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Merge pull request #187 from jump-dev/jg/ref
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Avoid allocations with Ref() and add option to fix two bounds at once
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@joaquimg
joaquimg authored Feb 26, 2023
2 parents 1d05a81 + 2794fa2 commit 09acd14
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2 changes: 1 addition & 1 deletion Project.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -2,7 +2,7 @@ name = "Xpress"
uuid = "9e70acf3-d6c9-5be6-b5bd-4e2c73e3e054"
authors = ["Joaquim Dias Garcia <[email protected]>, Dheepak Krishnamurthy <[email protected]>, Jose Daniel Lara <[email protected]>"]
url = "https://github.com/jump-dev/Xpress.jl"
version = "0.15.5"
version = "0.15.6"

[deps]
Libdl = "8f399da3-3557-5675-b5ff-fb832c97cbdb"
Expand Down
138 changes: 97 additions & 41 deletions src/MOI/MOI_wrapper.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -1076,7 +1076,7 @@ function _zero_objective(model::Optimizer)
Xpress.delqmatrix(model.inner, 0)
end
Xpress.chgobj(model.inner, collect(1:num_vars), obj)
Xpress.chgobj(model.inner, [0], [0.0])
Lib.XPRSchgobj(model.inner, Cint(1), Ref(Cint(-1)), Ref(0.0))
return
end

Expand Down Expand Up @@ -1142,7 +1142,7 @@ function MOI.set(
obj[column] += term.coefficient
end
Xpress.chgobj(model.inner, collect(1:num_vars), obj)
Xpress.chgobj(model.inner, [0], [-f.constant])
Lib.XPRSchgobj(model.inner, Cint(1), Ref(Cint(-1)), Ref(-f.constant))
model.objective_type = SCALAR_AFFINE
model.is_objective_set = true
return
Expand Down Expand Up @@ -1232,7 +1232,7 @@ function MOI.modify(
::MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}},
chg::MOI.ScalarConstantChange{Float64}
)
Xpress.chgobj(model.inner, [0], [-chg.new_constant])
Lib.XPRSchgobj(model.inner, Cint(1), Ref(Cint(-1)), Ref(-chg.new_constant))
return
end

Expand Down Expand Up @@ -1479,11 +1479,52 @@ function MOI.delete(
if info.type == BINARY
info.previous_lower_bound = _get_variable_lower_bound(model, info)
info.previous_upper_bound = _get_variable_upper_bound(model, info)
Xpress.chgcoltype(model.inner, [info.column], Cchar['B'])
Lib.XPRSchgcoltype(model.inner, Cint(1), Ref(Cint(info.column-1)), Ref(UInt8('B')))
end
return
end

"""
_set_variable_fixed_bound(model, info, value)
This function is used to indirectly set the fixed bound of a variable.
We need to do it this way to account for potential lower bounds of 0.0 added by
VectorOfVariables-in-SecondOrderCone constraints.
See also `_get_variable_lower_bound`.
"""
function _set_variable_fixed_bound(model, info, value)
if info.num_soc_constraints == 0
# No SOC constraints, set directly.
@assert isnan(info.lower_bound_if_soc)
Lib.XPRSchgbounds(model.inner, Cint(1), Ref(Cint(info.column-1)), Ref(UInt8('B')), Ref(value))
elseif value >= 0.0
# Regardless of whether there are SOC constraints, this is a valid bound
# for the SOC constraint and should over-ride any previous bounds.
info.lower_bound_if_soc = NaN
Lib.XPRSchgbounds(model.inner, Cint(1), Ref(Cint(info.column-1)), Ref(UInt8('B')), Ref(value))
elseif isnan(info.lower_bound_if_soc)
# Previously, we had a non-negative lower bound (i.e., it was set in the
# case above). Now we're setting this with a negative one, but there are
# still some SOC constraints, so the negative upper bound jointly with
# the SOC constraint will make the problem infeasible.
# error("???")
@assert value < 0.0
Lib.XPRSchgbounds(model.inner, Cint(1), Ref(Cint(info.column-1)), Ref(UInt8('L')), Ref(0.0))
Lib.XPRSchgbounds(model.inner, Cint(1), Ref(Cint(info.column-1)), Ref(UInt8('U')), Ref(value))
info.lower_bound_if_soc = value
else
# Previously, we had a negative lower bound. We're setting this with
# another negative one, but there are still some SOC constraints.
# this case will also lead to a infeasibility
# error("???")
@assert info.lower_bound_if_soc < 0.0
info.lower_bound_if_soc = value
Lib.XPRSchgbounds(model.inner, Cint(1), Ref(Cint(info.column-1)), Ref(UInt8('U')), Ref(value))
end
end

