Pass attributes through Objective.FunctionConversionBridge (#287)

* Pass attributes through Objective.FunctionConversionBridge

* Fix

* add test

* fix tol

* fix test

* add reverse test

---------

Co-authored-by: joaquimg <joaquimdgarcia@gmail.com>

Author: blegat

src/bridges.jl

@@ -3,6 +3,30 @@
 # Use of this source code is governed by an MIT-style license that can be found
 # in the LICENSE.md file or at https://opensource.org/licenses/MIT.
 
+function MOI.get(
+    model::MOI.ModelLike,
+    attr::ObjectiveFunctionAttribute{ReverseObjectiveFunction,G},
+    ::MOI.Bridges.Objective.FunctionConversionBridge{T,F,G},
+) where {T,F,G}
+    return MOI.get(
+        model,
+        ObjectiveFunctionAttribute{ReverseObjectiveFunction,F}(attr.attr),
+    )
+end
+
+function MOI.set(
+    model::MOI.ModelLike,
+    attr::ObjectiveFunctionAttribute{ForwardObjectiveFunction,G},
+    ::MOI.Bridges.Objective.FunctionConversionBridge{T,F,G},
+    value,
+) where {T,F,G}
+    return MOI.set(
+        model,
+        ObjectiveFunctionAttribute{ForwardObjectiveFunction,F}(attr.attr),
+        value,
+    )
+end
+
 function MOI.get(
     model::MOI.ModelLike,
     ::ObjectiveFunctionAttribute{ReverseObjectiveFunction},

test/jump.jl

@@ -31,6 +31,49 @@ function runtests()
     return
 end
 
+function test_single_variable_objective_forward()
+    model = Model(() -> DiffOpt.diff_optimizer(SCS.Optimizer))
+    @variable(model, x[1:7] >= 0)
+    @constraint(model, c1, sum(x[i] for i in 1:6) == 10)
+    @constraint(model, c2, x[7] == 10)
+    @constraint(
+        model,
+        c3,
+        LinearAlgebra.Symmetric([
+            x[7] 0.0
+            0.0 x[1]
+        ]) in PSDCone()
+    )
+    @objective(model, Max, x[7])
+    optimize!(model)
+    MOI.set(model, DiffOpt.ForwardObjectiveFunction(), sum(x))
+    DiffOpt.forward_differentiate!(model)
+    @test MOI.get(model, DiffOpt.ForwardVariablePrimal(), x[7]) ≈ 0 atol = ATOL
+    return
+end
+
+function test_single_variable_objective_reverse()
+    model = Model(() -> DiffOpt.diff_optimizer(SCS.Optimizer))
+    @variable(model, x[1:7] >= 0)
+    @constraint(model, c1, sum(x[i] for i in 1:6) == 10)
+    @constraint(model, c2, x[7] == 10)
+    @constraint(
+        model,
+        c3,
+        LinearAlgebra.Symmetric([
+            x[7] 0.0
+            0.0 x[1]
+        ]) in PSDCone()
+    )
+    @objective(model, Max, x[7])
+    optimize!(model)
+    MOI.set(model, DiffOpt.ReverseVariablePrimal(), x[7], 1.0)
+    DiffOpt.reverse_differentiate!(model)
+    func = MOI.get(model, DiffOpt.ReverseObjectiveFunction())
+    @test JuMP.coefficient(func, x[7]) ≈ 0.0 atol = ATOL rtol = RTOL
+    return
+end
+
 function test_forward_on_trivial_qp()
     # using example on https://osqp.org/docs/examples/setup-and-solve.html
     Q = [4.0 1.0; 1.0 2.0]