Merge pull request #1002 from JuliaOpt/bl/dual_set_type

Add dual_set_type

Author: blegat

docs/src/apireference.md

@@ -310,6 +310,7 @@ Functions for getting properties of sets.
 ```@docs
 dimension
 dual_set
+dual_set_type
 constant(s::EqualTo)
 supports_dimension_update
 update_dimension

src/sets.jl

@@ -57,6 +57,29 @@ function dual_set end
 
 dual_set(s::AbstractSet) = error("Dual of $s is not implemented.")
 
+"""
+    dual_set_type(S::Type{<:AbstractSet})
+
+Return the type of dual set of sets of type `S`, as returned by
+[`dual_set`](@ref). If the dual cone is not defined it returns an error.
+
+### Examples
+
+```jldocstest
+julia> dual_set_type(Reals)
+Zeros
+
+julia> dual_set_type(SecondOrderCone)
+SecondOrderCone
+
+julia> dual_set_type(ExponentialCone)
+DualExponentialCone
+```
+"""
+function dual_set_type end
+
+dual_set_type(S::Type{<:AbstractSet}) = error("Dual type of $S is not implemented.")
+
 """
     AbstractScalarSet
 
@@ -87,6 +110,7 @@ struct Reals <: AbstractVectorSet
 end
 
 dual_set(s::Reals) = Zeros(dimension(s))
+dual_set_type(::Type{Reals}) = Zeros
 
 """
     Zeros(dimension)
@@ -98,6 +122,7 @@ struct Zeros <: AbstractVectorSet
 end
 
 dual_set(s::Zeros) = Reals(dimension(s))
+dual_set_type(::Type{Zeros}) = Reals
 
 """
     Nonnegatives(dimension)
@@ -109,6 +134,7 @@ struct Nonnegatives <: AbstractVectorSet
 end
 
 dual_set(s::Nonnegatives) = copy(s)
+dual_set_type(::Type{Nonnegatives}) = Nonnegatives
 
 """
     Nonpositives(dimension)
@@ -120,6 +146,7 @@ struct Nonpositives <: AbstractVectorSet
 end
 
 dual_set(s::Nonpositives) = copy(s)
+dual_set_type(::Type{Nonpositives}) = Nonpositives
 
 """
     GreaterThan{T <: Real}(lower::T)
@@ -198,6 +225,7 @@ struct NormInfinityCone <: AbstractVectorSet
 end
 
 dual_set(s::NormInfinityCone) = NormOneCone(dimension(s))
+dual_set_type(::Type{NormInfinityCone}) = NormOneCone
 
 """
     NormOneCone(dimension)
@@ -209,6 +237,7 @@ struct NormOneCone <: AbstractVectorSet
 end
 
 dual_set(s::NormOneCone) = NormInfinityCone(dimension(s))
+dual_set_type(::Type{NormOneCone}) = NormInfinityCone
 
 """
     SecondOrderCone(dimension)
@@ -220,6 +249,7 @@ struct SecondOrderCone <: AbstractVectorSet
 end
 
 dual_set(s::SecondOrderCone) = copy(s)
+dual_set_type(::Type{SecondOrderCone}) = SecondOrderCone
 
 """
     RotatedSecondOrderCone(dimension)
@@ -231,6 +261,7 @@ struct RotatedSecondOrderCone <: AbstractVectorSet
 end
 
 dual_set(s::RotatedSecondOrderCone) = copy(s)
+dual_set_type(::Type{RotatedSecondOrderCone}) = RotatedSecondOrderCone
 
 """
     GeometricMeanCone(dimension)
@@ -249,6 +280,7 @@ The 3-dimensional exponential cone ``\\{ (x,y,z) \\in \\mathbb{R}^3 : y \\exp (x
 struct ExponentialCone <: AbstractVectorSet end
 
 dual_set(s::ExponentialCone) = DualExponentialCone()
+dual_set_type(::Type{ExponentialCone}) = DualExponentialCone
 
 """
     DualExponentialCone()
@@ -258,6 +290,7 @@ The 3-dimensional dual exponential cone ``\\{ (u,v,w) \\in \\mathbb{R}^3 : -u \\
 struct DualExponentialCone <: AbstractVectorSet end
 
