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Problem trying to warmstart
using SCS
using MathOptInterface # MathOptInterface v0.9.6
const MOI = MathOptInterface
const MOIU = MOI.Utilities
const MOIB = MOI.Bridges
function make_model(vector)
optimizer = SCS.Optimizer(verbose=false)
T = Float64
model = MOIB.full_bridge_optimizer(
MOIU.CachingOptimizer(
MOIU.UniversalFallback(MOIU.Model{T}()),
optimizer
),
T
)
vars = MOI.add_variables(model, 3)
# Add objective
obj_terms = [ MOI.ScalarAffineTerm(one(T), vars[k]) for k in 1:3 ]
obj = MOI.ScalarAffineFunction{T}(obj_terms, zero(T))
MOI.set(model, MOI.ObjectiveFunction{MOI.ScalarAffineFunction{T}}(), obj)
MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
# Add constraint
VAF = MOI.VectorAffineFunction{T}([ MOI.VectorAffineTerm{T}(k, MOI.ScalarAffineTerm{T}(vector[k], vars[k])) for k = 1:3], zeros(T, 3))
constr_indices = MOI.add_constraint(model, VAF, MOI.Zeros(3))
return model, constr_indices
end
vector = rand(3)
model, constr_indices = make_model(vector)
MOI.optimize!(model) # works
dual_value = MOI.get(model, MOI.ConstraintDual(), constr_indices)
# Get a fresh model
model, constr_indices = make_model(vector)
# Attempt to warmstart
MOI.set(model, MOI.ConstraintDualStart(), constr_indices, dual_value) # works
MOI.optimize!(model) # errors
@blegat
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blegat commented Oct 30, 2019

What is the error ? Does it work with MOI master ? We just added support for starting values of a lot of bridges

@ericphanson
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ericphanson commented Oct 30, 2019

