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[Bridges] add SplitComplexIndicatorEqualToBridge (#2921)
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‎src/Bridges/Constraint/Constraint.jl‎

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@@ -127,6 +127,7 @@ function add_all_bridges(model, ::Type{T}) where {T}
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MOI.Bridges.add_bridge(model, SOS1ToMILPBridge{T})
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MOI.Bridges.add_bridge(model, SOS2ToMILPBridge{T})
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MOI.Bridges.add_bridge(model, SplitComplexEqualToBridge{T})
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MOI.Bridges.add_bridge(model, SplitComplexIndicatorEqualToBridge{T})
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MOI.Bridges.add_bridge(model, SplitComplexZerosBridge{T})
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MOI.Bridges.add_bridge(model, SplitHyperRectangleBridge{T})
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MOI.Bridges.add_bridge(model, SplitIntervalBridge{T})

‎src/Bridges/Constraint/bridges/SplitComplexIndicatorEqualToBridge.jl‎

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# Copyright (c) 2017: Miles Lubin and contributors
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# Copyright (c) 2017: Google Inc.
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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"""
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SplitComplexIndicatorEqualToBridge{T,F,G,A} <:
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Bridges.Constraint.AbstractBridge
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`SplitComplexIndicatorEqualToBridge` implements the following reformulation:
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* ``z \\implies f(x) + g(x) * im = a + b * im`` into ``z \\implies f(x) = a``
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and ``z \\implies g(x) = b``
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## Source node
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`SplitComplexIndicatorEqualToBridge` supports:
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* `G` in `MOI.Indicator{A,MOI.EqualTo{Complex{T}}`
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where `G` is a function with `Complex` coefficients.
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## Target nodes
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`SplitComplexIndicatorEqualToBridge` creates:
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* `F` in `MOI.Indicator{A,MOI.EqualTo{T}}`
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where `F` is the type of the real/imaginary part of `G`.
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"""
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struct SplitComplexIndicatorEqualToBridge{
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T,
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F<:MOI.Utilities.TypedVectorLike{T},
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G<:MOI.Utilities.TypedVectorLike{Complex{T}},
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A,
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} <: AbstractBridge
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real_constraint::Union{
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Nothing,
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MOI.ConstraintIndex{F,MOI.Indicator{A,MOI.EqualTo{T}}},
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}
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imag_constraint::Union{
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Nothing,
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MOI.ConstraintIndex{F,MOI.Indicator{A,MOI.EqualTo{T}}},
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}
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end
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const SplitComplexIndicatorEqualTo{T,OT<:MOI.ModelLike} =
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SingleBridgeOptimizer{SplitComplexIndicatorEqualToBridge{T},OT}
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function _add_constraint_if_nonzero(model, A, f, x, rhs::T) where {T}
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if iszero(f) && iszero(rhs)
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return nothing
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end
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g = MOI.Utilities.operate(vcat, T, x, f)
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return MOI.add_constraint(model, g, MOI.Indicator{A}(MOI.EqualTo(rhs)))
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end
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function bridge_constraint(
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::Type{SplitComplexIndicatorEqualToBridge{T,F,G,A}},
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model::MOI.ModelLike,
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func::G,
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set::MOI.Indicator{A,MOI.EqualTo{Complex{T}}},
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) where {T,F,G,A}
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@assert MOI.output_dimension(func) == 2
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scalars = MOI.Utilities.scalarize(func)
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x, f = convert(MOI.VariableIndex, scalars[1]), scalars[2]
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rhs = set.set.value
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real_ci = _add_constraint_if_nonzero(model, A, real(f), x, real(rhs))
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imag_f = MOI.Utilities.operate(imag, T, f)
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imag_ci = _add_constraint_if_nonzero(model, A, imag_f, x, imag(rhs))
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return SplitComplexIndicatorEqualToBridge{T,F,G,A}(real_ci, imag_ci)
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end
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function MOI.supports_constraint(
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::Type{<:SplitComplexIndicatorEqualToBridge{T}},
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::Type{<:MOI.Utilities.TypedVectorLike{Complex{T}}},
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::Type{MOI.Indicator{A,MOI.EqualTo{Complex{T}}}},
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) where {T,A}
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return true
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end
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function MOI.Bridges.added_constrained_variable_types(
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::Type{<:SplitComplexIndicatorEqualToBridge},
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)
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return Tuple{Type}[]
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end
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function MOI.Bridges.added_constraint_types(
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::Type{SplitComplexIndicatorEqualToBridge{T,F,G,A}},
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) where {T,F,G,A}
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return Tuple{Type,Type}[(F, MOI.Indicator{A,MOI.EqualTo{T}})]
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end
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function concrete_bridge_type(
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::Type{<:SplitComplexIndicatorEqualToBridge{T}},
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G::Type{<:MOI.Utilities.TypedLike},
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::Type{MOI.Indicator{A,MOI.EqualTo{Complex{T}}}},
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) where {T,A}
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F = MA.promote_operation(imag, G)
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return SplitComplexIndicatorEqualToBridge{T,F,G,A}
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end
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function MOI.get(
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model::MOI.ModelLike,
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attr::MOI.ConstraintFunction,
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bridge::SplitComplexIndicatorEqualToBridge{T,F,G,A},
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) where {T,F,G,A}
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H = MOI.Utilities.scalar_type(G)
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h = zero(H)
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x = nothing
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if bridge.real_constraint !== nothing