 dual_set(s::DualExponentialCone) = ExponentialCone()
+dual_set_type(::Type{DualExponentialCone}) = ExponentialCone
 
 """
     PowerCone{T <: Real}(exponent::T)
@@ -269,6 +302,7 @@ struct PowerCone{T <: Real} <: AbstractVectorSet
 end
 
 dual_set(s::PowerCone{T}) where T <: Real = DualPowerCone{T}(s.exponent)
+dual_set_type(::Type{PowerCone{T}}) where T <: Real = DualPowerCone{T}
 
 """
     DualPowerCone{T <: Real}(exponent::T)
@@ -280,6 +314,7 @@ struct DualPowerCone{T <: Real} <: AbstractVectorSet
 end
 
 dual_set(s::DualPowerCone{T}) where T <: Real = PowerCone{T}(s.exponent)
+dual_set_type(::Type{DualPowerCone{T}}) where T <: Real = PowerCone{T}
 
 dimension(s::Union{ExponentialCone, DualExponentialCone, PowerCone, DualPowerCone}) = 3
 
@@ -308,6 +343,7 @@ struct NormSpectralCone <: AbstractVectorSet
 end
 
 dual_set(s::NormSpectralCone) = NormNuclearCone(s.row_dim, s.column_dim)
+dual_set_type(::Type{NormSpectralCone}) = NormNuclearCone
 
 """
     NormNuclearCone(row_dim, column_dim)
@@ -321,6 +357,7 @@ struct NormNuclearCone <: AbstractVectorSet
 end
 
 dual_set(s::NormNuclearCone) = NormSpectralCone(s.row_dim, s.column_dim)
+dual_set_type(::Type{NormNuclearCone}) = NormSpectralCone
 
 dimension(s::Union{NormSpectralCone, NormNuclearCone}) = 1 + s.row_dim * s.column_dim
 
@@ -498,6 +535,7 @@ struct PositiveSemidefiniteConeTriangle <: AbstractSymmetricMatrixSetTriangle
 end
 
 dual_set(s::PositiveSemidefiniteConeTriangle) = copy(s)
+dual_set_type(::Type{PositiveSemidefiniteConeTriangle}) = PositiveSemidefiniteConeTriangle
 
 """
     PositiveSemidefiniteConeSquare(side_dimension) <: AbstractSymmetricMatrixSetSquare
@@ -527,9 +565,15 @@ struct PositiveSemidefiniteConeSquare <: AbstractSymmetricMatrixSetSquare
     side_dimension::Int
 end
 
-function dual_set(s::PositiveSemidefiniteConeSquare)
-    return error("""Dual of $s is not defined in MathOptInterface.
-                    For more details see the comments in src/Bridges/Constraint/square.jl""")
+function _dual_set_square_error()
+    error("""Dual of `PositiveSemidefiniteConeSquare` is not defined in MathOptInterface.
+             For more details see the comments in `src/Bridges/Constraint/square.jl`.""")
+end
+function dual_set(::PositiveSemidefiniteConeSquare)
+    _dual_set_square_error()
+end
+function dual_set_type(::Type{PositiveSemidefiniteConeSquare})
+    _dual_set_square_error()
 end
 
 triangular_form(::Type{PositiveSemidefiniteConeSquare}) = PositiveSemidefiniteConeTriangle

test/Utilities/sets.jl

@@ -57,93 +57,6 @@ end
     @test MOI.dimension(MOI.SOS2(collect(1:6))) === 6
 end
 
-@testset "Dual Set" begin
-    # Nonpositives
-    nonpositives3 = MOI.Nonpositives(3)
-    nonpositives4 = MOI.Nonpositives(4)
-    @test MOI.dual_set(nonpositives3) == nonpositives3
-    @test MOI.dual_set(nonpositives3) != nonpositives4
-    @test MOI.dual_set(nonpositives4) == nonpositives4
-    # Nonnegatives
-    nonnegatives3 = MOI.Nonnegatives(3)
-    nonnegatives4 = MOI.Nonnegatives(4)
