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Don't falsely claim that Integer variables are supported
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They really are not supported, and the claim is only there
to provide a nice diagnostic.

But that prevents MOI `IntegerToZeroOneBridge` from triggering,
and providing Alpine with transparent support for them.

Fixes #244
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LebedevRI committed Jun 28, 2024
1 parent 4ab44d4 commit e8c0263
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Showing 4 changed files with 86 additions and 27 deletions.
8 changes: 0 additions & 8 deletions examples/MINLPs/milp.jl

This file was deleted.

32 changes: 20 additions & 12 deletions src/MOI_wrapper/MOI_wrapper.jl
Original file line number Diff line number Diff line change
Expand Up @@ -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},
Expand Down Expand Up @@ -457,6 +445,26 @@ 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
Expand Down
4 changes: 0 additions & 4 deletions src/main_algorithm.jl
Original file line number Diff line number Diff line change
Expand Up @@ -97,10 +97,6 @@ function load!(m::Optimizer)
# Populate data to create the bounding MIP model
Alp.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
Alp._fetch_mip_solver_identifier(m)
Alp._fetch_nlp_solver_identifier(m)
Expand Down
69 changes: 66 additions & 3 deletions test/test_algorithm.jl
Original file line number Diff line number Diff line change
Expand Up @@ -1044,13 +1044,76 @@ end
@test MOI.get(m, Alpine.NumberOfIterations()) == 0
end

@testset "Test integer variables" begin
@testset "Test integer variable support via IntegerToZeroOneBridge" begin
test_solver = optimizer_with_attributes(
Alpine.Optimizer,
"nlp_solver" => IPOPT,
"mip_solver" => HIGHS,
"minlp_solver" => JUNIPER,
)
m = milp(solver = test_solver)
@test_throws "Alpine does not support MINLPs with generic integer (non-binary) variables yet!" JuMP.optimize!(m)

m = JuMP.Model(test_solver)

@variable(m, -10 <= objvar <= 20, Int)

@objective(m, Min, objvar)

JuMP.optimize!(m)

@test termination_status(m) == MOI.OPTIMAL
@test isapprox(objective_value(m), -10; atol = 1e-4)
@test isapprox(value(objvar), -10, atol = 1E-6)
@test MOI.get(m, 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,
)

m = JuMP.Model(test_solver)

@variable(m, objvar, Int)
@constraint(m, -10 <= objvar)
@constraint(m, objvar <= 20)

@objective(m, Min, objvar)

@test_throws "Unable to use IntegerToZeroOneBridge because the variable MOI.VariableIndex(1) has a non-finite domain" JuMP.optimize!(m)
end
@testset "Test integer variable support 1" begin
test_solver = optimizer_with_attributes(
Alpine.Optimizer,
"nlp_solver" => IPOPT,
"mip_solver" => HIGHS,
"minlp_solver" => JUNIPER,
)

m = JuMP.Model(test_solver)

@variable(m, -10 <= objvar, Int)
@constraint(m, objvar <= 20)

@objective(m, Min, objvar)

@test_throws "Unable to use IntegerToZeroOneBridge because the variable MOI.VariableIndex(1) has a non-finite domain" JuMP.optimize!(m)
end
@testset "Test integer variable support 2" begin
test_solver = optimizer_with_attributes(
Alpine.Optimizer,
"nlp_solver" => IPOPT,
"mip_solver" => HIGHS,
"minlp_solver" => JUNIPER,
)

m = JuMP.Model(test_solver)

@variable(m, objvar <= 20, Int)
@constraint(m, -10 <= objvar)

@objective(m, Min, objvar)

@test_throws "Unable to use IntegerToZeroOneBridge because the variable MOI.VariableIndex(1) has a non-finite domain" JuMP.optimize!(m)
end

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