Implement MOI.default_cache (#137)

Co-authored-by: odow <o.dowson@gmail.com>

Author: blegat

Project.toml

@@ -10,8 +10,8 @@ MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
 
 [compat]
 CEnum = "0.3, 0.4"
-ECOS_jll = "=2.0.8, 200.0.800"
-MathOptInterface = "1"
+ECOS_jll = "=2.0.8, =200.0.800"
+MathOptInterface = "1.1"
 julia = "1.6"
 
 [extras]

src/MOI_wrapper/MOI_wrapper.jl

@@ -51,6 +51,8 @@ const OptimizerCache = MOI.Utilities.GenericModel{
     },
 }
 
+Base.show(io::IO, ::Type{OptimizerCache}) = print(io, "ECOS.OptimizerCache")
+
 mutable struct _Solution
     ret_val::Union{Nothing,idxint}
     primal::Vector{pfloat}
@@ -95,6 +97,10 @@ mutable struct Optimizer <: MOI.AbstractOptimizer
     Optimizer() = new(nothing, nothing, _Solution(), false, Dict{Symbol,Any}())
 end
 
+function MOI.default_cache(::Optimizer, ::Type{pfloat})
+    return MOI.Utilities.UniversalFallback(OptimizerCache())
+end
+
 function MOI.is_empty(optimizer::Optimizer)
     return optimizer.zeros === nothing && optimizer.cones === nothing
 end
@@ -311,6 +317,14 @@ function MOI.optimize!(dest::Optimizer, src::OptimizerCache)
     return MOI.Utilities.identity_index_map(src), false
 end
 
+function MOI.copy_to(
+    dest::Optimizer,
+    src::MOI.Utilities.UniversalFallback{OptimizerCache},
+)
+    MOI.Utilities.throw_unsupported(src)
+    return MOI.copy_to(dest, src.model)
+end
+
 function MOI.optimize!(dest::Optimizer, src::MOI.ModelLike)
     cache = OptimizerCache()
     index_map = MOI.copy_to(cache, src)

src/MOI_wrapper/permuted_exponential_cone.jl

@@ -4,6 +4,12 @@
 struct PermutedExponentialCone <: MOI.AbstractVectorSet end
 
 Base.copy(set::PermutedExponentialCone) = set
+function MOI.Utilities.set_with_dimension(::Type{PermutedExponentialCone}, dim)
+    if dim != 3
+        error("Cannot create a `PermutedExponentialCone` with dimension $dim.")
+    end
+    return PermutedExponentialCone()
+end
 
 struct PermutedExponentialBridge{T,F} <: MOI.Bridges.Constraint.SetMapBridge{
     T,

test/MOI_wrapper.jl

@@ -18,20 +18,21 @@ function runtests()
 end
 
 function test_runtests()
-    model = MOI.instantiate(ECOS.Optimizer, with_bridge_type = Float64)
+    model = MOI.Utilities.CachingOptimizer(
+        MOI.Utilities.UniversalFallback(MOI.Utilities.Model{Float64}()),
+        MOI.instantiate(ECOS.Optimizer; with_bridge_type = Float64),
+    )
+    @test model.optimizer.model.model_cache isa
+          MOI.Utilities.UniversalFallback{ECOS.OptimizerCache}
     MOI.set(model, MOI.Silent(), true)
     exclude = String[
-        # Expected test failures:
-        #   Problem is a nonconvex QP (fixed in MOI 0.10.6)
-        "test_basic_ScalarQuadraticFunction_EqualTo",
-        "test_basic_ScalarQuadraticFunction_GreaterThan",
-        "test_basic_ScalarQuadraticFunction_Interval",
-        "test_basic_VectorQuadraticFunction_",
-        "test_quadratic_SecondOrderCone_basic",
-        "test_quadratic_nonconvex_",
-        #   MathOptInterface.jl issue #1431
-        "test_model_LowerBoundAlreadySet",
-        "test_model_UpperBoundAlreadySet",
+        # ZerosBridge does not support ConstraintDual. These are tested below in
+        # test_runtests_ZerosBridge
+        "test_conic_RotatedSecondOrderCone_INFEASIBLE_2",
+        "test_conic_linear_VectorOfVariables_2",
+        "test_linear_integration",
+        "test_quadratic_constraint_GreaterThan",
+        "test_quadratic_constraint_LessThan",
     ]
     if Sys.WORD_SIZE == 32
         # These tests fail on x86 Linux, returning ITERATION_LIMIT instead of
@@ -55,6 +56,39 @@ function test_runtests()
     return
 end
 
+function test_runtests_ZerosBridge()
+    optimizer = MOI.instantiate(ECOS.Optimizer; with_bridge_type = Float64)
+    MOI.Bridges.remove_bridge(
+        optimizer,
+        MOI.Bridges.Variable.ZerosBridge{Float64},
+    )
+    model = MOI.Utilities.CachingOptimizer(
+        MOI.Utilities.UniversalFallback(MOI.Utilities.Model{Float64}()),
+        optimizer,
+    )
+    MOI.Test.runtests(
+        model,
+        MOI.Test.Config(
+            atol = 1e-3,
+            rtol = 1e-3,
+            exclude = Any[
+                MOI.ConstraintBasisStatus,
+                MOI.VariableBasisStatus,
+                MOI.ObjectiveBound,
+            ],
+        ),
+        include = String[
+            # ZerosBridge does not support ConstraintDual
+            "test_conic_RotatedSecondOrderCone_INFEASIBLE_2",
+            "test_conic_linear_VectorOfVariables_2",
+            "test_linear_integration",
+            "test_quadratic_constraint_GreaterThan",
+            "test_quadratic_constraint_LessThan",
+        ],
+    )
+    return
+end
+
 function test_RawOptimizerAttribute()
     model = ECOS.Optimizer()
     MOI.set(model, MOI.RawOptimizerAttribute("abstol"), 1e-5)