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[Bridges] fix SplitHyperRectangleBridge with free rows #3075

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odow merged 3 commits into from
Sep 7, 2026
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[Bridges] fix SplitHyperRectangleBridge with free rows #3075

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[Bridges] fix SplitHyperRectangleBridge with free rows
odow Sep 7, 2026
441a896
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odow Sep 7, 2026
54729f8
Update
odow Sep 7, 2026
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147 changes: 74 additions & 73 deletions src/Bridges/Constraint/bridges/SplitHyperRectangleBridge.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -28,8 +28,8 @@ mutable struct SplitHyperRectangleBridge{T,G,F} <: AbstractBridge
ci::Union{Nothing,MOI.ConstraintIndex{G,MOI.Nonnegatives}}
set::MOI.HyperRectangle{T}
free_rows::F
free_primal_start::Union{Nothing,Vector{T}}
free_dual_start::Union{Nothing,Vector{T}}
primal_start::Union{Nothing,Vector{T}}
dual_start::Union{Nothing,Vector{T}}

function SplitHyperRectangleBridge{T,G,F}(
ci::Union{Nothing,MOI.ConstraintIndex{G,MOI.Nonnegatives}},
Expand Down Expand Up @@ -202,38 +202,17 @@ function MOI.supports(
return MOI.supports(model, attr, MOI.ConstraintIndex{G,MOI.Nonnegatives})
end

_get_free_start(bridge, ::MOI.ConstraintDualStart) = bridge.free_dual_start

function _set_free_start(bridge, ::MOI.ConstraintDualStart, value)
bridge.free_dual_start = value
return
end

_get_free_start(bridge, ::MOI.ConstraintPrimalStart) = bridge.free_primal_start

function _set_free_start(bridge, ::MOI.ConstraintPrimalStart, value)
bridge.free_primal_start = value
return
end

# This is a punned overload. We use Union{MOI.ConstraintDual,MOI.ConstraintDualStart}
# in MOI.get, so this hits the ConstraintDual branch. Since no constraints are
# ever added, we just assuem that the dual is `0.0` (this is feasible because)
# the set is really `f(x) in Reals()`, so the dual set is `Zeros()`
function _get_free_start(
function MOI.set(
model::MOI.ModelLike,
attr::MOI.ConstraintPrimalStart,
bridge::SplitHyperRectangleBridge{T},
::MOI.ConstraintDual,
::Nothing,
) where {T}
return zeros(T, MOI.dimension(bridge.set))
end

# The same cannot be said for ConstraintPrimal because we have no mechanism for
# evaluating the primal of the free rows. Throw an error instead.
function _get_free_start(
::SplitHyperRectangleBridge,
attr::MOI.ConstraintPrimal,
)
return throw(MOI.GetAttributeNotAllowed(attr))
if bridge.ci !== nothing
MOI.set(model, attr, bridge.ci, nothing)
end
bridge.primal_start = nothing
return
end

function MOI.set(
Expand All @@ -242,30 +221,47 @@ function MOI.set(
bridge::SplitHyperRectangleBridge{T},
value::AbstractVector{T},
) where {T}
if bridge.ci === nothing
return _set_free_start(bridge, attr, value)
bridge.primal_start = value
if bridge.ci !== nothing
new_values = vcat(
T[v - l for (v, l) in zip(value, bridge.set.lower) if isfinite(l)],
T[u - v for (v, u) in zip(value, bridge.set.upper) if isfinite(u)],
)
MOI.set(model, attr, bridge.ci, new_values)
end
new_values = vcat(
T[v - l for (v, l) in zip(value, bridge.set.lower) if isfinite(l)],
T[u - v for (v, u) in zip(value, bridge.set.upper) if isfinite(u)],
)
MOI.set(model, attr, bridge.ci, new_values)
return
end

function MOI.get(
::MOI.ModelLike,
::MOI.ConstraintPrimalStart,
bridge::SplitHyperRectangleBridge,
)
return bridge.primal_start
end

function MOI.get(
model::MOI.ModelLike,
attr::Union{MOI.ConstraintPrimal,MOI.ConstraintPrimalStart},
attr::MOI.ConstraintPrimal,
bridge::SplitHyperRectangleBridge{T},
) where {T}
ret = zeros(T, MOI.dimension(bridge.set))
if MOI.output_dimension(bridge.free_rows) > 0
y = MOI.Utilities.eval_variables(bridge.free_rows) do vi
return MOI.get(model, MOI.VariablePrimal(attr.result_index), vi)
end
k = 0
for (i, (l, u)) in enumerate(zip(bridge.set.lower, bridge.set.upper))
if !isfinite(l) && !isfinite(u)
k += 1
ret[i] = y[k]
end
end
end
if bridge.ci === nothing
return _get_free_start(bridge, attr)
return ret
end
values = MOI.get(model, attr, bridge.ci)
if values === nothing
return nothing
end
ret = zeros(T, MOI.dimension(bridge.set))
row = 0
for (i, l) in enumerate(bridge.set.lower)
if isfinite(l)
Expand All @@ -286,33 +282,51 @@ function MOI.set(
model::MOI.ModelLike,
attr::MOI.ConstraintDualStart,
bridge::SplitHyperRectangleBridge{T},
values::AbstractVector{T},
::Nothing,
) where {T}
if bridge.ci === nothing
return _set_free_start(bridge, attr, values)
if bridge.ci !== nothing
MOI.set(model, attr, bridge.ci, nothing)
end
set = bridge.set
new_values = vcat(
T[max(T(0), v) for (v, l) in zip(values, set.lower) if isfinite(l)],
T[max(T(0), -v) for (v, u) in zip(values, set.upper) if isfinite(u)],
)
MOI.set(model, attr, bridge.ci, new_values)
bridge.dual_start = nothing
return
end

