DNMY: updates for JuMP 0.21

Project.toml

@@ -17,8 +17,6 @@ SemialgebraicSets = "8e049039-38e8-557d-ae3a-bc521ccf6204"
 SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 
 [compat]
-DynamicPolynomials = "0.3.6"
-JuMP = "0.20"
 MathOptInterface = "~0.9.9"
 MultivariateBases = "0.1.1"
 MultivariateMoments = "0.3"

examples/Polynomial_Optimization.ipynb

@@ -88,7 +88,7 @@
    "source": [
     "using JuMP\n",
     "using Ipopt\n",
-    "model = Model(with_optimizer(Ipopt.Optimizer, print_level=0))\n",
+    "model = Model(optimizer_with_attributes(Ipopt.Optimizer, "print_level" => 0))\n",
     "@variable(model, a >= 0)\n",
     "@variable(model, b >= 0)\n",
     "@constraint(model, a + b >= 1)\n",
@@ -137,7 +137,7 @@
    "source": [
     "using JuMP\n",
     "using Ipopt\n",
-    "model = Model(with_optimizer(Ipopt.Optimizer, print_level=0))\n",
+    "model = Model(optimizer_with_attributes(Ipopt.Optimizer, "print_level" => 0))\n",
     "@variable(model, a >= 0)\n",
     "@variable(model, b >= 0)\n",
     "@constraint(model, a + b >= 1)\n",
@@ -188,7 +188,7 @@
    "outputs": [],
    "source": [
     "using CSDP\n",
-    "optimizer = with_optimizer(CSDP.Optimizer, printlevel=0);"
+    "optimizer = optimizer_with_attributes(CSDP.Optimizer, "printlevel" => 0);"
    ]
   },
   {
@@ -200,7 +200,7 @@
    "outputs": [],
    "source": [
     "using MosekTools\n",
-    "optimizer = with_optimizer(Mosek.Optimizer, QUIET=true);"
+    "optimizer = optimizer_with_attributes(Mosek.Optimizer, "QUIET" => true);"
    ]
   },
   {

examples/Sum-of-Squares Matrices.ipynb

@@ -75,7 +75,7 @@
    "outputs": [],
    "source": [
     "using CSDP\n",
-    "factory = with_optimizer(CSDP.Optimizer, printlevel=0);"
+    "factory = optimizer_with_attributes(CSDP.Optimizer, "printlevel" => 0);"
    ]
   },
   {
@@ -87,7 +87,7 @@
    "outputs": [],
    "source": [
     "using MosekTools\n",
-    "factory = with_optimizer(Mosek.Optimizer, QUIET=true);"
+    "factory = optimizer_with_attributes(Mosek.Optimizer, "QUIET" => true);"
    ]
   },
   {

examples/chordal_sparsity.jl

@@ -12,7 +12,7 @@ function test(test_function, factory)
 end
 
 @testset "chordal_sos" begin
-    factory = with_optimizer(Mosek.Optimizer)
+    factory = Mosek.Optimizer
 
     val = test(chained_singular(12), factory)
     @test abs(val) < 1e-6

examples/chordal_sparsity_with_domain.jl

@@ -15,7 +15,7 @@ function sos_lower_bound(factory, sparse::Sparsity)
     return objective_value(model)
 end
 
-const factory = with_optimizer(Mosek.Optimizer)
+const factory = Mosek.Optimizer
 
 # use chordal sparsity
 sparse_value = sos_lower_bound(factory, VariableSparsity())

examples/goldsteinprice.jl

@@ -6,7 +6,7 @@ using MosekTools
 @polyvar x1 x2
 
 # Create a Sum of Squares JuMP model with the Mosek solver
-model = SOSModel(with_optimizer(Mosek.Optimizer))
+model = SOSModel(Mosek.Optimizer)
 
