Merge pull request #152 from jump-dev/jg/qpparam

Add sense change to Parametric Max QP
jump-dev · Oct 4, 2022 · 88bc9ff · 88bc9ff · joaquimg · Oct 4, 2022
2 parents e80c31c + 3bb3b7d
commit 88bc9ff
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Showing 3 changed files with 14 additions and 6 deletions.
diff --git a/Project.toml b/Project.toml
@@ -1,7 +1,7 @@
 name = "Dualization"
 uuid = "191a621a-6537-11e9-281d-650236a99e60"
 authors = ["guilhermebodin <[email protected]>"]
-version = "0.5.5"
+version = "0.5.6"
 
 [deps]
 JuMP = "4076af6c-e467-56ae-b986-b466b2749572"

diff --git a/src/dual_equality_constraints.jl b/src/dual_equality_constraints.jl
@@ -54,6 +54,7 @@ function add_dual_equality_constraints(
         scalar_affine_terms,
         primal_dual_map.primal_parameter,
         primal_objective,
+        sense_change,
     )
 
     # Constrained variables
@@ -276,13 +277,14 @@ function add_scalar_affine_terms_from_quad_params(
     },
     primal_parameter::Dict{MOI.VariableIndex,MOI.VariableIndex},
     primal_objective::PrimalObjective{T},
+    sense_change::T,
 ) where {T}
     for (key, val) in primal_objective.quad_cross_parameters
         for term in val
             dual_vi = primal_parameter[term.variable]
             push_to_scalar_affine_terms!(
                 scalar_affine_terms[key],
-                -MOI.coefficient(term),
+                -sense_change * MOI.coefficient(term),
                 dual_vi,
             )
         end

diff --git a/test/Tests/test_max_min_dual_equal_feasibility_quadratic.jl b/test/Tests/test_max_min_dual_equal_feasibility_quadratic.jl
@@ -2,8 +2,9 @@ function get_DualMinModel_no_bounds()
     MinModel = Model()
     @variable(MinModel, Q₁)
     @variable(MinModel, Q₂)
+    @variable(MinModel, param)
 
-    @objective(MinModel, Min, (Q₁ + Q₂)^2)
+    @objective(MinModel, Min, (Q₁ + Q₂)^2 + (Q₁ + Q₂) * param)
     @constraint(MinModel, C₁, Q₁ + 1 >= 0)
     @constraint(MinModel, C₂, Q₂ + 1 >= 0)
 
@@ -15,7 +16,9 @@ function get_DualMaxModel_no_bounds()
     MaxModel = Model()
     @variable(MaxModel, Q₁)
     @variable(MaxModel, Q₂)
-    @objective(MaxModel, Max, -(Q₁ + Q₂)^2)
+    @variable(MaxModel, param)
+
+    @objective(MaxModel, Max, -((Q₁ + Q₂)^2 + (Q₁ + Q₂) * param))
     @constraint(MaxModel, C₁, Q₁ + 1 >= 0)
     @constraint(MaxModel, C₂, Q₂ + 1 >= 0)
 
@@ -27,8 +30,9 @@ function get_DualMinModel_with_bounds()
     MinModel = Model()
     @variable(MinModel, Q₁ >= 0)
     @variable(MinModel, Q₂ >= 0)
+    @variable(MinModel, param)
 
-    @objective(MinModel, Min, (Q₁ + Q₂)^2)
+    @objective(MinModel, Min, (Q₁ + Q₂)^2 + (Q₁ + Q₂) * param)
     @constraint(MinModel, C₁, Q₁ + 1 >= 0)
     @constraint(MinModel, C₂, Q₂ + 1 >= 0)
 
@@ -41,7 +45,9 @@ function get_DualMaxModel_with_bounds()
 
     @variable(MaxModel, Q₁ >= 0)
     @variable(MaxModel, Q₂ >= 0)
-    @objective(MaxModel, Max, -(Q₁ + Q₂)^2)
+    @variable(MaxModel, param)
+
+    @objective(MaxModel, Max, -((Q₁ + Q₂)^2 + (Q₁ + Q₂) * param))
     @constraint(MaxModel, C₁, Q₁ + 1 >= 0)
     @constraint(MaxModel, C₂, Q₂ + 1 >= 0)