Merge branch 'master' into addspectralnormcone

Author: chriscoey

.gitignore

@@ -1,7 +1,8 @@
 *.jl.cov
 *.jl.*.cov
 *.jl.mem
+.vscode/*
 docs/build/
 docs/site/
-Manifest.toml
 test/Benchmarks/*.json
+Manifest.toml

LICENSE.md

@@ -2,22 +2,22 @@ The MathOptInterface.jl package is licensed under the MIT "Expat" License:
 
 > Copyright (c) 2017: Miles Lubin and contributors
 > Copyright (c) 2017: Google Inc.
-> 
+>
 > Permission is hereby granted, free of charge, to any person obtaining a copy
 > of this software and associated documentation files (the "Software"), to deal
 > in the Software without restriction, including without limitation the rights
 > to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
 > copies of the Software, and to permit persons to whom the Software is
 > furnished to do so, subject to the following conditions:
-> 
+>
 > The above copyright notice and this permission notice shall be included in all
 > copies or substantial portions of the Software.
-> 
+>
 > THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
 > IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
 > FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
 > AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
 > LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
 > OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
 > SOFTWARE.
-> 
+>

NEWS.md

@@ -1,6 +1,18 @@
 MathOptInterface (MOI) release notes
 ====================================
 
+v0.9.9 (December 29, 2019)
+---------------------
+
+- Incorporated MathOptFormat.jl as the FileFormats submodule. FileFormats
+  provides readers and writers for a number of standard file formats and MOF, a
+  file format specialized for MOI (#969).
+- Improved performance of deletion of vector of variables in
+  `MOI.Utilities.Model` (#983).
+- Updated to MutableArithmetics v0.2 (#981).
+- Added `MutableArithmetics.promote_operation` allocation tests (#975).
+- Fixed inference issue on Julia v1.1 (#982).
+
 v0.9.8 (December 19, 2019)
 ---------------------
 

Project.toml

@@ -1,9 +1,13 @@
 name = "MathOptInterface"
 uuid = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
-version = "0.9.8"
+version = "0.9.9"
 
 [deps]
 BenchmarkTools = "6e4b80f9-dd63-53aa-95a3-0cdb28fa8baf"
+CodecBzip2 = "523fee87-0ab8-5b00-afb7-3ecf72e48cfd"
+CodecZlib = "944b1d66-785c-5afd-91f1-9de20f533193"
+JSON = "682c06a0-de6a-54ab-a142-c8b1cf79cde6"
+JSONSchema = "7d188eb4-7ad8-530c-ae41-71a32a6d4692"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 MutableArithmetics = "d8a4904e-b15c-11e9-3269-09a3773c0cb0"
 OrderedCollections = "bac558e1-5e72-5ebc-8fee-abe8a469f55d"
@@ -13,6 +17,10 @@ Unicode = "4ec0a83e-493e-50e2-b9ac-8f72acf5a8f5"
 
 [compat]
 BenchmarkTools = "0.4"
-MutableArithmetics = "0.1.1"
+CodecBzip2 = "~0.6"
+CodecZlib = "~0.6"
+JSON = "~0.21"
+JSONSchema = "0.2"
+MutableArithmetics = "0.2"
 OrderedCollections = "1"
 julia = "1"

docs/Project.toml

@@ -3,4 +3,4 @@ Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
 MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
 
 [compat]
-Documenter = "~0.22"
+Documenter = "0.24"

docs/make.jl

@@ -2,8 +2,11 @@ using Documenter, MathOptInterface
 
 makedocs(
     sitename = "MathOptInterface",
-    # See https://github.com/JuliaDocs/Documenter.jl/issues/868
-    format = Documenter.HTML(prettyurls = get(ENV, "CI", nothing) == "true"),
+    format = Documenter.HTML(
+        # See https://github.com/JuliaDocs/Documenter.jl/issues/868
+        prettyurls = get(ENV, "CI", nothing) == "true",
+        mathengine = Documenter.MathJax()
+    ),
     # See https://github.com/JuliaOpt/JuMP.jl/issues/1576
     strict = true,
     pages = [

