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[Bridges] add NumberConversionBridge (#2091)
1 parent 19a7f3b commit 66a220f

7 files changed

Lines changed: 360 additions & 14 deletions

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‎docs/src/submodules/Bridges/list_of_bridges.md‎

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@@ -58,6 +58,7 @@ Bridges.Constraint.IndicatorLessToGreaterThanBridge
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Bridges.Constraint.IndicatorSOS1Bridge
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Bridges.Constraint.SemiToBinaryBridge
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Bridges.Constraint.ZeroOneBridge
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Bridges.Constraint.NumberConversionBridge
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Bridges.Constraint.AllDifferentToCountDistinctBridge
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Bridges.Constraint.ReifiedAllDifferentToCountDistinctBridge
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Bridges.Constraint.BinPackingToMILPBridge

‎src/Bridges/Constraint/Constraint.jl‎

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@@ -42,6 +42,7 @@ include("bridges/ltgt_to_interval.jl")
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include("bridges/norm_infinity.jl")
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include("bridges/norm_one.jl")
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include("bridges/norm_spec_nuc_to_psd.jl")
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include("bridges/number_conversion.jl")
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include("bridges/quad_to_soc.jl")
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include("bridges/relentr_to_exp.jl")
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include("bridges/rsoc_soc.jl")
@@ -112,6 +113,8 @@ function add_all_bridges(bridged_model, ::Type{T}) where {T}
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MOI.Bridges.add_bridge(bridged_model, IndicatorGreaterToLessThanBridge{T})
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MOI.Bridges.add_bridge(bridged_model, SemiToBinaryBridge{T})
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MOI.Bridges.add_bridge(bridged_model, ZeroOneBridge{T})
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# Do not add by default
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# MOI.Bridges.add_bridge(bridged_model, NumberConversionBridge{T})
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# Constraint programming bridges
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MOI.Bridges.add_bridge(bridged_model, AllDifferentToCountDistinctBridge{T})
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MOI.Bridges.add_bridge(

‎src/Bridges/Constraint/bridges/number_conversion.jl‎

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@@ -0,0 +1,122 @@
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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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NumberConversionBridge{T,F1,S1,F2,S2} <: Bridges.Constraint.AbstractBridge
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`NumberConversionBridge` implements the following reformulation:
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* ``f1(x) \\in S1`` to ``f2(x) \\in S2``
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where `f` and `S` are the same functional form, but differ in their coefficient
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type.
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## Source node
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`NumberConversionBridge` supports:
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* `F1` in `S1`
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## Target node
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`NumberConversionBridge` creates:
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* `F2` in `S2`
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"""
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struct NumberConversionBridge{T,F1,S1,F2,S2} <: AbstractBridge
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constraint::MOI.ConstraintIndex{F2,S2}
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end
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const NumberConversion{T,OT<:MOI.ModelLike} =
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SingleBridgeOptimizer{NumberConversionBridge{T},OT}
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function concrete_bridge_type(
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::Type{<:NumberConversionBridge{T}},
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::Type{F1},
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::Type{S1},
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) where {T,F1<:MOI.AbstractFunction,S1<:MOI.AbstractSet}
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F2 = MOI.Utilities.similar_type(F1, T)
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S2 = MOI.Utilities.similar_type(S1, T)
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return NumberConversionBridge{T,F1,S1,F2,S2}
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end
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function bridge_constraint(
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::Type{NumberConversionBridge{T,F1,S1,F2,S2}},
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model::MOI.ModelLike,
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f::F1,
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set::S1,
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) where {T,F1,S1,F2,S2}
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ci = MOI.add_constraint(
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model,
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MOI.Utilities.convert_approx(F2, f),
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MOI.Utilities.convert_approx(S2, set),
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)
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return NumberConversionBridge{T,F1,S1,F2,S2}(ci)
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end
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function MOI.supports_constraint(
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::Type{NumberConversionBridge{T}},
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::Type{F1},
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::Type{S1},
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) where {T,F1<:MOI.AbstractFunction,S1<:MOI.AbstractSet}
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return F1 != MOI.Utilities.similar_type(F1, T) ||
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S1 != MOI.Utilities.similar_type(S1, T)
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end
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function MOI.Bridges.added_constrained_variable_types(
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::Type{<:NumberConversionBridge},
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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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A::Type{NumberConversionBridge{T,F1,S1,F2,S2}},
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) where {T,F1,S1,F2,S2}
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return Tuple{Type,Type}[(F2, S2)]
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end
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function MOI.get(
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bridge::NumberConversionBridge{T,F1,S1,F2,S2},
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::MOI.NumberOfConstraints{F2,S2},
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)::Int64 where {T,F1,S1,F2,S2}
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return 1
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end
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function MOI.get(
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bridge::NumberConversionBridge{T,F1,S1,F2,S2},
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::MOI.ListOfConstraintIndices{F2,S2},
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) where {T,F1,S1,F2,S2}
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return [bridge.constraint]
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end
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function MOI.delete(model::MOI.ModelLike, bridge::NumberConversionBridge)
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MOI.delete(model, bridge.constraint)
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return
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end
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MOI.get(b::NumberConversionBridge, ::MOI.NumberOfVariables)::Int64 = 0
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function MOI.get(b::NumberConversionBridge, ::MOI.ListOfVariableIndices)
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return MOI.VariableIndex[]
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end
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function MOI.get(
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model::MOI.ModelLike,
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::MOI.ConstraintFunction,
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bridge::NumberConversionBridge{T,F1,S1,F2,S2},
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) where {T,F1,S1,F2,S2}
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f = MOI.get(model, MOI.ConstraintFunction(), bridge.constraint)
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return MOI.Utilities.convert_approx(F1, f)
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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::NumberConversionBridge{T,F1,S1,F2,S2},
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) where {T,F1,S1,F2,S2}
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s = MOI.get(model, MOI.ConstraintSet(), bridge.constraint)
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return MOI.Utilities.convert_approx(S1, s)
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end

