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Add Parameter set (#2095)
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Lines changed: 297 additions & 9 deletions

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‎docs/src/reference/standard_form.md‎

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@@ -67,6 +67,7 @@ Integer
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ZeroOne
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Semicontinuous
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Semiinteger
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Parameter
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```
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## Vector sets

‎src/Bridges/Variable/Variable.jl‎

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@@ -21,6 +21,7 @@ include("bridges/soc_rsoc.jl")
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include("bridges/vectorize.jl")
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include("bridges/zeros.jl")
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include("bridges/hermitian.jl")
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include("bridges/parameter.jl")
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"""
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add_all_bridges(model, ::Type{T}) where {T}
@@ -38,6 +39,7 @@ function add_all_bridges(model, ::Type{T}) where {T}
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MOI.Bridges.add_bridge(model, RSOCtoSOCBridge{T})
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MOI.Bridges.add_bridge(model, RSOCtoPSDBridge{T})
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MOI.Bridges.add_bridge(model, HermitianToSymmetricPSDBridge{T})
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MOI.Bridges.add_bridge(model, ParameterToEqualToBridge{T})
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return
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end
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‎src/Bridges/Variable/bridges/parameter.jl‎

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@@ -0,0 +1,117 @@
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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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ParameterToEqualToBridge{T} <: Bridges.Variable.AbstractBridge
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`ParameterToEqualToBridge` implements the following reformulation:
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* ``x \\in Parameter(v)`` into ``x == v``
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## Source node
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`ParameterToEqualToBridge` supports:
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* [`MOI.VariableIndex`](@ref) in [`MOI.Parameter`](@ref)
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## Target nodes
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`ParameterToEqualToBridge` creates:
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* One variable node: [`MOI.VariableIndex`](@ref) in [`MOI.EqualTo{T}`](@ref)
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"""
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struct ParameterToEqualToBridge{T} <: AbstractBridge
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x::MOI.VariableIndex
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ci::MOI.ConstraintIndex{MOI.VariableIndex,MOI.EqualTo{T}}
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end
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const ParameterToEqualTo{T,OT<:MOI.ModelLike} =
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SingleBridgeOptimizer{ParameterToEqualToBridge{T},OT}
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function bridge_constrained_variable(
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::Type{ParameterToEqualToBridge{T}},
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model::MOI.ModelLike,
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set::MOI.Parameter{T},
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) where {T}
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x, ci = MOI.add_constrained_variable(model, MOI.EqualTo(set.value))
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return ParameterToEqualToBridge{T}(x, ci)
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end
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function supports_constrained_variable(
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::Type{ParameterToEqualToBridge{T}},
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::Type{MOI.Parameter{T}},
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) where {T}
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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{ParameterToEqualToBridge{T}},
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) where {T}
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return Tuple{Type}[(MOI.EqualTo{T},)]
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end
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function MOI.Bridges.added_constraint_types(::Type{<:ParameterToEqualToBridge})
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return Tuple{Type,Type}[]
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end
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MOI.get(bridge::ParameterToEqualToBridge, ::MOI.NumberOfVariables)::Int64 = 1
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function MOI.get(bridge::ParameterToEqualToBridge, ::MOI.ListOfVariableIndices)
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return [bridge.x]
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end
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function MOI.get(
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::ParameterToEqualToBridge{T},
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::MOI.NumberOfConstraints{MOI.VariableIndex,MOI.EqualTo{T}},
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)::Int64 where {T}
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return 1
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end
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function MOI.get(
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bridge::ParameterToEqualToBridge{T},
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::MOI.ListOfConstraintIndices{MOI.VariableIndex,MOI.EqualTo{T}},
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) where {T}
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return [bridge.ci]
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end
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function MOI.delete(model::MOI.ModelLike, bridge::ParameterToEqualToBridge)
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MOI.delete(model, bridge.x)
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return
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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::ParameterToEqualToBridge{T},
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) where {T}
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set = MOI.get(model, MOI.ConstraintSet(), bridge.ci)
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return MOI.Parameter(set.value)
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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.ConstraintFunction,MOI.ConstraintPrimal,MOI.ConstraintDual},
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bridge::ParameterToEqualToBridge,
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)
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return MOI.get(model, attr, bridge.ci)
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end
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function _to_one(::Type{T}, x) where {T}
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return MOI.ScalarAffineFunction([MOI.ScalarAffineTerm(one(T), x)], zero(T))
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end
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function MOI.Bridges.bridged_function(
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bridge::ParameterToEqualToBridge{T},
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) where {T}
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return _to_one(T, bridge.x)
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end
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function unbridged_map(
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bridge::ParameterToEqualToBridge{T},
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x::MOI.VariableIndex,
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) where {T}
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return [bridge.x => _to_one(T, x)]
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end

