]
 BinaryProvider = "≥ 0.3.0"
-LinQuadOptInterface = "0.6"
+MathOptInterface = "0.9"
 julia = "1"
 
 [extras]

README.md

@@ -1,18 +1,13 @@
-Julia GLPK module
-=================
+#  GLPK.jl
 
-
-| **Documentation**                                                               | **Build Status**                                                                                    |
-|:-------------------------------------------------------------------------------:|:---------------------------------------------------------------------------------------------------:|
-| [![][docs-stable-img]][docs-stable-url] [![][docs-latest-img]][docs-latest-url] | [![][travis-img]][travis-url] [![][appveyor-img]][appveyor-url] [![][coveralls-img]][coveralls-url] |
+| **Build Status**                                                                                    |
+|:---------------------------------------------------------------------------------------------------:|
+| [![][travis-img]][travis-url] [![][appveyor-img]][appveyor-url] [![][coveralls-img]][coveralls-url] |
 
 
 GLPK.jl is a wrapper for the [GNU Linear Programming Kit library](http://www.gnu.org/software/glpk).
 It makes it possible to access nearly all of GLPK functionality from within Julia programs.
 
-See also the [GLPKMathProgInterface.jl](https://github.com/JuliaOpt/GLPKMathProgInterface.jl) package for using it with
-[MathProgBase.jl](https://github.com/JuliaOpt/MathProgBase.jl) and [JuMP.jl](https://github.com/JuliaOpt/JuMP.jl).
-
 This package is part of [the JuliaOpt project](http://www.juliaopt.org/).
 
 ## Installation
@@ -39,16 +34,22 @@ in GLPK's source folder.
 
 Note that the custom binaries will not be overwritten by subsequent builds of the currently installed version of GLPK.jl. However, if GLPK.jl is updated and the update includes new BinaryProvider versions of the GLPK binaries, then the custom binaries will be overwritten by the new BinaryProvider versions.
 
-## Documentation
+## `GLPK.Optimizer`
 
-- [**STABLE**][docs-stable-url] — **most recently tagged version of the documentation.**
-- [**LATEST**][docs-latest-url] — *in-development version of the documentation.*
-
-[docs-latest-img]: https://img.shields.io/badge/docs-latest-blue.svg
-[docs-latest-url]: https://gplkjl.readthedocs.org/en/latest/glpk.html
+Use `GLPK.Optimizer` to create a new optimizer object:
+```julia
+using GLPK
+model = GLPK.Optimizer(tm_lim = 60.0, msg_lev = GLPK.OFF)
+```
+For JuMP, use:
+```julia
+using JuMP, GLPK
+model = Model(
+    with_optimizer(GLPK.Optimizer, tm_lim = 60.0, msg_lev = GLPK.OFF)
+)
+```
 
-[docs-stable-img]: https://img.shields.io/badge/docs-stable-blue.svg
-[docs-stable-url]: https://gplkjl.readthedocs.org/en/stable/glpk.html
+**Note: previous versions of `GLPK.jl` required you to choose either `GLPKSolverLP` or `GLPKSolverMIP`. This is no longer needed; just use `GLPK.Optimizer`.**
 
 [travis-img]: https://api.travis-ci.org/JuliaOpt/GLPK.jl.svg?branch=master
 [travis-url]: https://travis-ci.org/JuliaOpt/GLPK.jl
@@ -58,8 +59,3 @@ Note that the custom binaries will not be overwritten by subsequent builds of th
 
 [coveralls-img]: https://img.shields.io/coveralls/JuliaOpt/GLPK.jl.svg
 [coveralls-url]: https://coveralls.io/r/JuliaOpt/GLPK.jl
-
-[pkg-0.6-img]: http://pkg.julialang.org/badges/GLPK_0.6.svg
-[pkg-0.6-url]: http://pkg.julialang.org/?pkg=GLPK
-[pkg-0.7-img]: http://pkg.julialang.org/badges/GLPK_0.7.svg
-[pkg-0.7-url]: http://pkg.julialang.org/?pkg=GLPK