The error is

ERROR: MethodError: no method matching map_indices(::MathOptInterface.Utilities.var"#7#8"{MathOptInterface.Utilities.IndexMap}, ::Array{Array{Float64,1},1})
Closest candidates are:
  map_indices(::AbstractDict{T,T}, ::Any) where T<:Union{MathOptInterface.VariableIndex, MathOptInterface.ConstraintIndex} at /Users/eh540/.julia/packages/MathOptInterface/US9Wf/src/Utilities/functions.jl:73
  map_indices(::Function, ::Union{Nothing, AbstractString, DataType, Function, Number, Tuple{Vararg{Union{Nothing, AbstractString, DataType, Function, Number, MathOptInterface.AbstractConstraintAttribute, MathOptInterface.AbstractModelAttribute, MathOptInterface.AbstractOptimizerAttribute, MathOptInterface.AbstractSet, MathOptInterface.AbstractVariableAttribute, MathOptInterface.ModelLike, Enum},N} where N}, MathOptInterface.AbstractConstraintAttribute, MathOptInterface.AbstractModelAttribute, MathOptInterface.AbstractOptimizerAttribute, MathOptInterface.AbstractSet, MathOptInterface.AbstractVariableAttribute, MathOptInterface.ModelLike, AbstractArray{#s48,N} where N where #s48<:Union{Nothing, AbstractString, DataType, Function, Number, Tuple{Vararg{Union{Nothing, AbstractString, DataType, Function, Number, MathOptInterface.AbstractConstraintAttribute, MathOptInterface.AbstractModelAttribute, MathOptInterface.AbstractOptimizerAttribute, MathOptInterface.AbstractSet, MathOptInterface.AbstractVariableAttribute, MathOptInterface.ModelLike, Enum},N} where N}, MathOptInterface.AbstractConstraintAttribute, MathOptInterface.AbstractModelAttribute, MathOptInterface.AbstractOptimizerAttribute, MathOptInterface.AbstractSet, MathOptInterface.AbstractVariableAttribute, MathOptInterface.ModelLike, Enum}, Enum}) at /Users/eh540/.julia/packages/MathOptInterface/US9Wf/src/Utilities/functions.jl:80
  map_indices(::Function, ::MathOptInterface.VariableIndex) at /Users/eh540/.julia/packages/MathOptInterface/US9Wf/src/Utilities/functions.jl:82
  ...
Stacktrace:
 [1] map_indices(::MathOptInterface.Utilities.IndexMap, ::Array{Array{Float64,1},1}) at /Users/eh540/.julia/packages/MathOptInterface/US9Wf/src/Utilities/functions.jl:73
 [2] _pass_attributes(::SCS.Optimizer, ::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}, ::Bool, ::MathOptInterface.Utilities.IndexMap, ::Array{MathOptInterface.AbstractConstraintAttribute,1}, ::Tuple{DataType}, ::Tuple{Array{MathOptInterface.ConstraintIndex{MathOptInterface.VectorAffineFunction{Float64},MathOptInterface.Zeros},1}}, ::Tuple{Array{MathOptInterface.ConstraintIndex{MathOptInterface.VectorAffineFunction{Float64},MathOptInterface.Zeros},1}}, ::typeof(MathOptInterface.Utilities.allocate)) at /Users/eh540/.julia/packages/MathOptInterface/US9Wf/src/Utilities/copy.jl:147
 [3] pass_attributes(::SCS.Optimizer, ::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}, ::Bool, ::MathOptInterface.Utilities.IndexMap, ::Array{MathOptInterface.ConstraintIndex{MathOptInterface.VectorAffineFunction{Float64},MathOptInterface.Zeros},1}, ::Function) at /Users/eh540/.julia/packages/MathOptInterface/US9Wf/src/Utilities/copy.jl:124
 [4] pass_constraints(::SCS.Optimizer, ::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}, ::Bool, ::MathOptInterface.Utilities.IndexMap, ::Array{DataType,1}, ::Array{Array{#s112,1} where #s112<:(MathOptInterface.ConstraintIndex{MathOptInterface.SingleVariable,S} where S),1}, ::Array{DataType,1}, ::Array{Array{#s13,1} where #s13<:(MathOptInterface.ConstraintIndex{MathOptInterface.VectorOfVariables,S} where S),1}, ::typeof(MathOptInterface.Utilities.allocate_constraints), ::typeof(MathOptInterface.Utilities.allocate)) at /Users/eh540/.julia/packages/MathOptInterface/US9Wf/src/Utilities/copy.jl:266
 [5] allocate_load(::SCS.Optimizer, ::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}, ::Bool) at /Users/eh540/.julia/packages/MathOptInterface/US9Wf/src/Utilities/copy.jl:684
 [6] #automatic_copy_to#97 at /Users/eh540/.julia/packages/MathOptInterface/US9Wf/src/Utilities/copy.jl:17 [inlined]
 [7] #automatic_copy_to at ./none:0 [inlined]
 [8] #copy_to#29 at /Users/eh540/.julia/packages/SCS/Y9wx3/src/MOI_wrapper.jl:139 [inlined]
 [9] #copy_to at ./none:0 [inlined]
 [10] attach_optimizer(::MathOptInterface.Utilities.CachingOptimizer{SCS.Optimizer,MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}) at /Users/eh540/.julia/packages/MathOptInterface/US9Wf/src/Utilities/cachingoptimizer.jl:149
 [11] optimize!(::MathOptInterface.Utilities.CachingOptimizer{SCS.Optimizer,MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}) at /Users/eh540/.julia/packages/MathOptInterface/US9Wf/src/Utilities/cachingoptimizer.jl:185
 [12] optimize!(::MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{SCS.Optimizer,MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}}) at /Users/eh540/.julia/packages/MathOptInterface/US9Wf/src/Bridges/bridge_optimizer.jl:225
 [13] top-level scope at REPL[16]:1

I get the same error on MOI master.

@blegat
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blegat commented Oct 30, 2019

@ericphanson
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ericphanson commented Oct 30, 2019

I can confirm it works for me on the brand new 0.9.7 :). Thanks very much!

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