Fix automatic adding complex bridge (#313)

* Fix automatic adding complex bridge

* Fix format

* Fix doc ref

Author: blegat

docs/src/constraints.md

@@ -206,7 +206,7 @@ So `p(x)` is constrained to be equal to
 `s(x) = s_0(x) + s_1(x) * q_1(x) + s_2(x) * q_2(x) + ...`
 where the `s_i(x)` polynomials are Sum-of-Squares.
 The dual of the equality constraint between `p(x)` and `s(x)` is given
-by [`SumOfSquares.PolyJuMP.moments`](@ref).
+by [`SumOfSquares.MultivariateMoments.moments`](@ref).
 ```julia
 μ = moments(cref)
 ```

docs/src/tutorials/Noncommutative and Hermitian/sums_of_hermitian_squares.jl

@@ -10,12 +10,10 @@ using SumOfSquares
 
 using DynamicPolynomials
 @ncpolyvar x y
-p = (x + 1.0im * y) * (x - im * y)
+p = (x + im * y) * (x - im * y)
 
 import CSDP
 model = Model(CSDP.Optimizer)
-MOI.Bridges.add_bridge(backend(model).optimizer, PolyJuMP.Bridges.Constraint.ZeroPolynomialBridge{Complex{Float64}})
-MOI.Bridges.add_bridge(backend(model).optimizer, SumOfSquares.Bridges.Constraint.SOSPolynomialBridge{Complex{Float64}})
 cone = NonnegPolyInnerCone{MOI.HermitianPositiveSemidefiniteConeTriangle}()
 con_ref = @constraint(model, p in cone)
 optimize!(model)

docs/src/tutorials/Symmetry/cyclic.jl

@@ -140,14 +140,11 @@ b = √3/2
 import CSDP
 solver = CSDP.Optimizer
 model = Model(solver)
-MOI.Bridges.add_bridge(backend(model).optimizer, PolyJuMP.Bridges.Constraint.ZeroPolynomialBridge{Complex{Float64}})
-MOI.Bridges.add_bridge(backend(model).optimizer, SumOfSquares.Bridges.Constraint.SOSPolynomialBridge{Complex{Float64}})
 @variable(model, t)
 @objective(model, Max, t)
 pattern = Symmetry.Pattern(G, action)
 cone = SumOfSquares.NonnegPolyInnerCone{MOI.HermitianPositiveSemidefiniteConeTriangle}()
-pp = (1.0 + 0.0im) * poly - (1.0 + 0.0im) * t
-con_ref = @constraint(model, pp in cone, symmetry = pattern)
+con_ref = @constraint(model, poly - t in cone, symmetry = pattern)
 optimize!(model)
 @test termination_status(model) == MOI.OPTIMAL #src
 @test objective_value(model) ≈ 0.0 atol=1e-4 #src

src/constraint.jl

@@ -290,42 +290,54 @@ function PolyJuMP.bridges(
     ::Type{<:MOI.AbstractVectorFunction},
     ::Type{EmptyCone},
 )
-    return [Bridges.Constraint.EmptyBridge]
+    return [(Bridges.Constraint.EmptyBridge, Float64)]
 end
 
 function PolyJuMP.bridges(
     ::Type{<:MOI.AbstractVectorFunction},
     ::Type{PositiveSemidefinite2x2ConeTriangle},
 )
-    return [Bridges.Constraint.PositiveSemidefinite2x2Bridge]
+    return [(Bridges.Constraint.PositiveSemidefinite2x2Bridge, Float64)]
 end
 
 function PolyJuMP.bridges(
     ::Type{<:MOI.AbstractVectorFunction},
     ::Type{<:DiagonallyDominantConeTriangle},
 )
-    return [Bridges.Constraint.DiagonallyDominantBridge]
+    return [(Bridges.Constraint.DiagonallyDominantBridge, Float64)]
 end
 
 function PolyJuMP.bridges(
     ::Type{<:MOI.AbstractVectorFunction},
     ::Type{<:ScaledDiagonallyDominantConeTriangle},
 )
-    return [Bridges.Constraint.ScaledDiagonallyDominantBridge]
+    return [(Bridges.Constraint.ScaledDiagonallyDominantBridge, Float64)]
+end
+
+function _bridge_coefficient_type(
+    ::Type{SOSPolynomialSet{S,M,MV,C}},
+) where {S,M,MV,C}
+    return _complex(Float64, matrix_cone_type(C))
 end
 
