Update to JuMP v0.22, MOI v0.14, MP v0.4, MA, v0.3

Project.toml

@@ -22,16 +22,16 @@ SymbolicWedderburn = "858aa9a9-4c7c-4c62-b466-2421203962a2"
 
 [compat]
 Combinatorics = "1"
-ComplexOptInterface = "0.0.2"
+ComplexOptInterface = "0.0.3"
 DataStructures = "0.18"
-DynamicPolynomials = "0.3.6"
-JuMP = "0.21.7"
-MathOptInterface = "0.9.18"
+DynamicPolynomials = "0.4.1"
+JuMP = "0.22"
+MathOptInterface = "0.10"
 MultivariateBases = "0.1.2"
 MultivariateMoments = "0.3"
-MultivariatePolynomials = "~0.3.5"
-MutableArithmetics = "0.2"
-PolyJuMP = "0.4.2"
+MultivariatePolynomials = "0.4"
+MutableArithmetics = "0.3"
+PolyJuMP = "0.5.1"
 Reexport = "0.2, 1.0"
 SemialgebraicSets = "0.2"
 SymbolicWedderburn = "0.2"

docs/src/constraints.md

@@ -106,7 +106,7 @@ This approach adds the flexibility to choose the default cone for
 * constraints of the form
   `@constraint(mode, ..., some_matrix_of_polynomial in PSDCone(), ...)`
   or
-  `@SDconstraint(mode, ..., some_matrix_of_polynomial ⪰ other_matrix_of_polynomial, ...)`
+  `@constraint(mode, ..., some_matrix_of_polynomial >= other_matrix_of_polynomial, PSDCone(), ...)`
   which is the cone given as default to `PolyJuMP.NonNegPolyMatrix`.
 
 For instance, to use the diagonally-dominant-sum-of-squares cone (see

docs/src/tutorials/Extension/univariate_solver.jl

@@ -91,6 +91,10 @@ function MOI.add_constraint(optimizer::Optimizer, func::MOI.VectorAffineFunction
     return MOI.ConstraintIndex{typeof(func),typeof(set)}(1) # There will be only ever one constraint so the index does not matter.
 end
 
+MOI.supports_incremental_interface(::Optimizer) = true
+function MOI.copy_to(optimizer::Optimizer, model::MOI.ModelLike)
+    return MOI.Utilities.default_copy_to(optimizer, model)
+end
 function MOI.optimize!(optimizer::Optimizer)
     optimizer.decomposition = decompose(optimizer.p, optimizer.tol)
 end

src/Bridges/Constraint/diagonally_dominant.jl

@@ -34,7 +34,7 @@ function MOIB.Constraint.bridge_constraint(
             koff += 1
             # abs ≥ |Qij|
             abs_vars[koff] = MOI.add_variable(model)
-            fabs = MOI.SingleVariable(abs_vars[koff])
+            fabs = abs_vars[koff]
             MOIU.operate!(-, T, g[j], fabs)
             MOIU.operate!(-, T, g[i], fabs)
             abs_plus[koff] = MOI.add_constraint(
@@ -71,7 +71,7 @@ function MOIB.Constraint.concrete_bridge_type(
     ::Type{SOS.DiagonallyDominantConeTriangle}) where T
 
     S = MOIU.scalar_type(G)
-    F = MOIU.promote_operation(-, T, S, MOI.SingleVariable)
+    F = MOIU.promote_operation(-, T, S, MOI.VariableIndex)
     return DiagonallyDominantBridge{T, F, G}
 end
 

src/Bridges/Constraint/sos_polynomial.jl

@@ -44,7 +44,7 @@ function MOI.Bridges.Constraint.bridge_constraint(
     g, Q, cQ = SOS.add_gram_matrix(model, MCT, gram_basis, T)
     # MOI does not modify the coefficients of the functions so we can modify `r`.
     # without altering `f`.
-    q = MA.operate!(-, r, g)
+    q = MA.operate!!(-, r, g)
     set = PolyJuMP.ZeroPolynomialSet(s.domain, SOS.Certificate.zero_basis(s.certificate), MP.monomials(q))
     coefs = MOIU.vectorize(MP.coefficients(q))
     zero_constraint = MOI.add_constraint(model, coefs, set)

