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[Utilities] simplify _dual_objective_value
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‎src/Utilities/results.jl‎

Lines changed: 56 additions & 106 deletions
Original file line numberDiff line numberDiff line change
@@ -52,112 +52,6 @@ end
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# MOI.DualObjectiveValue
5454

55-
function _constraint_constant(
56-
model::MOI.ModelLike,
57-
ci::MOI.ConstraintIndex{
58-
<:MOI.AbstractVectorFunction,
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<:MOI.AbstractVectorSet,
60-
},
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::Type{T},
62-
) where {T}
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return MOI.constant(MOI.get(model, MOI.ConstraintFunction(), ci), T)
64-
end
65-
66-
function _constraint_constant(
67-
model::MOI.ModelLike,
68-
ci::MOI.ConstraintIndex{
69-
<:MOI.AbstractScalarFunction,
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<:MOI.AbstractScalarSet,
71-
},
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::Type{T},
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) where {T}
74-
return MOI.constant(MOI.get(model, MOI.ConstraintFunction(), ci), T) -
75-
MOI.constant(MOI.get(model, MOI.ConstraintSet(), ci))
76-
end
77-
78-
function _dual_objective_value(
79-
model::MOI.ModelLike,
80-
ci::MOI.ConstraintIndex,
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::Type{T},
82-
result_index::Integer,
83-
) where {T}
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return set_dot(
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_constraint_constant(model, ci, T),
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MOI.get(model, MOI.ConstraintDual(result_index), ci),
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MOI.get(model, MOI.ConstraintSet(), ci),
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)
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end
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"""
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Given lower <= f(x) <= upper [dual], return the expression to be multiplied by
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the dual variable. This is one of the following cases:
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95-
1. f(x) - lower: if `lower > -Inf` and the lower bound is binding (either no
96-
`upper` or `dual > 0`)
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2. f(x) - upper: if `upper < Inf` and the upper bound is binding (either no
98-
`lower` or `dual < 0`)
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3. f(x): if `lower = -Inf` and `upper = Inf` or `dual = 0`
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"""
101-
function _constant_minus_bound(constant, lower, upper, dual)
102-
if isfinite(lower) && (!isfinite(upper) || dual > zero(dual))
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return constant - lower
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elseif isfinite(upper) && (!isfinite(lower) || dual < zero(dual))
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return constant - upper
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else
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return constant
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end
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end
110-
111-
function _dual_objective_value(
112-
model::MOI.ModelLike,
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ci::MOI.ConstraintIndex{<:MOI.AbstractScalarFunction,<:MOI.Interval},
114-
::Type{T},
115-
result_index::Integer,
116-
) where {T}
117-
constant = MOI.constant(MOI.get(model, MOI.ConstraintFunction(), ci), T)
118-
set = MOI.get(model, MOI.ConstraintSet(), ci)
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dual = MOI.get(model, MOI.ConstraintDual(result_index), ci)
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constant = _constant_minus_bound(constant, set.lower, set.upper, dual)
121-
return set_dot(constant, dual, set)
122-
end
123-
124-
function _dual_objective_value(
125-
model::MOI.ModelLike,
126-
ci::MOI.ConstraintIndex{<:MOI.AbstractVectorFunction,<:MOI.HyperRectangle},
127-
::Type{T},
128-
result_index::Integer,
129-
) where {T}
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func_constant =
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MOI.constant(MOI.get(model, MOI.ConstraintFunction(), ci), T)
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set = MOI.get(model, MOI.ConstraintSet(), ci)
133-
dual = MOI.get(model, MOI.ConstraintDual(result_index), ci)
134-
constants = map(enumerate(func_constant)) do (i, c)
135-
return _constant_minus_bound(c, set.lower[i], set.upper[i], dual[i])
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end
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return set_dot(constants, dual, set)
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end
139-
140-
function _dual_objective_value(
141-
model::MOI.ModelLike,
142-
::Type{F},
143-
::Type{S},
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::Type{T},
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result_index::Integer,
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) where {T,F<:MOI.AbstractFunction,S<:MOI.AbstractSet}
147-
value = zero(T)
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if F == variable_function_type(S) && !_has_constant(S)
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return value # Shortcut
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end
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for ci in MOI.get(model, MOI.ListOfConstraintIndices{F,S}())
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value += _dual_objective_value(model, ci, T, result_index)
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end
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return value
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end
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_has_constant(::Type{<:MOI.AbstractScalarSet}) = true
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_has_constant(::Type{<:MOI.AbstractVectorSet}) = false
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_has_constant(::Type{<:MOI.HyperRectangle}) = true
160-
16155
"""
16256
get_fallback(
16357
model::MOI.ModelLike,
@@ -192,6 +86,62 @@ function get_fallback(
19286
return value::T
19387
end
19488

89+
_has_constant(::Type{<:MOI.AbstractScalarSet}) = true
90+
_has_constant(::Type{<:MOI.AbstractVectorSet}) = false
91+
_has_constant(::Type{<:MOI.HyperRectangle}) = true
92+
93+
function _dual_objective_value(
94+
model::MOI.ModelLike,
95+
::Type{F},
96+
::Type{S},
97+
::Type{T},
98+
result_index::Integer,
99+
)::T where {T,F<:MOI.AbstractFunction,S<:MOI.AbstractSet}
100+
value = zero(T)
101+
if F == variable_function_type(S) && !_has_constant(S)
102+
return value # Shortcut
103+
end
104+
for ci in MOI.get(model, MOI.ListOfConstraintIndices{F,S}())
105+
constant = MOI.constant(MOI.get(model, MOI.ConstraintFunction(), ci), T)
106+
set = MOI.get(model, MOI.ConstraintSet(), ci)
107+
dual = MOI.get(model, MOI.ConstraintDual(result_index), ci)
108+
value += _dual_objective_dot(constant, dual, set)
109+
end
110+
return value
111+
end
112+
113+
_dual_objective_dot(x, y, set) = set_dot(x, y, set)
114+
115+
_dual_objective_dot(x, y, set::MOI.EqualTo) = (x - set.value) * y
116+
117+
_dual_objective_dot(x, y, set::MOI.LessThan) = (x - set.upper) * y
118+
119+
_dual_objective_dot(x, y, set::MOI.GreaterThan) = (x - set.lower) * y
120+
121+
function _dual_objective_dot(x, y, set::MOI.Interval)
122+
if isfinite(set.lower) && (!isfinite(set.upper) || y > zero(y))
123+
return (x - set.lower) * y
124+
elseif isfinite(upper) && (!isfinite(set.lower) || y < zero(y))
125+
return (x - set.upper) * y
126+
end
127+
return x * y
128+
end
129+
130+
function _dual_objective_dot(x, y, set::MOI.HyperRectangle)
131+
@assert length(x) == length(y) == MOI.dimension(set)
132+
ret = zero(eltype(x))
133+
for (xi, yi, li, ui) in zip(x, y, set.lower, set.upper)
134+
if isfinite(li) && (!isfinite(ui) || yi > zero(yi))
135+
ret += (xi - li) * yi
136+
elseif isfinite(upper) && (!isfinite(li) || yi < zero(yi))
137+
ret += (xi - ui) * yi
138+
else
139+
ret += xi * yi
140+
end
141+
end
142+
return ret
143+
end
144+
195145
# MOI.ConstraintPrimal
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197147
"""

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