-    @test MOI.dual_set(nonnegatives3) == nonnegatives3
-    @test MOI.dual_set(nonnegatives3) != nonnegatives4
-    @test MOI.dual_set(nonnegatives4) == nonnegatives4
-    # Zeros and Reals
-    zeros3 = MOI.Zeros(3)
-    zeros4 = MOI.Zeros(4)
-    reals3 = MOI.Reals(3)
-    reals4 = MOI.Reals(4)
-    @test MOI.dual_set(zeros3) == reals3
-    @test MOI.dual_set(reals3) == zeros3
-    @test MOI.dual_set(reals3) != zeros4
-    @test MOI.dual_set(zeros4) == reals4
-    @test MOI.dual_set(reals4) == zeros4
-    @test MOI.dual_set(zeros4) != reals3
-    # Norm-1 and norm-∞ cones
-    norminf2 = MOI.NormInfinityCone(2)
-    norminf3 = MOI.NormInfinityCone(3)
-    normone2 = MOI.NormOneCone(2)
-    normone3 = MOI.NormOneCone(3)
-    @test MOI.dual_set(norminf2) == normone2
-    @test MOI.dual_set(normone2) == norminf2
-    @test MOI.dual_set(norminf2) != normone3
-    @test MOI.dual_set(normone2) != norminf3
-    # SOC
-    soc2 = MOI.SecondOrderCone(2)
-    soc3 = MOI.SecondOrderCone(3)
-    @test MOI.dual_set(soc2) == soc2
-    @test MOI.dual_set(soc2) != soc3
-    @test MOI.dual_set(soc3) == soc3
-    # RSOC
-    rsoc2 = MOI.RotatedSecondOrderCone(2)
-    rsoc3 = MOI.RotatedSecondOrderCone(3)
-    @test MOI.dual_set(rsoc2) == rsoc2
-    @test MOI.dual_set(rsoc2) != rsoc3
-    @test MOI.dual_set(rsoc3) == rsoc3
-    # Norm-spectral and norm-nuclear cones
-    normspec22 = MOI.NormSpectralCone(2, 2)
-    normspec23 = MOI.NormSpectralCone(2, 3)
-    normnuc22 = MOI.NormNuclearCone(2, 2)
-    normnuc23 = MOI.NormNuclearCone(2, 3)
-    @test MOI.dual_set(normspec23) == normnuc23
-    @test MOI.dual_set(normnuc23) == normspec23
-    @test MOI.dual_set(normspec22) != normnuc23
-    @test MOI.dual_set(normnuc22) != normspec23
-    # PSDtriangle
-    psd2 = MOI.PositiveSemidefiniteConeTriangle(2)
-    psd3 = MOI.PositiveSemidefiniteConeTriangle(3)
-    @test MOI.dual_set(psd2) == psd2
-    @test MOI.dual_set(psd2) != psd3
-    @test MOI.dual_set(psd3) == psd3
-    # Exponential
-    exp = MOI.ExponentialCone()
-    dual_exp = MOI.DualExponentialCone()
-    @test MOI.dual_set(exp) == dual_exp
-    @test MOI.dual_set(exp) != exp
-    @test MOI.dual_set(dual_exp) == exp
-    @test MOI.dual_set(dual_exp) != dual_exp
-    # Power
-    pow03 = MOI.PowerCone(0.3)
-    pow04 = MOI.PowerCone(0.4)
-    dual_pow03 = MOI.DualPowerCone(0.3)
-    @test MOI.dual_set(pow03) == dual_pow03
-    @test MOI.dual_set(pow03) != pow03
-    @test MOI.dual_set(dual_pow03) == pow03
-    @test MOI.dual_set(dual_pow03) != pow04
-    @test MOI.dual_set(dual_pow03) != dual_pow03
-    # PSDSquare error
-    s = MOI.PositiveSemidefiniteConeSquare(4)
-    err = ErrorException("""Dual of $s is not defined in MathOptInterface.
-                            For more details see the comments in src/Bridges/Constraint/square.jl""")
-    @test_throws err MOI.dual_set(MOI.PositiveSemidefiniteConeSquare(4))
-    # Not implemented
-    s = MOI.LogDetConeTriangle(4)
-    err = ErrorException("Dual of $s is not implemented.")