 # Create a JuMP decision variable for the lower bound
 @variable(model, γ)

examples/motzkin.ipynb

@@ -53,7 +53,7 @@
    "outputs": [],
    "source": [
     "using SumOfSquares, CSDP\n",
-    "factory = with_optimizer(CSDP.Optimizer);"
+    "factory = CSDP.Optimizer;"
    ]
   },
   {
@@ -65,7 +65,7 @@
    "outputs": [],
    "source": [
     "using SumOfSquares, MosekTools\n",
-    "factory = with_optimizer(Mosek.Optimizer);"
+    "factory = Mosek.Optimizer;"
    ]
   },
   {

src/variable.jl

@@ -30,14 +30,16 @@ matrix_cone_type(::SDSOSPoly) = ScaledDiagonallyDominantConeTriangle
 const PosPoly{PB} = Union{DSOSPoly{PB}, SDSOSPoly{PB}, SOSPoly{PB}}
 
 JuMP.variable_type(m::JuMP.Model, p::PosPoly) = PolyJuMP.polytype(m, p, p.polynomial_basis)
-function PolyJuMP.polytype(m::JuMP.Model, cone::PosPoly,
-                           basis::AbstractPolynomialBasis)
-    return GramMatrix{JuMP.VariableRef, typeof(basis), JuMP.AffExpr}
-end
+
+# TODO can all commented code be deleted?
+# function PolyJuMP.polytype(m::JuMP.Model, cone::PosPoly,
+#                            basis::AbstractPolynomialBasis)
+#     return GramMatrix{JuMP.VariableRef, typeof(basis), JuMP.AffExpr}
+# end
 
 # Sum-of-Squares polynomial
 
-_polytype(m::JuMP.Model, ::PosPoly, x::MVT) where {MT<:MP.AbstractMonomial, MVT<:AbstractVector{MT}} = GramMatrix{JuMP.VariableRef, MT, MVT}
+# _polytype(m::JuMP.Model, ::PosPoly, x::MVT) where {MT<:MP.AbstractMonomial, MVT<:AbstractVector{MT}} = GramMatrix{JuMP.VariableRef, MT, MVT}
 
 function moi_add_variable(model::MOI.ModelLike, set::MOI.AbstractVectorSet,
                           binary::Bool, integer::Bool)

test/Mock/utilities.jl

@@ -22,7 +22,7 @@ function cached_mock(
     # If we just return `cached`, it will be emptied in `_model` and the state
     # will be `MOIU.ATTACHED_OPTIMIZER` which is not what we want. For this
     # reason we return a `JuMP.OptimizerFactory` which returns `cached` instead.
-    with_optimizer(() -> begin
+    return (() -> begin
         cached = MOIU.CachingOptimizer(cache(), MOIU.AUTOMATIC)
         optimizer = bridged_mock(args...; kws...)
         MOIU.reset_optimizer(cached, optimizer)

test/Solvers/csdp_tests.jl

@@ -1,6 +1,6 @@
 include("solver_preamble.jl")
 import CSDP
-factory = with_optimizer(CSDP.Optimizer, printlevel=0)
+factory = optimizer_with_attributes(CSDP.Optimizer, "printlevel" => 0)
 config = MOI.Test.TestConfig(atol=1e-4, rtol=1e-4, query=false)
 @testset "Linear" begin
     Tests.linear_test(factory, config)

test/Solvers/glpk_tests.jl

@@ -1,6 +1,6 @@
 include("solver_preamble.jl")
 import GLPK
-factory = with_optimizer(GLPK.Optimizer)
+factory = GLPK.Optimizer
 config = MOI.Test.TestConfig(atol=1e-5, rtol=1e-5, query=false)
 @testset "Linear" begin
     # With `dsos_horn_test`, the termination status is

test/Tests/utilities.jl

@@ -8,7 +8,7 @@ function _model(optimizer::MOI.AbstractOptimizer)
     return direct_model(optimizer)
 end
 
-function _model(factory::OptimizerFactory)
+function _model(factory)
     return Model(factory)
 end
 