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f = MOI.get(model, attr, bridge.real_constraint)
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f_scalars = MOI.Utilities.scalarize(f)
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x = convert(MOI.VariableIndex, f_scalars[1])
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MOI.Utilities.operate!(+, Complex{T}, h, convert(H, f_scalars[2]))
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end
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if bridge.imag_constraint !== nothing
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f = MOI.get(model, attr, bridge.imag_constraint)
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f_scalars = MOI.Utilities.scalarize(f)
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x = convert(MOI.VariableIndex, f_scalars[1])
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MOI.Utilities.operate!(+, Complex{T}, h, im * f_scalars[2])
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end
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return MOI.Utilities.operate(vcat, Complex{T}, x, h)
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end
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function MOI.get(
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model::MOI.ModelLike,
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::MOI.ConstraintSet,
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bridge::SplitComplexIndicatorEqualToBridge{T,F,G,A},
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) where {T,F,G,A}
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rhs = zero(T) + zero(T) * im
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if bridge.real_constraint !== nothing
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set = MOI.get(model, MOI.ConstraintSet(), bridge.real_constraint)
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rhs += set.set.value
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end
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if bridge.imag_constraint !== nothing
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set = MOI.get(model, MOI.ConstraintSet(), bridge.imag_constraint)
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rhs += set.set.value * im
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end
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return MOI.Indicator{A}(MOI.EqualTo(rhs))
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end
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function MOI.get(
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bridge::SplitComplexIndicatorEqualToBridge{T,F,G,A},
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::MOI.NumberOfConstraints{F,MOI.Indicator{A,MOI.EqualTo{T}}},
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)::Int64 where {T,F,G,A}
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return Int64(bridge.real_constraint !== nothing) +
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Int64(bridge.imag_constraint !== nothing)
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end
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function MOI.get(
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bridge::SplitComplexIndicatorEqualToBridge{T,F,G,A},
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::MOI.ListOfConstraintIndices{F,MOI.Indicator{A,MOI.EqualTo{T}}},
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) where {T,F,G,A}
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list = MOI.ConstraintIndex{F,MOI.Indicator{A,MOI.EqualTo{T}}}[]
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if bridge.real_constraint !== nothing
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push!(list, bridge.real_constraint)
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end
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if bridge.imag_constraint !== nothing
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push!(list, bridge.imag_constraint)
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end
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return list
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end
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function MOI.delete(
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model::MOI.ModelLike,
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bridge::SplitComplexIndicatorEqualToBridge,
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)
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if bridge.real_constraint !== nothing
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MOI.delete(model, bridge.real_constraint)
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end
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if bridge.imag_constraint !== nothing
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MOI.delete(model, bridge.imag_constraint)
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end
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return
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end
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function MOI.supports(
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model::MOI.ModelLike,
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attr::MOI.ConstraintPrimalStart,
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::Type{SplitComplexIndicatorEqualToBridge{T,F,G,A}},
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) where {T,F,G,A}
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return MOI.supports(
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model,
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attr,
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MOI.ConstraintIndex{F,MOI.Indicator{A,MOI.EqualTo{T}}},
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)
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end
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function MOI.get(
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model::MOI.ModelLike,
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attr::Union{MOI.ConstraintPrimal,MOI.ConstraintPrimalStart},
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bridge::SplitComplexIndicatorEqualToBridge{T},
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) where {T}
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ret = zeros(Complex{T}, 2)
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if bridge.real_constraint !== nothing
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value = MOI.get(model, attr, bridge.real_constraint)
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if value == nothing
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return nothing
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end
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ret[1] = value[1]
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ret[2] += value[2]
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end
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if bridge.imag_constraint !== nothing
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value = MOI.get(model, attr, bridge.imag_constraint)
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if value == nothing
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return nothing
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end
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ret[1] = value[1]
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ret[2] += value[2] * im
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end
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return ret
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end
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_pass_nothing(f::Function, x::AbstractVector) = [x[1], f(x[2])]
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_pass_nothing(::Any, ::Nothing) = nothing
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function MOI.set(
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model::MOI.ModelLike,
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attr::MOI.ConstraintPrimalStart,
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bridge::SplitComplexIndicatorEqualToBridge{T},
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value,
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) where {T}
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if bridge.real_constraint !== nothing
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MOI.set(model, attr, bridge.real_constraint, _pass_nothing(real, value))
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end
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if bridge.imag_constraint !== nothing
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MOI.set(model, attr, bridge.imag_constraint, _pass_nothing(imag, value))
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end
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return
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end

