Update to MOI v0.9

.travis.yml

@@ -10,10 +10,7 @@ notifications:
  email: false
 git:
  depth: 99999999
-
+before_script:
+ - julia -e 'using Pkg; Pkg.add(PackageSpec(name="MathOptInterface", rev="master"))'
 after_success:
  - julia -e 'import Pkg; Pkg.add("Coverage"); using Coverage; Codecov.submit(process_folder()); Coveralls.submit(process_folder())'
- # push coverage results to Coveralls
- - julia -e 'cd(Pkg.dir("SemidefiniteOptInterface")); Pkg.add("Coverage"); using Coverage; Coveralls.submit(Coveralls.process_folder())'
- # push coverage results to Codecov
- - julia -e 'cd(Pkg.dir("SemidefiniteOptInterface")); Pkg.add("Coverage"); using Coverage; Codecov.submit(Codecov.process_folder())'

Project.toml

@@ -4,10 +4,11 @@ repo = "https://github.com/JuliaOpt/SemidefiniteOptInterface.jl.git"
 version = "0.6.0"
 
 [deps]
+LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
 
 [compat]
-MathOptInterface = "0.8"
+MathOptInterface = "0.9"
 julia = "1"
 
 [extras]

src/SemidefiniteOptInterface.jl

@@ -4,18 +4,16 @@ using MathOptInterface
 const MOI = MathOptInterface
 const MOIU = MOI.Utilities
 
-using Compat
-using Compat.LinearAlgebra # for diag
+using LinearAlgebra # for diag
 
 abstract type AbstractSDOptimizer <: MOI.AbstractOptimizer end
 
 include("interface.jl")
 
-const SVF = MOI.SingleVariable
 const VVF = MOI.VectorOfVariables
-const VF = Union{SVF, VVF}
+const VF = Union{MOI.SingleVariable, VVF}
 const SAF{T} = MOI.ScalarAffineFunction{T}
-const ASF{T} = Union{SVF, SAF{T}}
+const ASF{T} = Union{MOI.SingleVariable, SAF{T}}
 
 const ZS = Union{MOI.EqualTo, MOI.Zeros}
 const NS = Union{MOI.GreaterThan, MOI.Nonnegatives}
@@ -64,9 +62,16 @@ SDOIOptimizer(sdoptimizer::AbstractSDOptimizer, T=Float64) = SOItoMOIBridge{T}(s
 
 include("load.jl")
 
-function MOI.get(optimizer::SOItoMOIBridge, attr::MOI.SolverName)
+function MOI.supports(optimizer::SOItoMOIBridge, attr::MOI.AbstractOptimizerAttribute)
+ return MOI.supports(optimizer.sdoptimizer, attr)
+end
+function MOI.get(optimizer::SOItoMOIBridge, attr::MOI.AbstractOptimizerAttribute)
  return MOI.get(optimizer.sdoptimizer, attr)
 end
+function MOI.set(optimizer::SOItoMOIBridge,
+ attr::MOI.AbstractOptimizerAttribute, value)
+ return MOI.set(optimizer.sdoptimizer, attr, value)
+end
 
 function MOI.is_empty(optimizer::SOItoMOIBridge)
  isempty(optimizer.double) &&
@@ -105,7 +110,7 @@ end
 
 function setconstant!(optimizer::SOItoMOIBridge, ci::CI, s) end
 function setconstant!(optimizer::SOItoMOIBridge, ci::CI, s::MOI.AbstractScalarSet)
- optimizer.setconstant[ci.value] = MOIU.getconstant(s)
+ optimizer.setconstant[ci.value] = MOI.constant(s)
 end
 function set_constant(optimizer::SOItoMOIBridge,
  ci::CI{<:MOI.AbstractScalarFunction,
@@ -164,15 +169,16 @@ MOI.optimize!(m::SOItoMOIBridge) = MOI.optimize!(m.sdoptimizer)
 
 # Objective
 
-function MOI.get(m::SOItoMOIBridge, ::MOI.ObjectiveValue)
- m.objshift + m.objsign * getprimalobjectivevalue(m.sdoptimizer) + m.objconstant
+function MOI.get(m::SOItoMOIBridge, attr::Union{MOI.ObjectiveValue, MOI.DualObjectiveValue})
+ return m.objshift + m.objsign * MOI.get(m.sdoptimizer, attr) + m.objconstant
 end
 