src/Bridges/Constraint/sos_polynomial_in_semialgebraic_set.jl

@@ -46,7 +46,7 @@ function MOI.Bridges.Constraint.bridge_constraint(
         # `set.domain.V` is `FullSpace` or `FixedPolynomialsSet`.
         g = Certificate.get(set.certificate, Certificate.Generator(), index, preprocessed)
         # TODO replace with `MA.sub_mul` when it works.
-        p = MA.operate!(MA.add_mul, p, -one(T), λ, MP.changecoefficienttype(g, T))
+        p = MA.operate!!(MA.add_mul, p, -one(T), λ, MP.changecoefficienttype(g, T))
     end
     new_set = SOS.SOSPolynomialSet(
         set.domain.V, MP.monomials(p),

src/Bridges/Variable/copositive_inner.jl

@@ -93,7 +93,7 @@ function offdiag_vector_index(i, j)
 end
 
 function MOI.get(model::MOI.ModelLike, attr::MOI.VariablePrimal,
-                 bridge::CopositiveInnerBridge, i::MOIB.Variable.IndexInVector)
+                 bridge::CopositiveInnerBridge, i::MOIB.IndexInVector)
     value = MOI.get(model, attr, bridge.matrix_variables[i.value])
     row, col = matrix_indices(i.value)
     if row != col
@@ -103,22 +103,22 @@ function MOI.get(model::MOI.ModelLike, attr::MOI.VariablePrimal,
 end
 
 function MOIB.bridged_function(bridge::CopositiveInnerBridge{T},
-                               i::MOIB.Variable.IndexInVector) where T
+                               i::MOIB.IndexInVector) where T
     func = convert(MOI.ScalarAffineFunction{T},
-                   MOI.SingleVariable(bridge.matrix_variables[i.value]))
+                   bridge.matrix_variables[i.value])
     row, col = matrix_indices(i.value)
     if row != col
-        func = MOIU.operate!(+, T, func, MOI.SingleVariable(
-            bridge.nonneg_variables[vector_index(row, col - 1)]))
+        func = MOIU.operate!(+, T, func,
+            bridge.nonneg_variables[vector_index(row, col - 1)])
     end
     return func
 end
 function MOIB.Variable.unbridged_map(
     bridge::CopositiveInnerBridge{T},
-    vi::MOI.VariableIndex, i::MOIB.Variable.IndexInVector) where T
+    vi::MOI.VariableIndex, i::MOIB.IndexInVector) where T
 
     F = MOI.ScalarAffineFunction{T}
-    func = convert(F, MOI.SingleVariable(vi))
+    func = convert(F, vi)
     map = bridge.matrix_variables[i.value] => func
     row, col = matrix_indices(i.value)
     if row == col

src/Bridges/Variable/psd2x2.jl

@@ -71,7 +71,7 @@ function MOI.get(model::MOI.ModelLike,
     return [dual[1], dual[3] / √2, dual[2]]
 end
 
-function _variable_map(i::MOIB.Variable.IndexInVector)
+function _variable_map(i::MOIB.IndexInVector)
     if i.value == 1
         return 1
     elseif i.value == 2
@@ -82,12 +82,12 @@ function _variable_map(i::MOIB.Variable.IndexInVector)
     end
 end
 function _variable(bridge::PositiveSemidefinite2x2Bridge,
-                   i::MOIB.Variable.IndexInVector)
+                   i::MOIB.IndexInVector)
     return bridge.variables[_variable_map(i)]
 end
 
