Add fallback for MOI.AbstractSymmetricMatrixSet{Triangle,Square} (#3424)

jump-dev · Jun 27, 2023 · 0f123b8 · 0f123b8
1 parent 0b3ee89
commit 0f123b8
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Showing 3 changed files with 65 additions and 51 deletions.
diff --git a/src/macros.jl b/src/macros.jl
@@ -781,7 +781,7 @@ end
 
 function build_constraint(
     _error::Function,
-    x::Matrix,
+    x::AbstractMatrix,
     set::MOI.AbstractVectorSet,
 )
     return _error(
@@ -793,10 +793,7 @@ end
 function build_constraint(
     _error::Function,
     ::Matrix,
-    T::Union{
-        MOI.PositiveSemidefiniteConeSquare,
-        MOI.PositiveSemidefiniteConeTriangle,
-    },
+    T::MOI.PositiveSemidefiniteConeTriangle,
 )
     return _error("instead of `$(T)`, use `JuMP.PSDCone()`.")
 end

diff --git a/src/sd.jl b/src/sd.jl
@@ -137,25 +137,6 @@ triangular part of the matrix is constrained to belong to the
 """
 struct PSDCone end
 
-function build_constraint(
-    _error::Function,
-    f::AbstractMatrix{<:AbstractJuMPScalar},
-    ::Nonnegatives,
-    extra::PSDCone,
-)
-    return build_constraint(_error, f, extra)
-end
-
-function build_constraint(
-    _error::Function,
-    f::AbstractMatrix{<:AbstractJuMPScalar},
-    ::Nonpositives,
-    extra::PSDCone,
-)
-    new_f = _MA.operate!!(*, -1, f)
-    return build_constraint(_error, new_f, extra)
-end
-
 """
     SymmetricMatrixShape
 
@@ -167,6 +148,7 @@ lower-left triangular part given row by row).
 struct SymmetricMatrixShape <: AbstractShape
     side_dimension::Int
 end
+
 function reshape_vector(
     vectorized_form::Vector{T},
     shape::SymmetricMatrixShape,
@@ -181,12 +163,14 @@ function reshape_vector(
     end
     return LinearAlgebra.Symmetric(matrix)
 end
+
 function reshape_set(
     ::MOI.PositiveSemidefiniteConeTriangle,
     ::SymmetricMatrixShape,
 )
     return PSDCone()
 end
+
 function vectorize(matrix, ::SymmetricMatrixShape)
     n = LinearAlgebra.checksquare(matrix)
     return [matrix[i, j] for j in 1:n for i in 1:j]
@@ -414,12 +398,7 @@ function build_variable(
 )
     n = _square_side(_error, variables)
     set = MOI.PositiveSemidefiniteConeTriangle(n)
-    shape = SymmetricMatrixShape(n)
-    return VariablesConstrainedOnCreation(
-        _vectorize_variables(_error, variables),
-        set,
-        shape,
-    )
+    return build_variable(_error, variables, set)
 end
 
 function value(
@@ -476,12 +455,7 @@ function build_constraint(
     ::PSDCone,
 ) where {V<:AbstractJuMPScalar,M<:AbstractMatrix{V}}
     n = LinearAlgebra.checksquare(Q)
-    shape = SymmetricMatrixShape(n)
-    return VectorConstraint(
-        vectorize(Q, shape),
-        MOI.PositiveSemidefiniteConeTriangle(n),
-        shape,
-    )
+    return build_constraint(_error, Q, MOI.PositiveSemidefiniteConeTriangle(n))
 end
 
 """
@@ -511,12 +485,7 @@ function build_constraint(
     ::PSDCone,
 )
     n = LinearAlgebra.checksquare(Q)
-    shape = SquareMatrixShape(n)
-    return VectorConstraint(
-        vectorize(Q, shape),
-        MOI.PositiveSemidefiniteConeSquare(n),
-        shape,
-    )
+    return build_constraint(_error, Q, MOI.PositiveSemidefiniteConeSquare(n))
 end
 
 """
@@ -742,3 +711,60 @@ function build_constraint(_error::Function, ::AbstractMatrix, ::Zeros)
         "`LinearAlgebra.Symmetric` or `LinearAlgebra.Hermitian`.",
     )
 end
+
+function build_constraint(
+    _error::Function,
+    Q::LinearAlgebra.Symmetric{V,M},
+    set::MOI.AbstractSymmetricMatrixSetTriangle,
+) where {V<:AbstractJuMPScalar,M<:AbstractMatrix{V}}
+    n = LinearAlgebra.checksquare(Q)
+    shape = SymmetricMatrixShape(n)
+    return VectorConstraint(vectorize(Q, shape), set, shape)
+end
+
+function build_constraint(
+    _error::Function,
+    Q::AbstractMatrix{<:AbstractJuMPScalar},
+    set::MOI.AbstractSymmetricMatrixSetSquare,
+)
+    n = LinearAlgebra.checksquare(Q)
+    shape = SquareMatrixShape(n)
+    return VectorConstraint(vectorize(Q, shape), set, shape)
+end
+
+function build_constraint(
+    _error::Function,
+    f::AbstractMatrix{<:AbstractJuMPScalar},
+    ::Nonnegatives,
+    extra::Union{
+        MOI.AbstractSymmetricMatrixSetTriangle,
+        MOI.AbstractSymmetricMatrixSetSquare,
+        PSDCone,
+    },
+)
+    return build_constraint(_error, f, extra)
+end
+
+function build_constraint(
+    _error::Function,
+    f::AbstractMatrix{<:AbstractJuMPScalar},
+    ::Nonpositives,
+    extra::Union{
+        MOI.AbstractSymmetricMatrixSetTriangle,
+        MOI.AbstractSymmetricMatrixSetSquare,
+        PSDCone,
+    },
+)
+    new_f = _MA.operate!!(*, -1, f)
+    return build_constraint(_error, new_f, extra)
+end
+
+function build_variable(
+    _error::Function,
+    variables::Matrix{<:AbstractVariable},
+    set::MOI.AbstractSymmetricMatrixSetTriangle,
+)
+    n = _square_side(_error, variables)
+    x = _vectorize_variables(_error, variables)
+    return VariablesConstrainedOnCreation(x, set, SymmetricMatrixShape(n))
+end
diff --git a/test/test_constraint.jl b/test/test_constraint.jl
@@ -652,15 +652,6 @@ function test_extension_PSD_constraint_errors(
 )
     model = ModelType()
     @variable(model, X[1:2, 1:2])
-    err = ErrorException(
-        "In `@constraint(model, X in MOI.PositiveSemidefiniteConeSquare(2))`:" *
-        " instead of `MathOptInterface.PositiveSemidefiniteConeSquare(2)`," *
-        " use `JuMP.PSDCone()`.",
-    )
-    @test_throws_strip(
-        err,
-        @constraint(model, X in MOI.PositiveSemidefiniteConeSquare(2))
-    )
     err = ErrorException(
         "In `@constraint(model, X in MOI.PositiveSemidefiniteConeTriangle(2))`:" *
         " instead of `MathOptInterface.PositiveSemidefiniteConeTriangle(2)`," *