-    @test_throws err MOI.dual_set(MOI.LogDetConeTriangle(4))
-end
-
 @testset "Set dot" begin
     vec = zeros(6)
     @test MOIU.set_dot(vec, vec, MOI.SecondOrderCone(6)) == 0

test/sets.jl

@@ -97,4 +97,102 @@ Base.copy(mlt::MutLessThan) = MutLessThan(Base.copy(mlt.upper))
         @test MOI.dimension(MOI.IndicatorSet{MOI.ACTIVATE_ON_ONE}(MOI.LessThan(1.0))) == 2
         @test MOI.dimension(MOI.Complements(5)) == 10
     end
+
+    @testset "Dual Set" begin
+        function dual_set_test(set1, set2)
+            @test MOI.dual_set(set1) == set2
+            @test MOI.dual_set_type(typeof(set1)) == typeof(set2)
+            @test MOI.dual_set(set2) == set1
+            @test MOI.dual_set_type(typeof(set2)) == typeof(set1)
+        end
+        function self_dual_set_test(set)
+            @test MOI.dual_set(set) == set
+            @test MOI.dual_set_type(typeof(set)) == typeof(set)
+        end
+        # Nonpositives
+        nonpositives3 = MOI.Nonpositives(3)
+        nonpositives4 = MOI.Nonpositives(4)
+        self_dual_set_test(nonpositives3)
+        @test MOI.dual_set(nonpositives3) != nonpositives4
+        self_dual_set_test(nonpositives4)
+        # Nonnegatives
+        nonnegatives3 = MOI.Nonnegatives(3)
+        nonnegatives4 = MOI.Nonnegatives(4)
+        self_dual_set_test(nonnegatives3)
+        @test MOI.dual_set(nonnegatives3) != nonnegatives4
+        self_dual_set_test(nonnegatives4)
+        # Zeros and Reals
+        zeros3 = MOI.Zeros(3)
+        zeros4 = MOI.Zeros(4)
+        reals3 = MOI.Reals(3)
+        reals4 = MOI.Reals(4)
+        dual_set_test(zeros3, reals3)
+        @test MOI.dual_set(reals3) != zeros4
+        dual_set_test(zeros4, reals4)
+        @test MOI.dual_set(zeros4) != reals3
+        # Norm-1 and norm-∞ cones
+        norminf2 = MOI.NormInfinityCone(2)
+        norminf3 = MOI.NormInfinityCone(3)
+        normone2 = MOI.NormOneCone(2)
+        normone3 = MOI.NormOneCone(3)
+        dual_set_test(norminf2, normone2)
+        dual_set_test(norminf3, normone3)
+        @test MOI.dual_set(norminf2) != normone3
+        @test MOI.dual_set(normone2) != norminf3
+        # SOC
+        soc2 = MOI.SecondOrderCone(2)
+        soc3 = MOI.SecondOrderCone(3)
+        self_dual_set_test(soc2)
+        @test MOI.dual_set(soc2) != soc3
+        self_dual_set_test(soc3)
+        # RSOC
+        rsoc2 = MOI.RotatedSecondOrderCone(2)
+        rsoc3 = MOI.RotatedSecondOrderCone(3)
+        self_dual_set_test(rsoc2)
+        @test MOI.dual_set(rsoc2) != rsoc3
+        self_dual_set_test(rsoc3)
+        # Norm-spectral and norm-nuclear cones
+        normspec22 = MOI.NormSpectralCone(2, 2)
+        normspec23 = MOI.NormSpectralCone(2, 3)
+        normnuc22 = MOI.NormNuclearCone(2, 2)
+        normnuc23 = MOI.NormNuclearCone(2, 3)
+        dual_set_test(normspec23, normnuc23)
+        dual_set_test(normspec22, normnuc22)
+        @test MOI.dual_set(normspec22) != normnuc23
+        @test MOI.dual_set(normnuc22) != normspec23
+        # PSDtriangle
+        psd2 = MOI.PositiveSemidefiniteConeTriangle(2)
+        psd3 = MOI.PositiveSemidefiniteConeTriangle(3)
+        self_dual_set_test(psd2)
+        @test MOI.dual_set(psd2) != psd3
+        self_dual_set_test(psd3)
+        # Exponential
+        exp = MOI.ExponentialCone()
+        dual_exp = MOI.DualExponentialCone()
+        dual_set_test(exp, dual_exp)
+        @test MOI.dual_set(exp) != exp
+        dual_set_test(dual_exp, exp)
+        @test MOI.dual_set(dual_exp) != dual_exp
+        # Power
+        pow03 = MOI.PowerCone(0.3)
+        pow04 = MOI.PowerCone(0.4)
+        dual_pow03 = MOI.DualPowerCone(0.3)
+        dual_set_test(pow03, dual_pow03)
+        @test MOI.dual_set(pow03) != pow03
+        dual_set_test(dual_pow03, pow03)
+        @test MOI.dual_set(dual_pow03) != pow04
+        @test MOI.dual_set(dual_pow03) != dual_pow03
+        # PSDSquare error
+        s = MOI.PositiveSemidefiniteConeSquare(4)
+        err = ErrorException("""Dual of `PositiveSemidefiniteConeSquare` is not defined in MathOptInterface.
+                                For more details see the comments in `src/Bridges/Constraint/square.jl`.""")
+        @test_throws err MOI.dual_set(MOI.PositiveSemidefiniteConeSquare(4))
+        @test_throws err MOI.dual_set_type(MOI.PositiveSemidefiniteConeSquare)
+        # Not implemented
+        s = MOI.LogDetConeTriangle(4)
+        err = ErrorException("Dual of $s is not implemented.")
+        @test_throws err MOI.dual_set(MOI.LogDetConeTriangle(4))
+        err = ErrorException("Dual type of $(typeof(s)) is not implemented.")
+        @test_throws err MOI.dual_set_type(MOI.LogDetConeTriangle)
+    end
 end