[Utilities.CachingOptimizer] Enable fallback for ConstraintDual of variable indices

src/Utilities/cachingoptimizer.jl

@@ -915,6 +915,8 @@
     return MOI.get(model.optimizer, attr)
 end
 
+_has_fallback(::MOI.AnyAttribute, ::Type{<:MOI.Index}) = false
+
 function MOI.get(
     model::CachingOptimizer,
     attr::Union{MOI.AbstractVariableAttribute,MOI.AbstractConstraintAttribute},
@@ -924,6 +926,9 @@
         return MOI.get(model.model_cache, attr, index)
     end
     _throw_if_get_attribute_not_allowed(model, attr; needs_optimizer_map = true)
+    if _has_fallback(attr, typeof(index))
+        return _get_fallback(model, attr, index)
+    end
     value = MOI.get(
         model.optimizer,
         attr,
@@ -935,12 +940,15 @@
 function MOI.get(
     model::CachingOptimizer,
     attr::Union{MOI.AbstractVariableAttribute,MOI.AbstractConstraintAttribute},
-    indices::Vector{<:MOI.Index},
-)
+    indices::Vector{I},
+) where {I<:MOI.Index}
     if !MOI.is_set_by_optimize(attr)
         return MOI.get(model.model_cache, attr, indices)
     end
     _throw_if_get_attribute_not_allowed(model, attr; needs_optimizer_map = true)
+    if _has_fallback(attr, I)
+        return _get_fallback(model, attr, indices)
+    end
     value = MOI.get(
         model.optimizer,
         attr,
@@ -950,19 +958,29 @@
 end
 
 ###
-### MOI.ConstraintPrimal
+### MOI.ConstraintPrimal and MOI.ConstraintDual
 ###
 
-# ConstraintPrimal is slightly unique for CachingOptimizer because if the solver
+# `ConstraintPrimal` is slightly unique for CachingOptimizer because if the solver
 # doesn't support the attribute directly, we can use the fallback to query the
 # function from the cache and the variable value from the optimizer.
+# The `ConstraintDual` of a `VariableIndex` or `VectorOfVariables` can
+# also be computed from the `ConstraintDual` of the other constraints.
 
-function MOI.get(
+_has_fallback(::MOI.ConstraintPrimal, ::Type{<:MOI.ConstraintIndex}) = true
+
+function _has_fallback(
+    ::MOI.ConstraintDual,
+    ::Type{<:MOI.ConstraintIndex{F}},
+) where {F<:Union{MOI.VariableIndex,MOI.VectorOfVariables}}
+    return true
+end
+
+function _get_fallback(
     model::CachingOptimizer,
-    attr::MOI.ConstraintPrimal,
+    attr::MOI.AbstractConstraintAttribute,
     index::MOI.ConstraintIndex,
 )
-    _throw_if_get_attribute_not_allowed(model, attr; needs_optimizer_map = true)
     try
         return MOI.get(
             model.optimizer,
@@ -978,12 +996,11 @@
     end
 end
 
-function MOI.get(
+function _get_fallback(
     model::CachingOptimizer,
-    attr::MOI.ConstraintPrimal,
+    attr::MOI.AbstractConstraintAttribute,
     indices::Vector{<:MOI.ConstraintIndex},
 )
-    _throw_if_get_attribute_not_allowed(model, attr; needs_optimizer_map = true)
     try
         return MOI.get(
             model.optimizer,

test/Utilities/cachingoptimizer.jl

@@ -851,14 +851,6 @@ function MOI.get(
     return 1.2
 end
 
-function MOI.get(
-    ::_GetFallbackModel1310,
-    ::MOI.ConstraintDual,
-    ::MOI.ConstraintIndex,
-)
-    return 1.2
-end
-
 function test_ConstraintPrimal_fallback()
     model = MOI.Utilities.CachingOptimizer(
         MOI.Utilities.Model{Float64}(),
@@ -880,6 +872,43 @@ function test_ConstraintPrimal_fallback()
     return
 end
 
+function test_ConstraintDual_variable_fallback()
+    model = MOI.Utilities.CachingOptimizer(
+        MOI.Utilities.Model{Float64}(),
+        _GetFallbackModel1310(),
+    )
+    x = MOI.add_variable(model)
+    cx = MOI.add_constraint(model, x, MOI.GreaterThan(1.0))
+    MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
+    MOI.set(model, MOI.ObjectiveFunction{MOI.VariableIndex}(), x)
+    MOI.optimize!(model)
+    @test MOI.get(model, MOI.ConstraintDual(), cx) == 1.0
+    @test_throws(
+        MOI.ResultIndexBoundsError(MOI.ConstraintDual(2), 1),
+        MOI.get(model, MOI.ConstraintDual(2), cx),
+    )
+    @test_throws(
+        MOI.ResultIndexBoundsError(MOI.ConstraintDual(2), 1),
+        MOI.get(model, MOI.ConstraintDual(2), [cx]),
+    )
+    return
+end
+
+function test_ConstraintDual_nonvariable_nofallback()
+    model = MOI.Utilities.CachingOptimizer(
+        MOI.Utilities.Model{Float64}(),
+        _GetFallbackModel1310(),
+    )
+    x = MOI.add_variable(model)
+    cx = MOI.add_constraint(model, x + 1.0, MOI.GreaterThan(1.0))
+    MOI.optimize!(model)
+    @test_throws(
+        MOI.GetAttributeNotAllowed,
+        MOI.get(model, MOI.ConstraintDual(), cx),
+    )
+    return
+end
+
 function test_ConstraintPrimal_fallback_error()
     model = MOI.Utilities.CachingOptimizer(
         MOI.Utilities.Model{Float64}(),
@@ -926,7 +955,7 @@ function test_DualObjectiveValue_fallback()
     MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
     MOI.set(model, MOI.ObjectiveFunction{typeof(x)}(), x)
     MOI.optimize!(model)
-    @test MOI.get(model, MOI.DualObjectiveValue()) == 1.2
+    @test MOI.get(model, MOI.DualObjectiveValue()) == 1.0
     @test_throws(
         MOI.ResultIndexBoundsError(MOI.DualObjectiveValue(2), 1),
         MOI.get(model, MOI.DualObjectiveValue(2)),