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nl_to_polynomial.jl
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nl_to_polynomial.jl
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# This will be refactored into a constraint bridge once https://github.com/jump-dev/MathOptInterface.jl/issues/846 is done
import DynamicPolynomials
const VariableOrder =
DynamicPolynomials.Commutative{DynamicPolynomials.CreationOrder}
const MonomialOrder = MP.Graded{MP.LexOrder}
const VarType = DynamicPolynomials.Variable{VariableOrder,MonomialOrder}
const PolyType{T} = DynamicPolynomials.Polynomial{VariableOrder,MonomialOrder,T}
const FuncType{T} = ScalarPolynomialFunction{T,PolyType{T}}
mutable struct NLToPolynomial{T,M<:MOI.ModelLike} <: MOI.AbstractOptimizer
model::M
constraint_indices::Vector{MOI.ConstraintIndex{FuncType{T}}}
invalid::Union{Nothing,String}
function NLToPolynomial{T}(model::M) where {T,M}
return new{T,M}(model, MOI.ConstraintIndex{FuncType{T}}[], nothing)
end
end
# The interesting part: rewriting NL into polynomial
struct InvalidNLExpression <: Exception
message::String
end
function _to_polynomial!(d, ::Type, expr)
throw(
InvalidNLExpression(
"Unexpected expression type `$(typeof(expr))` of `$expr`",
),
)
end
_to_polynomial!(d, ::Type{T}, x::T) where {T} = x
_to_polynomial!(d, ::Type, x::Number) = x
function _is_operator(expr::Expr, sym)
return Base.Meta.isexpr(expr, :call) && expr.args[1] === sym
end
_operands(expr::Expr) = expr.args[2:end]
function _is_variable(expr::Expr)
return Base.Meta.isexpr(expr, :ref) &&
expr.args[1] === :x &&
expr.args[2] isa MOI.VariableIndex
end
function _is_operator(func::MOI.ScalarNonlinearFunction, sym)
return func.head === sym
end
_operands(func::MOI.ScalarNonlinearFunction) = func.args
_is_variable(expr::MOI.ScalarNonlinearFunction) = false
function _to_polynomial!(d, ::Type{T}, vi::MOI.VariableIndex) where {T}
if !haskey(d, vi)
d[vi] = MP.similar_variable(VarType, Symbol("x[$(vi.value)]"))
end
return d[vi]
end
function _to_polynomial!(
d,
::Type{T},
f::Union{MOI.ScalarAffineFunction,MOI.ScalarQuadraticFunction},
) where {T}
return _to_polynomial!(d, T, convert(MOI.ScalarNonlinearFunction, f))
end
function _to_polynomial!(
d,
::Type{T},
expr::Union{Expr,MOI.ScalarNonlinearFunction},
) where {T}
operands = _operands(expr)
if _is_operator(expr, :+)
return sum(
_to_polynomial!.(Ref(d), T, operands),
init = zero(PolyType{T}),
)
elseif _is_operator(expr, :*)
return prod(
_to_polynomial!.(Ref(d), T, operands),
init = one(PolyType{T}),
)
elseif _is_operator(expr, :-) && length(operands) == 1
return -_to_polynomial!(d, T, operands[1])
elseif _is_operator(expr, :-) && length(operands) == 2
a, b = _to_polynomial!.(Ref(d), T, operands)
return a - b
elseif _is_operator(expr, :^) && length(operands) == 2
a, b = _to_polynomial!.(Ref(d), T, operands)
if !(b isa Integer && round(Int, b) == b)
b = round(Int, b)
end
return a^b
elseif _is_operator(expr, :/) && length(operands) == 2
a, b = _to_polynomial!.(Ref(d), T, operands)
return a / b
elseif _is_variable(expr)
return _to_polynomial!(d, T, operands[1])
else
throw(InvalidNLExpression("Cannot convert `$(expr)` into a polynomial"))
end
end
function _to_polynomial(expr, ::Type{T}) where {T}
d = Dict{MOI.VariableIndex,VarType}()
poly = _to_polynomial!(d, T, expr)
return _scalar_polynomial(d, T, poly)
end
function _scalar_polynomial(d::Dict{K,V}, ::Type{T}, poly) where {T,K,V}
variable_map = collect(d)
sort!(variable_map, by = x -> x[2], rev = true)
variables = [x[1] for x in variable_map]
P = MP.polynomial_type(V, T)
return ScalarPolynomialFunction{T,P}(poly, variables)
end
function _to_polynomial(model::NLToPolynomial{T}, expr) where {T}
try
return _to_polynomial(expr, T)
catch err
if err isa InvalidNLExpression
model.invalid = string(
"Cannot convert expression `$(expr)` into a polynomial: ",
err.message,
".",
)
return
else
rethrow(err)
