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VectorQuadraticFunction constructor #2633

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24 changes: 1 addition & 23 deletions src/Utilities/functions.jl
Original file line number Diff line number Diff line change
Expand Up @@ -2226,29 +2226,7 @@ Returns the vector of scalar quadratic functions in the form of a
function vectorize(
funcs::AbstractVector{MOI.ScalarQuadraticFunction{T}},
) where {T}
num_affine_terms =
mapreduce(func -> number_of_affine_terms(T, func), +, funcs, init = 0)
num_quadratic_terms = mapreduce(
func -> number_of_quadratic_terms(T, func),
+,
funcs,
init = 0,
)
out_dim = mapreduce(func -> output_dim(T, func), +, funcs, init = 0)
affine_terms = Vector{MOI.VectorAffineTerm{T}}(undef, num_affine_terms)
quadratic_terms =
Vector{MOI.VectorQuadraticTerm{T}}(undef, num_quadratic_terms)
constant = zeros(T, out_dim)
fill_vector(affine_terms, T, fill_terms, number_of_affine_terms, funcs)
fill_vector(
quadratic_terms,
T,
fill_terms,
number_of_quadratic_terms,
funcs,
)
fill_vector(constant, T, fill_constant, output_dim, funcs)
return MOI.VectorQuadraticFunction(quadratic_terms, affine_terms, constant)
return MOI.VectorQuadraticFunction(funcs)
end

function vectorize(x::AbstractVector{MOI.ScalarNonlinearFunction})
Expand Down
20 changes: 20 additions & 0 deletions src/functions.jl
Original file line number Diff line number Diff line change
Expand Up @@ -679,6 +679,26 @@ struct VectorQuadraticFunction{T} <: AbstractVectorFunction
constants::Vector{T}
end

function VectorQuadraticFunction(
rows::AbstractVector{ScalarQuadraticFunction{T}},
) where {T}
ret = VectorQuadraticFunction{T}(
VectorQuadraticTerm{T}[],
VectorAffineTerm{T}[],
T[],
)
Comment on lines +685 to +689
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I mentioned in the other PR also:
If this constructor is just for testing purposes and manually building constraints, I would be okay with the simple loop.
But, vectorize is used in bridges in potentially large problems.
Hence, we need, at least, some sizehint!s arounds

for (idx, f) in enumerate(rows)
push!(ret.constants, f.constant)
for term in f.quadratic_terms
push!(ret.quadratic_terms, VectorQuadraticTerm(idx, term))
end
for term in f.affine_terms
push!(ret.affine_terms, VectorAffineTerm(idx, term))
end
end
return ret
end

output_dimension(f::VectorQuadraticFunction) = length(f.constants)

constant(f::VectorQuadraticFunction) = f.constants
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27 changes: 27 additions & 0 deletions test/functions.jl
Original file line number Diff line number Diff line change
Expand Up @@ -7,6 +7,8 @@
module TestFunctions

using Test
import LinearAlgebra

import MathOptInterface as MOI

"""
Expand Down Expand Up @@ -129,6 +131,31 @@ function test_functions_convert_ScalarQuadraticFunction()
)
end

function test_VectorQuadraticFunction_constructor()
x = MOI.VariableIndex.(1:2)
expr1 =
LinearAlgebra.dot(1.0 * x, x) + LinearAlgebra.dot([2.0, 3.0], x) + 4.2
expr2 =
LinearAlgebra.dot(3.0 * x, x) + LinearAlgebra.dot([1.0, 3.0], x) + 1.2
f = MOI.VectorQuadraticFunction([expr1, expr2])
f_vec = MOI.Utilities.vectorize([expr1, expr2])
@test f ≈ f_vec
@test MOI.output_dimension(f) == 2
@test f.constants == [4.2, 1.2]
@test f.quadratic_terms == [
MOI.VectorQuadraticTerm(1, MOI.ScalarQuadraticTerm(2.0, x[1], x[1])),
MOI.VectorQuadraticTerm(1, MOI.ScalarQuadraticTerm(2.0, x[2], x[2])),
MOI.VectorQuadraticTerm(2, MOI.ScalarQuadraticTerm(6.0, x[1], x[1])),
MOI.VectorQuadraticTerm(2, MOI.ScalarQuadraticTerm(6.0, x[2], x[2])),
]
@test f.affine_terms == [
MOI.VectorAffineTerm(1, MOI.ScalarAffineTerm(2.0, x[1])),
MOI.VectorAffineTerm(1, MOI.ScalarAffineTerm(3.0, x[2])),
MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(1.0, x[1])),
MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(3.0, x[2])),
]
end

function test_isapprox_VectorOfVariables()
x = MOI.VariableIndex(1)
y = MOI.VariableIndex(2)
Expand Down
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