 function MOI.get(model::MOI.ModelLike, attr::MOI.VariablePrimal,
-                 bridge::PositiveSemidefinite2x2Bridge, i::MOIB.Variable.IndexInVector)
+                 bridge::PositiveSemidefinite2x2Bridge, i::MOIB.IndexInVector)
     value = MOI.get(model, attr, _variable(bridge, i))
     if i.value == 2
         value /= √2
@@ -96,8 +96,8 @@ function MOI.get(model::MOI.ModelLike, attr::MOI.VariablePrimal,
 end
 
 function MOIB.bridged_function(bridge::PositiveSemidefinite2x2Bridge{T},
-                               i::MOIB.Variable.IndexInVector) where T
-    func = MOI.SingleVariable(_variable(bridge, i))
+                               i::MOIB.IndexInVector) where T
+    func = _variable(bridge, i)
     if i.value == 2
         return MOIU.operate(/, T, func, convert(T, √2))
     else
@@ -106,13 +106,12 @@ function MOIB.bridged_function(bridge::PositiveSemidefinite2x2Bridge{T},
 end
 function MOIB.Variable.unbridged_map(
     bridge::PositiveSemidefinite2x2Bridge{T},
-    vi::MOI.VariableIndex, i::MOIB.Variable.IndexInVector) where T
+    vi::MOI.VariableIndex, i::MOIB.IndexInVector) where T
 
-    sv = MOI.SingleVariable(vi)
     if i.value == 2
-        func = MOIU.operate(*, T, convert(T, √2), sv)
+        func = MOIU.operate(*, T, convert(T, √2), vi)
     else
-        func = convert(MOI.ScalarAffineFunction{T}, sv)
+        func = convert(MOI.ScalarAffineFunction{T}, vi)
     end
     return (_variable(bridge, i) => func,)
 end

src/Bridges/Variable/scaled_diagonally_dominant.jl

@@ -95,7 +95,7 @@ end
 trimap(i, j) = div(j * (j - 1), 2) + i
 
 function MOI.get(model::MOI.ModelLike, attr::MOI.VariablePrimal,
-                 bridge::ScaledDiagonallyDominantBridge{T}, i::MOIB.Variable.IndexInVector) where T
+                 bridge::ScaledDiagonallyDominantBridge{T}, i::MOIB.IndexInVector) where T
     i, j = matrix_indices(i.value)
     if i == j
         value = zero(T)
@@ -115,22 +115,22 @@ function MOI.get(model::MOI.ModelLike, attr::MOI.VariablePrimal,
 end
 
 function MOIB.bridged_function(bridge::ScaledDiagonallyDominantBridge{T},
-                               i::MOIB.Variable.IndexInVector) where T
+                               i::MOIB.IndexInVector) where T
     i, j = matrix_indices(i.value)
     if i == j
         func = zero(MOI.ScalarAffineFunction{T})
         for k in 1:(i - 1)
             idx = offdiag_vector_index(k, i)
-            MOIU.operate!(+, T, func, MOI.SingleVariable(bridge.variables[idx][3]))
+            MOIU.operate!(+, T, func, bridge.variables[idx][3])
         end
         for k in (i + 1):bridge.side_dimension
             idx = offdiag_vector_index(i, k)
-            MOIU.operate!(+, T, func, MOI.SingleVariable(bridge.variables[idx][1]))
+            MOIU.operate!(+, T, func, bridge.variables[idx][1])
         end
         return func
     else
         idx = offdiag_vector_index(i, j)
-        return MOI.convert(MOI.ScalarAffineFunction{T}, MOI.SingleVariable(bridge.variables[idx][2]))
+        return MOI.convert(MOI.ScalarAffineFunction{T}, bridge.variables[idx][2])
     end
 end
 function MOIB.Variable.unbridged_map(
@@ -141,7 +141,7 @@ function MOIB.Variable.unbridged_map(
     umap = Pair{MOI.VariableIndex, SAF}[]
     k = 0
     z = zero(SAF)
-    saf(i) = convert(SAF, MOI.SingleVariable(vis[i]))
+    saf(i) = convert(SAF, vis[i])
     # vis[trimap(j, j)] is replaced by a sum of several variables.
     # The strategy is to replace all of them by zero except one.
     for j in 1:bridge.side_dimension