 # Attributes
-
-const SolverStatus = Union{MOI.TerminationStatus, MOI.PrimalStatus, MOI.DualStatus}
-MOI.get(m::SOItoMOIBridge, s::SolverStatus) = MOI.get(m.sdoptimizer, s)
-
+function MOI.get(m::SOItoMOIBridge,
+ attr::Union{MOI.RawStatusString, MOI.TerminationStatus,
+ MOI.PrimalStatus, MOI.DualStatus, MOI.SolveTime})
+ return MOI.get(m.sdoptimizer, attr)
+end
 
 MOI.get(m::SOItoMOIBridge, ::MOI.ResultCount) = 1
 
@@ -186,7 +192,7 @@ end
 sympackedlen(d::Integer) = (d*(d+1)) >> 1
 function _getblock(M::AbstractMatrix{T}, blk::Integer, s::Type{<:DS}) where T
  B = block(M, blk)
- d = Compat.LinearAlgebra.checksquare(B)
+ d = LinearAlgebra.checksquare(B)
  n = sympackedlen(d)
  v = Vector{T}(undef, n)
  k = 0

src/constraint.jl

@@ -1,4 +1,4 @@
-nconstraints(f::Union{SVF, SAF}, s) = 1
+nconstraints(f::Union{MOI.SingleVariable, SAF}, s) = 1
 nconstraints(f::VVF, s) = length(f.variables)
 
 function _allocate_constraint(m::SOItoMOIBridge, f, s)
@@ -19,7 +19,7 @@ function loadcoefficients!(m::SOItoMOIBridge, cs::UnitRange,
  f = MOIU.canonical(f) # sum terms with same variables and same outputindex
  @assert length(cs) == 1
  c = first(cs)
- rhs = MOIU.getconstant(s) - MOI._constant(f)
+ rhs = MOI.constant(s) - MOI.constant(f)
  for t in f.terms
  if !iszero(t.coefficient)
  for (blk, i, j, coef, shift) in varmap(m, t.variable_index)

src/interface.jl

@@ -95,17 +95,3 @@ function gety end
 Returns the solution Z.
 """
 function getZ end
-
-"""
- getprimalobjectivevalue(optimizer::AbstractSDOptimizer)
-
-Returns the primal objective value.
-"""
-function getprimalobjectivevalue end
-
-"""
- getdualobjectivevalue(optimizer::AbstractSDOptimizer)
-
-Returns the dual objective value.
-"""
-function getdualobjectivevalue end

src/mock.jl

@@ -6,8 +6,8 @@ nblocks(bm::BlockMatrix) = length(bm.blocks)
 block(bm::BlockMatrix, i::Integer) = bm.blocks[i]
 
 function Base.size(bm::AbstractBlockMatrix)
- n = Compat.mapreduce(blk -> Compat.LinearAlgebra.checksquare(block(bm, blk)),
-  +, 1:nblocks(bm), init=0)
+ n = mapreduce(blk -> LinearAlgebra.checksquare(block(bm, blk)),
+ +, 1:nblocks(bm), init=0)
  return (n, n)
 end
 function Base.getindex(bm::AbstractBlockMatrix, i::Integer, j::Integer)
@@ -121,22 +121,22 @@ MOI.set(mock::MockSDOptimizer, ::MOI.DualStatus, value::MOI.ResultStatusCode) =
 getX(mock::MockSDOptimizer) = mock.X
 getZ(mock::MockSDOptimizer) = mock.Z
 gety(mock::MockSDOptimizer) = mock.y
-function getprimalobjectivevalue(mock::MockSDOptimizer{T}) where T
+function MOI.get(mock::MockSDOptimizer{T}, ::MOI.ObjectiveValue) where T
  v = zero(T)
  for (α, blk, i, j) in mock.objective_coefficients
  v += α * block(mock.X, blk)[i, j]
  if i != j
  v += α * block(mock.X, blk)[j, i]
  end
  end
- v
+ return v
 end
-function getdualobjectivevalue(mock::MockSDOptimizer{T}) where T
+function MOI.get(mock::MockSDOptimizer{T}, ::MOI.DualObjectiveValue) where T
  v = zero(T)
  for c in 1:mock.nconstrs
  v += mock.constraint_constants[c] * mock.y[c]
  end
- v
+ return v
 end
 
 function MOI.optimize!(mock::MockSDOptimizer)