 function PolyJuMP.bridges(
     ::Type{<:MOI.AbstractVectorFunction},
-    ::Type{<:SOSPolynomialSet{<:AbstractAlgebraicSet}},
+    S::Type{<:SOSPolynomialSet{<:AbstractAlgebraicSet}},
 )
-    return [Bridges.Constraint.SOSPolynomialBridge]
+    return [(
+        Bridges.Constraint.SOSPolynomialBridge,
+        _bridge_coefficient_type(S),
+    )]
 end
 
 function PolyJuMP.bridges(
     ::Type{<:MOI.AbstractVectorFunction},
-    ::Type{<:SOSPolynomialSet{<:BasicSemialgebraicSet}},
+    S::Type{<:SOSPolynomialSet{<:BasicSemialgebraicSet}},
 )
-    return [Bridges.Constraint.SOSPolynomialInSemialgebraicSetBridge]
+    return [(
+        Bridges.Constraint.SOSPolynomialInSemialgebraicSetBridge,
+        _bridge_coefficient_type(S),
+    )]
 end
 
 # Syntax: `@constraint(model, a >= b, SOSCone())`
@@ -339,10 +351,17 @@ function JuMP.build_constraint(
     return build_constraint(_error, f, extra; kws...)
 end
 
+_promote_coef_type(::Type{V}, ::Type) where {V<:JuMP.AbstractVariableRef} = V
+_promote_coef_type(::Type{F}, ::Type{T}) where {F,T} = promote_type(F, T)
+
 function JuMP.build_constraint(_error::Function, p, cone::SOSLikeCone; kws...)
-    coefs = PolyJuMP.non_constant_coefficients(p)
     monos = MP.monomials(p)
     set = JuMP.moi_set(cone, monos; kws...)
+    _coefs = PolyJuMP.non_constant_coefficients(p)
+    # If a polynomial with real coefficients is used with the Hermitian SOS
+    # cone, we want to promote the coefficients to complex
+    T = _bridge_coefficient_type(typeof(set))
+    coefs = convert(Vector{_promote_coef_type(eltype(_coefs), T)}, _coefs)
     shape = PolyJuMP.PolynomialShape(monos)
     return PolyJuMP.bridgeable(
         JuMP.VectorConstraint(coefs, set, shape),
@@ -351,29 +370,6 @@ function JuMP.build_constraint(_error::Function, p, cone::SOSLikeCone; kws...)
     )
 end
 
-_non_constant(a::Vector{T}) where {T} = convert.(MOI.ScalarAffineFunction{T}, a)
-_non_constant(a::Vector{<:JuMP.AbstractJuMPScalar}) = moi_function.(a)
-_non_constant(a::Vector{<:MOI.AbstractFunction}) = a
-
-# Add constraint with `p` having coefficients being MOI functions.
-# This is needed as a workaround as JuMP does not support complex numbers yet.
-# We can remove it when https://github.com/jump-dev/JuMP.jl/pull/2391 is done
-# We overload `JuMP.add_constraint` to avoid clash with the name.
-function JuMP.add_constraint(model::MOI.ModelLike, p, cone::SOSLikeCone; kws...)
-    coefs = MOI.Utilities.vectorize(_non_constant(MP.coefficients(p)))
-    monos = MP.monomials(p)
-    set = JuMP.moi_set(cone, monos; kws...)
-    return MOI.add_constraint(model, coefs, set)
-end
-function JuMP.add_constraint(model::JuMP.Model, p, cone::SOSLikeCone; kws...)
-    ci = JuMP.add_constraint(JuMP.backend(model), p, cone; kws...)
-    return JuMP.ConstraintRef(
-        model,
-        ci,
-        PolyJuMP.PolynomialShape(MP.monomials(p)),
-    )
-end
-
 struct ValueNotSupported <: Exception end
 function Base.showerror(io::IO, ::ValueNotSupported)
     return print(

src/variable.jl

@@ -1,13 +1,13 @@
 export DSOSPoly, SDSOSPoly, SOSPoly
 
 function PolyJuMP.bridges(::Type{<:PositiveSemidefinite2x2ConeTriangle})
-    return [Bridges.Variable.PositiveSemidefinite2x2Bridge]
+    return [(Bridges.Variable.PositiveSemidefinite2x2Bridge, Float64)]
 end
 function PolyJuMP.bridges(::Type{<:ScaledDiagonallyDominantConeTriangle})
-    return [Bridges.Variable.ScaledDiagonallyDominantBridge]
+    return [(Bridges.Variable.ScaledDiagonallyDominantBridge, Float64)]
 end
 function PolyJuMP.bridges(::Type{<:CopositiveInnerCone})
-    return [Bridges.Variable.CopositiveInnerBridge]
+    return [(Bridges.Variable.CopositiveInnerBridge, Float64)]
 end
 
 function JuMP.value(p::GramMatrix{<:JuMP.AbstractJuMPScalar})