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simplify PropertyT.solve due to changes in MOI
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144
src/sos_sdps.jl
144
src/sos_sdps.jl
@ -172,157 +172,37 @@ end
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# Low-level solve
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#
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###############################################################################
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using MathProgBase
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function solve(m::JuMP.Model, varλ::JuMP.Variable, varP, warmstart=nothing)
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traits = JuMP.ProblemTraits(m, relaxation=false)
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JuMP.build(m, traits=traits)
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function solve(m::JuMP.Model, with_optimizer::JuMP.OptimizerFactory, warmstart=nothing)
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set_optimizer(m, with_optimizer)
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MOIU.attach_optimizer(m)
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if warmstart != nothing
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p_sol, d_sol, s = warmstart
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MathProgBase.SolverInterface.setwarmstart!(m.internalModel, p_sol;
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dual_sol=d_sol, slack=s);
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end
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MathProgBase.optimize!(m.internalModel)
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status = MathProgBase.status(m.internalModel)
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λ = MathProgBase.getobjval(m.internalModel)
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warmstart = (m.internalModel.primal_sol, m.internalModel.dual_sol,
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m.internalModel.slack)
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fillfrominternal!(m, traits)
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P = JuMP.getvalue(varP)
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λ = JuMP.getvalue(varλ)
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optimize!(m)
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status = termination_status(m)
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return status, (λ, P, warmstart)
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end
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function solve(solverlog::String, model::JuMP.Model, varλ::JuMP.Variable, varP, warmstart=nothing)
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function solve(solverlog::String, m::JuMP.Model, with_optimizer::JuMP.OptimizerFactory, warmstart=nothing)
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isdir(dirname(solverlog)) || mkpath(dirname(solverlog))
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Base.flush(Base.stdout)
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status, (λ, P, warmstart) = open(solverlog, "a+") do logfile
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status, warmstart = open(solverlog, "a+") do logfile
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redirect_stdout(logfile) do
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status, (λ, P, warmstart) = PropertyT.solve(model, varλ, varP, warmstart)
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status, warmstart = PropertyT.solve(m, with_optimizer, warmstart)
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Base.Libc.flush_cstdio()
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status, (λ, P, warmstart)
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status, warmstart
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end
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end
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return status, (λ, P, warmstart)
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end
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###############################################################################
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#
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# Copied from JuMP/src/solvers.jl:178
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#
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###############################################################################
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function fillfrominternal!(m::JuMP.Model, traits)
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stat::Symbol = MathProgBase.status(m.internalModel)
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numRows, numCols = length(m.linconstr), m.numCols
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m.objBound = NaN
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m.objVal = NaN
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m.colVal = fill(NaN, numCols)
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m.linconstrDuals = Array{Float64}(undef, 0)
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discrete = (traits.int || traits.sos)
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if stat == :Optimal
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# If we think dual information might be available, try to get it
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# If not, return an array of the correct length
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if discrete
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m.redCosts = fill(NaN, numCols)
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m.linconstrDuals = fill(NaN, numRows)
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else
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if !traits.conic
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m.redCosts = try
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MathProgBase.getreducedcosts(m.internalModel)[1:numCols]
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catch
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fill(NaN, numCols)
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end
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m.linconstrDuals = try
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MathProgBase.getconstrduals(m.internalModel)[1:numRows]
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catch
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fill(NaN, numRows)
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end
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elseif !traits.qp && !traits.qc
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JuMP.fillConicDuals(m)
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end
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end
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else
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# Problem was not solved to optimality, attempt to extract useful
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# information anyway
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if traits.lin
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if stat == :Infeasible
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m.linconstrDuals = try
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infray = MathProgBase.getinfeasibilityray(m.internalModel)
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@assert length(infray) == numRows
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infray
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catch
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@warn("Infeasibility ray (Farkas proof) not available")
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fill(NaN, numRows)
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end
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elseif stat == :Unbounded
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m.colVal = try
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unbdray = MathProgBase.getunboundedray(m.internalModel)
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@assert length(unbdray) == numCols
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unbdray
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catch
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@warn("Unbounded ray not available")
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fill(NaN, numCols)
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end
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end
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end
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# conic duals (currently, SOC and SDP only)
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if !discrete && traits.conic && !traits.qp && !traits.qc
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if stat == :Infeasible
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JuMP.fillConicDuals(m)
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end
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end
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end
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# If the problem was solved, or if it terminated prematurely, try
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# to extract a solution anyway. This commonly occurs when a time
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# limit or tolerance is set (:UserLimit)
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if !(stat == :Infeasible || stat == :Unbounded)
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try
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# Do a separate try since getobjval could work while getobjbound does not and vice versa
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objBound = MathProgBase.getobjbound(m.internalModel) + m.obj.aff.constant
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m.objBound = objBound
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catch
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@warn("objBound could not be obtained")
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end
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try
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objVal = MathProgBase.getobjval(m.internalModel) + m.obj.aff.constant
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colVal = MathProgBase.getsolution(m.internalModel)[1:numCols]
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# Rescale off-diagonal terms of SDP variables
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if traits.sdp
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offdiagvars = JuMP.offdiagsdpvars(m)
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colVal[offdiagvars] /= sqrt(2)
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end
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# Don't corrupt the answers if one of the above two calls fails
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m.objVal = objVal
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m.colVal = colVal
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catch
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@warn("objVal/colVal could not be obtained")
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end
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end
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if traits.conic && m.objSense == :Max
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m.objBound = -1 * (m.objBound - m.obj.aff.constant) + m.obj.aff.constant
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m.objVal = -1 * (m.objVal - m.obj.aff.constant) + m.obj.aff.constant
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end
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return stat
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return status, warmstart
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end
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