Implement constrained variables #167
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Codecov ReportAll modified and coverable lines are covered by tests ✅
Additional details and impacted files@@ Coverage Diff @@
## master #167 +/- ##
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+ Coverage 95.80% 95.85% +0.04%
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Files 5 5
Lines 1097 1109 +12
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+ Hits 1051 1063 +12
Misses 46 46 ☔ View full report in Codecov by Sentry. |
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Nice! can you just add tests for constrained variable(s)? |
blegat
commented
Jan 22, 2025
joaquimg
reviewed
Jan 23, 2025
| set::MOI.AbstractScalarSet, | ||
| ) | ||
| inner_vi, inner_ci = MOI.add_constrained_variable(model.optimizer, set) | ||
| return _add_variable(model, inner_vi), inner_ci # FIXME map inner_ci |
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This still needs a fix, right? Otherwise, vi and ci wont actually match
| set::MOI.AbstractVectorSet, | ||
| ) | ||
| inner_vis, inner_ci = MOI.add_constrained_variables(model.optimizer, set) | ||
| return _add_variable.(Ref(model), inner_vis), inner_ci # FIXME map inner_ci |
| optimizer = POI.Optimizer(NoFreeVariablesModel{Float64}()) | ||
| set = MOI.LessThan(1.0) | ||
| @test MOI.supports_add_constrained_variable(optimizer, typeof(set)) | ||
| x, c = MOI.add_constrained_variable(optimizer, set) |
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we should probably add a test to check the match between ci and vi.
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When using Mosek after a POI layer without any bridge in-between, the performance was catastrophic because the PSD variable where bridged to affine constraints as the bridges didn't see through the POI layers that PSD variables were supported.