function MOI.set(
model::MOI.ModelLike,
attr::MOI.ConstraintDualStart,
bridge::SplitHyperRectangleBridge{T},
value::AbstractVector{T},
) where {T}
bridge.dual_start = value
if bridge.ci !== nothing
set = bridge.set
new_values = vcat(
T[max(T(0), v) for (v, l) in zip(value, set.lower) if isfinite(l)],
T[max(T(0), -v) for (v, u) in zip(value, set.upper) if isfinite(u)],
)
MOI.set(model, attr, bridge.ci, new_values)
end
return
end

function MOI.get(
::MOI.ModelLike,
::MOI.ConstraintDualStart,
bridge::SplitHyperRectangleBridge,
)
return bridge.dual_start
end

function MOI.get(
model::MOI.ModelLike,
attr::Union{MOI.ConstraintDual,MOI.ConstraintDualStart},
attr::MOI.ConstraintDual,
bridge::SplitHyperRectangleBridge{T},
) where {T}
ret = zeros(T, MOI.dimension(bridge.set))
if bridge.ci === nothing
return _get_free_start(bridge, attr)
return ret # We don't have any rows. {0} is a feasible dual.
end
values = MOI.get(model, attr, bridge.ci)
if values === nothing
return nothing
end
ret = zeros(T, MOI.dimension(bridge.set))
row = 0
for (i, l) in enumerate(bridge.set.lower)
if isfinite(l)
Expand All @@ -328,16 +342,3 @@ function MOI.get(
end
return ret
end

function MOI.set(
model::MOI.ModelLike,
attr::Union{MOI.ConstraintPrimalStart,MOI.ConstraintDualStart},
bridge::SplitHyperRectangleBridge{T},
::Nothing,
) where {T}
if bridge.ci === nothing
return _set_free_start(bridge, attr, nothing)
end
MOI.set(model, attr, bridge.ci, nothing)
return
end
52 changes: 43 additions & 9 deletions test/Bridges/Constraint/test_SplitHyperRectangleBridge.jl
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Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -94,7 +94,7 @@ function test_runtests_free_row()
variables: x, z
[1.0 * z + -3.0, 3.3 + -1.0 * z] in Nonnegatives(2)
""";
constraint_start = 0.0,
constraint_start = 3.0,
)
return
end
Expand All @@ -110,16 +110,50 @@ function test_runtests_all_free_rows()
variables: x
""",
)
inner = MOI.Utilities.Model{Float64}()
return
end

function test_constraint_primal_free_rows()
inner = MOI.Utilities.MockOptimizer(MOI.Utilities.Model{Float64}())
model = MOI.Bridges.Constraint.SplitHyperRectangle{Float64}(inner)
x = MOI.add_variables(model, 3)
y = [1.0 * x[1] + 2.0, 3.0 * x[2] + 4.0, 5.0 * x[3] + 6.0]
f = MOI.Utilities.operate(vcat, Float64, y...)
set = MOI.HyperRectangle([-Inf, 1.0, -Inf], [Inf, 2.0, Inf])
c = MOI.add_constraint(model, f, set)
T = Float64
MOI.Utilities.set_mock_optimize!(
inner,
mock -> MOI.Utilities.mock_optimize!(
mock,
T[1, -1, 2],
(MOI.VectorAffineFunction{T}, MOI.Nonnegatives) => [T[1, 0]],
),
)
MOI.optimize!(model)
@test MOI.get(model, MOI.TerminationStatus()) == MOI.OPTIMAL
@test ≈(MOI.get(model, MOI.ConstraintDual(), c), [0.0, 1.0, 0.0])
@test ≈(MOI.get(model, MOI.ConstraintPrimal(), c), [3.0, 1.0, 16.0])
return
end

function test_constraint_primal_all_free_rows()
inner = MOI.Utilities.MockOptimizer(MOI.Utilities.Model{Float64}())
model = MOI.Bridges.Constraint.SplitHyperRectangle{Float64}(inner)
x = MOI.add_variable(model)
f = MOI.Utilities.operate(vcat, Float64, 1.0 * x)
c = MOI.add_constraint(model, f, MOI.HyperRectangle([-Inf], [Inf]))
@test MOI.get(model, MOI.ConstraintDual(), c) == [0.0]
@test_throws(
MOI.GetAttributeNotAllowed{MOI.ConstraintPrimal},
MOI.get(model, MOI.ConstraintPrimal(), c)
x = MOI.add_variables(model, 3)
y = [1.0 * x[1] + 2.0, 3.0 * x[2] + 4.0, 5.0 * x[3] + 6.0]
f = MOI.Utilities.operate(vcat, Float64, y...)
set = MOI.HyperRectangle([-Inf, -Inf, -Inf], [Inf, Inf, Inf])
c = MOI.add_constraint(model, f, set)
T = Float64
MOI.Utilities.set_mock_optimize!(
inner,
mock -> MOI.Utilities.mock_optimize!(mock, T[1, -1, 2]),
)
MOI.optimize!(model)
@test MOI.get(model, MOI.TerminationStatus()) == MOI.OPTIMAL
@test ≈(MOI.get(model, MOI.ConstraintDual(), c), [0.0, 0.0, 0.0])
@test ≈(MOI.get(model, MOI.ConstraintPrimal(), c), [3.0, 1.0, 16.0])
return
end

Expand Down
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