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WIP: add bridge for Complex NormInfinityCone
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‎src/Bridges/Constraint/Constraint.jl

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@@ -21,6 +21,7 @@ include("bridges/all_different.jl")
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include("bridges/all_different_reif.jl")
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include("bridges/bin_packing.jl")
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include("bridges/circuit.jl")
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include("bridges/complex_norm_infinity.jl")
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include("bridges/count_at_least.jl")
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include("bridges/count_belongs.jl")
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include("bridges/count_distinct.jl")
@@ -107,6 +108,7 @@ function add_all_bridges(bridged_model, ::Type{T}) where {T}
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MOI.Bridges.add_bridge(bridged_model, NormOneConeToNormConeBridge{T})
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MOI.Bridges.add_bridge(bridged_model, SecondOrderConeToNormConeBridge{T})
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MOI.Bridges.add_bridge(bridged_model, NormInfinityConeToNormConeBridge{T})
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MOI.Bridges.add_bridge(bridged_model, ComplexNormInfinityToSecondOrderConeBridge{T})
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MOI.Bridges.add_bridge(bridged_model, RelativeEntropyBridge{T})
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MOI.Bridges.add_bridge(bridged_model, NormSpectralBridge{T})
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MOI.Bridges.add_bridge(bridged_model, NormNuclearBridge{T})

‎src/Bridges/Constraint/bridges/complex_norm_infinity.jl

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# Copyright (c) 2017: Miles Lubin and contributors
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# Copyright (c) 2017: Google Inc.
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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"""
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ComplexNormInfinityToSecondOrderConeBridge{T} <: Bridges.Constraint.AbstractBridge
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`ComplexNormInfinityToSecondOrderConeBridge` implements the following
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reformulation:
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* ``(t, x) \\in NormInfinity(1+d)`` into ``(t, real(x_i), imag(x_i)) \\in SecondOrderCone()``
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for all ``i``.
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## Source node
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`ComplexNormInfinityToSecondOrderConeBridge` supports:
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* [`MOI.VectorAffineFunction{Complex{T}}`](@ref) in [`MOI.NormInfinityCone`](@ref)
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## Target nodes
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`ComplexNormInfinityToSecondOrderConeBridge` creates:
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* [`MOI.VectorAffineFunction{T}`](@ref) in [`MOI.SecondOrderCone`](@ref)
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"""
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struct ComplexNormInfinityToSecondOrderConeBridge{T} <: AbstractBridge
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ci::Vector{
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MOI.ConstraintIndex{MOI.VectorAffineFunction{T},MOI.SecondOrderCone}
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}
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end
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const ComplexNormInfinityToSecondOrderCone{T,OT<:MOI.ModelLike} =
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SingleBridgeOptimizer{ComplexNormInfinityToSecondOrderConeBridge{T},OT}
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function bridge_constraint(
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::Type{ComplexNormInfinityToSecondOrderConeBridge{T}},
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model::MOI.ModelLike,
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f::MOI.VectorAffineFunction{Complex{T}},
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s::MOI.NormInfinityCone,
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) where {T}
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fi_s = MOI.Utilities.scalarize(f)
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t = real(fi_s[1])
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cis = MOI.ConstraintIndex{MOI.VectorAffineFunction{T},MOI.SecondOrderCone}[]
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for fi in fi_s[2:end]
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ci = MOI.add_constraint(
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model,
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MOI.Utilities.operate(vcat, T, t, real(fi), imag(fi)),
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MOI.SecondOrderCone(3),
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)
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push!(cis, ci)
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end
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return ComplexNormInfinityToSecondOrderConeBridge{T}(cis)
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end
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function MOI.supports_constraint(
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::Type{<:ComplexNormInfinityToSecondOrderConeBridge{T}},
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::Type{MOI.VectorAffineFunction{Complex{T}}},
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::Type{MOI.NormInfinityCone},
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) where {T}
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return true
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end
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function MOI.Bridges.added_constrained_variable_types(
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::Type{<:ComplexNormInfinityToSecondOrderConeBridge},
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)
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return Tuple{Type}[]
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end
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function MOI.Bridges.added_constraint_types(
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::Type{<:ComplexNormInfinityToSecondOrderConeBridge{T}},
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) where {T}
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return Tuple{Type,Type}[(MOI.VectorAffineFunction{T}, MOI.SecondOrderCone)]
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end
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function concrete_bridge_type(
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::Type{<:ComplexNormInfinityToSecondOrderConeBridge{T}},
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::Type{MOI.VectorAffineFunction{Complex{T}}},
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::Type{MOI.NormInfinityCone},
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) where {T}
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return ComplexNormInfinityToSecondOrderConeBridge{T}
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end
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function MOI.get(
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::ComplexNormInfinityToSecondOrderConeBridge,
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::MOI.NumberOfVariables,
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)::Int64
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return 0
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end
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function MOI.get(
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bridge::ComplexNormInfinityToSecondOrderConeBridge{T},
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::MOI.NumberOfConstraints{MOI.VectorAffineFunction{T},MOI.SecondOrderCone},
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)::Int64 where {T}
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return length(bridge.ci)
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end
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function MOI.get(
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bridge::ComplexNormInfinityToSecondOrderConeBridge{T},
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::MOI.ListOfConstraintIndices{
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MOI.VectorAffineFunction{T},
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MOI.SecondOrderCone,
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},
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) where {T}
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return copy(bridge.ci)
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end
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function MOI.delete(
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model::MOI.ModelLike,
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bridge::ComplexNormInfinityToSecondOrderConeBridge,
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)
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MOI.delete(model, bridge.ci)
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return
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end
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function MOI.get(
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model::MOI.ModelLike,
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::MOI.ConstraintFunction,
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bridge::ComplexNormInfinityToSecondOrderConeBridge{T},
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) where {T}
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elements = MOI.ScalarAffineFunction{Complex{T}}[]
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for ci in bridge.ci
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f = MOI.get(model, MOI.ConstraintFunction(), ci)
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fi_s = MOI.Utilities.scalarize(f)
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if isempty(elements)
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push!(elements, fi_s[1])
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end
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fi = MOI.Utilities.operate(
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+,
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Complex{T},
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(one(T) + zero(T)*im) * fi_s[2],
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(zero(T) + one(T)*im) * fi_s[3],
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)
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push!(elements, fi)
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end
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return MOI.Utilities.operate(vcat, Complex{T}, elements...)
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end
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function MOI.get(
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::MOI.ModelLike,
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::MOI.ConstraintSet,
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bridge::ComplexNormInfinityToSecondOrderConeBridge,
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)
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return MOI.NormInfinityCone(1 + length(bridge.ci))
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end

