Querying objective_value errors when quadratic objective has no quadratic term (conic solvers only)

[mtanneau]

I encountered an error when querying the objective value of an optimization problem in the following circumstances:

• The objective is quadratic, but all the quadratic terms are zero
• The solver supports SOC constraints but not quadratic objective (nor quadratic constraints I guess)
  --> the example below use ECOS, and I got the same error with Mosek
  (FYI, Hypatia also errored, but for a different reason; I'll open an issue there)
• The model uses bridges (ECOS and Mosek do not support quadratic objectives)

For more context: I was solving SOC relaxations of Optimal Power Flow problems.
The objective function, in general, is quadratic, it just happens that certain tests cases have no quadratic objective.
The example below is a much reduced test case.

__

Minimal reproducible example:

using JuMP
using ECOS

model = Model(ECOS.Optimizer);
@variable(model, x >= 0)
@constraint(model, con, x == 1)  # not needed for the error, just to show that dual variables can be queried
@objective(model, Min, 0*x*x + x)
optimize!(model)

@show termination_status(model)
@show primal_status(model)
@show dual_status(model)
@show value(x)
@show dual(con)
@show dual_objective_value(model)  # weirdly enough this works fine
@show objective_value(model)       # 💥

Note that objective_function(model) has the type QuadExpr.

All termination/primal/dual statuses are green, and I am able to query the value of primal and dual variables.
So far so good. However, querying objective_value(model) leads to this error:

ERROR: MethodError: reducing over an empty collection is not allowed; consider supplying `init` to the reducer
Stacktrace:
  [1] reduce_empty(op::Base.MappingRF{MathOptInterface.Bridges.Constraint.var"#114#115"{Vector{Float64}}, Base.BottomRF{typeof(Base.add_sum)}}, #unused#::Type{Int64})
    @ Base ./reduce.jl:356
  [2] reduce_empty_iter
    @ ./reduce.jl:379 [inlined]
  [3] reduce_empty_iter
    @ ./reduce.jl:378 [inlined]
  [4] foldl_impl
    @ ./reduce.jl:49 [inlined]
  [5] mapfoldl_impl
    @ ./reduce.jl:44 [inlined]
  [6] #mapfoldl#288
    @ ./reduce.jl:170 [inlined]
  [7] mapfoldl
    @ ./reduce.jl:170 [inlined]
  [8] #mapreduce#292
    @ ./reduce.jl:302 [inlined]
  [9] mapreduce
    @ ./reduce.jl:302 [inlined]
 [10] #sum#295
    @ ./reduce.jl:530 [inlined]
 [11] sum
    @ ./reduce.jl:530 [inlined]
 [12] #sum#296
    @ ./reduce.jl:559 [inlined]
 [13] sum(a::Base.Generator{UnitRange{Int64}, MathOptInterface.Bridges.Constraint.var"#114#115"{Vector{Float64}}})
    @ Base ./reduce.jl:559
 [14] get(model::MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{ECOS.Optimizer, MathOptInterface.Utilities.UniversalFallback{ECOS.OptimizerCache}}}, attr::MathOptInterface.ConstraintPrimal, bridge::MathOptInterface.Bridges.Constraint.QuadtoSOCBridge{Float64})
    @ MathOptInterface.Bridges.Constraint ~/.julia/packages/MathOptInterface/864xP/src/Bridges/Constraint/bridges/quad_to_soc.jl:245
 [15] (::MathOptInterface.Bridges.var"#3#4"{typeof(MathOptInterface.get), MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{ECOS.Optimizer, MathOptInterface.Utilities.UniversalFallback{ECOS.OptimizerCache}}}, MathOptInterface.ConstraintPrimal, Tuple{}})(bridge::MathOptInterface.Bridges.Constraint.QuadtoSOCBridge{Float64})
    @ MathOptInterface.Bridges ~/.julia/packages/MathOptInterface/864xP/src/Bridges/bridge_optimizer.jl:333
 [16] (::MathOptInterface.Bridges.var"#1#2"{MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{ECOS.Optimizer, MathOptInterface.Utilities.UniversalFallback{ECOS.OptimizerCache}}}, MathOptInterface.ConstraintIndex{MathOptInterface.ScalarQuadraticFunction{Float64}, MathOptInterface.LessThan{Float64}}, MathOptInterface.Bridges.var"#3#4"{typeof(MathOptInterface.get), MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{ECOS.Optimizer, MathOptInterface.Utilities.UniversalFallback{ECOS.OptimizerCache}}}, MathOptInterface.ConstraintPrimal, Tuple{}}})()
    @ MathOptInterface.Bridges ~/.julia/packages/MathOptInterface/864xP/src/Bridges/bridge_optimizer.jl:318
 [17] call_in_context(map::MathOptInterface.Bridges.Variable.Map, bridge_index::Int64, f::MathOptInterface.Bridges.var"#1#2"{MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{ECOS.Optimizer, MathOptInterface.Utilities.UniversalFallback{ECOS.OptimizerCache}}}, MathOptInterface.ConstraintIndex{MathOptInterface.ScalarQuadraticFunction{Float64}, MathOptInterface.LessThan{Float64}}, MathOptInterface.Bridges.var"#3#4"{typeof(MathOptInterface.get), MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{ECOS.Optimizer, MathOptInterface.Utilities.UniversalFallback{ECOS.OptimizerCache}}}, MathOptInterface.ConstraintPrimal, Tuple{}}})
    @ MathOptInterface.Bridges.Variable ~/.julia/packages/MathOptInterface/864xP/src/Bridges/Variable/map.jl:469
 [18] call_in_context
    @ ~/.julia/packages/MathOptInterface/864xP/src/Bridges/Variable/map.jl:500 [inlined]
 [19] call_in_context
    @ ~/.julia/packages/MathOptInterface/864xP/src/Bridges/bridge_optimizer.jl:315 [inlined]
 [20] call_in_context
    @ ~/.julia/packages/MathOptInterface/864xP/src/Bridges/bridge_optimizer.jl:330 [inlined]
 [21] get(b::MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{ECOS.Optimizer, MathOptInterface.Utilities.UniversalFallback{ECOS.OptimizerCache}}}, attr::MathOptInterface.ConstraintPrimal, ci::MathOptInterface.ConstraintIndex{MathOptInterface.ScalarQuadraticFunction{Float64}, MathOptInterface.LessThan{Float64}})
    @ MathOptInterface.Bridges ~/.julia/packages/MathOptInterface/864xP/src/Bridges/bridge_optimizer.jl:1422
 [22] get(model::MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{ECOS.Optimizer, MathOptInterface.Utilities.UniversalFallback{ECOS.OptimizerCache}}}, attr::MathOptInterface.Bridges.ObjectiveFunctionValue{MathOptInterface.ScalarQuadraticFunction{Float64}}, bridge::MathOptInterface.Bridges.Objective.SlackBridge{Float64, MathOptInterface.ScalarQuadraticFunction{Float64}, MathOptInterface.ScalarQuadraticFunction{Float64}})
    @ MathOptInterface.Bridges.Objective ~/.julia/packages/MathOptInterface/864xP/src/Bridges/Objective/bridges/slack.jl:158
 [23] get(b::MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{ECOS.Optimizer, MathOptInterface.Utilities.UniversalFallback{ECOS.OptimizerCache}}}, attr::MathOptInterface.Bridges.ObjectiveFunctionValue{MathOptInterface.ScalarQuadraticFunction{Float64}})
    @ MathOptInterface.Bridges ~/.julia/packages/MathOptInterface/864xP/src/Bridges/bridge_optimizer.jl:1056
 [24] get(b::MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{ECOS.Optimizer, MathOptInterface.Utilities.UniversalFallback{ECOS.OptimizerCache}}}, attr::MathOptInterface.ObjectiveValue)
    @ MathOptInterface.Bridges ~/.julia/packages/MathOptInterface/864xP/src/Bridges/bridge_optimizer.jl:1065
 [25] _get_model_attribute(model::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{ECOS.Optimizer, MathOptInterface.Utilities.UniversalFallback{ECOS.OptimizerCache}}}, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}, attr::MathOptInterface.ObjectiveValue)
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/864xP/src/Utilities/cachingoptimizer.jl:828
 [26] get
    @ ~/.julia/packages/MathOptInterface/864xP/src/Utilities/cachingoptimizer.jl:876 [inlined]
 [27] _moi_get_result(model::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{ECOS.Optimizer, MathOptInterface.Utilities.UniversalFallback{ECOS.OptimizerCache}}}, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}, args::MathOptInterface.ObjectiveValue)
    @ JuMP ~/.julia/packages/JuMP/jZvaU/src/optimizer_interface.jl:638
 [28] get(model::Model, attr::MathOptInterface.ObjectiveValue)
    @ JuMP ~/.julia/packages/JuMP/jZvaU/src/optimizer_interface.jl:658
 [29] objective_value(model::Model; result::Int64)
    @ JuMP ~/.julia/packages/JuMP/jZvaU/src/objective.jl:54
 [30] objective_value(model::Model)
    @ JuMP ~/.julia/packages/JuMP/jZvaU/src/objective.jl:50
 [31] top-level scope
    @ REPL[15]:1

[odow]

Let me take a look. I think I know the issue.

[odow]

This is the issue

MathOptInterface.jl/src/Bridges/Constraint/bridges/quad_to_soc.jl

Line 245 in dab02e5

output = sum(soc[i]^2 for i in 3:bridge.dimension)