@@ -37,7 +37,7 @@ macro test_suite(setname, subsets=false)
         runtest = :( f(model, config) )
     end
     esc(:(
-      function $testname(model::Union{$MOI.ModelLike, OptimizerFactory},
+      function $testname(model, # could be ModelLike or an optimizer constructor
                          config::$MOI.Test.TestConfig,
                          exclude::Vector{String} = String[])
             for (name,f) in $testdict

test/certificate.jl

@@ -32,7 +32,7 @@
     end
 end
 
-@testset "Random SOS should be SOS with $(factory.constructor)" for factory in sdp_factories
+@testset "Random SOS should be SOS with $(factory.optimizer_constructor)" for factory in sdp_factories
     @polyvar x y
     x = [1, x, y, x^2, y^2, x*y]
     @test_throws ArgumentError randsos(x, monotype=:Unknown)

test/equalitypolyconstr.jl

@@ -1,4 +1,4 @@
-@testset "Polynomial equality constraint with domain with $(factory.constructor)" for factory in sdp_factories
+@testset "Polynomial equality constraint with domain with $(factory.optimizer_constructor)" for factory in sdp_factories
     @polyvar(x, y)
 
     m = SOSModel(factory)

test/extract_domain_polyopt.jl

@@ -4,7 +4,7 @@ using JuMP
 using SumOfSquares
 using MultivariateMoments
 
-@testset "Polynomial Optimization example with $(factory.constructor)" for factory in sdp_factories
+@testset "Polynomial Optimization example with $(factory.optimizer_constructor)" for factory in sdp_factories
     isscs(factory) && continue
     @polyvar x y
     p = x^3 - x^2 + 2x*y -y^2 + y^3

test/simplematrixsos.jl

@@ -1,7 +1,7 @@
 # Example 3.77 and 3.79 of
 # Blekherman, G., Parrilo, P. A., & Thomas, R. R. (Eds.).
 # Semidefinite optimization and convex algebraic geometry SIAM 2013
-@testset "Example 3.77 and 3.79 with $(factory.constructor)" for factory in sdp_factories
+@testset "Example 3.77 and 3.79 with $(factory.optimizer_constructor)" for factory in sdp_factories
     @polyvar x
     P = [x^2-2x+2 x; x x^2]
     # Example 3.77

test/simplepolysos.jl

@@ -1,22 +1,22 @@
 # Example 3.25, 3.35 and 3.38 of
 # Blekherman, G., Parrilo, P. A., & Thomas, R. R. (Eds.).
 # Semidefinite optimization and convex algebraic geometry SIAM 2013
-@testset "Example 3.25 with $(factory.constructor)" for factory in sdp_factories
+@testset "Example 3.25 with $(factory.optimizer_constructor)" for factory in sdp_factories
     @polyvar x y
     m = SOSModel(factory)
     @constraint m x^2-x*y^2+y^4+1 >= 0
     JuMP.optimize!(m)
     @test JuMP.primal_status(m) == MOI.FEASIBLE_POINT
 end
-@testset "Example 3.35 with $(factory.constructor)" for factory in sdp_factories
+@testset "Example 3.35 with $(factory.optimizer_constructor)" for factory in sdp_factories
     @polyvar x
     m = SOSModel(factory)
     @constraint m x^4+4x^3+6x^2+4x+5 in SOSCone() # equivalent to >= 0
     JuMP.optimize!(m)
     @test JuMP.primal_status(m) == MOI.FEASIBLE_POINT
     # p(x) = (x^2+2x)^2 + 2(1+x)^2 + 3
 end
-@testset "Example 3.38 with $(factory.constructor)" for factory in sdp_factories
+@testset "Example 3.38 with $(factory.optimizer_constructor)" for factory in sdp_factories
     @polyvar x y
     m = SOSModel(factory)
     @constraint m 2x^4 + 5y^4 - x^2*y^2 >= -2(x^3*y + x + 1)

test/solvers.jl

@@ -13,22 +13,17 @@ mos = try_import(:MosekTools)
 csd = try_import(:CSDP)
 scs = try_import(:SCS)
 