"""
_set_variable_lower_bound(model, info, value)
Expand Down Expand Up @@ -1554,7 +1595,8 @@ or semi-integer lower bound and to change the lower bound.
function _set_variable_semi_lower_bound(model, info, value)
info.semi_lower_bound = value
_set_variable_lower_bound(model, info, 0.0)
Xpress.chgglblimit(model.inner, [info.column], Float64[value])
Lib.XPRSchgglblimit(model.inner, Cint(1), Ref(Cint(info.column-1)),
Ref(Cdouble(value)))
end

function _get_variable_semi_lower_bound(model, info)
Expand Down Expand Up @@ -1589,7 +1631,7 @@ function MOI.delete(
if info.type == BINARY
info.previous_lower_bound = _get_variable_lower_bound(model, info)
info.previous_upper_bound = _get_variable_upper_bound(model, info)
Xpress.chgcoltype(model.inner, [info.column], Cchar['B'])
Lib.XPRSchgcoltype(model.inner, Cint(1), Ref(Cint(info.column-1)), Ref(UInt8('B')))
end
return
end
Expand All @@ -1608,7 +1650,7 @@ function MOI.delete(
if info.type == BINARY
info.previous_lower_bound = _get_variable_lower_bound(model, info)
info.previous_upper_bound = _get_variable_upper_bound(model, info)
Xpress.chgcoltype(model.inner, [info.column], Cchar['B'])
Lib.XPRSchgcoltype(model.inner, Cint(1), Ref(Cint(info.column-1)), Ref(UInt8('B')))
end
return
end
Expand All @@ -1627,7 +1669,7 @@ function MOI.delete(
if info.type == BINARY
info.previous_lower_bound = _get_variable_lower_bound(model, info)
info.previous_upper_bound = _get_variable_upper_bound(model, info)
Xpress.chgcoltype(model.inner, [info.column], Cchar['B'])
Lib.XPRSchgcoltype(model.inner, Cint(1), Ref(Cint(info.column-1)), Ref(UInt8('B')))
end
return
end
Expand Down Expand Up @@ -1680,11 +1722,17 @@ function MOI.set(
MOI.throw_if_not_valid(model, c)
lower, upper = _bounds(s)
info = _info(model, c)
if lower !== nothing
_set_variable_lower_bound(model, info, lower)
end
if upper !== nothing
_set_variable_upper_bound(model, info, upper)
if lower == upper
if lower !== nothing
_set_variable_fixed_bound(model, info, lower)
end
else
if lower !== nothing
_set_variable_lower_bound(model, info, lower)
end
if upper !== nothing
_set_variable_upper_bound(model, info, upper)
end
end
info.previous_lower_bound = _get_variable_lower_bound(model, info)
info.previous_upper_bound = _get_variable_upper_bound(model, info)
Expand Down Expand Up @@ -1715,7 +1763,7 @@ function MOI.add_constraint(
end
end
end
Xpress.chgcoltype(model.inner, [info.column], Cchar['B'])
Lib.XPRSchgcoltype(model.inner, Cint(1), Ref(Cint(info.column-1)), Ref(UInt8('B')))
if info.type == CONTINUOUS
# The function chgcoltype reset the variable bounds to [0, 1],
# so we need to add them again if they're set before.
Expand All @@ -1739,7 +1787,7 @@ function MOI.delete(
)
MOI.throw_if_not_valid(model, c)
info = _info(model, c)
Xpress.chgcoltype(model.inner, [info.column], Cchar['C'])
Lib.XPRSchgcoltype(model.inner, Cint(1), Ref(Cint(info.column-1)), Ref(UInt8('C')))
_set_variable_lower_bound(model, info, info.previous_lower_bound)
_set_variable_upper_bound(model, info, info.previous_upper_bound)
info.type = CONTINUOUS
Expand All @@ -1761,7 +1809,7 @@ function MOI.add_constraint(
model::Optimizer, f::MOI.VariableIndex, ::MOI.Integer
)
info = _info(model, f)
Xpress.chgcoltype(model.inner, [info.column], Cchar['I'])