‎src/Utilities/functions.jl‎

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@@ -3171,6 +3171,8 @@ tol_default(T::Type{<:AbstractFloat}) = sqrt(eps(T))
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convert_approx(::Type{T}, func::T; kws...) where {T} = func
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convert_approx(::Type{F}, func::T; kws...) where {F,T} = convert(F, func)
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function convert_approx(
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::Type{MOI.VariableIndex},
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func::MOI.ScalarAffineFunction{T};
@@ -3321,6 +3323,8 @@ is_coefficient_type(::Type{<:TypedLike{T}}, ::Type{T}) where {T} = true
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is_coefficient_type(::Type{<:TypedLike}, ::Type) = false
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similar_type(::Type{F}, ::Type{T}) where {F,T} = F
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function similar_type(::Type{<:MOI.ScalarAffineFunction}, ::Type{T}) where {T}
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return MOI.ScalarAffineFunction{T}
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end

‎src/Utilities/sets.jl‎

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@@ -152,3 +152,32 @@ function trimap(row::Integer, column::Integer)
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end
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return div((row - 1) * row, 2) + column
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end
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similar_type(::Type{<:MOI.LessThan}, ::Type{T}) where {T} = MOI.LessThan{T}
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function similar_type(::Type{<:MOI.GreaterThan}, ::Type{T}) where {T}
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return MOI.GreaterThan{T}
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end
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similar_type(::Type{<:MOI.EqualTo}, ::Type{T}) where {T} = MOI.EqualTo{T}
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similar_type(::Type{<:MOI.Interval}, ::Type{T}) where {T} = MOI.Interval{T}
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function convert_approx(::Type{MOI.LessThan{T}}, set::MOI.LessThan) where {T}
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return MOI.LessThan{T}(set.upper)
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end
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function convert_approx(
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::Type{MOI.GreaterThan{T}},
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set::MOI.GreaterThan,
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) where {T}
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return MOI.GreaterThan{T}(set.lower)
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end
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function convert_approx(::Type{MOI.EqualTo{T}}, set::MOI.EqualTo) where {T}
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return MOI.EqualTo{T}(set.value)
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end
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function convert_approx(::Type{MOI.Interval{T}}, set::MOI.Interval) where {T}
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return MOI.Interval{T}(set.lower, set.upper)
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end

‎src/functions.jl‎

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@@ -513,27 +513,13 @@ function Base.convert(
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return ScalarAffineFunction{T}(f)
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end
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function Base.convert(
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::Type{ScalarAffineTerm{T}},
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t::ScalarAffineTerm{T},
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) where {T}
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return t
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end
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function Base.convert(
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::Type{ScalarAffineTerm{T}},
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t::ScalarAffineTerm,
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) where {T}
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return ScalarAffineTerm{T}(t.coefficient, t.variable)
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end
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function Base.convert(
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::Type{ScalarAffineFunction{T}},
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f::ScalarAffineFunction{T},
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) where {T}
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return f
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end
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function Base.convert(
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::Type{ScalarAffineFunction{T}},
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f::ScalarAffineFunction,
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[g.constant],
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)
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end
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function Base.convert(
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::Type{ScalarQuadraticTerm{T}},
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f::ScalarQuadraticTerm,
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) where {T}
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return ScalarQuadraticTerm{T}(f.coefficient, f.variable_1, f.variable_2)
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end
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function Base.convert(
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::Type{ScalarQuadraticFunction{T}},
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f::ScalarQuadraticFunction,
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) where {T}
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return ScalarQuadraticFunction{T}(
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f.quadratic_terms,
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f.affine_terms,
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f.constant,
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)
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end
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function Base.convert(
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::Type{VectorAffineTerm{T}},
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f::VectorAffineTerm,
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) where {T}
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return VectorAffineTerm{T}(f.output_index, f.scalar_term)
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end
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function Base.convert(
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::Type{VectorAffineFunction{T}},
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f::VectorAffineFunction,
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) where {T}
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return VectorAffineFunction{T}(f.terms, f.constants)
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end
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function Base.convert(
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::Type{VectorQuadraticTerm{T}},
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f::VectorQuadraticTerm,
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) where {T}
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return VectorQuadraticTerm{T}(f.output_index, f.scalar_term)
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end
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function Base.convert(
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::Type{VectorQuadraticFunction{T}},
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f::VectorQuadraticFunction,
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) where {T}
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return VectorQuadraticFunction{T}(
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f.quadratic_terms,
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f.affine_terms,
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f.constants,
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)
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end
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for f in (
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:ScalarAffineTerm,
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:ScalarAffineFunction,
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:ScalarQuadraticTerm,
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:ScalarQuadraticFunction,
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:VectorAffineTerm,
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:VectorAffineFunction,
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:VectorQuadraticTerm,
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:VectorQuadraticFunction,
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)
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@eval Base.convert(::Type{$f{T}}, x::$f{T}) where {T} = x
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end

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