implement more methods to support contlineartest (WIP)

src/MOI_wrapper.jl

@@ -1,6 +1,158 @@
 using MathOptInterface
 const MOI = MathOptInterface
+const MOIU = MOI.Utilities
+
+const VI = MOI.VariableIndex
+const CI = MOI.ConstraintIndex
+
+const ConsMap = Dict{Tuple{DataType, DataType}, Vector{Int}}
 
 mutable struct Optimizer <: MOI.AbstractOptimizer
  mscip::ManagedSCIP
+ cons::ConsMap
+
+ Optimizer() = new(ManagedSCIP(), ConsMap())
+end
+
+
+## convenience methods (not part of MOI)
+
+"Returns pointer to SCIP instance"
+get_scip(o::Optimizer) = get_scip(o.mscip)
+
+"Returns pointer to SCIP variable"
+get_var(o::Optimizer, v::VI) = get_var(o.mscip, v.value)
+
+"Returns pointer to SCIP constraint"
+get_cons(o::Optimizer, v::CI{F,S}) where {F,S} = get_cons(o.mscip, c.value)
+
+"Extract bounds from sets"
+bounds(set::MOI.EqualTo{Float64}) = (set.value, set.value)
+bounds(set::MOI.GreaterThan{Float64}) = (set.lower, nothing)
+bounds(set::MOI.LessThan{Float64}) = (nothing, set.upper)
+bounds(set::MOI.Interval{Float64}) = (set.lower, set.upper)
+
+"Register constraint in mapping"
+function register!(o::Optimizer, c::CI{F,S}) where {F,S}
+ if haskey(o.cons, (F, S))
+ push!(o.cons[F,S], c.value)
+ else
+ o.cons[F,S] = [c.value]
+ end
+ return c
+end
+
+## general queries and support
+
+MOI.get(::Optimizer, ::MOI.SolverName) = "SCIP"
+
+# support variable bounds and linear constraints
+const SF = Union{MOI.SingleVariable,
+ MOI.ScalarAffineFunction{Float64}}
+const SS = Union{MOI.EqualTo{Float64},
+ MOI.GreaterThan{Float64},
+ MOI.LessThan{Float64},
+ MOI.Interval{Float64}}
+MOI.supports_constraint(o::Optimizer, ::Type{<:SF}, ::Type{<:SS}) = true
+
+MOI.supports(::Optimizer, ::MOI.ObjectiveSense) = true
+MOI.supports(::Optimizer, ::MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}) = true
+
+MOIU.supports_allocate_load(o::Optimizer, copy_names::Bool) = !copy_names
+
+
+## model creation, query and modification
+
+function MOI.is_empty(o::Optimizer)
+ length(o.mscip.vars) == 0 && length(o.mscip.conss) == 0
+end
+
+function MOI.empty!(o::Optimizer)
+ # free the underlying problem
+ finalize(o.mscip)
+ # create a new one
+ o.mscip = ManagedSCIP()
+ return nothing
+end
+
+function MOI.copy_to(dest::Optimizer, src::MOI.ModelLike; kws...)
+ MOIU.automatic_copy_to(dest, src; kws...)
+end
+
+MOI.add_variable(o::Optimizer) = MOI.VariableIndex(add_variable(o.mscip))
+MOI.add_variables(o::Optimizer, n) = [MOI.add_variable(o) for i=1:n]
+MOI.get(o::Optimizer, ::MOI.NumberOfVariables) = length(o.mscip.vars)
+
+function MOI.add_constraint(o::Optimizer, func::MOI.SingleVariable,
+ set::S) where S <: SS
+ var = get_var(o, func.variable)
+ lb, ub = bounds(set)
+ lb == nothing || @SC SCIPchgVarLb(get_scip(o), var, lb)
+ ub == nothing || @SC SCIPchgVarUb(get_scip(o), var, ub)
+ # use var index for cons index of this type
+ i = func.variable.value
+ return register!(o, CI{MOI.SingleVariable, S}(i))
+end
+
+function MOI.add_constraint(o::Optimizer, func::MOI.ScalarAffineFunction{Float64},
+ set::S) where {S <: SS}
+ scip = get_scip(o)
+
+ varidx = [t.variable_index.value for t in func.terms]
+ coefs = [t.coefficient for t in func.terms]
+
+ lhs, rhs = bounds(set)
+ lhs = lhs == nothing ? -SCIPinfinity(scip) : lhs - func.constant
+ rhs = rhs == nothing ? SCIPinfinity(scip) : rhs - func.constant
+
+ i = add_linear_constraint(o.mscip, varidx, coefs, lhs, rhs)
+ return register!(o, CI{MOI.ScalarAffineFunction{Float64}, S}(i))
+end
+
+function MOI.get(o::Optimizer, ::MOI.NumberOfConstraints{F,S}) where {F,S}
+ haskey(o.cons, (F, S)) ? length(o.cons[F, S]) : 0
+end
+
+function MOI.set(o::Optimizer,
+ ::MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}},
+ obj::MOI.ScalarAffineFunction{Float64})
+ scip = get_scip(o)
+
+ # reset objective coefficient of all variables first
+ for v in o.mscip.vars
+ @SC SCIPchgVarObj(scip, v[], 0.0)
+ end
+
+ # set new objective coefficients
+ for t in obj.terms
+ @SC SCIPchgVarObj(scip, get_var(o, t.variable_index), t.coefficient)
+ end
+
+ @SC SCIPaddOrigObjoffset(scip, obj.constant - SCIPgetOrigObjoffset(scip))
+
+ return nothing
+end
+
+function MOI.set(o::Optimizer, ::MOI.ObjectiveSense,
+ sense::MOI.OptimizationSense)
+ if sense == MOI.MIN_SENSE
+ @SC SCIPsetObjsense(get_scip(o), SCIP_OBJSENSE_MINIMIZE)
+ elseif sense == MOI.MAX_SENSE
+ @SC SCIPsetObjsense(get_scip(o), SCIP_OBJSENSE_MAXIMIZE)
+ end
+ return nothing
+end
+
+function MOI.get(o::Optimizer, ::MOI.ObjectiveSense)
+ SCIPgetObjsense(get_scip(o)) == SCIP_OBJSENSE_MAXIMIZE ?
+ MOI.MAX_SENSE :
+ MOI.MIN_SENSE
+end
+
+
+## optimization and results
+
+function MOI.optimize!(o::Optimizer)
+ @SC SCIPsolve(o.mscip.scip[])
+ return nothing
 end