Lib.XPRSchgcoltype(model.inner, Cint(1), Ref(Cint(info.column-1)), Ref(UInt8('I')))
info.type = INTEGER
return MOI.ConstraintIndex{MOI.VariableIndex, MOI.Integer}(f.value)
end
Expand All @@ -1771,7 +1819,7 @@ function MOI.delete(
)
MOI.throw_if_not_valid(model, c)
info = _info(model, c)
Xpress.chgcoltype(model.inner, [info.column], Cchar['C'])
Lib.XPRSchgcoltype(model.inner, Cint(1), Ref(Cint(info.column-1)), Ref(UInt8('C')))
info.type = CONTINUOUS
info.type_constraint_name = ""
model.name_to_constraint_index = nothing
Expand All @@ -1793,7 +1841,7 @@ function MOI.add_constraint(
info = _info(model, f)
_throw_if_existing_lower(info.bound, info.type, typeof(s), f)
_throw_if_existing_upper(info.bound, info.type, typeof(s), f)
Xpress.chgcoltype(model.inner, [info.column], Cchar['S'])
Lib.XPRSchgcoltype(model.inner, Cint(1), Ref(Cint(info.column-1)), Ref(UInt8('S')))
_set_variable_semi_lower_bound(model, info, s.lower)
_set_variable_upper_bound(model, info, s.upper)
info.type = SEMICONTINUOUS
Expand All @@ -1806,7 +1854,7 @@ function MOI.delete(
)
MOI.throw_if_not_valid(model, c)
info = _info(model, c)
Xpress.chgcoltype(model.inner, [info.column], Cchar['C'])
Lib.XPRSchgcoltype(model.inner, Cint(1), Ref(Cint(info.column-1)), Ref(UInt8('C')))
_set_variable_lower_bound(model, info, -Inf)
_set_variable_upper_bound(model, info, Inf)
info.semi_lower_bound = NaN
Expand Down Expand Up @@ -1834,7 +1882,7 @@ function MOI.add_constraint(
info = _info(model, f)
_throw_if_existing_lower(info.bound, info.type, typeof(s), f)
_throw_if_existing_upper(info.bound, info.type, typeof(s), f)
Xpress.chgcoltype(model.inner, [info.column], Cchar['R'])
Lib.XPRSchgcoltype(model.inner, Cint(1), Ref(Cint(info.column-1)), Ref(UInt8('R')))
_set_variable_semi_lower_bound(model, info, s.lower)
_set_variable_upper_bound(model, info, s.upper)
info.type = SEMIINTEGER
Expand All @@ -1847,7 +1895,7 @@ function MOI.delete(
)
MOI.throw_if_not_valid(model, c)
info = _info(model, c)
Xpress.chgcoltype(model.inner, [info.column], Cchar['C'])
Lib.XPRSchgcoltype(model.inner, Cint(1), Ref(Cint(info.column-1)), Ref(UInt8('C')))
_set_variable_lower_bound(model, info, -Inf)
_set_variable_upper_bound(model, info, Inf)
info.semi_lower_bound = NaN
Expand Down Expand Up @@ -2050,26 +2098,30 @@ function MOI.get(
MOI.ScalarAffineFunction{Float64},
MOI.ScalarQuadraticFunction{Float64},
}}
rhs = Vector{Cdouble}(undef, 1)
rhs = Ref(Cdouble(NaN))
row = _info(model, c).row
Xpress.getrhs!(model.inner, rhs, row, row)
return S(rhs[1])
Lib.XPRSgetrhs(model.inner, rhs, Cint(row-1), Cint(row-1))
return S(rhs[])
end

function MOI.set(
model::Optimizer,
::MOI.ConstraintSet,
c::MOI.ConstraintIndex{MOI.ScalarAffineFunction{Float64}, S}, s::S
) where {S}
Xpress.chgrhs(model.inner, [_info(model, c).row], [MOI.constant(s)])
Lib.XPRSchgrhs(model.inner, Cint(1), Ref(Cint(_info(model, c).row - 1)),
Ref(MOI.constant(s)))
return
end

function _get_affine_terms(model::Optimizer, c::MOI.ConstraintIndex)
row = _info(model, c).row
nzcnt_max = Xpress.n_non_zero_elements(model.inner)

nzcnt = Xpress.getrows_nnz(model.inner, row, row)
_nzcnt = Ref(Cint(0))
Lib.XPRSgetrows(model.inner, C_NULL, C_NULL, C_NULL, 0, _nzcnt,
Cint(row-1), Cint(row-1))
nzcnt = _nzcnt[]