src/variable.jl

@@ -14,7 +14,7 @@ end
 function _constraintvariable!(m::SOItoMOIBridge{T}, vs::VIS, s::ZS) where T
  blk = newblock(m, -_length(vs))
  for (i, v) in _enumerate(vs)
- setvarmap!(m, v, (blk, i, i, one(T), _getconstant(m, s)))
+ setvarmap!(m, v, (blk, i, i, one(T), _constant(m, s)))
  unfree(m, v)
  end
  blk
@@ -27,7 +27,7 @@ _enumerate(vi::VI) = enumerate((vi,))
 _enumerate(vi::Vector{VI}) = enumerate(vi)
 function _constraintvariable!(m::SOItoMOIBridge, vs::VIS, s::S) where S<:Union{NS, PS}
  blk = newblock(m, -_length(vs))
- cst = _getconstant(m, s)
+ cst = _constant(m, s)
  m.blkconstant[blk] = cst
  for (i, v) in _enumerate(vs)
  setvarmap!(m, v, (blk, i, i, vscaling(S), cst))
@@ -58,7 +58,7 @@ function _constraintvariable!(m::SOItoMOIBridge{T}, vs::VIS, ::DS) where T
  end
  blk
 end
-_var(f::SVF) = f.variable
+_var(f::MOI.SingleVariable) = f.variable
 _var(f::VVF) = f.variables
 function _throw_error_if_unfree(m, vi::MOI.VariableIndex)
  if !isfree(m, vi)
@@ -84,10 +84,10 @@ function MOIU.allocate_constraint(m::SOItoMOIBridge{T}, f::VF, s::SupportedSets)
  end
 end
 
-_getconstant(m::SOItoMOIBridge, s::MOI.AbstractScalarSet) = MOIU.getconstant(s)
-_getconstant(m::SOItoMOIBridge{T}, s::MOI.AbstractSet) where T = zero(T)
+_constant(m::SOItoMOIBridge, s::MOI.AbstractScalarSet) = MOI.constant(s)
+_constant(m::SOItoMOIBridge{T}, s::MOI.AbstractSet) where T = zero(T)
 
-_var(f::SVF, j) = f.variable
+_var(f::MOI.SingleVariable, j) = f.variable
 _var(f::VVF, j) = f.variables[j]
 function MOIU.load_constraint(m::SOItoMOIBridge, ci::CI, f::VF, s::SupportedSets)
  if ci.value >= 0 # i.e. s is ZS or _var(f) wasn't free at allocate_constraint
@@ -101,7 +101,7 @@ function MOIU.load_constraint(m::SOItoMOIBridge, ci::CI, f::VF, s::SupportedSets
  (blk, i, j, coef, shift) = first(vm)
  c = cs[k]
  setconstraintcoefficient!(m.sdoptimizer, coef, c, blk, i, j)
- setconstraintconstant!(m.sdoptimizer, _getconstant(m, s) - coef * shift, c)
+ setconstraintconstant!(m.sdoptimizer, _constant(m, s) - coef * shift, c)
  end
  end
 end

