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segregate scalar and vector sets and functions
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mlubin committed Jul 19, 2017
1 parent 1522957 commit a4ca377
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Showing 2 changed files with 61 additions and 35 deletions.
27 changes: 21 additions & 6 deletions src/functions.jl
Original file line number Diff line number Diff line change
Expand Up @@ -7,13 +7,28 @@ Abstract supertype for function objects.
"""
abstract type AbstractFunction end

"""
AbstractScalarFunction
Abstract supertype for scalar-valued function objects.
"""
abstract type AbstractScalarFunction end

"""
AbstractVectorFunction
Abstract supertype for vector-valued function objects.
"""
abstract type AbstractVectorFunction end


"""
ScalarVariablewiseFunction(variable)
The function that extracts the scalar variable referenced by `variable`, a `VariableReference`.
This function would naturally be used for single variable bounds or integrality constraints.
"""
struct ScalarVariablewiseFunction <: AbstractFunction
struct ScalarVariablewiseFunction <: AbstractScalarFunction
variable::VariableReference
end

Expand All @@ -23,7 +38,7 @@ end
The function that extracts the vector of variables referenced by `variables`, a `Vector{VariableReference}`.
This function would naturally be used for constraints that apply to groups of variables, such as an "all different" constraint, an indicator constraint, or a complementarity constraint.
"""
struct VectorVariablewiseFunction <: AbstractFunction
struct VectorVariablewiseFunction <: AbstractVectorFunction
variables::Vector{VariableReference}
end

Expand All @@ -36,7 +51,7 @@ The scalar-valued affine function ``a^T x + b``, where:
Duplicate variable references in `variables` are accepted, and the corresponding coefficients are summed together.
"""
struct ScalarAffineFunction{T} <: AbstractFunction
struct ScalarAffineFunction{T} <: AbstractScalarFunction
variables::Vector{VariableReference}
coefficients::Vector{T}
constant::T
Expand All @@ -51,7 +66,7 @@ The vector-valued affine function ``A x + b``, where:
Duplicate indices in the ``A`` are accepted, and the corresponding coefficients are summed together.
"""
struct VectorAffineFunction{T} <: AbstractFunction
struct VectorAffineFunction{T} <: AbstractVectorFunction
outputindex::Vector{Int}
variables::Vector{VariableReference}
coefficients::Vector{T}
Expand All @@ -69,7 +84,7 @@ The scalar-valued quadratic function ``\\frac{1}{2}x^TQx + a^T x + b``, where:
Duplicate indices in ``a`` or ``Q`` are accepted, and the corresponding coefficients are summed together.
"Mirrored" indices `(q,r)` and `(r,q)` (where `r` and `q` are `VariableReferences`) are considered duplicates; only one need be specified.
"""
struct ScalarQuadraticFunction{T} <: AbstractFunction
struct ScalarQuadraticFunction{T} <: AbstractScalarFunction
affine_variables::Vector{VariableReference}
affine_coefficients::Vector{T}
quadratic_rowvariables::Vector{VariableReference}
Expand All @@ -90,7 +105,7 @@ The vector-valued quadratic function with i`th` component ("output index") defin
Duplicate indices in ``a_i`` or ``Q_i`` are accepted, and the corresponding coefficients are summed together.
"Mirrored" indices `(q,r)` and `(r,q)` (where `r` and `q` are `VariableReferences`) are considered duplicates; only one need be specified.
"""
struct VectorQuadraticFunction{T} <: AbstractFunction
struct VectorQuadraticFunction{T} <: AbstractVectorFunction
affine_outputindex::Vector{Int}
affine_variables::Vector{VariableReference}
affine_coefficients::Vector{T}
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69 changes: 40 additions & 29 deletions src/sets.jl
Original file line number Diff line number Diff line change
Expand Up @@ -8,18 +8,33 @@ Abstract supertype for set objects used to encode constraints.
abstract type AbstractSet end

"""
dimension(s::AbstractSet)
AbstractScalarSet
Return the dimension (number of vector components) in the set `s`.
Abstract supertype for subsets of ``\\mathbb{R}``.
"""
dimension(s::AbstractSet) = s.dim
abstract type AbstractScalarSet end

