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Merged
odow merged 1 commit into from
Sep 22, 2026
Merged

Print iterative information to the screen and support MOI.Silent #22

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54 changes: 44 additions & 10 deletions src/MathOptLazy.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -196,13 +196,15 @@ mutable struct Optimizer{OT<:MOI.ModelLike} <: MOI.AbstractOptimizer
inner::OT
algorithm::AbstractAlgorithm
lazy::Dict{Tuple{Type,Type},_LazyData}
silent::Bool

function Optimizer(inner_fn; kwargs...)
inner = MOI.instantiate(inner_fn; kwargs...)
return new{typeof(inner)}(
inner,
Iterative(),
Dict{Tuple{Type,Type},_LazyData}(),
false,
)
end
end
Expand All @@ -220,6 +222,20 @@ end

MOI.Utilities.map_indices(::Function, algorithm::AbstractAlgorithm) = algorithm

### MOI.Silent

MOI.supports(::Optimizer, ::MOI.Silent) = true

MOI.get(model::Optimizer, ::MOI.Silent) = model.silent

function MOI.set(model::Optimizer, ::MOI.Silent, value::Bool)
model.silent = value
if MOI.supports(model.inner, MOI.Silent())
MOI.set(model.inner, MOI.Silent(), value)
end
return
end

### Fallbacks

function MOI.empty!(model::Optimizer)
Expand Down Expand Up @@ -544,17 +560,25 @@ end

MOI.optimize!(model::Optimizer) = _optimize!(model, model.algorithm)

### MathOptLazy.Iterative

function _optimize!(model::Optimizer, ::Iterative)
if (undo = _relax_integrality(model.inner)) !== nothing
if !model.silent
println("[MathOptLazy] relaxing binary and integer variables")
end
_iterate(model; start = false)
if !model.silent
println("[MathOptLazy] re-enforcing binary and integer variables")
end
undo()
end
_iterate(model; start = true)
return
end

function _iterate(model::Optimizer; start::Bool)
needs_solve = true
constraints_added = 1 # A white lie to enter the iteration loop
x = MOI.get(model, MOI.ListOfVariableIndices())
# TODO(odow): if the solver supports VariablePrimalStart, we will update the
# primal starts during the solve process. This is destructive and in-place.
Expand All @@ -564,26 +588,32 @@ function _iterate(model::Optimizer; start::Bool)
# ::Optimizer, but this is a hassle and no one probably cares. Revisit this
# decision if it ever becomes a problem.
start &= MOI.supports(model, MOI.VariablePrimalStart(), MOI.VariableIndex)
while needs_solve
needs_solve = false
while constraints_added > 0
constraints_added = 0
if !model.silent
println("[MathOptLazy] solving current subproblem\n")
end
MOI.optimize!(model.inner)
if MOI.get(model, MOI.TerminationStatus()) == MOI.DUAL_INFEASIBLE
# The problem is unbounded, but it might not be if we add more
# constraints.
for v in values(model.lazy)
needs_solve |= _add_if_unbounded(model, v)
constraints_added += _add_if_unbounded(model, v)
end
elseif MOI.get(model, MOI.PrimalStatus()) == MOI.FEASIBLE_POINT
X = Dict(xi => MOI.get(model, MOI.VariablePrimal(), xi) for xi in x)
for v in values(model.lazy)
needs_solve |= _add_if_feasible(model, v, X)
constraints_added += _add_if_feasible(model, v, X)
end
if start && needs_solve
if start && constraints_added > 0
for (xi, v) in X
MOI.set(model, MOI.VariablePrimalStart(), xi, v)
end
end
end
if !model.silent
println("\n[MathOptLazy] added $(constraints_added) constraints")
end
end
return
end
Expand Down Expand Up @@ -707,15 +737,15 @@ function _add_if_unbounded(model::Optimizer, data::_LazyData)
constraints_added += 1
end
end
return constraints_added > 0
return constraints_added
end

function _add_if_feasible(
model::Optimizer,
data::_LazyData,
x::Dict{MOI.VariableIndex},
)
needs_solve = false
constraints_added = 0
for (i, (f, s)) in enumerate(data.data)
if data.status[i] != _kLAZY_CONSTRAINT_INACTIVE
continue
Expand All @@ -724,12 +754,14 @@ function _add_if_feasible(
if MOI.Utilities.distance_to_set(y, s) > 0
data.index[i] = MOI.add_constraint(model.inner, f, s)
data.status[i] = _kLAZY_CONSTRAINT_ACTIVE
needs_solve = true
constraints_added += 1
end
end
return needs_solve
return constraints_added
end