src/gram_matrix.jl

@@ -98,17 +98,17 @@ function gram_operate(::typeof(+), p::GramMatrix{S, B, US, SymMatrix{S}}, q::Gra
     U = MA.promote_operation(+, S, T)
     n = length(basis)
     Qvec = Vector{U}(undef, div(n * (n + 1), 2))
-    MA.mutable_operate!(zero, Qvec)
+    MA.operate!(zero, Qvec)
     Q = SymMatrix(Qvec, n)
     for j in 1:n
         for i in 1:j
             if !iszero(Ip[j]) && !iszero(Ip[i])
                 MultivariateMoments.symmetric_setindex!(
-                    Q, MA.add!(Q[i, j], p.Q[Ip[i], Ip[j]]), i, j)
+                    Q, MA.add!!(Q[i, j], p.Q[Ip[i], Ip[j]]), i, j)
             end
             if !iszero(Iq[j]) && !iszero(Iq[i])
                 MultivariateMoments.symmetric_setindex!(
-                    Q, MA.add!(Q[i, j], q.Q[Iq[i], Iq[j]]), i, j)
+                    Q, MA.add!!(Q[i, j], q.Q[Iq[i], Iq[j]]), i, j)
             end
         end
     end
@@ -140,5 +140,5 @@ end
 
 Base.zero(::Type{SparseGramMatrix{T, B, U, MT}}) where {T, B, U, MT} = SparseGramMatrix(GramMatrix{T, B, U, MT}[])
 function MP.polynomial(p::SparseGramMatrix)
-    return mapreduce(identity, MA.add!, p.sub_gram_matrices, init = zero(MP.polynomialtype(p)))
+    return mapreduce(identity, MA.add!!, p.sub_gram_matrices, init = zero(MP.polynomialtype(p)))
 end

src/sos_polynomial.jl

@@ -14,14 +14,6 @@ function vectorized_matrix(Q, basis, ::Type{COI.HermitianPositiveSemidefiniteCon
 end
 
 # Need these two methods to avoid ambiguity
-function build_gram_matrix(q::Vector{MOI.VariableIndex},
-                           basis::AbstractPolynomialBasis, matrix_cone_type, T::Type)
-    return build_gram_matrix([MOI.SingleVariable(vi) for vi in q], basis, matrix_cone_type, T)
-end
-#function build_gram_matrix(q::Vector{MOI.VariableIndex},
-#                           basis::AbstractPolynomialBasis, T::Type, vectorization::HermitianVectorized)
-#    return build_gram_matrix([MOI.SingleVariable(vi) for vi in q], basis, T, vectorization)
-#end
 function build_gram_matrix(q::Vector,
                            basis::AbstractPolynomialBasis, matrix_cone_type, T::Type)
     n = length(basis)
@@ -50,10 +42,10 @@ end
 #    for j in 1:n
 #        for i in 1:j
 #            k_real += 1
-#            C[k_real] = MA.operate!(MA.add_mul, C[k_real], one(T), q[k_real])
+#            C[k_real] = MA.operate!!(MA.add_mul, C[k_real], one(T), q[k_real])
 #            if i != j
 #                k_imag += 1
-#                C[k_real] = MA.operate!(MA.add_mul, C[k_real], one(T) * im, q[N + k_imag])
+#                C[k_real] = MA.operate!!(MA.add_mul, C[k_real], one(T) * im, q[N + k_imag])
 #            end
 #        end
 #    end

