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[Bridges] Method error with quadratic indicator constraints #2506

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@LebedevRI

Description

@LebedevRI

I've trimmed the reproducer somewhat, but it should be reducible further.

using Combinatorics
using JuMP
import HiGHS
#import MiniZinc
import LinearAlgebra

JuMP._CONSTRAINT_LIMIT_FOR_PRINTING[] = 10

function main()
    NUM_SWITCHES = 3
    NUM_KEYFRAMES = 3

    NUM_FRAMES_BETWEEN_KEYFRAMES = 10 # ???
    NUM_INTERKEYFRAME_ARCS = NUM_KEYFRAMES - 1
    NUM_FRAMES = NUM_KEYFRAMES + NUM_FRAMES_BETWEEN_KEYFRAMES * NUM_INTERKEYFRAME_ARCS

    KEYFRAME_INDEXES = collect(1:1+NUM_FRAMES_BETWEEN_KEYFRAMES:NUM_FRAMES)
    @assert length(KEYFRAME_INDEXES) == NUM_KEYFRAMES
    
    model = Model(HiGHS.Optimizer);
    #model = Model(() -> MiniZinc.Optimizer{Float64}("highs"))

    set_time_limit_sec(model, 1.0)
    
    @variable(model, KeyFrameMask[1:NUM_FRAMES], Bin)
    @variable(model, TransitionalFrameMask[1:NUM_FRAMES], Bin)
    @variable(model, DummyFrameMask[1:NUM_FRAMES], Bin)
    @constraints(model, begin
        # Each frame is in one of three states
        [f=1:NUM_FRAMES], KeyFrameMask[f]+TransitionalFrameMask[f]+DummyFrameMask[f] == 1
        # We know the number of keyframes
        sum(KeyFrameMask) == NUM_KEYFRAMES
        # Let's hardcode which frames are keyframes
        [f=1:NUM_FRAMES], KeyFrameMask[f] == (f in KEYFRAME_INDEXES)
        # In each inter-frame ark between keyframes, dummy frames are grouped right before next keyframe
        [g=1:NUM_INTERKEYFRAME_ARCS, f=1+KEYFRAME_INDEXES[g]+1:KEYFRAME_INDEXES[g+1]-1], DummyFrameMask[f-1] <= DummyFrameMask[f]
    end);    

    @variable(model, SwitchDrivePower[1:NUM_FRAMES, 1:NUM_SWITCHES], Bin)
    @constraints(model, begin
        # At most one switch can be operated per frame
        [f=1:NUM_FRAMES], 0 <= sum(SwitchDrivePower[f,:]) <= 1
        # At keyframes, switches are not operated
        [f=1:NUM_FRAMES, s=1:NUM_SWITCHES], KeyFrameMask[f] --> { SwitchDrivePower[f,s] == 0 }
        # At dummyframes, switches are not operated
        [f=1:NUM_FRAMES, s=1:NUM_SWITCHES], DummyFrameMask[f] --> { SwitchDrivePower[f,s] == 0 }
        # At transitionalframes, switches *are* operated
        [f=1:NUM_FRAMES], sum(SwitchDrivePower[f,:]) == TransitionalFrameMask[f]
        ### IF this is instead:
            # [f=1:NUM_FRAMES], TransitionalFrameMask[f] --> { sum(SwitchDrivePower[f,:]) == 1 }
        ### then it works

    end);

    # -1 - neutral; 0 - reverse; 2 - forward
    @variable(model, -1 <= SwitchDriveState[1:NUM_FRAMES, 1:NUM_SWITCHES] <= 2, Int)
    @constraints(model, begin
        # If switch's drive is power-on, there *IS* some control input
        [f=1:NUM_FRAMES, s=1:NUM_SWITCHES],  SwitchDrivePower[f,s] --> { SwitchDriveState[f,s] >=  0 }
        # If switch's drive is power-off, there is also no control input
        [f=1:NUM_FRAMES, s=1:NUM_SWITCHES], !SwitchDrivePower[f,s] --> { SwitchDriveState[f,s] == -1 }
    end);

    @variable(model, -1 <= SwitchDriveDirection[1:NUM_FRAMES, 1:NUM_SWITCHES] <= 1, Int)
    @constraints(model, begin
        # If switch's drive is power-off, there is also no control input
        [f=1:NUM_FRAMES, s=1:NUM_SWITCHES], !SwitchDrivePower[f,s] --> { SwitchDriveDirection[f,s] == 0 }
        # If switch's drive is power-on, there *IS* some control input
        [f=1:NUM_FRAMES, s=1:NUM_SWITCHES],  SwitchDrivePower[f,s] --> { SwitchDriveDirection[f,s] == SwitchDrivePower[f,s] * SwitchDriveState[f,s] - 1 }
    end);


    print(model)
    optimize!(model)
    solution_summary(model)
    @assert is_solved_and_feasible(model)
    #@show convert.(Bool, value.(KeyFrameMask))
end

main()
MethodError: no method matching bridge_constraint(::Type{MathOptInterface.Bridges.Constraint.IndicatorSOS1Bridge{Float64, MathOptInterface.EqualTo{Float64}}}, ::MathOptInterface.Bridges.LazyBridgeOptimizer{HiGHS.Optimizer}, ::MathOptInterface.VectorQuadraticFunction{Float64}, ::MathOptInterface.Indicator{MathOptInterface.ACTIVATE_ON_ONE, MathOptInterface.EqualTo{Float64}})