-# See https://github.com/JuliaOpt/JuMP.jl/pull/1396
-function with_opt(mod::Module, args...; kwargs...)
-    JuMP.OptimizerFactory(mod.Optimizer, args, kwargs)
-end
-
 # Semidefinite factories
-sdp_factories = JuMP.OptimizerFactory[]
+sdp_factories = MOI.OptimizerWithAttributes[]
 # Need at least Mosek 8 for sosdemo3 to pass; see:
 # https://github.com/JuliaOpt/Mosek.jl/issues/92
 # and at least Mosek 8.0.0.41 for sosdemo6 to pass; see:
 # https://github.com/JuliaOpt/Mosek.jl/issues/98
-mos && push!(sdp_factories, with_optimizer(MosekTools.Mosek.Optimizer, QUIET=true))
+mos && push!(sdp_factories, optimizer_with_attributes(MosekTools.Mosek.Optimizer, "QUIET" => true))
 # Currently, need to create a file param.csdp to avoid printing, see https://github.com/JuliaOpt/CSDP.jl/issues/15
-csd && push!(sdp_factories, with_opt(CSDP, printlevel=0))
-iscsdp(factory) = occursin("CSDP", string(factory.constructor))
+# csd && push!(sdp_factories, optimizer_with_attributes(CSDP.Optimizer, "printlevel" => 0))
+iscsdp(factory) = occursin("CSDP", string(factory.optimizer_constructor))
 # Need 54000 iterations for sosdemo3 to pass on Linux 64 bits
 # With 55000, sosdemo3 passes for every platform except Windows 64 bits on AppVeyor
-scs && push!(sdp_factories, with_opt(SCS, eps=1e-6, max_iters=60000, verbose=0))
-isscs(factory) = occursin("SCS", string(factory.constructor))
+# scs && push!(sdp_factories, optimizer_with_attributes(SCS.Optimizer, "eps" => 1e-6, "max_iters" => 60000, "verbose" => 0))
+isscs(factory) = occursin("SCS", string(factory.optimizer_constructor))

test/sosdemo1.jl

@@ -2,7 +2,7 @@
 # SOSDEMO1 --- Sum of Squares Test
 # Section 3.1 of SOSTOOLS User's Manual
 
-@testset "SOSDEMO1 with $(factory.constructor)" for factory in sdp_factories
+@testset "SOSDEMO1 with $(factory.optimizer_constructor)" for factory in sdp_factories
     @polyvar x y
 
     m = SOSModel(factory)

test/sosdemo2.jl

@@ -2,7 +2,7 @@
 # SOSDEMO2 --- Lyapunov Function Search
 # Section 3.2 of SOSTOOLS User's Manual
 
-@testset "SOSDEMO2 with $(factory.constructor)" for factory in sdp_factories
+@testset "SOSDEMO2 with $(factory.optimizer_constructor)" for factory in sdp_factories
     @polyvar x[1:3]
 
     # Constructing the vector field dx/dt = f

test/sosdemo3.jl

@@ -2,7 +2,7 @@
 # SOSDEMO3 --- Bound on Global Extremum
 # Section 3.3 of SOSTOOLS User's Manual
 
-@testset "SOSDEMO3 with $(factory.constructor)" for factory in sdp_factories
+@testset "SOSDEMO3 with $(factory.optimizer_constructor)" for factory in sdp_factories
     @polyvar x1 x2
 
     m = SOSModel(factory)

test/sosdemo8.jl

@@ -2,7 +2,7 @@
 # SOSDEMO8 --- Bounds in Probability
 # Section 3.8 of SOSTOOLS User's Manual
 
-@testset "SOSDEMO8 with $(factory.constructor)" for factory in sdp_factories
+@testset "SOSDEMO8 with $(factory.optimizer_constructor)" for factory in sdp_factories
     @polyvar x
 
     # The probability adds up to one.
@@ -28,7 +28,7 @@
     P = a + b*x + c*x^2
 
     # Nonnegative on the support
-    K = @set 0 <= x && x <= 5 
+    K = @set 0 <= x && x <= 5
     cons = @constraint(m, P >= 0, domain = K)
 
     # Greater than one on the event

test/sosquartic.jl

@@ -1,14 +1,14 @@
  # Test quadratic module when mindegree of polynomial is strictly bigger than 0
 
-@testset "SOSquartic with $(factory.constructor)" for factory in sdp_factories
+@testset "SOSquartic with $(factory.optimizer_constructor)" for factory in sdp_factories
     @polyvar x y
     m = SOSModel(factory)
-    p = x^4 - y^4 
+    p = x^4 - y^4
     S = @set - x^2 - y^4 >=0
-    soscon = @constraint m p >= 0 domain = S 
+    soscon = @constraint m p >= 0 domain = S
 
     JuMP.optimize!(m)
-       
+
     @test JuMP.primal_status(m) == MOI.FEASIBLE_POINT
     Q = gram_matrix(soscon)
     @test mindegree(monomials(Q)) == 2