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[Bridges] add CountDistinctToMILPBridge
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# Copyright (c) 2017: Miles Lubin and contributors | ||
# Copyright (c) 2017: Google Inc. | ||
# | ||
# Use of this source code is governed by an MIT-style license that can be found | ||
# in the LICENSE.md file or at https://opensource.org/licenses/MIT. | ||
|
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""" | ||
CountDistinctToMILPBridge{T} <: Bridges.Constraint.AbstractBridge | ||
`CountDistinctToMILPBridge` implements the following reformulation: | ||
## Source node | ||
`CountDistinctToMILPBridge` supports: | ||
* [`MOI.VectorOfVariables`] in [`MOI.AllDifferent`](@ref) | ||
## Target nodes | ||
`CountDistinctToMILPBridge` creates: | ||
* [`MOI.VariableIndex`](@ref) in [`MOI.ZeroOne`](@ref) | ||
* [`MOI.ScalarAffineFunction{T}`](@ref) in [`MOI.EqualTo{T}`](@ref) | ||
* [`MOI.ScalarAffineFunction{T}`](@ref) in [`MOI.LessThan{T}`](@ref) | ||
""" | ||
mutable struct CountDistinctToMILPBridge{T} <: AbstractBridge | ||
f::MOI.VectorOfVariables | ||
z::Dict{Tuple{MOI.VariableIndex,Int},MOI.VariableIndex} | ||
α::Dict{Int,MOI.VariableIndex} | ||
# ∑_j a_j + -1.0 * n == 0.0 | ||
count::Union{ | ||
Nothing, | ||
MOI.ConstraintIndex{MOI.ScalarAffineFunction{T},MOI.EqualTo{T}}, | ||
} | ||
# x_i => x_i - ∑_j z_ij = 0 ∀i | ||
unit_expansion::Vector{ | ||
MOI.ConstraintIndex{MOI.ScalarAffineFunction{T},MOI.EqualTo{T}}, | ||
} | ||
# j => ∑_i z_ij <= α_j ∀j | ||
big_M::Vector{ | ||
MOI.ConstraintIndex{MOI.ScalarAffineFunction{T},MOI.LessThan{T}}, | ||
} | ||
function CountDistinctToMILPBridge{T}(f::MOI.VectorOfVariables) where {T} | ||
return new{T}( | ||
f, | ||
Dict{Tuple{MOI.VariableIndex,Int},MOI.VariableIndex}(), | ||
Dict{Int,MOI.VariableIndex}(), | ||
nothing, | ||
MOI.ConstraintIndex{MOI.ScalarAffineFunction{T},MOI.EqualTo{T}}[], | ||
MOI.ConstraintIndex{MOI.ScalarAffineFunction{T},MOI.LessThan{T}}[], | ||
) | ||
end | ||
end | ||
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const CountDistinctToMILP{T,OT<:MOI.ModelLike} = | ||
SingleBridgeOptimizer{CountDistinctToMILPBridge{T},OT} | ||
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function bridge_constraint( | ||
::Type{CountDistinctToMILPBridge{T}}, | ||
model::MOI.ModelLike, | ||
f::MOI.VectorOfVariables, | ||
s::MOI.CountDistinct, | ||
) where {T} | ||
# !!! info | ||
# Postpone creation until final_touch. | ||
return CountDistinctToMILPBridge{T}(f) | ||
end | ||
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function MOI.supports_constraint( | ||
::Type{CountDistinctToMILPBridge{T}}, | ||
::Type{MOI.VectorOfVariables}, | ||
::Type{MOI.CountDistinct}, | ||
) where {T} | ||
return true | ||
end | ||
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function MOI.Bridges.added_constrained_variable_types( | ||
::Type{<:CountDistinctToMILPBridge}, | ||
) | ||
return Tuple{Type}[(MOI.ZeroOne,)] | ||
end | ||
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function MOI.Bridges.added_constraint_types( | ||
::Type{CountDistinctToMILPBridge{T}}, | ||
) where {T} | ||
return Tuple{Type,Type}[ | ||
(MOI.ScalarAffineFunction{T}, MOI.EqualTo{T}), | ||
(MOI.ScalarAffineFunction{T}, MOI.LessThan{T}), | ||
] | ||
end | ||
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function concrete_bridge_type( | ||
::Type{<:CountDistinctToMILPBridge{T}}, | ||
::Type{MOI.VectorOfVariables}, | ||
::Type{MOI.CountDistinct}, | ||
) where {T} | ||
return CountDistinctToMILPBridge{T} | ||
end | ||
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function MOI.get( | ||
::MOI.ModelLike, | ||
::MOI.ConstraintFunction, | ||
bridge::CountDistinctToMILPBridge, | ||
) | ||
return bridge.f | ||
end | ||
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function MOI.get( | ||
::MOI.ModelLike, | ||
::MOI.ConstraintSet, | ||
bridge::CountDistinctToMILPBridge, | ||
) | ||
return MOI.CountDistinct(length(bridge.f.variables)) | ||
end | ||
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function MOI.delete(model::MOI.ModelLike, bridge::CountDistinctToMILPBridge) | ||