"""
AbstractVectorSet
Abstract supertype for subsets of ``\\mathbb{R}^n`` for some ``n``.
"""
abstract type AbstractVectorSet end

"""
dimension(s::AbstractVectorSet)
Return the underlying dimension (number of vector components) in the set `s`, i.e.,
``n`` if the set is a subset of ``\\mathbb{R}^n``.
"""
dimension(s::AbstractVectorSet) = s.dim # .dim field is conventional, overwrite this method if not applicable

"""
Reals(dim)
The set ``\\mathbb{R}^{dim}`` (containing all points) of dimension `dim`.
"""
struct Reals <: AbstractSet
struct Reals <: AbstractVectorSet
dim::Int
end

Expand All @@ -28,7 +43,7 @@ end
The set ``\\{ 0 \\}^{dim}`` (containing only the origin) of dimension `dim`.
"""
struct Zeros <: AbstractSet
struct Zeros <: AbstractVectorSet
dim::Int
end

Expand All @@ -37,7 +52,7 @@ end
The nonnegative orthant ``\\{ x \\in \\mathbb{R}^{dim} : x \\ge 0 \\}`` of dimension `dim`.
"""
struct Nonnegatives <: AbstractSet
struct Nonnegatives <: AbstractVectorSet
dim::Int
end

Expand All @@ -46,7 +61,7 @@ end
The nonpositive orthant ``\\{ x \\in \\mathbb{R}^{dim} : x \\le 0 \\}`` of dimension `dim`.
"""
struct Nonpositives <: AbstractSet
struct Nonpositives <: AbstractVectorSet
dim::Int
end

Expand All @@ -55,7 +70,7 @@ end
The set ``[lower,\\infty) \\subseteq \\mathbb{R}``.
"""
struct GreaterThan{T <: Real} <: AbstractSet
struct GreaterThan{T <: Real} <: AbstractScalarSet
lower::T
end

Expand All @@ -64,7 +79,7 @@ end
The set ``(-\\infty,upper] \\subseteq \\mathbb{R}``.
"""
struct LessThan{T <: Real} <: AbstractSet
struct LessThan{T <: Real} <: AbstractScalarSet
upper::T
end

Expand All @@ -73,7 +88,7 @@ end
The set containing the single point ``x \\in \\mathbb{R}`` where ``x`` is given by `value`.
"""
struct EqualTo{T <: Real} <: AbstractSet
struct EqualTo{T <: Real} <: AbstractScalarSet
value::T
end

Expand All @@ -83,19 +98,17 @@ end
The interval ``[lower, upper] \\subseteq \\mathbb{R}``.
If `lower` or `upper` is `-Inf` or `Inf`, respectively, the set is interpreted as a one-sided interval.
"""
struct Interval{T <: Real} <: AbstractSet
struct Interval{T <: Real} <: AbstractScalarSet
lower::T
upper::T
end

dimension(s::Union{Interval,GreaterThan,LessThan,EqualTo}) = 1

"""
SecondOrderCone(dim)
The second-order cone (or Lorenz cone) ``\\{ (t,x) \\in \\mathbb{R}^{dim} : t \\ge || x ||_2 \\}`` of dimension `dim`.
"""
struct SecondOrderCone <: AbstractSet
struct SecondOrderCone <: AbstractVectorSet
dim::Int
end

Expand All @@ -104,7 +117,7 @@ end
The rotated second-order cone ``\\{ (t,u,x) \\mathbb{R}^{dim} : 2tu \\ge || x ||_2^2, t,u \\ge 0 \\}`` of dimension `dim`.
"""
struct RotatedSecondOrderCone <: AbstractSet
struct RotatedSecondOrderCone <: AbstractVectorSet
dim::Int
end

Expand All @@ -113,23 +126,23 @@ end
The 3-dimensional exponential cone ``\\{ (x,y,z) \\in \\mathbb{R}^3 : y \\exp (x/y) \\le z, y > 0 \\}``.
"""
struct ExponentialCone <: AbstractSet
struct ExponentialCone <: AbstractVectorSet
end