### MathOptLazy.Callback

function _optimize!(model::Optimizer, ::Callback)
function callback(cb_data)
x = MOI.get(model, MOI.ListOfVariableIndices())
Expand Down Expand Up @@ -760,6 +792,8 @@ function _optimize!(model::Optimizer, ::Callback)
return
end

### MathOptLazy.SolverSpecific

function _optimize!(model::Optimizer{T}, ::SolverSpecific) where {T}
return error(
"""
Expand Down
59 changes: 59 additions & 0 deletions test/runtests.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -383,6 +383,7 @@ end

function test_delete_bound()
model = MathOptLazy.Optimizer(HiGHS.Optimizer)
MOI.set(model, MOI.Silent(), true)
x = MOI.add_variable(model)
c1 = MOI.add_constraint(model, x, MOI.ZeroOne())
@test MOI.is_valid(model, c1)
Expand Down Expand Up @@ -423,6 +424,7 @@ end

function test_empty()
model = MathOptLazy.Optimizer(HiGHS.Optimizer)
MOI.set(model, MOI.Silent(), true)
x = MOI.add_variable(model)
set = MathOptLazy.LazyScalarSet(MOI.EqualTo(1.0))
c = MOI.add_constraint(model, 1.0 * x, set)
Expand All @@ -438,6 +440,7 @@ end

function test_is_valid()
model = MathOptLazy.Optimizer(HiGHS.Optimizer)
MOI.set(model, MOI.Silent(), true)
x = MOI.add_variable(model)
set = MathOptLazy.LazyScalarSet(MOI.EqualTo(1.0))
c = MOI.add_constraint(model, 1.0 * x, set)
Expand All @@ -453,6 +456,7 @@ end

function test_list_of_constraint_attributes_set()
model = MathOptLazy.Optimizer(HiGHS.Optimizer)
MOI.set(model, MOI.Silent(), true)
x = MOI.add_variables(model, 2)
set = MathOptLazy.LazyScalarSet(MOI.EqualTo(1.0))
c = MOI.add_constraint(model, 1.0 * x[1], set)
Expand All @@ -468,11 +472,13 @@ end

function test_relax_integrality_equal_to()
model = MathOptLazy.Optimizer(HiGHS.Optimizer)
MOI.set(model, MOI.Silent(), true)
x = MOI.add_variable(model)
c_z = MOI.add_constraint(model, x, MOI.ZeroOne())
MOI.add_constraint(model, x, MOI.EqualTo(0.5))
undo = MathOptLazy._relax_integrality(model.inner)
target = HiGHS.Optimizer()
MOI.set(target, MOI.Silent(), true)
y, _ = MOI.add_constrained_variable(target, MOI.EqualTo(0.5))
@test sprint(print, model.inner) == sprint(print, target)
undo()
Expand All @@ -484,11 +490,13 @@ end

function test_relax_integrality_interval()
model = MathOptLazy.Optimizer(HiGHS.Optimizer)
MOI.set(model, MOI.Silent(), true)
x = MOI.add_variable(model)
c_z = MOI.add_constraint(model, x, MOI.ZeroOne())
MOI.add_constraint(model, x, MOI.Interval(-1.0, 2.0))
undo = MathOptLazy._relax_integrality(model.inner)
target = HiGHS.Optimizer()
MOI.set(target, MOI.Silent(), true)
y, cy = MOI.add_constrained_variable(target, MOI.Interval(0.0, 1.0))
@test sprint(print, model.inner) == sprint(print, target)
undo()
Expand All @@ -501,10 +509,12 @@ end

function test_relax_integrality_no_bound()
model = MathOptLazy.Optimizer(HiGHS.Optimizer)
MOI.set(model, MOI.Silent(), true)
x = MOI.add_variable(model)
c_z = MOI.add_constraint(model, x, MOI.ZeroOne())
undo = MathOptLazy._relax_integrality(model.inner)
target = HiGHS.Optimizer()
MOI.set(target, MOI.Silent(), true)
y = MOI.add_variable(target)
c_l = MOI.add_constraint(target, y, MOI.GreaterThan(0.0))
c_u = MOI.add_constraint(target, y, MOI.LessThan(1.0))
Expand All @@ -520,11 +530,13 @@ end