if bridge.count === nothing | ||
return | ||
end | ||
for ci in bridge.unit_expansion | ||
MOI.delete(model, ci) | ||
end | ||
for ci in bridge.big_M | ||
MOI.delete(model, ci) | ||
end | ||
MOI.delete(model, bridge.count) | ||
for (_, α) in bridge.α | ||
MOI.delete(model, α) | ||
end | ||
for (_, z) in bridge.z | ||
MOI.delete(model, z) | ||
end | ||
return | ||
end | ||
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function MOI.get( | ||
bridge::CountDistinctToMILPBridge, | ||
::MOI.NumberOfVariables, | ||
)::Int64 | ||
return length(bridge.z) + length(bridge.α) | ||
end | ||
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function MOI.get(bridge::CountDistinctToMILPBridge, ::MOI.ListOfVariableIndices) | ||
return vcat(collect(values(bridge.z)), collect(values(bridge.α))) | ||
end | ||
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function MOI.get( | ||
bridge::CountDistinctToMILPBridge, | ||
::MOI.NumberOfConstraints{MOI.VariableIndex,MOI.ZeroOne}, | ||
)::Int64 | ||
return length(bridge.z) + length(bridge.α) | ||
end | ||
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function MOI.get( | ||
bridge::CountDistinctToMILPBridge, | ||
::MOI.ListOfConstraintIndices{MOI.VariableIndex,MOI.ZeroOne}, | ||
) | ||
ret = MOI.ConstraintIndex{MOI.VariableIndex,MOI.ZeroOne}[ | ||
MOI.ConstraintIndex{MOI.VariableIndex,MOI.ZeroOne}(z.value) for | ||
z in values(bridge.z) | ||
] | ||
for z in values(bridge.z) | ||
push!(ret, MOI.ConstraintIndex{MOI.VariableIndex,MOI.ZeroOne}(z.value)) | ||
end | ||
return ret | ||
end | ||
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function MOI.get( | ||
bridge::CountDistinctToMILPBridge{T}, | ||
::MOI.NumberOfConstraints{MOI.ScalarAffineFunction{T},MOI.EqualTo{T}}, | ||
)::Int64 where {T} | ||
if count === nothing | ||
return 0 | ||
end | ||
return 1 + length(bridge.unit_expansion) | ||
end | ||
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function MOI.get( | ||
bridge::CountDistinctToMILPBridge{T}, | ||
::MOI.ListOfConstraintIndices{MOI.ScalarAffineFunction{T},MOI.EqualTo{T}}, | ||
) where {T} | ||
if count === nothing | ||
return MOI.ConstraintIndex{MOI.ScalarAffineFunction{T},MOI.EqualTo{T}}[] | ||
end | ||
return vcat(bridge.count, bridge.unit_expansion) | ||
end | ||
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function MOI.get( | ||
bridge::CountDistinctToMILPBridge{T}, | ||
::MOI.NumberOfConstraints{MOI.ScalarAffineFunction{T},MOI.LessThan{T}}, | ||
)::Int64 where {T} | ||
return length(bridge.big_M) | ||
end | ||
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function MOI.get( | ||
bridge::CountDistinctToMILPBridge{T}, | ||
::MOI.ListOfConstraintIndices{MOI.ScalarAffineFunction{T},MOI.LessThan{T}}, | ||
) where {T} | ||
return copy(bridge.big_M) | ||
end | ||
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MOI.Bridges.needs_final_touch(::CountDistinctToMILPBridge) = true | ||
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function _get_bounds(::Type{T}, model, x) where {T} | ||
lb, ub = nothing, nothing | ||
F, f = MOI.VariableIndex, x.value | ||
ci = MOI.ConstraintIndex{F,MOI.GreaterThan{T}}(f) | ||
if MOI.is_valid(model, ci) | ||
lb = MOI.get(model, MOI.ConstraintSet(), ci).lower | ||
end | ||
ci = MOI.ConstraintIndex{F,MOI.LessThan{T}}(f) | ||
if MOI.is_valid(model, ci) | ||
ub = MOI.get(model, MOI.ConstraintSet(), ci).upper | ||
end | ||
ci = MOI.ConstraintIndex{F,MOI.EqualTo{T}}(f) | ||
if MOI.is_valid(model, ci) | ||
lb = ub = MOI.get(model, MOI.ConstraintSet(), ci).value | ||
end | ||
ci = MOI.ConstraintIndex{F,MOI.Interval{T}}(f) | ||
if MOI.is_valid(model, ci) | ||
set = MOI.get(model, MOI.ConstraintSet(), ci) | ||
lb, ub = set.lower, set.upper | ||
end | ||
return lb, ub | ||
end | ||
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function MOI.Utilities.final_touch( | ||
bridge::CountDistinctToMILPBridge{T}, | ||
model::MOI.ModelLike, | ||
) where {T} | ||
if bridge.count !== nothing | ||
MOI.delete(model, bridge) | ||
end | ||
S = Dict{T,Vector{MOI.VariableIndex}}() | ||