src/utilities.jl

@@ -1,23 +1,21 @@
 # The second type is ignored. For `T = VariableRef`, it should be `Float64` anyway
 # since JuMP only supports `Float64`.
 _promote_sum(T::Type, ::Type=Float64) = MA.promote_operation(+, T, T)
-# `+` is not defined between `MOI.SingleVariable`.
-_promote_sum(::Type{MOI.SingleVariable}, T::Type=Float64) = MOI.ScalarAffineFunction{T}
+# `+` is not defined between `MOI.VariableIndex`.
+_promote_sum(::Type{MOI.VariableIndex}, T::Type=Float64) = MOI.ScalarAffineFunction{T}
 
 _promote_add_mul(T::Type) = MA.promote_operation(MA.add_mul, T, T, T)
-_promote_add_mul(::Type{MOI.SingleVariable}) = MOI.ScalarQuadraticFunction{Float64}
-function MP.polynomial(p::GramMatrix{MOI.SingleVariable, B, U}) where {B, U}
+_promote_add_mul(::Type{MOI.VariableIndex}) = MOI.ScalarQuadraticFunction{Float64}
+function MP.polynomial(p::GramMatrix{MOI.VariableIndex, B, U}) where {B, U}
     Q = convert(Vector{U}, p.Q.Q)
     return MP.polynomial(GramMatrix(SymMatrix(Q, p.Q.n), p.basis))
 end
 #function MP.polynomial(p::GramMatrix{F}) where {F <: MOI.AbstractFunction}
 #    MP.polynomial(p, MOIU.promote_operation(+, Float64, F, F))
 #end
 
-function primal_value(model, p::GramMatrix{MOI.SingleVariable})
-    # TODO [perf] use MOI typed mapped array
-    Q = MOI.get(model, MOI.VariablePrimal(),
-                MOI.VariableIndex[sv.variable for sv in p.Q.Q])
+function primal_value(model, p::GramMatrix{MOI.VariableIndex})
+    Q = MOI.get(model, MOI.VariablePrimal(), p.Q.Q)
     return GramMatrix(SymMatrix(Q, p.Q.n), p.basis)
 end
 

