Merge pull request #524 from JuliaOpt/bl/addmissingpsds

Add missing PSDCS in bridge cache

Author: blegat

src/Bridges/Bridges.jl

@@ -28,12 +28,13 @@ MOIU.@model(AllBridgedConstraints,
             (),
             (MOI.Interval,),
             (MOI.SecondOrderCone, MOI.RotatedSecondOrderCone, MOI.GeometricMeanCone,
+             MOI.PositiveSemidefiniteConeSquare,
              MOI.LogDetConeTriangle, MOI.RootDetConeTriangle),
             (),
-            (),
-            (MOI.ScalarAffineFunction,),
+            (MOI.SingleVariable,),
+            (MOI.ScalarAffineFunction, MOI.ScalarQuadraticFunction),
             (MOI.VectorOfVariables,),
-            (MOI.VectorAffineFunction,))
+            (MOI.VectorAffineFunction, MOI.VectorQuadraticFunction))
 """
     fullbridgeoptimizer(model::MOI.ModelLike, ::Type{T}) where T
 

src/Utilities/functions.jl

@@ -906,6 +906,11 @@ function promote_operation(::typeof(/), ::Type{T},
                            ::Type{T}) where T
     MOI.ScalarAffineFunction{T}
 end
+function promote_operation(::typeof(/), ::Type{T},
+                           ::Type{MOI.ScalarQuadraticFunction{T}},
+                           ::Type{T}) where T
+    MOI.ScalarQuadraticFunction{T}
+end
 
 function operate!(::typeof(/), ::Type{T}, f::MOI.SingleVariable,
                   α::T) where T

test/bridge.jl

@@ -121,14 +121,14 @@ end
 # Model not supporting RotatedSecondOrderCone
 MOIU.@model(NoRSOCModel,
             (),
-            (MOI.EqualTo, MOI.GreaterThan, MOI.LessThan, MOI.Interval),
+            (MOI.EqualTo, MOI.GreaterThan, MOI.LessThan),
             (MOI.Zeros, MOI.Nonnegatives, MOI.Nonpositives, MOI.SecondOrderCone,
              MOI.ExponentialCone, MOI.PositiveSemidefiniteConeTriangle),
             (),
             (MOI.SingleVariable,),
-            (MOI.ScalarAffineFunction,),
+            (MOI.ScalarAffineFunction, MOI.ScalarQuadraticFunction),
             (MOI.VectorOfVariables,),
-            (MOI.VectorAffineFunction,))
+            (MOI.VectorAffineFunction, MOI.VectorQuadraticFunction))
 
 @testset "LazyBridgeOptimizer" begin
     mock = MOIU.MockOptimizer(NoRSOCModel{Float64}())
@@ -150,7 +150,7 @@ MOIU.@model(NoRSOCModel,
         MOIT.copytest(bridgedmock, NoRSOCModel{Float64}())
     end
 
-    # Test that RSOCtoPSD is used instead of RSOC+SOCtoPSD as it is a shortest path
+    # Test that RSOCtoPSD is used instead of RSOC+SOCtoPSD as it is a shortest path.
     @testset "Bridge selection" begin
         MOI.empty!(bridgedmock)
         @test !(MOI.supports_constraint(bridgedmock, MOI.VectorAffineFunction{Float64}, MOI.LogDetConeTriangle))
@@ -160,6 +160,34 @@ MOIU.@model(NoRSOCModel,
         @test bridgedmock.dist[(MathOptInterface.VectorOfVariables, MathOptInterface.RotatedSecondOrderCone)] == 1
     end
 
+    @testset "Supports" begin
+        fullbridgedmock = MOIB.fullbridgeoptimizer(mock, Float64)
+        for F in [MOI.SingleVariable, MOI.ScalarAffineFunction{Float64},
+                  MOI.ScalarQuadraticFunction{Float64}]
+            @test MOI.supports_constraint(fullbridgedmock, F,
+                                          MOI.Interval{Float64})
+        end
+        for F in [MOI.VectorOfVariables, MOI.VectorAffineFunction{Float64},
+                  MOI.VectorQuadraticFunction{Float64}]
+            @test MOI.supports_constraint(fullbridgedmock, F,
+                                          MOI.PositiveSemidefiniteConeSquare)
+            @test MOI.supports_constraint(fullbridgedmock, F,
+                                          MOI.GeometricMeanCone)
+        end
+        for F in [MOI.VectorOfVariables, MOI.VectorAffineFunction{Float64}]
+            # The bridges in this for loop do not support yet
+            # VectorQuadraticFunction. See TODO's for the reason.
+            # TODO: Missing vcat for quadratic for supporting quadratic.
+            @test MOI.supports_constraint(fullbridgedmock, F,
+                                          MOI.RotatedSecondOrderCone)
+            # TODO: Det bridges need to use MOIU.operate to support quadratic.
+            @test MOI.supports_constraint(fullbridgedmock, F,
+                                          MOI.LogDetConeTriangle)
+            @test MOI.supports_constraint(fullbridgedmock, F,
+                                          MOI.RootDetConeTriangle)
+        end
+    end
+
     @testset "Combining two briges" begin
         fullbridgedmock = MOIB.fullbridgeoptimizer(mock, Float64)
         mock.optimize! = (mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, [1, 1, 0, 1, 1, 0, 1, √2])

test/functions.jl

@@ -247,6 +247,9 @@
                 @test MOIU.promote_operation(*, Float64,
                                              MOI.ScalarAffineFunction{Float64},
                                              MOI.ScalarAffineFunction{Float64}) == MOI.ScalarQuadraticFunction{Float64}
+                @test MOIU.promote_operation(/, Float64,
+                                             MOI.ScalarQuadraticFunction{Float64},
+                                             Float64) == MOI.ScalarQuadraticFunction{Float64}
             end
             fx = MOI.SingleVariable(x)
             fy = MOI.SingleVariable(y)