docs/src/apimanual.md

@@ -796,6 +796,63 @@ becomes ``A = [3.0, 4.0]^\top`` as follows:
 modify(m, c, MultirowChange(x, [3.0, 4.0]))
 ```
 
+## File formats
+
+The `FileFormats` module provides functionality for reading and writing MOI models using
+[`write_to_file`](@ref) and [`read_from_file`](@ref).
+
+To write a model `src` to a MathOptFormat file, use:
+```julia
+src = # ...
+dest = FileFormats.Model(format = FileFormats.FORMAT_MOF)
+MOI.copy_to(dest, src)
+MOI.write_to_file(dest, "file.mof.json")
+```
+The list of supported formats is given by the [`FileFormats.FileFormat`](@ref) enum.
+
+Instead of the `format` keyword, you can also use the `filename` keyword argument to
+[`FileFormats.Model`](@ref). This will attempt to automatically guess the format from the
+file extension. For example:
+```julia
+src = # ...
+filename = "my_model.cbf.gz"
+dest = FileFormats.Model(filename = filename)
+MOI.copy_to(dest, src)
+MOI.write_to_file(dest, filename)
+
+src_2 = FileFormats.Model(filename = filename)
+MOI.read_from_file(src_2, filename)
+```
+Note how the compression format (GZip) is also automatically detected from the filename.
+
+In some cases `src` may contain constraints that are not supported by the file format (e.g.,
+the CBF format supports integer variables but not binary). If so, you should copy `src` to a
+bridged model using [`Bridges.full_bridge_optimizer`](@ref):
+```julia
+src = # ... conic model ...
+dest = FileFormats.Model(format = FileFormats.FORMAT_CBF)
+bridged = MOI.Bridges.full_bridge_optimizer(dest, Float64)
+MOI.copy_to(bridged, src)
+MOI.write_to_file(dest, "my_model.cbf")
+```
+You should also note that even after bridging, it may still not be possible to write the
+model to file because of unsupported constraints (e.g., PSD variables in the LP file
+format).
+
+In addition to [`write_to_file`](@ref) and [`read_from_file`](@ref), you can read and write
+directly from `IO` streams using `Base.write` and `Base.read!`:
+```julia
+src = # ...
+io = IOBuffer()
+dest = FileFormats.Model(format = FileFormats.FORMAT_MPS)
+MOI.copy_to(dest, src)
+write(io, dest)
+
+seekstart(io)
+src_2 = FileFormats.Model(format = FileFormats.FORMAT_MPS)
+read!(io, src_2)
+```
+
 ## Advanced
 
 ### Duals

docs/src/apireference.md

@@ -196,6 +196,7 @@ ConstraintIndex
 is_valid
 throw_if_not_valid
 delete(::ModelLike, ::Index)
+delete(::ModelLike, ::Vector{<:Index})
 ```
 
 ### Variables
@@ -963,6 +964,7 @@ The following utilities are available for functions:
 Utilities.eval_variables
 Utilities.map_indices
 Utilities.substitute_variables
+Utilities.filter_variables
 Utilities.remove_variable
 Utilities.all_coefficients
 Utilities.unsafe_add
@@ -1019,3 +1021,13 @@ Benchmarks.suite
 Benchmarks.create_baseline
 Benchmarks.compare_against_baseline
 ```
+
+## File Formats
+
+Functions to help read and write MOI models to/from various file formats. See
+[File Formats](@ref) for more details.
+
+```@docs
+FileFormats.Model
+FileFormats.FileFormat
+```

src/Bridges/Constraint/set_map.jl

@@ -4,7 +4,7 @@ function bridge_constraint(
     BT::Type{<:SetMapBridge{T, S2, S1, F, G}}, model::MOI.ModelLike,
     func::G, set::S1) where {T, S2, S1, F, G}
     mapped_func = map_function(BT, func)
-    constraint = MOI.add_constraint(model, map_function(BT, func), map_set(BT, set))
+    constraint = MOI.add_constraint(model, mapped_func, map_set(BT, set))
     return BT(constraint)
 end