src/managed_scip.jl

@@ -31,6 +31,15 @@ function free_scip(mscip::ManagedSCIP)
  @assert mscip.scip[] == C_NULL
 end
 
+"Returns pointer to SCIP instance"
+get_scip(mscip::ManagedSCIP) = mscip.scip[]
+
+"Returns pointer to SCIP variable"
+get_var(mscip::ManagedSCIP, i::Int) = mscip.vars[i][]
+
+"Returns pointer to SCIP constraint"
+get_cons(mscip::ManagedSCIP, i::Int) = mscip.conss[i][]
+
 "Add variable to problem (continuous, no bounds)"
 function add_variable(mscip::ManagedSCIP)
  var = Ref{Ptr{SCIP_VAR}}()
@@ -47,7 +56,7 @@ end
 "Add (ranged) linear constraint to problem"
 function add_linear_constraint(mscip::ManagedSCIP, varidx, coeffs, lhs, rhs)
  @assert length(varidx) == length(coeffs)
- vars = [mscip.vars[i][] for i in varidx]
+ vars = [get_var(mscip, i) for i in varidx]
  cons = Ref{Ptr{SCIP_CONS}}()
  @SC rc = SCIPcreateConsBasicLinear(
  mscip.scip[], cons, "", length(vars), vars, coeffs, lhs, rhs)

test/MOI_wrapper.jl

@@ -0,0 +1,29 @@
+using MathOptInterface
+const MOI = MathOptInterface
+const MOIT = MOI.Test
+
+const optimizer = SCIP.Optimizer()
+const config = MOIT.TestConfig(duals=false, infeas_certificates=false)
+
+@testset "MOI Continuous Linear" begin
+ excluded = [
+ "linear1",
+ "linear2",
+ "linear3",
+ "linear4",
+ "linear5",
+ "linear6",
+ "linear7",
+ "linear8a",
+ "linear8b",
+ "linear8c",
+ "linear9",
+ "linear10",
+ "linear11",
+ "linear12",
+ "linear13",
+ "linear14",
+ "linear15",
+ ]
+ MOIT.contlineartest(optimizer, config, excluded)
+end

test/runtests.jl

@@ -8,3 +8,7 @@ end
 @testset "managed memory" begin
  include("managed_scip.jl")
 end
+
+@testset "MathOptInterface tests" begin
+ include("MOI_wrapper.jl")
+end