for x in bridge.f.variables[2:end] | ||
lb, ub = _get_bounds(T, model, x) | ||
if lb === nothing || ub === nothing | ||
error( | ||
"Unable to use CountDistinctToMILPBridge because variable $x " * | ||
"has a non-finite domain.", | ||
) | ||
end | ||
unit_terms = [MOI.ScalarAffineTerm(one(T), x)] | ||
for xi in lb:ub | ||
new_var, _ = MOI.add_constrained_variable(model, MOI.ZeroOne()) | ||
bridge.z[(x, xi)] = new_var | ||
push!(unit_terms, MOI.ScalarAffineTerm(T(-xi), new_var)) | ||
if !haskey(S, xi) | ||
S[xi] = MOI.VariableIndex[] | ||
end | ||
push!(S[xi], new_var) | ||
end | ||
push!( | ||
bridge.unit_expansion, | ||
MOI.add_constraint( | ||
model, | ||
MOI.ScalarAffineFunction(unit_terms, zero(T)), | ||
MOI.EqualTo(zero(T)), | ||
), | ||
) | ||
end | ||
count_terms = [MOI.ScalarAffineTerm(T(-1), bridge.f.variables[1])] | ||
# We use a sort so that the model order is deterministic. | ||
for s in sort!(collect(keys(S))) | ||
terms = S[s] | ||
new_var, _ = MOI.add_constrained_variable(model, MOI.ZeroOne()) | ||
bridge.α[s] = new_var | ||
push!(count_terms, MOI.ScalarAffineTerm(one(T), new_var)) | ||
big_M_terms = [MOI.ScalarAffineTerm(T(1), z) for z in terms] | ||
push!(big_M_terms, MOI.ScalarAffineTerm(T(-length(terms)), new_var)) | ||
push!( | ||
bridge.big_M, | ||
MOI.add_constraint( | ||
model, | ||
MOI.ScalarAffineFunction(big_M_terms, zero(T)), | ||
MOI.LessThan(zero(T)), | ||
), | ||
) | ||
end | ||
bridge.count = MOI.add_constraint( | ||
model, | ||
MOI.ScalarAffineFunction(count_terms, zero(T)), | ||
MOI.EqualTo(zero(T)), | ||
) | ||
return | ||
end |
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Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -0,0 +1,75 @@ | ||
# Copyright (c) 2017: Miles Lubin and contributors | ||
# Copyright (c) 2017: Google Inc. | ||
# | ||
# Use of this source code is governed by an MIT-style license that can be found | ||
# in the LICENSE.md file or at https://opensource.org/licenses/MIT. | ||
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module TestConstraintCountDistinct | ||
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using Test | ||
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using MathOptInterface | ||
const MOI = MathOptInterface | ||
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function runtests() | ||
for name in names(@__MODULE__; all = true) | ||
if startswith("$(name)", "test_") | ||
@testset "$(name)" begin | ||
getfield(@__MODULE__, name)() | ||
end | ||
end | ||
end | ||
return | ||
end | ||
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function test_runtests() | ||
MOI.Bridges.runtests( | ||
MOI.Bridges.Constraint.CountDistinctToMILPBridge, | ||
""" | ||
variables: n, x, y | ||
[n, x, y] in CountDistinct(3) | ||
x in Interval(1.0, 2.0) | ||
y >= 2.0 | ||
y <= 3.0 | ||
""", | ||
""" | ||
variables: n, x, y, z_x1, z_x2, z_y2, z_y3, a_1, a_2, a_3 | ||
1.0 * x + -1.0 * z_x1 + -2.0 * z_x2 == 0.0 | ||
1.0 * y + -2.0 * z_y2 + -3.0 * z_y3 == 0.0 | ||
-1.0 * n + a_1 + a_2 + a_3 == 0.0 | ||
z_x1 + -1.0 * a_1 <= 0.0 | ||
z_x2 + z_y2 + -2.0 * a_2 <= 0.0 | ||
z_y3 + -1.0 * a_3 <= 0.0 | ||
x in Interval(1.0, 2.0) | ||
y >= 2.0 | ||
y <= 3.0 | ||
z_x1 in ZeroOne() | ||
z_x2 in ZeroOne() | ||
z_y2 in ZeroOne() | ||
z_y3 in ZeroOne() | ||
a_1 in ZeroOne() | ||
a_2 in ZeroOne() | ||
a_3 in ZeroOne() | ||
""", | ||
) | ||
return | ||
end | ||
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function test_runtests_err() | ||
inner = MOI.Utilities.Model{Int}() | ||
model = MOI.Bridges.Constraint.CountDistinctToMILP{Int}(inner) | ||
x = MOI.add_variables(model, 3) | ||
MOI.add_constraint(model, MOI.VectorOfVariables(x), MOI.CountDistinct(3)) | ||
@test_throws( | ||
ErrorException( | ||
"Unable to use CountDistinctToMILPBridge because variable $(x[2]) " * | ||
"has a non-finite domain.", | ||
), | ||
MOI.Utilities.final_touch(model), | ||
) | ||
return | ||
end | ||
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end # module | ||
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TestConstraintCountDistinct.runtests() |