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Bound info for parameter functions in disjunct constraints #143

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64 changes: 64 additions & 0 deletions ext/InfiniteDisjunctiveProgramming.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -38,6 +38,70 @@ function DP.requires_disaggregation(vref::InfiniteOpt.GeneralVariableRef)
return !_is_parameter(vref)
end

# Bound info for parameter refs in disjunct constraints: parameter
# functions report their support extrema, finite parameters a point,
# other parameters their domain bounds. Returns nothing for
# variables.
function _parameter_bound_info(
vref::InfiniteOpt.GeneralVariableRef
)::Union{Nothing, Tuple{Float64, Float64}}
_is_parameter(vref) || return nothing
dvref = InfiniteOpt.dispatch_variable_ref(vref)
if dvref isa InfiniteOpt.ParameterFunctionRef
prefs = InfiniteOpt.parameter_list(dvref)
length(prefs) == 1 || return (-Inf, Inf)
supports = InfiniteOpt.supports(first(prefs))
isempty(supports) && return (-Inf, Inf)
func = InfiniteOpt.raw_function(dvref)
func_values = [func(s) for s in supports]
return (minimum(func_values), maximum(func_values))
elseif dvref isa InfiniteOpt.FiniteParameterRef
value = InfiniteOpt.parameter_value(dvref)
return (value, value)
end
lb = JuMP.has_lower_bound(vref) ? JuMP.lower_bound(vref) : -Inf
ub = JuMP.has_upper_bound(vref) ? JuMP.upper_bound(vref) : Inf
return (lb, ub)
end

function DP.set_variable_bound_info(
vref::InfiniteOpt.GeneralVariableRef, ::DP.BigM)
info = _parameter_bound_info(vref)
info === nothing || return info
lb = JuMP.has_lower_bound(vref) ? JuMP.lower_bound(vref) : -Inf
ub = JuMP.has_upper_bound(vref) ? JuMP.upper_bound(vref) : Inf
return lb, ub
end

# Hull and PSplit require finite bounds that include 0
function _zero_inclusive_bounds(
vref::InfiniteOpt.GeneralVariableRef,
info::Union{Nothing, Tuple{Float64, Float64}},
method_name::String
)::Tuple{Float64, Float64}
info === nothing || return (min(0, info[1]), max(0, info[2]))
if !JuMP.has_lower_bound(vref) || !JuMP.has_upper_bound(vref)
error("Variable $vref must have both lower and upper " *
"bounds defined when using the $method_name " *
"reformulation.")
end
return (min(0, JuMP.lower_bound(vref)),
max(0, JuMP.upper_bound(vref)))
end

function DP.set_variable_bound_info(
vref::InfiniteOpt.GeneralVariableRef, ::DP.Hull)
return _zero_inclusive_bounds(vref,
_parameter_bound_info(vref), "Hull")
end

function DP.set_variable_bound_info(
vref::InfiniteOpt.GeneralVariableRef,
::Union{DP.PSplit, DP._PSplit})
return _zero_inclusive_bounds(vref,
_parameter_bound_info(vref), "PSplit")
end

function DP.VariableProperties(vref::InfiniteOpt.GeneralVariableRef)
info = DP.get_variable_info(vref)
name = JuMP.name(vref)
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32 changes: 32 additions & 0 deletions test/extensions/InfiniteDisjunctiveProgramming.jl
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Expand Up @@ -121,6 +121,37 @@ function test_requires_disaggregation()
@test DP.requires_disaggregation(y) == true
end

# Bound info for parameter refs in disjunct constraints: parameter
# functions report their support extrema, finite parameters a point,
# other parameters their domain bounds; Hull/PSplit clamp the bounds
# to include 0 and error when a variable is missing bounds.
function test_parameter_bound_info()
model = InfiniteGDPModel()
@infinite_parameter(model, t in [0, 1], supports = [0.0, 0.5, 1.0])
@infinite_parameter(model, s in [0, 1])
@finite_parameter(model, p == 2.0)
@variable(model, 0 <= x <= 10, Infinite(t))
@variable(model, y, Infinite(t))
@parameter_function(model, pf == t -> 2t - 1)
@parameter_function(model, pf2 == (t, s) -> t + s)
@parameter_function(model, pf3 == s -> s)
@test DP.set_variable_bound_info(pf, BigM()) == (-1.0, 1.0)
@test DP.set_variable_bound_info(p, BigM()) == (2.0, 2.0)
@test DP.set_variable_bound_info(t, BigM()) == (0.0, 1.0)
@test DP.set_variable_bound_info(x, BigM()) == (0.0, 10.0)
@test DP.set_variable_bound_info(y, BigM()) == (-Inf, Inf)
# multi-parameter and support-less parameter functions fall back
@test DP.set_variable_bound_info(pf2, BigM()) == (-Inf, Inf)
@test DP.set_variable_bound_info(pf3, BigM()) == (-Inf, Inf)
# Hull and PSplit clamp the bounds to include 0
@test DP.set_variable_bound_info(pf, Hull()) == (-1.0, 1.0)
@test DP.set_variable_bound_info(t, Hull()) == (0.0, 1.0)
@test DP.set_variable_bound_info(p, Hull()) == (0.0, 2.0)
@test DP.set_variable_bound_info(x, Hull()) == (0.0, 10.0)
@test DP.set_variable_bound_info(p, PSplit([[x]])) == (0.0, 2.0)
@test_throws ErrorException DP.set_variable_bound_info(y, Hull())
end

function test_all_variables_infiniteopt()
model = InfiniteGDPModel()
@infinite_parameter(model, t ∈ [0, 1])
Expand Down Expand Up @@ -806,6 +837,7 @@ end
test_is_parameter()
test_is_parameter_concrete_dispatches()
test_requires_disaggregation()
test_parameter_bound_info()
test_variable_properties_infiniteopt()
test_variable_properties_from_expr()
test_variable_properties_from_quad_expr()
Expand Down
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