Closest candidates are:
  bridge_constraint(::Type{MathOptInterface.Bridges.Constraint.SplitIntervalBridge{T, F, S, LS, US}}, ::MathOptInterface.ModelLike, ::F, ::S) where {T, F, S, LS, US}
   @ MathOptInterface ~/.julia/packages/MathOptInterface/2CULs/src/Bridges/Constraint/bridges/interval.jl:94
  bridge_constraint(::Type{MathOptInterface.Bridges.Constraint.FunctionConversionBridge{T, F, G, S}}, ::MathOptInterface.ModelLike, ::G, ::S) where {T, F, G, S}
   @ MathOptInterface ~/.julia/packages/MathOptInterface/2CULs/src/Bridges/Constraint/bridges/functionize.jl:209
  bridge_constraint(::Type{MathOptInterface.Bridges.Constraint.IndicatorSOS1Bridge{T, S}}, ::MathOptInterface.ModelLike, ::MathOptInterface.VectorAffineFunction{T}, ::MathOptInterface.Indicator{MathOptInterface.ACTIVATE_ON_ONE, S}) where {T<:Real, S}
   @ MathOptInterface ~/.julia/packages/MathOptInterface/2CULs/src/Bridges/Constraint/bridges/indicator_sos.jl:43
  ...


Stacktrace:
  [1] add_bridged_constraint(b::MathOptInterface.Bridges.LazyBridgeOptimizer{HiGHS.Optimizer}, BridgeType::Type, f::MathOptInterface.VectorQuadraticFunction{Float64}, s::MathOptInterface.Indicator{MathOptInterface.ACTIVATE_ON_ONE, MathOptInterface.EqualTo{Float64}})
    @ MathOptInterface.Bridges ~/.julia/packages/MathOptInterface/2CULs/src/Bridges/bridge_optimizer.jl:1786
  [2] add_constraint(b::MathOptInterface.Bridges.LazyBridgeOptimizer{HiGHS.Optimizer}, f::MathOptInterface.VectorQuadraticFunction{Float64}, s::MathOptInterface.Indicator{MathOptInterface.ACTIVATE_ON_ONE, MathOptInterface.EqualTo{Float64}})
    @ MathOptInterface.Bridges ~/.julia/packages/MathOptInterface/2CULs/src/Bridges/bridge_optimizer.jl:1916
  [3] _copy_constraints(dest::MathOptInterface.Bridges.LazyBridgeOptimizer{HiGHS.Optimizer}, src::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}, index_map::MathOptInterface.Utilities.IndexMap, index_map_FS::MathOptInterface.Utilities.DoubleDicts.IndexDoubleDictInner{MathOptInterface.VectorQuadraticFunction{Float64}, MathOptInterface.Indicator{MathOptInterface.ACTIVATE_ON_ONE, MathOptInterface.EqualTo{Float64}}}, cis_src::Vector{MathOptInterface.ConstraintIndex{MathOptInterface.VectorQuadraticFunction{Float64}, MathOptInterface.Indicator{MathOptInterface.ACTIVATE_ON_ONE, MathOptInterface.EqualTo{Float64}}}})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/2CULs/src/Utilities/copy.jl:259
  [4] _copy_constraints(dest::MathOptInterface.Bridges.LazyBridgeOptimizer{HiGHS.Optimizer}, src::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}, index_map::MathOptInterface.Utilities.IndexMap, cis_src::Vector{MathOptInterface.ConstraintIndex{MathOptInterface.VectorQuadraticFunction{Float64}, MathOptInterface.Indicator{MathOptInterface.ACTIVATE_ON_ONE, MathOptInterface.EqualTo{Float64}}}})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/2CULs/src/Utilities/copy.jl:271
  [5] pass_nonvariable_constraints_fallback(dest::MathOptInterface.Bridges.LazyBridgeOptimizer{HiGHS.Optimizer}, src::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}, index_map::MathOptInterface.Utilities.IndexMap, constraint_types::Vector{Tuple{Type, Type}})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/2CULs/src/Utilities/copy.jl:282
  [6] pass_nonvariable_constraints(dest::MathOptInterface.Bridges.LazyBridgeOptimizer{HiGHS.Optimizer}, src::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}, idxmap::MathOptInterface.Utilities.IndexMap, constraint_types::Vector{Tuple{Type, Type}})
    @ MathOptInterface.Bridges ~/.julia/packages/MathOptInterface/2CULs/src/Bridges/bridge_optimizer.jl:445
  [7] _pass_constraints(dest::MathOptInterface.Bridges.LazyBridgeOptimizer{HiGHS.Optimizer}, src::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}, index_map::MathOptInterface.Utilities.IndexMap, variable_constraints_not_added::Vector{Any})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/2CULs/src/Utilities/copy.jl:330
  [8] default_copy_to(dest::MathOptInterface.Bridges.LazyBridgeOptimizer{HiGHS.Optimizer}, src::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/2CULs/src/Utilities/copy.jl:505
  [9] copy_to
    @ ~/.julia/packages/MathOptInterface/2CULs/src/Bridges/bridge_optimizer.jl:455 [inlined]
 [10] optimize!
    @ ~/.julia/packages/MathOptInterface/2CULs/src/MathOptInterface.jl:84 [inlined]
 [11] optimize!(m::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.Bridges.LazyBridgeOptimizer{HiGHS.Optimizer}, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/2CULs/src/Utilities/cachingoptimizer.jl:316
 [12] optimize!(model::Model; ignore_optimize_hook::Bool, _differentiation_backend::MathOptInterface.Nonlinear.SparseReverseMode, kwargs::@Kwargs{})
    @ JuMP ~/.julia/packages/JuMP/Gwn88/src/optimizer_interface.jl:457
 [13] optimize!
    @ ~/.julia/packages/JuMP/Gwn88/src/optimizer_interface.jl:409 [inlined]
 [14] main()
    @ Main ./In[12]:74
 [15] top-level scope
    @ In[12]:80

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