Merge pull request jump-dev#102 from jump-dev/gb/fix_support

fix supports for SQF objective

Author: guilhermebodin

src/ParametricOptInterface.jl

@@ -290,12 +290,21 @@ function MOI.supports(
         MOI.ObjectiveSense,
         MOI.ObjectiveFunction{MOI.VariableIndex},
         MOI.ObjectiveFunction{MOI.ScalarAffineFunction{T}},
-        MOI.ObjectiveFunction{MOI.ScalarQuadraticFunction{T}},
     },
 ) where {T}
     return MOI.supports(model.optimizer, attr)
 end
 
+function MOI.supports(
+    model::Optimizer,
+    ::MOI.ObjectiveFunction{MOI.ScalarQuadraticFunction{T}},
+) where {T}
+    return MOI.supports(
+        model.optimizer,
+        MOI.ObjectiveFunction{MOI.ScalarAffineFunction{T}}(),
+    )
+end
+
 function MOI.supports_incremental_interface(model::Optimizer)
     return MOI.supports_incremental_interface(model.optimizer)
 end
@@ -1265,13 +1274,12 @@ function MOI.set(
 
     aff_terms = vcat(aff_terms, aff_vars)
     const_term = f.constant + aff_param_constant + quad_param_constant
-    quad_terms = quad_vars
 
     if !isempty(quad_vars)
         MOI.set(
             model.optimizer,
             attr,
-            MOI.ScalarQuadraticFunction(quad_terms, aff_terms, const_term),
+            MOI.ScalarQuadraticFunction(quad_vars, aff_terms, const_term),
         )
     else
         MOI.set(
@@ -1281,18 +1289,6 @@ function MOI.set(
         )
     end
 
-    if !isempty(quad_terms)
-        f_quad = MOI.ScalarQuadraticFunction(quad_terms, aff_terms, const_term)
-        MOI.set(model.optimizer, attr, f_quad)
-    else
-        f_quad = MOI.ScalarAffineFunction(aff_terms, const_term)
-        MOI.set(
-            model.optimizer,
-            MOI.ObjectiveFunction{MOI.ScalarAffineFunction{T}}(),
-            f_quad,
-        )
-    end
-
     model.original_objective_function = f
     model.quadratic_objective_cache_pv = quad_aff_vars
     model.quadratic_objective_cache_pp = quad_params