Fix slow MOI merging step #129
Merged
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
- The current way I merge k COSMO.Nonnegatives(1) into one COSMO.Nonnegatives(k) is extremly slow - This fix also removes constraint support for the scalar sets as that should be handled by MOI.Bridges - 1 MOI unit tests still errors
|
@blegat One of the MOI unit tests errors. But I don't understand what's going on. It seems to happen when the constraint in I guess it's related to the fact that I removed direct support for some constraints: Lines 788 to 789 in 142fcfd |
|
I would go though the test line by line: https://github.com/jump-dev/MathOptInterface.jl/blob/8d8beb387551d45138857bd472328718ba98ca8e/src/Test/contlinear.jl#L2313-L2476 The error occurs when multiple variables are deleted: https://github.com/jump-dev/MathOptInterface.jl/blob/162049e15415b47a40c29d9a0aa9d6acf58a2d72/src/Test/contlinear.jl#L1653 |
|
So COSMO supports |
- Prevent error in linear14 due to the fact that only ScalarAffine-in-Intervall was supported but not ScalarAffine-in-LessThan
Would the box constraint support infinite bounds (related to jump-dev/MathOptInterface.jl#1228) ? I'm also in favor of having one
I don't think that's possible, each of them are bridged to a separate
You can check what happens with |
|
Infinite bounds wouldn't be a problem for us. The box would effectively be a Nonnegatives/Nonpositives. This is before This is before |
|
I can reduce it to model = MOI.instantiate(COSMO.Optimizer, with_bridge_type=Float64)
MOI.empty!(model)
x = MOI.add_variable(model)
c = MOI.add_constraint(model, MOI.SingleVariable(x), MOI.LessThan(1.0))
MOI.delete(model, x)and with debug model = MOI.instantiate(COSMO.Optimizer, with_bridge_type=Float64)
MOI.empty!(model)
x = MOI.add_variable(model)
c = MOI.add_constraint(model, MOI.SingleVariable(x), MOI.LessThan(1.0))
b = MOI.Bridges.bridge(model, c)
@show typeof(b)
@show b.constraint
b2 = MOI.Bridges.bridge(model, b.constraint)
@show typeof(b2)
@show b2.constraint
@show MOI.Bridges.is_bridged(model, b2.constraint)
MOI.delete(model, x)which gives |
|
This is an MOI bug, I've opened an issue there. |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
is extremely slow
be handled by MOI.Bridges