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adding ObjectiveLimit attribute #2257

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merged 6 commits into from
Sep 5, 2023
Merged

adding ObjectiveLimit attribute #2257

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b5d9490
adding objective limit
matbesancon Aug 17, 2023
d1154d2
Apply suggestions from code review
odow Aug 17, 2023
02e1c61
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odow Aug 18, 2023
7fb9572
Update src/attributes.jl
matbesancon Aug 20, 2023
2436c14
Update src/attributes.jl
matbesancon Aug 20, 2023
79786a6
objective type
matbesancon Sep 5, 2023
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1 change: 1 addition & 0 deletions docs/src/manual/models.md
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Expand Up @@ -100,3 +100,4 @@ The following attributes are available:
* [`SolverVersion`](@ref)
* [`SolveTimeSec`](@ref)
* [`TimeLimitSec`](@ref)
* [`ObjectiveLimit`](@ref)
1 change: 1 addition & 0 deletions docs/src/reference/models.md
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Expand Up @@ -77,6 +77,7 @@ SolverName
SolverVersion
Silent
TimeLimitSec
ObjectiveLimit
RawOptimizerAttribute
NumberOfThreads
RawSolver
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1 change: 1 addition & 0 deletions docs/src/tutorials/implementing.md
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Expand Up @@ -333,6 +333,7 @@ method for each attribute.
| [`Name`](@ref) | Yes | Yes | Yes |
| [`Silent`](@ref) | Yes | Yes | Yes |
| [`TimeLimitSec`](@ref) | Yes | Yes | Yes |
| [`ObjectiveLimit`](@ref) | Yes | Yes | Yes |
| [`RawOptimizerAttribute`](@ref) | Yes | Yes | Yes |
| [`NumberOfThreads`](@ref) | Yes | Yes | Yes |
| [`AbsoluteGapTolerance`](@ref) | Yes | Yes | Yes |
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24 changes: 24 additions & 0 deletions src/Test/test_attribute.jl
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Expand Up @@ -190,6 +190,30 @@
return
end

function test_attribute_ObjectiveLimit(model::MOI.AbstractOptimizer, ::Config)
@requires MOI.supports(model, MOI.ObjectiveLimit())

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# Get the current value to restore it at the end of the test
value = MOI.get(model, MOI.ObjectiveLimit())
MOI.set(model, MOI.ObjectiveLimit(), 0.0)
@test MOI.get(model, MOI.ObjectiveLimit()) == 0.0
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MOI.set(model, MOI.ObjectiveLimit(), 1.0)
@test MOI.get(model, MOI.ObjectiveLimit()) == 1.0
MOI.set(model, MOI.ObjectiveLimit(), value)
@test value == MOI.get(model, MOI.ObjectiveLimit()) # Equality should hold
_test_attribute_value_type(model, MOI.ObjectiveLimit())
return

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end
test_attribute_ObjectiveLimit(::MOI.ModelLike, ::Config) = nothing

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function setup_test(

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::typeof(test_attribute_ObjectiveLimit),
model::MOIU.MockOptimizer,
::Config,
)
MOI.set(model, MOI.ObjectiveLimit(), nothing)
return

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end

"""
test_attribute_AbsoluteGapTolerance(model::MOI.AbstractOptimizer, config::Config)

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12 changes: 12 additions & 0 deletions src/attributes.jl
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Expand Up @@ -850,6 +850,18 @@

attribute_value_type(::TimeLimitSec) = Union{Nothing,Float64}

"""
ObjectiveLimit()

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An optimizer attribute for setting a limit on the objective value.
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The solver may stop when the `ObjectiveValue` is better (lower for minimization, higher for maximization) than the `ObjectiveLimit`.
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When `set` to `nothing`, it removes the solver limit. The default value is `nothing`.
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"""
struct ObjectiveLimit <: AbstractOptimizerAttribute end

attribute_value_type(::ObjectiveLimit) = Union{Nothing,Float64}

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An implicit assumption is that this applies only to scalar-valued objective functions, and that the objective is Float64. What if the optimizer is BigFloat, or Rational{BigFloat}? And what about vector-valued objectives?