end
end
end
MOI.supports(::NLToPolynomial, ::MOI.NLPBlock) = true
function MOI.set(
model::NLToPolynomial{T},
::MOI.NLPBlock,
data::MOI.NLPBlockData,
) where {T}
# FIXME if a non-NLP objective is set afterwards, it might overwrite.
# but let's not complicate as it will be fixed by
# https://github.com/jump-dev/MathOptInterface.jl/issues/846
MOI.initialize(data.evaluator, [:ExprGraph])
model.invalid = nothing
if data.has_objective
obj = _to_polynomial(model, MOI.objective_expr(data.evaluator))
if isnothing(obj)
return
end
MOI.set(model.model, MOI.ObjectiveFunction{typeof(obj)}(), obj)
end
model.constraint_indices = map(eachindex(data.constraint_bounds)) do i
func, set = MOI.FileFormats.MOF.extract_function_and_set(
MOI.constraint_expr(data.evaluator, i),
)
poly = _to_polynomial(model, func)
if isnothing(poly)
return
end
return MOI.add_constraint(model, poly, set)
end
end
function MOI.get(model::NLToPolynomial, attr::MOI.NLPBlockDual)
return map(model.constraint_indices) do ci
return MOI.get(model.model, MOI.ConstraintDual(attr.result_index), ci)
end
end
# TODO not used yet and we don't want to use MOI.Nonlinear as it might break with minor releases
#function MOI.get(model::NLToPolynomial, attr::MOI.ConstraintDual, ci::MOI.Nonlinear.ConstraintIndex)
# return MOI.get(model.model, attr, model.constraint_indices[ci.value])
#end
function MOI.empty!(model::NLToPolynomial)
empty!(model.constraint_indices)
MOI.empty!(model.model)
model.invalid = nothing
return
end
function MOI.is_empty(model::NLToPolynomial)
return MOI.is_empty(model.model) && isnothing(model.invalid)
end
function MOI.optimize!(model::NLToPolynomial)
if isnothing(model.invalid)
MOI.optimize!(model.model)
end
return
end
_invalid_value(model::NLToPolynomial, ::MOI.RawStatusString) = model.invalid
_invalid_value(::NLToPolynomial, ::MOI.TerminationStatus) = MOI.INVALID_MODEL
_invalid_value(::NLToPolynomial, ::MOI.ResultCount) = 0
function _invalid_value(
::NLToPolynomial,
::Union{MOI.PrimalStatus,MOI.DualStatus},
)
return MOI.NO_SOLUTION
end
function _invalid_value(
::NLToPolynomial,
attr::Union{MOI.VariablePrimal,MOI.ConstraintDual,MOI.ConstraintPrimal},
)
throw(MOI.ResultIndexBoundsError(attr, 0))
end
function MOI.get(model::NLToPolynomial, attr::MOI.AbstractModelAttribute)
if isnothing(model.invalid) || !MOI.is_set_by_optimize(attr)
return MOI.get(model.model, attr)
else
return _invalid_value(model, attr)
end
end
function MOI.get(
model::NLToPolynomial,
attr::MOI.AbstractVariableAttribute,
vi::MOI.VariableIndex,
)
if isnothing(model.invalid) || !MOI.is_set_by_optimize(attr)
return MOI.get(model.model, attr, vi)
else
return _invalid_value(model, attr)
end
end
function MOI.get(
model::NLToPolynomial,
attr::MOI.AbstractConstraintAttribute,
ci::MOI.ConstraintIndex,
)
if isnothing(model.invalid) || !MOI.is_set_by_optimize(attr)
return MOI.get(model.model, attr, ci)
else
return _invalid_value(model, attr)
end
end
# The boilerplate part: passing everything to the inner `.model`
function MOI.supports_incremental_interface(model::NLToPolynomial)
return MOI.supports_incremental_interface(model.model)
end
function MOI.copy_to(dest::NLToPolynomial, src::MOI.ModelLike)
return MOI.Utilities.default_copy_to(dest, src)
end
MOI.add_variable(model::NLToPolynomial) = MOI.add_variable(model.model)
function MOI.supports_constraint(
model::NLToPolynomial,
::Type{F},
::Type{S},
) where {F<:MOI.AbstractFunction,S<:MOI.AbstractSet}
return MOI.supports_constraint(model.model, F, S)
end
function MOI.add_constraint(
model::NLToPolynomial,
func::MOI.AbstractFunction,
set::MOI.AbstractSet,
)
return MOI.add_constraint(model.model, func, set)
end
function MOI.supports(
model::NLToPolynomial,
attr::Union{MOI.AbstractOptimizerAttribute,MOI.AbstractModelAttribute},
)
return MOI.supports(model.model, attr)
end
function MOI.get(model::NLToPolynomial, attr::MOI.AbstractOptimizerAttribute)
return MOI.get(model.model, attr)
end
function MOI.set(
model::NLToPolynomial,
attr::Union{MOI.AbstractModelAttribute,MOI.AbstractOptimizerAttribute},
value,
)
return MOI.set(model.model, attr, value)
end
function MOI.supports(
model::NLToPolynomial,
attr::MOI.AbstractVariableAttribute,
::Type{MOI.VariableIndex},
)
return MOI.supports(model.model, attr, MOI.VariableIndex)
end
function MOI.set(
model::NLToPolynomial,
attr::MOI.AbstractVariableAttribute,
vi::MOI.VariableIndex,
value,
)
return MOI.set(model.model, attr, vi, value)
end
function MOI.supports(
model::NLToPolynomial,
attr::MOI.AbstractConstraintAttribute,
::Type{MOI.ConstraintIndex{F,S}},
) where {F,S}
return MOI.supports(model.model, attr, MOI.ConstraintIndex{F,S})
end
function MOI.set(
model::NLToPolynomial,
attr::MOI.AbstractConstraintAttribute,
ci::MOI.ConstraintIndex,
value,
)
return MOI.set(model.model, attr, ci, value)
end