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Start in interior of variable bounds #1073

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Start in interior of variable bounds #1073

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29 changes: 25 additions & 4 deletions ext/OptimMOIExt.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -182,11 +182,32 @@ function MOI.add_constraint(
end

function starting_value(optimizer::Optimizer{T}, i) where {T}
if optimizer.starting_values[i] !== nothing
return optimizer.starting_values[i]
start = optimizer.starting_values[i]
v = optimizer.variables
if isfinite(v.lower[i])
if isfinite(v.upper[i])
if !isnothing(start) && v.lower[i] < start < v.upper[i]
return start
else
return (v.lower[i] + v.upper[i]) / 2
end
else
if !isnothing(start) && v.lower[i] < start
return start
else
return v.lower[i] + 1.0
end
end
else
v = optimizer.variables
return min(max(zero(T), v.lower[i]), v.upper[i])
if isfinite(v.upper[i])
if !isnothing(start) && start < v.upper[i]
return start
else
return v.upper[i] - 1.0
end
else
return something(start, 0.0)
end
end
end

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39 changes: 14 additions & 25 deletions test/MOI_wrapper.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -2,8 +2,7 @@ module TestOptim

using Test
import Optim
import MathOptInterface
const MOI = MathOptInterface
import MathOptInterface as MOI

function runtests()
for name in names(@__MODULE__; all = true)
Expand All @@ -25,10 +24,7 @@ function test_supports_incremental_interface()
end

function test_MOI_Test()
model = MOI.Utilities.CachingOptimizer(
MOI.Utilities.UniversalFallback(MOI.Utilities.Model{Float64}()),
Optim.Optimizer(),
)
model = MOI.instantiate(Optim.Optimizer, with_cache_type = Float64)
MOI.set(model, MOI.Silent(), true)
MOI.Test.runtests(
model,
Expand All @@ -47,26 +43,19 @@ function test_MOI_Test()
MOI.ConstraintDual,
],
),
exclude = String[
exclude = [
# FIXME Incorrect solution
r"test_nonlinear_expression_hs071$",
# FIXME Starting value is not feasible
# See https://github.com/JuliaNLSolvers/Optim.jl/issues/1071
r"test_nonlinear_expression_hs071_epigraph$",
# FIXME objective off by 1, seems fishy
r"test_objective_FEASIBILITY_SENSE_clears_objective$",
# No objective
"test_attribute_SolveTimeSec",
"test_attribute_RawStatusString",
# FIXME The hessian callback for constraints is called with
# `λ = [-Inf, 0.0]` and then we get `NaN`, ...
"expression_hs071",
# Terminates with `OTHER_ERROR`
"test_objective_ObjectiveFunction_duplicate_terms",
"test_objective_ObjectiveFunction_constant",
"test_objective_ObjectiveFunction_VariableIndex",
"test_objective_FEASIBILITY_SENSE_clears_objective",
"test_nonlinear_expression_hs109",
"test_objective_qp_ObjectiveFunction_zero_ofdiag",
"test_objective_qp_ObjectiveFunction_edge_cases",
"test_solve_TerminationStatus_DUAL_INFEASIBLE",
"test_solve_result_index",
"test_modification_transform_singlevariable_lessthan",
"test_modification_delete_variables_in_a_batch",
"test_modification_delete_variable_with_single_variable_obj",
r"test_attribute_SolveTimeSec$",
r"test_attribute_RawStatusString$",
# Detecting infeasibility not supported
r"test_solve_TerminationStatus_DUAL_INFEASIBLE$",
],
)
return
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