suggestions

Author: joaquimg

src/jump_moi_overloads.jl

@@ -3,6 +3,15 @@
 # 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.
 
+# FIXME
+# Some function in this file are overloads to skip JuMP dirty state.
+# Workaround for https://github.com/jump-dev/JuMP.jl/issues/2797
+# This workaround is necessary because once some attributes are set the JuMP
+# model changes to a dirty state, then getting some attributes is blocked.
+# However, getting and setting forward and backward sensitivities is
+# done after the model is optimized, so we add function to bypass the
+# dirty state.
+
 function MOI.set(
     model::JuMP.Model,
     attr::ForwardObjectiveFunction,
@@ -54,7 +63,7 @@ function MOI.get(
     return JuMP.jump_function(model, moi_func)
 end
 
-# FIXME Workaround for https://github.com/jump-dev/JuMP.jl/issues/2797
+# see FIXME comment in the top of the file
 function _moi_get_result(model::MOI.ModelLike, args...)
     if MOI.get(model, MOI.TerminationStatus()) == MOI.OPTIMIZE_NOT_CALLED
         throw(OptimizeNotCalled())
@@ -80,8 +89,6 @@ function MOI.get(
     return _moi_get_result(JuMP.backend(model), attr, JuMP.index(var_ref))
 end
 
-# extras to handle model_dirty
-
 function MOI.get(
     model::JuMP.Model,
     attr::ReverseConstraintSet,
@@ -108,12 +115,7 @@ function MOI.set(
     set::JuMP.AbstractScalarSet,
 )
     JuMP.check_belongs_to_model(con_ref, model)
-    return MOI.set(
-        JuMP.backend(model),
-        attr,
-        JuMP.index(con_ref),
-        JuMP.moi_set(set),
-    )
+    return MOI.set(model, attr, con_ref, JuMP.moi_set(set))
 end
 
 """

src/moi_wrapper.jl

@@ -17,13 +17,13 @@ One define a differentiable model by using any solver of choice. Example:
 julia> import DiffOpt, HiGHS
 
 julia> model = DiffOpt.diff_optimizer(HiGHS.Optimizer)
+julia> set_attribute(model, DiffOpt.ModelConstructor, DiffOpt.QuadraticProgram.Model) # optional selection of diff method
 julia> x = model.add_variable(model)
 julia> model.add_constraint(model, ...)
 ```
 """
 function diff_optimizer(
     optimizer_constructor;
-    method = nothing,
     with_parametric_opt_interface::Bool = false,
     with_bridge_type = Float64,
     with_cache::Bool = true,
@@ -45,9 +45,9 @@ function diff_optimizer(
         optimizer
     end
     if with_parametric_opt_interface
-        return POI.Optimizer(Optimizer(caching_opt; method = method))
+        return POI.Optimizer(Optimizer(caching_opt))
     else
-        return Optimizer(caching_opt; method = method)
+        return Optimizer(caching_opt)
     end
 end
 
@@ -64,16 +64,10 @@ mutable struct Optimizer{OT<:MOI.ModelLike} <: MOI.AbstractOptimizer
     # sensitivity input cache using MOI like sparse format
     input_cache::InputCache
 
-    function Optimizer(
-        optimizer::OT;
-        method = nothing,
-    ) where {OT<:MOI.ModelLike}
+    function Optimizer(optimizer::OT) where {OT<:MOI.ModelLike}
         output =
             new{OT}(optimizer, Any[], nothing, nothing, nothing, InputCache())
         add_all_model_constructors(output)
-        if method !== nothing
-            output.model_constructor = method
-        end
         return output
     end
 end
@@ -497,6 +491,14 @@ end
 Determines which subtype of [`DiffOpt.AbstractModel`](@ref) to use for
 differentiation. When set to `nothing`, the first one out of
 `model.model_constructors` that support the problem is used.
+
+Examples:
+
+```julia
+julia> MOI.set(model, DiffOpt.ModelConstructor(), DiffOpt.QuadraticProgram.Model)
+
+julia> MOI.set(model, DiffOpt.ModelConstructor(), DiffOpt.ConicProgram.Model)
+```
 """
 struct ModelConstructor <: MOI.AbstractOptimizerAttribute end
 
@@ -616,7 +618,11 @@ function _diff(model::Optimizer)
             end
             if isnothing(model.diff)
                 error(
-                    "No differentiation model supports the problem. If you believe it should be supported, say by `DiffOpt.QuadraticProgram.Model`, use `MOI.set(model, DiffOpt.ModelConstructor, DiffOpt.QuadraticProgram.Model)` and try again to see an error indicating why it is not supported.",
+                    "No differentiation model supports the problem. If you " *
+                    "believe it should be supported, say by " *
+                    "`DiffOpt.QuadraticProgram.Model`, use " *
+                    "`MOI.set(model, DiffOpt.ModelConstructor, DiffOpt.QuadraticProgram.Model)`" *
+                    "and try again to see an error indicating why it is not supported."
                 )
             end
         else