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[WIP] POI + DiffOpt = S2 #143

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[WIP] POI + DiffOpt = S2 #143

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7f44ee2
POI + DiffOpt = S2
Dec 4, 2023
1382d57
fix POI (pp), add reverse mode, add tests
Dec 11, 2023
e68d603
fix format
Dec 11, 2023
b8d5df4
add more tests
Dec 11, 2023
5fc6ce2
fix test for correct quadratic constraint interpretation
Dec 11, 2023
a806f3a
fix test
Dec 12, 2023
b303b32
add format
Dec 12, 2023
e267943
fix test
Dec 12, 2023
6094763
format diff tests
Dec 12, 2023
0beddb8
add tests
Dec 12, 2023
0900497
remove GLPK
Dec 12, 2023
1493fac
fix format
Dec 12, 2023
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5 changes: 4 additions & 1 deletion Project.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -5,6 +5,8 @@ version = "0.7.0"

[deps]
MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
DiffOpt = "930fe3bc-9c6b-11ea-2d94-6184641e85e7"
JuMP = "4076af6c-e467-56ae-b986-b466b2749572"

[compat]
GLPK = "1"
Expand All @@ -16,11 +18,12 @@ julia = "1.6"

[extras]
GLPK = "60bf3e95-4087-53dc-ae20-288a0d20c6a6"
HiGHS = "87dc4568-4c63-4d18-b0c0-bb2238e4078b"
Ipopt = "b6b21f68-93f8-5de0-b562-5493be1d77c9"
JuMP = "4076af6c-e467-56ae-b986-b466b2749572"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
SCS = "c946c3f1-0d1f-5ce8-9dea-7daa1f7e2d13"
Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"

[targets]
test = ["GLPK", "Ipopt", "JuMP", "LinearAlgebra", "SCS", "Test"]
test = ["GLPK", "HiGHS", "Ipopt", "JuMP", "LinearAlgebra", "SCS", "Test"]
6 changes: 5 additions & 1 deletion src/MOI_wrapper.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -99,7 +99,9 @@ function MOI.is_empty(model::Optimizer)
#
isempty(model.multiplicative_parameters) &&
isempty(model.dual_value_of_parameters) &&
model.number_of_parameters_in_model == 0
model.number_of_parameters_in_model == 0 &&
isempty(model.parameter_input_forward) &&
isempty(model.parameter_output_backward)
end

function MOI.empty!(model::Optimizer{T}) where {T}
Expand Down Expand Up @@ -133,6 +135,8 @@ function MOI.empty!(model::Optimizer{T}) where {T}
empty!(model.dual_value_of_parameters)
#
model.number_of_parameters_in_model = 0
empty!(model.parameter_input_forward)
empty!(model.parameter_output_backward)
return
end

Expand Down
7 changes: 7 additions & 0 deletions src/ParametricOptInterface.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -162,6 +162,10 @@ mutable struct Optimizer{T,OT<:MOI.ModelLike} <: MOI.AbstractOptimizer
number_of_parameters_in_model::Int64
constraints_interpretation::ConstraintsInterpretationCode
save_original_objective_and_constraints::Bool

# sensitivity data
parameter_input_forward::Dict{ParameterIndex,T}
parameter_output_backward::Dict{ParameterIndex,T}
function Optimizer(
optimizer::OT;
evaluate_duals::Bool = true,
Expand Down Expand Up @@ -219,6 +223,8 @@ mutable struct Optimizer{T,OT<:MOI.ModelLike} <: MOI.AbstractOptimizer
0,
ONLY_CONSTRAINTS,
save_original_objective_and_constraints,
Dict{ParameterIndex,T}(),
Dict{ParameterIndex,T}(),
)
end
end
Expand Down Expand Up @@ -248,5 +254,6 @@ end
include("duals.jl")
include("update_parameters.jl")
include("MOI_wrapper.jl")
include("diff.jl")

end # module
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