ericphanson/warmstart_error.jl

## warmstart_error.jl
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
	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