Merge pull request #20 from JuliaOpt/bl/iteration_limit

Return ITERATION_LIMIT for noInfo
jump-dev · Oct 18, 2019 · 3e99417 · 3e99417
2 parents 0b0be45 + 7caf4cc
commit 3e99417
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Showing 3 changed files with 46 additions and 25 deletions.
diff --git a/Project.toml b/Project.toml
@@ -16,7 +16,7 @@ Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 [compat]
 BinaryProvider = "≥ 0.5.3"
 CxxWrap = "= 0.8.1"
-MathOptInterface = "0.9"
+MathOptInterface = "0.9.5"
 MathProgBase = "0.7"
 SemidefiniteModels = "~0.1.1"
 julia = "1"

diff --git a/src/MOI_wrapper.jl b/src/MOI_wrapper.jl
@@ -11,14 +11,14 @@ mutable struct Optimizer <: MOI.AbstractOptimizer
     blockdims::Vector{Int}
     varmap::Vector{Tuple{Int, Int, Int}} # Variable Index vi -> blk, i, j
     b::Vector{Cdouble}
-    problem::SDPAProblem
+    problem::Union{Nothing, SDPAProblem}
     solve_time::Float64
     silent::Bool
     options::Dict{Symbol, Any}
     function Optimizer(; kwargs...)
 		optimizer = new(
             zero(Cdouble), 1, Int[], Tuple{Int, Int, Int}[], Cdouble[],
-            SDPAProblem(), NaN, false, Dict{Symbol, Any}())
+            nothing, NaN, false, Dict{Symbol, Any}())
 		for (key, value) in kwargs
 			MOI.set(optimizer, MOI.RawParameter(key), value)
 		end
@@ -53,18 +53,21 @@ MOI.get(::Optimizer, ::MOI.SolverName) = "SDPA"
 # See https://www.researchgate.net/publication/247456489_SDPA_SemiDefinite_Programming_Algorithm_User's_Manual_-_Version_600
 # "SDPA (SemiDefinite Programming Algorithm) User's Manual — Version 6.00" Section 6.2
 const RAW_STATUS = Dict(
-    noINFO        => "The iteration has exceeded the maxIteration and stopped with no informationon the primal feasibility and the dual feasibility.",
-    pdOPT => "The normal termination yielding both primal and dual approximate optimal solutions.",
-    pFEAS => "The primal problem got feasible but the iteration has exceeded the maxIteration and stopped.",
-    dFEAS => "The dual problem got feasible but the iteration has exceeded the maxIteration and stopped.",
-    pdFEAS => "Both primal problem and the dual problem got feasible, but the iterationhas exceeded the maxIteration and stopped.",
-    pdINF => "At least one of the primal problem and the dual problem is expected to be infeasible.",
+    noINFO     => "The iteration has exceeded the maxIteration and stopped with no informationon the primal feasibility and the dual feasibility.",
+    pdOPT      => "The normal termination yielding both primal and dual approximate optimal solutions.",
+    pFEAS      => "The primal problem got feasible but the iteration has exceeded the maxIteration and stopped.",
+    dFEAS      => "The dual problem got feasible but the iteration has exceeded the maxIteration and stopped.",
+    pdFEAS     => "Both primal problem and the dual problem got feasible, but the iterationhas exceeded the maxIteration and stopped.",
+    pdINF      => "At least one of the primal problem and the dual problem is expected to be infeasible.",
     pFEAS_dINF => "The primal problem has become feasible but the dual problem is expected to be infeasible.",
     pINF_dFEAS => "The dual problem has become feasible but the primal problem is expected to be infeasible.",
-    pUNBD => "The primal problem is expected to be unbounded.",
-    dUNBD => "The dual problem is expected to be unbounded.")
+    pUNBD      => "The primal problem is expected to be unbounded.",
+    dUNBD      => "The dual problem is expected to be unbounded.")
 
 function MOI.get(optimizer::Optimizer, ::MOI.RawStatusString)
+    if optimizer.problem === nothing
+        return "`MOI.optimize!` not called."
+    end
 	return RAW_STATUS[getPhaseValue(optimizer.problem)]
 end
 function MOI.get(optimizer::Optimizer, ::MOI.SolveTime)
@@ -84,7 +87,7 @@ function MOI.empty!(optimizer::Optimizer)
     empty!(optimizer.blockdims)
     empty!(optimizer.varmap)
     empty!(optimizer.b)
-    optimizer.problem = SDPAProblem()
+    optimizer.problem = nothing
 end
 
 function MOI.supports(
@@ -240,9 +243,12 @@ function MOI.optimize!(m::Optimizer)
 end
 
 function MOI.get(m::Optimizer, ::MOI.TerminationStatus)
+    if m.problem === nothing
+        return MOI.OPTIMIZE_NOT_CALLED
+    end
     status = getPhaseValue(m.problem)
     if status == noINFO
-        return MOI.OPTIMIZE_NOT_CALLED
+        return MOI.ITERATION_LIMIT
     elseif status == pFEAS
         return MOI.SLOW_PROGRESS
     elseif status == dFEAS
@@ -264,7 +270,10 @@ function MOI.get(m::Optimizer, ::MOI.TerminationStatus)
     end
 end
 