perf/perf.jl

@@ -0,0 +1,194 @@
+using GLPK, BenchmarkTools
+
+const MOI = GLPK.MOI
+function new_model()
+    return GLPK.Optimizer()
+end
+
+suite = BenchmarkGroup()
+
+function add_variable()
+    model = new_model()
+    for i in 1:10_000
+        MOI.add_variable(model)
+    end
+    return model
+end
+suite["add_variable"] = @benchmarkable add_variable()
+
+function add_variables()
+    model = new_model()
+    MOI.add_variables(model, 10_000)
+    return model
+end
+suite["add_variables"] = @benchmarkable add_variables()
+
+function add_variable_constraint()
+    model = new_model()
+    x = MOI.add_variables(model, 10_000)
+    for (i, xi) in enumerate(x)
+        MOI.add_constraint(model, MOI.SingleVariable(xi), MOI.LessThan(1.0 * i))
+    end
+    return model
+end
+suite["add_variable_constraint"] = @benchmarkable add_variable_constraint()
+
+function add_variable_constraints()
+    model = new_model()
+    x = MOI.add_variables(model, 10_000)
+    MOI.add_constraints(
+        model,
+        MOI.SingleVariable.(x),
+        MOI.LessThan.(1.0:10_000.0)
+    )
+    return model
+end
+suite["add_variable_constraints"] = @benchmarkable add_variable_constraints()
+
+function delete_variable()
+    model = new_model()
+    x = MOI.add_variables(model, 1_000)
+    MOI.add_constraint.(model, MOI.SingleVariable.(x), Ref(MOI.LessThan(1.0)))
+    MOI.delete.(model, x)
+    return model
+end
+suite["delete_variable"] = @benchmarkable delete_variable()
+
+function delete_variable_constraint()
+    model = new_model()
+    x = MOI.add_variables(model, 1_000)
+    cons = MOI.add_constraint.(model, MOI.SingleVariable.(x), Ref(MOI.LessThan(1.0)))
+    for con in cons
+        MOI.delete(model, con)
+    end
+    cons = MOI.add_constraint.(model, MOI.SingleVariable.(x), Ref(MOI.LessThan(1.0)))
+    MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
+    MOI.set(model,
+        MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}(),
+        MOI.ScalarAffineFunction(MOI.ScalarAffineTerm.(1.0, x), 0.0)
+    )
+    MOI.optimize!(model)
+    for con in cons
+        MOI.delete(model, con)
+    end
+    return model
+end
+suite["delete_variable_constraint"] = @benchmarkable delete_variable_constraint()
+
+function add_constraint()
+    model = new_model()
+    index = MOI.add_variables(model, 10_000)
+    for (i, x) in enumerate(index)
+        MOI.add_constraint(
+            model,
+            MOI.ScalarAffineFunction([MOI.ScalarAffineTerm(1.0, x)], 0.0),
+            MOI.LessThan(1.0 * i)
+        )
+    end
+    return model
+end
+suite["add_constraint"] = @benchmarkable add_constraint()
+
+function add_constraints()
+    model = new_model()
+    x = MOI.add_variables(model, 10_000)
+    MOI.add_constraints(
+        model,
+        [MOI.ScalarAffineFunction([MOI.ScalarAffineTerm(1.0, xi)], 0.0) for xi in x],
+        MOI.LessThan.(1:1.0:10_000)
+    )
+    return model
+end
+suite["add_constraints"] = @benchmarkable add_constraints()
+
+function delete_constraint()
+    model = new_model()
+    index = MOI.add_variables(model, 1_000)
+    cons = Vector{
+        MOI.ConstraintIndex{MOI.ScalarAffineFunction{Float64}, MOI.LessThan{Float64}}
+    }(undef, 1_000)
+    for (i, x) in enumerate(index)
+        cons[i] = MOI.add_constraint(
+            model,
+            MOI.ScalarAffineFunction([MOI.ScalarAffineTerm(1.0, x)], 0.0),
+            MOI.LessThan(1.0 * i)
+        )
+    end
+    for con in cons
+        MOI.delete(model, con)
+    end
+    return model
+end
+suite["delete_constraint"] = @benchmarkable delete_constraint()
+
+function new_test(suite, params_filename, results_filename)
+    tune!(suite)
+    BenchmarkTools.save(params_filename, params(suite))
+    results = run(suite, verbose = true)
+    BenchmarkTools.save(results_filename, results)
+end
+
+function compare_test(suite, params_filename, results_filename)
+    if !isfile(params_filename) || !isfile(results_filename)
+        error("You must run with --new first.")
+    end
+    loadparams!(
+        suite,
+        BenchmarkTools.load(params_filename)[1],
+        :evals, :samples
+    )
+    new_results = run(suite, verbose = true)
+    old_results = BenchmarkTools.load(results_filename)[1]
+    println(stdout)
+    println("========== Results ==========")
+    println(stdout)
+    for key in keys(new_results)
+        judgement = judge(
+            BenchmarkTools.median(new_results[key]),
+            BenchmarkTools.median(old_results[key])
+        )
+        println(stdout, key)
+        show(stdout, MIME"text/plain"(), judgement)
+        println(stdout)
+    end
+end
+
+function print_help()
+    println("""
+    Usage
+        perf.jl [arg] [name]
+
+    [arg]
+        --new       Begin a new benchmark comparison
+        --compare   Run another benchmark and compare to existing
+
+    [name]          A name for the benchmark test. Will create a folder in /perf.
+
+    Examples
+        git checkout master
+        julia perf.jl --new master
+        git checkout approach_1
+        julia perf.jl --new approach_1
+        git checkout approach_2
+        julia perf.jl --compare master
+        julia perf.jl --compare approach_1
+    """)
+end
+
+if length(ARGS) != 2
+    print_help()
+else
+    test_path = joinpath(@__DIR__, ARGS[2])
+    if !isdir(test_path)
+        mkdir(test_path)
+    end
+    params_filename = joinpath(test_path, "params.json")
+    results_filename = joinpath(test_path, "results.json")
+    if ARGS[1] == "--new"
+        new_test(suite, params_filename, results_filename)
+    elseif ARGS[1] == "--compare"
+        compare_test(suite, params_filename, results_filename)
+    else
+        print_help()
+    end
+end