test/contconic.jl

@@ -55,13 +55,13 @@ end
  [-1.4142, 1.0, -0.1768, 1.0, -0.3536, -0.1768]))
  MOIT.rotatedsoc1ftest(bridged, config)
  MOIU.set_mock_optimize!(mock, (mock) -> MOIU.mock_optimize!(mock,
-  [[0.0], [0.0], [0.5 0.7071 0.7071; 0.7071 2.0 0.0; 0.7071 0.0 2.0], [2.6164 0.0; 0.0 1.9093], [2.6164 0.0; 0.0 1.9093]],
-  [5183.15, 5182.44, -1.4142, 1.0, -0.1768, 1.0, -0.3536, -0.1768]))
+ [[0.5 1/√2 1/√2; 1/√2 2.0 0.0; 1/√2 0.0 2.0], [0.0], [0.0], [3.65568 0; 0 2.94857], [3.65568 0; 0 2.94857]],
+ [-√2, 1.0, -0.176777, 1.0, -0.353555, -0.176777, 2189.72, 2189.01]))
  MOIT.rotatedsoc1vtest(bridged, config)
  MOIU.set_mock_optimize!(mock, (mock) -> MOIU.mock_optimize!(mock,
  MOI.INFEASIBLE,
  tuple(),
- [141.088, -47.8864, 47.5533, -46.2201]))
+ [-47.8864, 47.5533, -46.2201, 141.088]))
  MOIT.rotatedsoc2test(bridged, config)
  # FIXME u >= 0.0 followed by u <= ub. We need to drop support for
  # SingleVariable-in-LessThan but we need variable bridge otherwise,
@@ -73,12 +73,14 @@ end
 end
 @testset "GeoMean" begin
  MOIU.set_mock_optimize!(mock, (mock) -> MOIU.mock_optimize!(mock,
- [[0.0], [0.0], [1.4142 2.0; 2.0 2.8284], [1.0 1.4142; 1.4142 2.0], [1.0 1.4142; 1.4142 2.0], [1.8324 0.0; 0.0 0.8324], [1.7758 0.0; 0.0 0.7758], [1.7772 0.0; 0.0 0.7772], [1.7728 0.0; 0.0 0.7728], [2.5017 0.0; 0.0 0.5017], [2.0744 0.0; 0.0 0.6602], [2.0671 0.0; 0.0 0.6529]],
- [1.0, 0.3333, -0.4714, 0.6667, -0.2357, -0.3333, 0.4714, -0.1667, -0.3333, 0.4714, -0.1667]))
+ [[√2 2.0; 2.0 2*√2], [1.0 √2; √2 2.0], [1.0 √2; √2 2.0], [0.0], [0.0],
+ [1.83238 0; 0 0.832376], [1.77579 0; 0 0.775793],
+ [1.77719 0; 0 0.777194], [1.77283 0; 0 0.772829],
+ [2.50173 0; 0 0.501735], [2.07437 0; 0 0.660159],
+ [2.06708 0; 0 0.652869]],
+ [1.0, -0.471405, 2/3, -0.235702, -1/3, 0.471405, -1/6, -1/3, 0.471405,
+ -1/6, 1/3]))
  MOIT.geomean1ftest(bridged, config)
- MOIU.set_mock_optimize!(mock, (mock) -> MOIU.mock_optimize!(mock,
- [[0.0], [0.0], [1.4142 2.0; 2.0 2.8284], [1.0 1.4142; 1.4142 2.0], [1.0 1.4142; 1.4142 2.0], [1.8324 0.0; 0.0 0.8324], [1.7758 0.0; 0.0 0.7758], [1.7772 0.0; 0.0 0.7772], [1.7728 0.0; 0.0 0.7728], [2.5017 0.0; 0.0 0.5017], [2.0744 0.0; 0.0 0.6602], [2.0671 0.0; 0.0 0.6529]],
- [1.0, 0.3333, -0.4714, 0.6667, -0.2357, -0.3333, 0.4714, -0.1667, -0.3333, 0.4714, -0.1667]))
  MOIT.geomean1vtest(bridged, config)
 end
 @testset "PSD" begin
@@ -125,8 +127,11 @@ end
  [0.4475 0; 0 0.4475-xv[2]]],
  [-y2/√2, y2, -y2/√2/2, y2, -y2/√2, -y2/√2/2, y2*√2-1, -y2]))
  MOIT.psdt1vtest(bridged, config)
- MOIU.set_mock_optimize!(mock, (mock) -> MOIU.mock_optimize!(mock,
- [[0.0], [20/3 0.0 0.0 0.0 0.0 0.0; 0.0 0.0 0.0 0.0 0.0 0.0; 0.0 0.0 10/3 0.0 0.0 0.0; 0.0 0.0 0.0 0.0 0.0 0.0; 0.0 0.0 0.0 0.0 0.0 0.0; 0.0 0.0 0.0 0.0 0.0 0.0], [4.0981 -2.1213; -2.1213 1.0981], [7.3275 0.0; 0.0 0.6608], [1.7945 0.0; 0.0 1.7945], [4.1881 0.0; 0.0 0.8547], [1.7945 0.0; 0.0 1.7945], [1.7945 0.0; 0.0 1.7945], [1.7945 0.0; 0.0 1.7945], [2.8504 0.0; 0.0 0.9485]],
- [-0.190192, 0, 0.125977, 0, 0.142644, 0.142644, 0.0127405, -0.211325, -0.816497, -0.788675, 0]))
+ MOIU.set_mock_optimize!(mock, (mock) -> MOIU.mock_optimize!(mock,
+ [[20/3 0 0 0 0 0; 0 0 0 0 0 0; 0 0 10/3 0 0 0; 0 0 0 0 0 0; 0 0 0 0 0 0; 0 0 0 0 0 0],
+ [4.09808 -2.12132; -2.12132 1.09808], [0.0], [7.32746 0; 0 0.660794],
+ [1.79451 0; 0 1.79451], [4.18806 0; 0 0.854733], [1.79451 0; 0 1.79451],
+ [1.79451 0; 0 1.79451], [1.79451 0; 0 1.79451], [2.85043 0; 0 0.94851]],
+ [-0.190192, 0.0, 0.125977, 0.0, 0.142644, 0.142644, 0.0127405, -0.211325, -0.816497, -0.788675, 0.0]))
  MOIT.psdt2test(bridged, config)
 end