‎src/Test/test_basic_constraint.jl‎

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@@ -72,6 +72,7 @@ _set(::Any, ::Type{S}) where {S} = _set(S)
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_set(::Type{T}, ::Type{MOI.LessThan}) where {T} = MOI.LessThan(one(T))
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_set(::Type{T}, ::Type{MOI.GreaterThan}) where {T} = MOI.GreaterThan(one(T))
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_set(::Type{T}, ::Type{MOI.EqualTo}) where {T} = MOI.EqualTo(one(T))
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_set(::Type{T}, ::Type{MOI.Parameter}) where {T} = MOI.Parameter(one(T))
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_set(::Type{T}, ::Type{MOI.Interval}) where {T} = MOI.Interval(zero(T), one(T))
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_set(::Type{MOI.ZeroOne}) = MOI.ZeroOne()
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_set(::Type{MOI.Integer}) = MOI.Integer()
@@ -264,6 +265,7 @@ for s in [
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:GreaterThan,
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:LessThan,
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:EqualTo,
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:Parameter,
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:Interval,
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:ZeroOne,
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:Semicontinuous,

‎src/Test/test_variable.jl‎

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@@ -571,3 +571,29 @@ function test_add_constrained_variables_vector(
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@test MOI.get(model, MOI.ConstraintSet(), cv[2]) == sets[2]
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return
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end
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"""
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test_add_parameter(model::MOI.ModelLike, config::Config)
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Test adding a variable in [`MOI.Parameter`](@ref).
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"""
580+
function test_add_parameter(model::MOI.ModelLike, ::Config{T}) where {T}
581+
@requires MOI.supports_add_constrained_variable(model, MOI.Parameter{T})
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@test MOI.get(model, MOI.NumberOfVariables()) == 0
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x, ci = MOI.add_constrained_variable(model, MOI.Parameter(one(T)))
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@test MOI.get(model, MOI.NumberOfVariables()) == 1
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@test MOI.get(model, MOI.ConstraintSet(), ci) == MOI.Parameter(one(T))
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@test MOI.get(model, MOI.ConstraintFunction(), ci) == x
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F, S = MOI.VariableIndex, MOI.Parameter{T}
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@test MOI.get(model, MOI.NumberOfConstraints{F,S}()) == 1
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@test MOI.get(model, MOI.ListOfConstraintIndices{F,S}()) == [ci]
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@test_throws(
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MOI.LowerBoundAlreadySet,
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MOI.add_constraint(model, x, MOI.GreaterThan(one(T))),
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)
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@test_throws(
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MOI.UpperBoundAlreadySet,
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MOI.add_constraint(model, x, MOI.LessThan(one(T))),
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)
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return
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end

‎src/Utilities/model.jl‎

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@@ -770,6 +770,7 @@ const LessThanIndicatorZero{T} =
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MOI.Interval,
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MOI.Semicontinuous,
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MOI.Semiinteger,
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MOI.Parameter,
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),
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(
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MOI.Reals,