‎src/Bridges/Constraint/bridges/norm_infinity.jl

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const NormInfinity{T,OT<:MOI.ModelLike} =
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SingleBridgeOptimizer{NormInfinityBridge{T},OT}
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function MOI.supports_constraint(
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::Type{<:NormInfinityBridge{T}},
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::Type{MOI.VectorAffineFunction{Complex{T}}},
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::Type{MOI.NormInfinityCone},
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) where {T}
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return false
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end
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function concrete_bridge_type(
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::Type{<:NormInfinityBridge{T}},
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G::Type{<:MOI.AbstractVectorFunction},

‎test/Bridges/Constraint/complex_norm_infinity.jl

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# Copyright (c) 2017: Miles Lubin and contributors
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# Copyright (c) 2017: Google Inc.
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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module TestConstraintComplexNormInfinityToSecondOrderCone
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using Test
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import MathOptInterface as MOI
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function runtests()
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for name in names(@__MODULE__; all = true)
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if startswith("$(name)", "test_")
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@testset "$(name)" begin
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getfield(@__MODULE__, name)()
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end
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end
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end
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return
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end
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function test_runtests()
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MOI.Bridges.runtests(
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MOI.Bridges.Constraint.ComplexNormInfinityToSecondOrderConeBridge,
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"""
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variables: t, x
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::Complex{Float64}: [t, (1 + 2im) * x + (3 + 4im)] in NormInfinityCone(2)
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""",
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"""
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variables: t, x
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::Float64: [t, 1 * x + 3, 2 * x + 4] in SecondOrderCone(3)
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""",
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)
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MOI.Bridges.runtests(
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MOI.Bridges.Constraint.ComplexNormInfinityToSecondOrderConeBridge,
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"""
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variables: t, x, y
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::Complex{Float64}: [2.0 * t + 3.0, x + im * y] in NormInfinityCone(2)
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""",
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"""
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variables: t, x, y
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::Float64: [2.0 * t + 3.0, 1.0 * x, 1.0 * y] in SecondOrderCone(3)
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""",
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)
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# MOI.Bridges.runtests(
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# MOI.Bridges.Constraint.ComplexNormInfinityToSecondOrderConeBridge,
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# """
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# variables: x
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# ::Complex{Float64}: [(0 + 2im) * x + (0 + 4im)] in Zeros(1)
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# """,
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# """
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# variables: x
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# ::Float64: [2 * x + 4] in Zeros(1)
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# """;
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# constraint_start = 0.0 + 1.2im,
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# )
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# MOI.Bridges.runtests(
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# MOI.Bridges.Constraint.ComplexNormInfinityToSecondOrderConeBridge,
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# """
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# variables: x
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# ::Complex{Float64}: [(2 + 0im) * x + (4 + 0im)] in Zeros(1)
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# """,
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# """
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# variables: x
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# ::Float64: [2 * x + 4] in Zeros(1)
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# """;
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# constraint_start = 1.2 + 0.0im,
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# )
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return
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end
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end # module
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TestConstraintComplexNormInfinityToSecondOrderCone.runtests()

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