‎test/Bridges/Constraint/SplitComplexIndicatorEqualToBridge.jl‎

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# Copyright (c) 2017: Miles Lubin and contributors
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# Copyright (c) 2017: Google Inc.
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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module TestConstraintSplitComplexIndicatorEqualTo
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using Test
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import MathOptInterface as MOI
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function runtests()
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for name in names(@__MODULE__; all = true)
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if startswith("$(name)", "test_")
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@testset "$(name)" begin
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getfield(@__MODULE__, name)()
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end
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end
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end
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return
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end
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function test_runtests()
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MOI.Bridges.runtests(
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MOI.Bridges.Constraint.SplitComplexIndicatorEqualToBridge,
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"""
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variables: x, z
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::Complex{Float64}: [z, (1.0 + 2.0im) * x] in Indicator{ACTIVATE_ON_ONE}(EqualTo(3.0 + 4.0im))
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z in ZeroOne()
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""",
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"""
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variables: x, z
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::Float64: [z, 1.0 * x] in Indicator{ACTIVATE_ON_ONE}(EqualTo(3.0))
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::Float64: [z, 2.0 * x] in Indicator{ACTIVATE_ON_ONE}(EqualTo(4.0))
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z in ZeroOne()
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""",
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)
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MOI.Bridges.runtests(
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MOI.Bridges.Constraint.SplitComplexIndicatorEqualToBridge,
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"""
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variables: x, z
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::Complex{Float64}: [z, (1.0 + 2.0im) * x] in Indicator{ACTIVATE_ON_ZERO}(EqualTo(3.0 + 4.0im))
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z in ZeroOne()
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""",
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"""
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variables: x, z
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::Float64: [z, 1.0 * x] in Indicator{ACTIVATE_ON_ZERO}(EqualTo(3.0))
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::Float64: [z, 2.0 * x] in Indicator{ACTIVATE_ON_ZERO}(EqualTo(4.0))
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z in ZeroOne()
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""",
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)
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MOI.Bridges.runtests(
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MOI.Bridges.Constraint.SplitComplexIndicatorEqualToBridge,
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"""
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variables: x, z
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::Complex{Float64}: [z, (0.0 + 2.0im) * x] in Indicator{ACTIVATE_ON_ZERO}(EqualTo(0.0 + 4.0im))
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z in ZeroOne()
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""",
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"""
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variables: x, z
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::Float64: [z, 2.0 * x] in Indicator{ACTIVATE_ON_ZERO}(EqualTo(4.0))
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z in ZeroOne()
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""";
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constraint_start = [1.0, 0.0 + 1.2im],
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)
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MOI.Bridges.runtests(
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MOI.Bridges.Constraint.SplitComplexIndicatorEqualToBridge,
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"""
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variables: x, z
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::Complex{Float64}: [z, (1.0 + 0.0im) * x] in Indicator{ACTIVATE_ON_ZERO}(EqualTo(3.0 + 0.0im))
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z in ZeroOne()
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""",
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"""
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variables: x, z
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::Float64: [z, 1.0 * x] in Indicator{ACTIVATE_ON_ZERO}(EqualTo(3.0))
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z in ZeroOne()
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""";
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constraint_start = [1.0, 1.2 + 0.0im],
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)
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return
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end
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end # module
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TestConstraintSplitComplexIndicatorEqualTo.runtests()

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