‎src/Utilities/variables_container.jl‎

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@@ -47,6 +47,14 @@ function set_from_constants(
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return S()
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end
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50+
function set_from_constants(
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b::AbstractVectorBounds,
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::Type{<:MOI.Parameter},
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index,
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)
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return MOI.Parameter(b.lower[index])
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end
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"""
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SUPPORTED_VARIABLE_SCALAR_SETS{T}
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@@ -62,12 +70,13 @@ const SUPPORTED_VARIABLE_SCALAR_SETS{T} = Union{
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MOI.ZeroOne,
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MOI.Semicontinuous{T},
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MOI.Semiinteger{T},
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MOI.Parameter{T},
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}
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# 0xcb = 0x0080 | 0x0040 | 0x0008 | 0x0002 | 0x0001
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const _LOWER_BOUND_MASK = 0x00cb
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# 0xcd = 0x0080 | 0x0040 | 0x0008 | 0x0004 | 0x0001
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const _UPPER_BOUND_MASK = 0x00cd
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# 0x01cb = 0x0080 | 0x0040 | 0x0008 | 0x0002 | 0x0001 | 0x0100
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const _LOWER_BOUND_MASK = 0x01cb
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# 0x01cd = 0x0080 | 0x0040 | 0x0008 | 0x0004 | 0x0001 | 0x0100
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const _UPPER_BOUND_MASK = 0x01cd
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const _DELETED_VARIABLE = 0x8000
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@@ -79,6 +88,7 @@ _single_variable_flag(::Type{MOI.Integer}) = 0x0010
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_single_variable_flag(::Type{MOI.ZeroOne}) = 0x0020
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_single_variable_flag(::Type{<:MOI.Semicontinuous}) = 0x0040
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_single_variable_flag(::Type{<:MOI.Semiinteger}) = 0x0080
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_single_variable_flag(::Type{<:MOI.Parameter}) = 0x0100
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function _flag_to_set_type(flag::UInt16, ::Type{T}) where {T}
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if flag == 0x0001
@@ -95,9 +105,11 @@ function _flag_to_set_type(flag::UInt16, ::Type{T}) where {T}
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return MOI.ZeroOne
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elseif flag == 0x0040
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return MOI.Semicontinuous{T}
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else
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@assert flag == 0x0080
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elseif flag == 0x0080
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return MOI.Semiinteger{T}
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else
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@assert flag == 0x0100
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return MOI.Parameter{T}
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end
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end
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@@ -143,15 +155,15 @@ function _lower_bound(
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return set.lower
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end
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146-
_lower_bound(set::MOI.EqualTo) = set.value
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_lower_bound(set::Union{MOI.EqualTo,MOI.Parameter}) = set.value
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function _upper_bound(
149161
set::Union{MOI.LessThan,MOI.Interval,MOI.Semicontinuous,MOI.Semiinteger},
150162
)
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return set.upper
152164
end
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154-
_upper_bound(set::MOI.EqualTo) = set.value
166+
_upper_bound(set::Union{MOI.EqualTo,MOI.Parameter}) = set.value
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# Use `-Inf` and `Inf` for `AbstractFloat` subtypes.
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_no_lower_bound(::Type{T}) where {T} = zero(T)
@@ -373,6 +385,7 @@ function MOI.get(
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_add_constraint_type(list, b, MOI.Semiinteger{T})
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_add_constraint_type(list, b, MOI.Integer)
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_add_constraint_type(list, b, MOI.ZeroOne)
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_add_constraint_type(list, b, MOI.Parameter{T})
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return list
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end
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‎src/sets.jl‎

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@@ -236,10 +236,47 @@ struct EqualTo{T<:Number} <: AbstractScalarSet
236236
value::T
237237
end
238238

239+
"""
240+
Parameter{T<:Number}(value::T)
241+
242+
The set containing the single point ``x \\in \\mathbb{R}`` where ``x`` is given
243+
by `value`.
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The `Parameter` set is conceptually similar to the [`EqualTo`](@ref) set, except
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that a variable constrained to the `Parameter` set cannot have other constraints
247+
added to it, and the `Parameter` set can never be deleted. Thus, solvers are
248+
free to treat the variable as a constant, and they need not add it as a decision
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variable to the model.
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Because of this behavior, you must add parameters using [`add_constrained_variable`](@ref),
252+
and solvers should declare [`supports_add_constrained_variable`](@ref) and not
253+
[`supports_constraint`](@ref) for the `Parameter` set.
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255+
## Example
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257+
```jldoctest
258+
julia> import MathOptInterface as MOI
259+
260+
julia> model = MOI.Utilities.Model{Float64}()
261+
MOIU.Model{Float64}
262+
263+
julia> p, ci = MOI.add_constrained_variable(model, MOI.Parameter(2.5))
264+
(MathOptInterface.VariableIndex(1), MathOptInterface.ConstraintIndex{MathOptInterface.VariableIndex, MathOptInterface.Parameter{Float64}}(1))
265+
266+
julia> MOI.set(model, MOI.ConstraintSet(), ci, MOI.Parameter(3.0))
267+
268+
julia> MOI.get(model, MOI.ConstraintSet(), ci)
269+
MathOptInterface.Parameter{Float64}(3.0)
270+
```
271+
"""
272+
struct Parameter{T<:Number} <: AbstractScalarSet
273+
value::T
274+
end
275+
239276
function Base.:(==)(
240277
set1::S,
241278
set2::S,
242-
) where {S<:Union{GreaterThan,LessThan,EqualTo}}
279+
) where {S<:Union{GreaterThan,LessThan,EqualTo,Parameter}}
243280
return constant(set1) == constant(set2)
244281
end
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@@ -278,6 +315,7 @@ Returns the constant of the set.
278315
constant(s::EqualTo) = s.value
279316
constant(s::GreaterThan) = s.lower
280317
constant(s::LessThan) = s.upper
318+
constant(s::Parameter) = s.value
281319

282320
"""
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NormInfinityCone(dimension)
@@ -1875,6 +1913,7 @@ function Base.copy(
18751913
GreaterThan,
18761914
LessThan,
18771915
EqualTo,
1916+
Parameter,
18781917
Interval,
18791918
NormInfinityCone,
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NormOneCone,

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