test/Mock/BPT12e399.jl

@@ -1,21 +1,35 @@
-config = MOI.Test.TestConfig()
-optimize!_max(mock) = MOIU.mock_optimize!(mock, [ 6.0, 1.0, 9.0, -3.0*√2],
+config = MOI.Test.Config()
+optimize!_max_bridged(mock) = MOIU.mock_optimize!(mock, [ 6.0, 1.0, 9.0, -3.0*√2],
     (MOI.VectorAffineFunction{Float64}, MOI.Zeros) => [[3, 1, 1/3]],
     (MOI.VectorOfVariables, MOI.RotatedSecondOrderCone) => [[3, 1/3, √2]]
 )
-optimize!_min(mock) = MOIU.mock_optimize!(mock, [-6.0, 1.0, 9.0, 3.0*√2],
+optimize!_min_bridged(mock) = MOIU.mock_optimize!(mock, [-6.0, 1.0, 9.0, 3.0*√2],
     (MOI.VectorAffineFunction{Float64}, MOI.Zeros) => [[3, -1, 1/3]],
     (MOI.VectorOfVariables, MOI.RotatedSecondOrderCone) => [[3, 1/3, -√2]]
 )
-for mock in mocks(optimize!_max, optimize!_min)
+optimize!_max_cached(mock) = MOIU.mock_optimize!(mock, [1.0, 9.0, -3.0*√2, 6.0],
+    (MOI.VectorAffineFunction{Float64}, MOI.Zeros) => [[3, 1, 1/3]],
+    (MOI.VectorOfVariables, MOI.RotatedSecondOrderCone) => [[3, 1/3, √2]]
+)
+optimize!_min_cached(mock) = MOIU.mock_optimize!(mock, [1.0, 9.0, 3.0*√2, -6.0],
+    (MOI.VectorAffineFunction{Float64}, MOI.Zeros) => [[3, -1, 1/3]],
+    (MOI.VectorOfVariables, MOI.RotatedSecondOrderCone) => [[3, 1/3, -√2]]
+)
+for mock in [bridged_mock(optimize!_max_bridged, optimize!_min_bridged), cached_mock(optimize!_max_cached, optimize!_min_cached)]
     Tests.BPT12e399_rem_test(mock, config)
 end
-optimize!_max(mock) = MOIU.mock_optimize!(mock, [ 10.0, 4.0, 0.0, 5.0, 0.0, -5.0, 5.0],
+optimize!_max_bridged(mock) = MOIU.mock_optimize!(mock, [ 10.0, 4.0, 0.0, 5.0, 0.0, -5.0, 5.0],
+    (MOI.VectorAffineFunction{Float64}, MOI.Zeros) => [[0.0, 1, 0, 1, 1]]
+)
+optimize!_min_bridged(mock) = MOIU.mock_optimize!(mock, [-10.0, 4.0, 0.0, 5.0, 0.0,  5.0, 5.0],
+    (MOI.VectorAffineFunction{Float64}, MOI.Zeros) => [[0.0, 1, 0, -1, 1]]
+)
+optimize!_max_cached(mock) = MOIU.mock_optimize!(mock, [4.0, 0.0, 5.0, 0.0, -5.0, 5.0, 10.0],
     (MOI.VectorAffineFunction{Float64}, MOI.Zeros) => [[0.0, 1, 0, 1, 1]]
 )
-optimize!_min(mock) = MOIU.mock_optimize!(mock, [-10.0, 4.0, 0.0, 5.0, 0.0,  5.0, 5.0],
+optimize!_min_cached(mock) = MOIU.mock_optimize!(mock, [4.0, 0.0, 5.0, 0.0,  5.0, 5.0, -10.0],
     (MOI.VectorAffineFunction{Float64}, MOI.Zeros) => [[0.0, 1, 0, -1, 1]]
 )
-for mock in mocks(optimize!_max, optimize!_min)
+for mock in [bridged_mock(optimize!_max_bridged, optimize!_min_bridged), cached_mock(optimize!_max_cached, optimize!_min_cached)]
     Tests.BPT12e399_maxdegree_test(mock, config)
 end

test/Mock/chebyshev.jl

@@ -1,5 +1,6 @@
-config = MOI.Test.TestConfig()
-optimize!(mock) = MOIU.mock_optimize!(mock, [[128.0, 0.0, -256.0, 0.0, 160.0, 0.0, -32.0, 0.0, 1.0]; zeros(90)])
-for mock in mocks(optimize!)
+config = MOI.Test.Config()
+optimize_bridged!(mock) = MOIU.mock_optimize!(mock, [[128.0, 0.0, -256.0, 0.0, 160.0, 0.0, -32.0, 0.0, 1.0]; zeros(90)])
+optimize_cached!(mock) = MOIU.mock_optimize!(mock, [zeros(90); [128.0, 0.0, -256.0, 0.0, 160.0, 0.0, -32.0, 0.0, 1.0]])
+for mock in [bridged_mock(optimize_bridged!), cached_mock(optimize_cached!)]
     Tests.chebyshev_test(mock, config)
 end

test/Mock/choi.jl

@@ -1,6 +1,6 @@
-config = MOI.Test.TestConfig()
-optimize!(mock) = MOIU.mock_optimize!(mock, MOI.INFEASIBLE, tuple(),
-                                      MOI.INFEASIBILITY_CERTIFICATE)
+config = MOI.Test.Config()
+optimize!(mock) = MOIU.mock_optimize!(
+    mock, MOI.INFEASIBLE, MOI.NO_SOLUTION, MOI.INFEASIBILITY_CERTIFICATE)
 for mock in mocks(optimize!)
     Tests.choi_test(mock, config)
 end