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vetor-valued objectives is another story I wouldn't touch at first. I would be okay upgrading this to:

Union{Nothing,Real}

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Maybe we should just remove this for now. It's only implemented for a subset of attributes, and the fallback is Any.

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Sure yes

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"""
RawOptimizerAttribute(name::String)

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1 change: 1 addition & 0 deletions src/precompile.jl
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Expand Up @@ -79,6 +79,7 @@ function precompile_model(model, constraints)
ObjectiveValue,
Silent,
TimeLimitSec,
ObjectiveBound,
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NumberOfVariables,
)
Base.precompile(get, (model, attr))
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9 changes: 9 additions & 0 deletions test/Utilities/cachingoptimizer.jl
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Expand Up @@ -190,6 +190,7 @@ function test_default_attributes()
MOI.SolverName(),
MOI.Silent(),
MOI.TimeLimitSec(),
MOI.ObjectiveLimit(),
MOI.NumberOfThreads(),
MOI.ResultCount(),
)
Expand All @@ -209,22 +210,28 @@ function test_copyable_solver_attributes()
cached = MOIU.CachingOptimizer(cache, MOIU.MANUAL)
MOI.set(cached, MOI.Silent(), true)
MOI.set(cached, MOI.TimeLimitSec(), 0.0)
MOI.set(cached, MOI.ObjectiveLimit(), 42.0)
MOI.set(cached, MOI.NumberOfThreads(), 1)
mock = MOIU.MockOptimizer(MOIU.UniversalFallback(MOIU.Model{Float64}()))
MOIU.reset_optimizer(cached, mock)
@test MOI.get(mock, MOI.Silent())
@test MOI.get(cached, MOI.Silent())
@test MOI.get(mock, MOI.TimeLimitSec()) == 0.0
@test MOI.get(cached, MOI.TimeLimitSec()) == 0.0
@test MOI.get(mock, MOI.ObjectiveLimit()) == 42.0
@test MOI.get(cached, MOI.ObjectiveLimit()) == 42.0
@test MOI.get(mock, MOI.NumberOfThreads()) == 1
@test MOI.get(cached, MOI.NumberOfThreads()) == 1
MOI.set(cached, MOI.Silent(), false)
MOI.set(cached, MOI.TimeLimitSec(), 1.0)
MOI.set(cached, MOI.ObjectiveLimit(), 1.0)
MOI.set(cached, MOI.NumberOfThreads(), 2)
@test !MOI.get(mock, MOI.Silent())
@test !MOI.get(cached, MOI.Silent())
@test MOI.get(mock, MOI.TimeLimitSec()) ≈ 1.0
@test MOI.get(mock, MOI.ObjectiveLimit()) ≈ 1.0
@test MOI.get(cached, MOI.TimeLimitSec()) ≈ 1.0
@test MOI.get(cached, MOI.ObjectiveLimit()) ≈ 1.0
@test MOI.get(mock, MOI.NumberOfThreads()) == 2
@test MOI.get(cached, MOI.NumberOfThreads()) == 2
mock = MOIU.MockOptimizer(MOIU.UniversalFallback(MOIU.Model{Float64}()))
Expand All @@ -233,6 +240,8 @@ function test_copyable_solver_attributes()
@test !MOI.get(cached, MOI.Silent())
@test MOI.get(mock, MOI.TimeLimitSec()) ≈ 1.0
@test MOI.get(cached, MOI.TimeLimitSec()) ≈ 1.0
@test MOI.get(mock, MOI.ObjectiveLimit()) ≈ 1.0
@test MOI.get(cached, MOI.ObjectiveLimit()) ≈ 1.0
@test MOI.get(mock, MOI.NumberOfThreads()) == 2
@test MOI.get(cached, MOI.NumberOfThreads()) == 2
MOI.set(cached, MOI.Silent(), true)
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1 change: 1 addition & 0 deletions test/Utilities/universalfallback.jl
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Expand Up @@ -382,6 +382,7 @@ function test_missing_attribute()
model = MOI.Utilities.UniversalFallback(MOI.Utilities.Model{Float64}())
@test MOI.get(model, MOI.Test.UnknownModelAttribute()) === nothing
@test MOI.get(model, MOI.TimeLimitSec()) === nothing
@test MOI.get(model, MOI.ObjectiveLimit()) === nothing
return
end

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