test/mock_tests_generator.ipynb

@@ -29,14 +29,16 @@
  {
  "cell_type": "code",
  "execution_count": null,
- "metadata": {},
+ "metadata": {
+ "collapsed": true
+ },
  "outputs": [],
  "source": [
  "const MOIU = MOI.Utilities\n",
  "MOIU.@model(SDModelData,\n",
  " (), (MOI.EqualTo, MOI.GreaterThan, MOI.LessThan),\n",
  " (MOI.Zeros, MOI.Nonnegatives, MOI.Nonpositives, MOI.PositiveSemidefiniteConeTriangle), (),\n",
- " (MOI.SingleVariable,), (MOI.ScalarAffineFunction,),\n",
+ " (), (MOI.ScalarAffineFunction,),\n",
  " (MOI.VectorOfVariables,), ())"
  ]
  },
@@ -117,13 +119,15 @@
  "metadata": {},
  "outputs": [],
  "source": [
- "generate_mock_test(MOIT.psdt0ftest)"
+ "generate_mock_test(MOIT.geomean1vtest)"
  ]
  },
  {
  "cell_type": "code",
  "execution_count": null,
- "metadata": {},
+ "metadata": {
+ "collapsed": true
+ },
  "outputs": [],
  "source": [
  "for testfun in map(p -> p.second, sort(collect(MOIT.lintests), by=p->p.first))\n",
@@ -166,7 +170,7 @@
  "file_extension": ".jl",
  "mimetype": "application/julia",
  "name": "julia",
- "version": "1.1.0"
+ "version": "1.1.1"
  }
  },
  "nbformat": 4,

test/runtests.jl

@@ -1,8 +1,7 @@
 using SemidefiniteOptInterface
 const SDOI = SemidefiniteOptInterface
 
-using Compat
-using Compat.Test
+using Test
 
 using MathOptInterface
 const MOI = MathOptInterface
@@ -13,15 +12,10 @@ include("sdpa.jl")
 
 const MOIU = MOI.Utilities
 MOIU.@model(SDModelData,
- (),
- (MOI.EqualTo, MOI.GreaterThan, MOI.LessThan),
+ (), (MOI.EqualTo, MOI.GreaterThan, MOI.LessThan),
  (MOI.Zeros, MOI.Nonnegatives, MOI.Nonpositives,
- MOI.PositiveSemidefiniteConeTriangle),
- (),
- (MOI.SingleVariable,),
- (MOI.ScalarAffineFunction,),
- (MOI.VectorOfVariables,),
- ())
+ MOI.PositiveSemidefiniteConeTriangle), (),
+ (), (MOI.ScalarAffineFunction,), (MOI.VectorOfVariables,), ())
 
 mock = SDOI.MockSDOptimizer{Float64}()
 mock_optimizer = SDOI.SDOIOptimizer(mock, Float64)

test/unit.jl

@@ -11,13 +11,13 @@ MOIU.set_mock_optimize!(mock, (mock) -> MOIU.mock_optimize!(mock,
  [[0.0], [0.0 0; 0 0.0]],
  [1.0]),
  (mock) -> MOIU.mock_optimize!(mock,
- [[1.0], [0.0], [0.624034 0; 0 0.624034]],
- [0.0, 1.0]),
+ [[0.0], [1.0], [0.624034 0; 0 0.624034]],
+ [1.0, 0.0]),
  (mock) -> MOIU.mock_optimize!(mock,
  [[0.0], [2.73683 0; 0 1.73683]],
  [1.0]),
  (mock) -> MOIU.mock_optimize!(mock,
- [[1.88804e-9], [1.0], [3.25375 0; 0 2.25375]],
+ [[1.0], [0.0], [3.25375 0; 0 2.25375]],
  [1.0, 0.0]),
  (mock) -> MOIU.mock_optimize!(mock,
  [[0.0], [4.47626 0; 0 2.47626]],