function test_relax_integrality_greater_than()
model = MathOptLazy.Optimizer(HiGHS.Optimizer)
MOI.set(model, MOI.Silent(), true)
x = MOI.add_variable(model)
MOI.add_constraint(model, x, MOI.GreaterThan(-0.5))
c_z = MOI.add_constraint(model, x, MOI.ZeroOne())
undo = MathOptLazy._relax_integrality(model.inner)
target = HiGHS.Optimizer()
MOI.set(target, MOI.Silent(), true)
y, cy = MOI.add_constrained_variable(target, MOI.GreaterThan(0.0))
c_u = MOI.add_constraint(target, y, MOI.LessThan(1.0))
@test sprint(print, model.inner) == sprint(print, target)
Expand All @@ -539,11 +551,13 @@ end

function test_relax_integrality_less_than()
model = MathOptLazy.Optimizer(HiGHS.Optimizer)
MOI.set(model, MOI.Silent(), true)
x = MOI.add_variable(model)
MOI.add_constraint(model, x, MOI.LessThan(1.5))
c_z = MOI.add_constraint(model, x, MOI.ZeroOne())
undo = MathOptLazy._relax_integrality(model.inner)
target = HiGHS.Optimizer()
MOI.set(target, MOI.Silent(), true)
y, cy = MOI.add_constrained_variable(target, MOI.LessThan(1.0))
c_l = MOI.add_constraint(target, y, MOI.GreaterThan(0.0))
@test sprint(print, model.inner) == sprint(print, target)
Expand All @@ -558,11 +572,13 @@ end

function test_relax_integrality_semi_integer()
model = MathOptLazy.Optimizer(HiGHS.Optimizer)
MOI.set(model, MOI.Silent(), true)
x = MOI.add_variable(model)
c_z = MOI.add_constraint(model, x, MOI.ZeroOne())
t, _ = MOI.add_constrained_variable(model, MOI.Semiinteger(3.0, 4.0))
undo = MathOptLazy._relax_integrality(model.inner)
target = HiGHS.Optimizer()
MOI.set(target, MOI.Silent(), true)
y = MOI.add_variable(target)
c_l = MOI.add_constraint(target, y, MOI.GreaterThan(0.0))
c_u = MOI.add_constraint(target, y, MOI.LessThan(1.0))
Expand All @@ -577,6 +593,49 @@ function test_relax_integrality_semi_integer()
return
end

function test_print_log()
N = 10
model = MathOptLazy.Optimizer(HiGHS.Optimizer)
@test MOI.supports(model, MOI.Silent())
@test MOI.get(model, MOI.Silent()) == false
MOI.set(model, MOI.Silent(), true)
@test MOI.get(model, MOI.Silent()) == true
MOI.set(model, MOI.Silent(), false)
@test MOI.get(model, MOI.Silent()) == false
x = MOI.add_variables(model, N)
for i in 1:N
MOI.add_constraint(model, x[i], MOI.GreaterThan(0.0))
MOI.add_constraint(model, x[i], MOI.Integer())
set = MathOptLazy.LazyScalarSet(MOI.LessThan(1.0))
MOI.add_constraint(model, 1.0 * x[i], set)
end
f = sum(abs(cos(i)) * x[i] for i in 1:N)
MOI.add_constraint(model, f, MOI.LessThan(1.0))
MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
g = sum(abs(sin(i)) * x[i] for i in 1:N)
MOI.set(model, MOI.ObjectiveFunction{typeof(g)}(), g)
dir = mktempdir()
open(joinpath(dir, "out.log"), "w") do io
return redirect_stdout(() -> MOI.optimize!(model), io)
end
contents = read(joinpath(dir, "out.log"), String)
for line in [
"[MathOptLazy] relaxing binary and integer variables",
"[MathOptLazy] solving current subproblem",
"[MathOptLazy] added 1 constraints",
"[MathOptLazy] added 0 constraints",
"[MathOptLazy] re-enforcing binary and integer variables",
]
@test occursin(line, contents)
end
MOI.set(model, MOI.Silent(), true)
open(joinpath(dir, "out.log"), "w") do io
return redirect_stdout(() -> MOI.optimize!(model), io)
end
@test isempty(read(joinpath(dir, "out.log"), String))
return
end

end # TestMathOptLazy

TestMathOptLazy.runtests()
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