"""
DualExponentialCone()
The 3-dimensional dual exponential cone ``\\{ (u,v,w) \\in \\mathbb{R}^3 : -u \\exp (v/u) \\le \\exp(1) w, u < 0 \\}``.
"""
struct DualExponentialCone <: AbstractSet
struct DualExponentialCone <: AbstractVectorSet
end

"""
PowerCone(a)
The 3-dimensional power cone ``\\{ (x,y,z) \\in \\mathbb{R}^3 : x^{a} y^{1-a} >= |z|, x \\ge 0, y \\ge 0 \\}`` with parameter `a`.
"""
struct PowerCone{T <: Real} <: AbstractSet
struct PowerCone{T <: Real} <: AbstractVectorSet
a::T
end

Expand All @@ -138,7 +151,7 @@ end
The 3-dimensional power cone ``\\{ (u,v,w) \\in \\mathbb{R}^3 : (\\frac{u}{a})^a (\\frac{v}/{1-a})^{1-a} >= |w|, u \\ge 0, v \\ge 0 \\}`` with parameter `a`.
"""
struct DualPowerCone{T <: Real} <: AbstractSet
struct DualPowerCone{T <: Real} <: AbstractVectorSet
a::T
end

Expand All @@ -164,7 +177,7 @@ The matrix
```
corresponds to ``(1, 2, 3, 4, 5, 6)`` for `PositiveSemidefiniteConeTriangle`
"""
struct PositiveSemidefiniteConeTriangle <: AbstractSet
struct PositiveSemidefiniteConeTriangle <: AbstractVectorSet
dim::Int
end

Expand All @@ -188,7 +201,7 @@ The matrix
```
and to ``(1, 2\\sqrt{2}, 3\\sqrt{2}, 4, 5\\sqrt{2}, 6)`` for `PositiveSemidefiniteConeScaled`.
"""
struct PositiveSemidefiniteConeScaled <: AbstractSet
struct PositiveSemidefiniteConeScaled <: AbstractVectorSet
dim::Int
end

Expand All @@ -197,23 +210,21 @@ end
The set of integers ``\\mathbb{Z}``.
"""
struct Integer <: AbstractSet end
struct Integer <: AbstractScalarSet end

"""
ZeroOne()
The set ``\\{ 0, 1 \\}``.
"""
struct ZeroOne <: AbstractSet end

dimension(s::Union{Integer,ZeroOne}) = 1
struct ZeroOne <: AbstractScalarSet end

"""
Semicontinuous(l,u)
The set ``\\{0\\} \\cup [l,u]``.
"""
struct Semicontinuous{T <: Real} <: AbstractSet
struct Semicontinuous{T <: Real} <: AbstractScalarSet
l::T
u::T
end
Expand All @@ -223,7 +234,7 @@ end
The set ``\\{0\\} \\cup \\{l,l+1,\\ldots,u-1,u\\}``.
"""
struct SemiInteger{T <: Real} <: AbstractSet
struct SemiInteger{T <: Real} <: AbstractScalarSet
l::T
u::T
end
Expand All @@ -237,7 +248,7 @@ The `weights` induce an ordering of the variables; as such, they should be uniqu
The *k*th element in the set corresponds to the *k*th weight in `weights`.
See [here](http://lpsolve.sourceforge.net/5.5/SOS.htm) for a description of SOS constraints and their potential uses.
"""
struct SOS1{T <: Real} <: AbstractSet
struct SOS1{T <: Real} <: AbstractVectorSet
weights::Vector{T}
end

Expand All @@ -250,7 +261,7 @@ The `weights` induce an ordering of the variables; as such, they should be uniqu
The *k*th element in the set corresponds to the *k*th weight in `weights`.
See [here](http://lpsolve.sourceforge.net/5.5/SOS.htm) for a description of SOS constraints and their potential uses.
"""
struct SOS2{T <: Real} <: AbstractSet
struct SOS2{T <: Real} <: AbstractVectorSet
weights::Vector{T}
end

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