-function MOI.get(m::Optimizer, ::MOI.PrimalStatus)
+function MOI.get(m::Optimizer, attr::MOI.PrimalStatus)
+    if attr.N > MOI.get(m, MOI.ResultCount())
+        return MOI.NO_SOLUTION
+    end
     status = getPhaseValue(m.problem)
     if status == noINFO
         return MOI.UNKNOWN_RESULT_STATUS
@@ -289,7 +298,10 @@ function MOI.get(m::Optimizer, ::MOI.PrimalStatus)
     end
 end
 
-function MOI.get(m::Optimizer, ::MOI.DualStatus)
+function MOI.get(m::Optimizer, attr::MOI.DualStatus)
+    if attr.N > MOI.get(m, MOI.ResultCount())
+        return MOI.NO_SOLUTION
+    end
     status = getPhaseValue(m.problem)
     if status == noINFO
         return MOI.UNKNOWN_RESULT_STATUS
@@ -314,11 +326,13 @@ function MOI.get(m::Optimizer, ::MOI.DualStatus)
     end
 end
 
-MOI.get(m::Optimizer, ::MOI.ResultCount) = 1
-function MOI.get(m::Optimizer, ::MOI.ObjectiveValue)
+MOI.get(m::Optimizer, ::MOI.ResultCount) = m.problem === nothing ? 0 : 1
+function MOI.get(m::Optimizer, attr::MOI.ObjectiveValue)
+    MOI.check_result_index_bounds(m, attr)
     return m.objsign * getPrimalObj(m.problem) + m.objconstant
 end
-function MOI.get(m::Optimizer, ::MOI.DualObjectiveValue)
+function MOI.get(m::Optimizer, attr::MOI.DualObjectiveValue)
+    MOI.check_result_index_bounds(m, attr)
     return m.objsign * getDualObj(m.problem) + m.objconstant
 end
 struct PrimalSolutionMatrix <: MOI.AbstractModelAttribute end
@@ -365,23 +379,28 @@ function vectorize_block(M::AbstractMatrix{Cdouble}, blk::Integer, s::Type{MOI.P
     return v
 end
 
-function MOI.get(optimizer::Optimizer, ::MOI.VariablePrimal, vi::MOI.VariableIndex)
+function MOI.get(optimizer::Optimizer, attr::MOI.VariablePrimal, vi::MOI.VariableIndex)
+    MOI.check_result_index_bounds(optimizer, attr)
     blk, i, j = varmap(optimizer, vi)
     return block(MOI.get(optimizer, PrimalSolutionMatrix()), blk)[i, j]
 end
 
-function MOI.get(optimizer::Optimizer, ::MOI.ConstraintPrimal,
+function MOI.get(optimizer::Optimizer, attr::MOI.ConstraintPrimal,
                  ci::MOI.ConstraintIndex{MOI.VectorOfVariables, S}) where S<:SupportedSets
+    MOI.check_result_index_bounds(optimizer, attr)
     return vectorize_block(MOI.get(optimizer, PrimalSolutionMatrix()), block(optimizer, ci), S)
 end
-function MOI.get(m::Optimizer, ::MOI.ConstraintPrimal, ci::AFFEQ)
+function MOI.get(m::Optimizer, attr::MOI.ConstraintPrimal, ci::AFFEQ)
+    MOI.check_result_index_bounds(m, attr)
     return m.b[ci.value]
 end
 
-function MOI.get(optimizer::Optimizer, ::MOI.ConstraintDual,
+function MOI.get(optimizer::Optimizer, attr::MOI.ConstraintDual,
                  ci::MOI.ConstraintIndex{MOI.VectorOfVariables, S}) where S<:SupportedSets
+    MOI.check_result_index_bounds(optimizer, attr)
     return vectorize_block(MOI.get(optimizer, DualSlackMatrix()), block(optimizer, ci), S)
 end
-function MOI.get(optimizer::Optimizer, ::MOI.ConstraintDual, ci::AFFEQ)
+function MOI.get(optimizer::Optimizer, attr::MOI.ConstraintDual, ci::AFFEQ)
+    MOI.check_result_index_bounds(optimizer, attr)
     return -MOI.get(optimizer, DualSolutionVector())[ci.value]
 end
diff --git a/test/MOI_wrapper.jl b/test/MOI_wrapper.jl
@@ -28,6 +28,8 @@ const config = MOIT.TestConfig(atol=1e-3, rtol=1e-3)
 
 @testset "Unit" begin
     MOIT.unittest(bridged, config, [
+        # `NumberOfThreads` not supported.
+        "number_threads",
         # `TimeLimitSec` not supported.
         "time_limit_sec",
         # SingleVariable objective of bridged variables, will be solved by objective bridges
@@ -53,9 +55,9 @@ end
 end
 @testset "Conic tests" begin
     MOIT.contconictest(bridged, config, [
-        "lin3", "soc3",
+        "lin3", "soc3", "normone2", "norminf2",
         # Missing bridges
         "rootdets",
         # Does not support power and exponential cone
-        "pow", "logdet", "exp"])
+        "pow", "dualpow", "logdet", "exp", "dualexp"])
 end