@assert nzcnt <= nzcnt_max

Expand Down Expand Up @@ -3315,11 +3367,11 @@ function MOI.modify(
c::MOI.ConstraintIndex{MOI.ScalarAffineFunction{Float64}, <:Any},
chg::MOI.ScalarCoefficientChange{Float64}
)
Xpress.chgcoef(
Lib.XPRSchgcoef(
model.inner,
_info(model, c).row,
_info(model, chg.variable).column,
chg.new_coefficient
Cint(_info(model, c).row - 1),
Cint(_info(model, chg.variable).column - 1),
chg.new_coefficient,
)
return
end
Expand All @@ -3337,17 +3389,17 @@ function MOI.modify(
coefs = Vector{Float64}(undef, nels)

for i in 1:nels
rows[i] = Cint(_info(model, cis[i]).row)
cols[i] = Cint(_info(model, chgs[i].variable).column)
rows[i] = Cint(_info(model, cis[i]).row-1)
cols[i] = Cint(_info(model, chgs[i].variable).column-1)
coefs[i] = chgs[i].new_coefficient
end

Xpress.chgmcoef(
Lib.XPRSchgmcoef(
model.inner,
nels,
Cint(nels),
rows,
cols,
coefs
coefs,
)
return
end
Expand All @@ -3359,7 +3411,8 @@ function MOI.modify(
)
@assert model.objective_type == SCALAR_AFFINE
column = _info(model, chg.variable).column
Xpress.chgobj(model.inner, [column], [chg.new_coefficient])
Lib.XPRSchgobj(model.inner, Cint(1), Ref(Cint(column-1)),
Ref(chg.new_coefficient))
model.is_objective_set = true
return
end
Expand Down Expand Up @@ -3407,8 +3460,9 @@ function _replace_with_matching_sparsity!(
)
for term in replacement.terms
col = _info(model, term.variable).column
Xpress.chgcoef(
model.inner, row, col, MOI.coefficient(term)
Lib.XPRSchgcoef(
model.inner, Cint(row-1), Cint(col-1),
MOI.coefficient(term)
)
end
return
Expand Down Expand Up @@ -3440,13 +3494,15 @@ function _replace_with_different_sparsity!(
# First, zero out the old constraint function terms.
for term in previous.terms
col = _info(model, term.variable).column
Xpress.chgcoef(model.inner, row, col, 0.0)
Lib.XPRSchgcoef(model.inner, Cint(row - 1), Cint(col - 1),
0.0)
end

# Next, set the new constraint function terms.
for term in previous.terms
col = _info(model, term.variable).column
Xpress.chgcoef(model.inner, row, col, MOI.coefficient(term))
Lib.XPRSchgcoef(model.inner, Cint(row - 1), Cint(col - 1),
MOI.coefficient(term))
end
return
end
Expand Down Expand Up @@ -3499,7 +3555,7 @@ function MOI.set(
end
rhs = Xpress.getrhs(model.inner, row, row)
rhs[1] -= replacement.constant - previous.constant
Xpress.chgrhs(model.inner, [row], rhs)
Lib.XPRSchgrhs(model.inner, Cint(1), Ref(Cint(row - 1)), Ref(rhs[]))
return
end

Expand Down

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Registration pull request created: JuliaRegistries/General/78560

After the above pull request is merged, it is recommended that a tag is created on this repository for the registered package version.

This will be done automatically if the Julia TagBot GitHub Action is installed, or can be done manually through the github interface, or via:

git tag -a v0.15.6 -m "<description of version>" 09acd1410deb95f1abf3647d6e03c95fd33416a3
git push origin v0.15.6

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