Merge pull request #245 from LebedevRI/int

Don't erroneously claim support for `Integer` variables
lanl-ansi · Oct 7, 2024 · 034cc69 · 034cc69
2 parents b8b3746 + ee8673f
commit 034cc69
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Showing 3 changed files with 97 additions and 16 deletions.
diff --git a/src/MOI_wrapper/MOI_wrapper.jl b/src/MOI_wrapper/MOI_wrapper.jl
@@ -322,18 +322,6 @@ function MOI.add_constraint(model::Optimizer, vi::MOI.VariableIndex, set::SCALAR
     return MOI.ConstraintIndex{typeof(vi),typeof(set)}(vi.value)
 end
 
-function MOI.supports_constraint(
-    ::Optimizer,
-    ::Type{MOI.VariableIndex},
-    ::Type{MOI.Integer},
-)
-    return true
-end
-
-function MOI.add_constraint(model::Optimizer, f::MOI.VariableIndex, set::MOI.Integer)
-    model.var_type_orig[f.value] = :Int
-    return MOI.ConstraintIndex{typeof(f),typeof(set)}(f.value)
-end
 function MOI.supports_constraint(
     ::Optimizer,
     ::Type{MOI.VariableIndex},
@@ -457,6 +445,32 @@ function MOI.is_valid(model::Alpine.Optimizer, vi::MOI.VariableIndex)
     return 1 <= vi.value <= model.num_var_orig
 end
 
+function _get_bound_set(model::Alpine.Optimizer, vi::MOI.VariableIndex)
+    if !MOI.is_valid(model, vi)
+        throw(MOI.InvalidIndex(vi))
+    end
+    return _bound_set(model.l_var_orig[vi.value], model.u_var_orig[vi.value])
+end
+
+function MOI.is_valid(
+    model::Alpine.Optimizer,
+    ci::MOI.ConstraintIndex{MOI.VariableIndex,S},
+) where {S<:SCALAR_SET}
+    set = _get_bound_set(model, MOI.VariableIndex(ci.value))
+    return set isa S
+end
+
+function MOI.get(
+    model::Alpine.Optimizer,
+    ::MOI.ConstraintSet,
+    ci::MOI.ConstraintIndex{MOI.VariableIndex,S},
+) where {S<:SCALAR_SET}
+    if !MOI.is_valid(model, ci)
+        throw(MOI.InvalidIndex(ci))
+    end
+    return _get_bound_set(model, MOI.VariableIndex(ci.value))
+end
+
 # Taken from MatrixOptInterface.jl
 @enum ConstraintSense EQUAL_TO GREATER_THAN LESS_THAN INTERVAL
 _sense(::Type{<:MOI.EqualTo}) = EQUAL_TO

diff --git a/src/main_algorithm.jl b/src/main_algorithm.jl
@@ -97,10 +97,6 @@ function load!(m::Optimizer)
     # Populate data to create the bounding MIP model
     recategorize_var(m)             # Initial round of variable re-categorization
 
-    :Int in m.var_type_orig && error(
-        "Alpine does not support MINLPs with generic integer (non-binary) variables yet!",
-    )
-
     # Solver-dependent detection
     _fetch_mip_solver_identifier(m)
     _fetch_nlp_solver_identifier(m)

diff --git a/test/test_algorithm.jl b/test/test_algorithm.jl
@@ -1043,3 +1043,74 @@ end
     @test isapprox(objective_value(m), 13; atol = 1e-4)
     @test MOI.get(m, Alpine.NumberOfIterations()) == 0
 end
+
+@testset "Test integer variable support via IntegerToZeroOneBridge" begin
+    test_solver = optimizer_with_attributes(
+        Alpine.Optimizer,
+        "nlp_solver" => IPOPT,
+        "mip_solver" => HIGHS,
+        "minlp_solver" => JUNIPER,
+    )
+    model = JuMP.Model(test_solver)
+    @variable(model, -10 <= x <= 20, Int)
+    @objective(model, Min, x)
+    JuMP.optimize!(model)
+    @test termination_status(model) == MOI.OPTIMAL
+    @test isapprox(objective_value(model), -10; atol = 1e-4)
+    @test isapprox(value(x), -10, atol = 1e-6)
+    @test MOI.get(model, Alpine.NumberOfIterations()) == 0
+end
+
+@testset "Test integer variable support 0" begin
+    test_solver = optimizer_with_attributes(
+        Alpine.Optimizer,
+        "nlp_solver" => IPOPT,
+        "mip_solver" => HIGHS,
+        "minlp_solver" => JUNIPER,
+    )
+    model = JuMP.Model(test_solver)
+    @variable(model, x, Int)
+    @objective(model, Min, x)
+    @test_throws(
+        ErrorException(
+            "Unable to use IntegerToZeroOneBridge because the variable MOI.VariableIndex(1) has a non-finite domain",
+        ),
+        JuMP.optimize!(model),
+    )
+end
+
+@testset "Test integer variable support 1" begin
+    test_solver = optimizer_with_attributes(
+        Alpine.Optimizer,
+        "nlp_solver" => IPOPT,
+        "mip_solver" => HIGHS,
+        "minlp_solver" => JUNIPER,
+    )
+    model = JuMP.Model(test_solver)
+    @variable(model, -10 <= x, Int)
+    @objective(model, Min, x)
+    @test_throws(
+        ErrorException(
+            "Unable to use IntegerToZeroOneBridge because the variable MOI.VariableIndex(1) has a non-finite domain",
+        ),
+        JuMP.optimize!(model),
+    )
+end
+
+@testset "Test integer variable support 2" begin
+    test_solver = optimizer_with_attributes(
+        Alpine.Optimizer,
+        "nlp_solver" => IPOPT,
+        "mip_solver" => HIGHS,
+        "minlp_solver" => JUNIPER,
+    )
+    model = JuMP.Model(test_solver)
+    @variable(model, x <= 20, Int)
+    @objective(model, Min, x)
+    @test_throws(
+        ErrorException(
+            "Unable to use IntegerToZeroOneBridge because the variable MOI.VariableIndex(1) has a non-finite domain",
+        ),
+        JuMP.optimize!(model),
+    )
+end