Add ModelWithQuad and privatize the product functions of QPBlockData - #3053
Open
blegat wants to merge 7 commits into
Open
Add ModelWithQuad and privatize the product functions of QPBlockData#3053blegat wants to merge 7 commits into
blegat wants to merge 7 commits into
Conversation
Making a first release with public add_constraint_jacobian_product, add_constraint_jacobian_transpose_product, and add_hessian_lagrangian_product commits MOI to three new function names. Instead, rename them _add_... and add ModelWithQuad/EvaluatorWithQuad: the evaluator implements the standard MOI.AbstractNLPEvaluator interface (including the product callbacks, composed inner-first so that store-semantics inner implementations such as ReverseAD do not clobber the QP contribution), so consumers only rely on existing generic functions and the QPBlockData internals stay private. ModelWithQuad routes affine and quadratic objectives and constraints to a QPBlockData and everything else to an inner model, forwards the MOI attribute queries of the QP block, and tracks where the objective lives. EvaluatorWithQuad remaps the variables of the QP block to their consecutive index in ordered_variables during MOI.initialize (variables absent from ordered_variables are parameters and keep their index, with the parameters dictionary aliased so per-solve value syncs are visible), and MOI.NLPBlockData(evaluator) assembles the combined constraint bounds.
No solver passes `inner = nothing`: the consumers all wrap an eager inner `Nonlinear.Model`, so drop the `set_objective(::Nothing, ::Nothing)` hook and the docstring sentence advertising it. A solver that manages its own nonlinear storage can still define `set_objective` for its inner type.
1 task
Nonlinear.set_objective is the single way to set the objective: it does everything the MOI.set method did, and it also accepts nothing to clear the objective, which the MOI attribute interface cannot express. The MOI getters stay since the function API has no counterpart for them.
ModelWithQuad now owns a MOI.Utilities.VariablesContainer and implements MOI.add_variable, guaranteeing variable indices 1:n like MOI.Utilities.MatrixOfConstraints, so the EvaluatorWithQuad no longer remaps the QP block. Parameters are added with MOI.add_constrained_variable: their indices are offset by _PARAMETER_OFFSET (moved here from Ipopt), QPBlockData is back to the simple offset-based _is_parameter instead of the parameters dictionary, and its parameters vector aliases the parameter storage of the inner Nonlinear.Model, so solvers no longer sync parameter values before a solve.
Sharing only when the inner model is a Nonlinear.Model silently left
qp.parameters empty for any other inner model type. Assume instead that the
inner model exposes its parameter values as parameters::Vector{T}, like
Nonlinear.Model does, and always alias it; an inner model without that field
fails loudly at construction.
They belong next to the convention; Ipopt and MadNLP defined them on their local alias of the function, which pirates it.
The substitution of the offset parameter indices by ParameterIndex before the inner model parses a function is index arithmetic tied to the parameter convention of the layer, so it belongs here: the generic add_constraint and set_objective now perform it, and the solvers just forward.
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
1 participant
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
As discussed in #3048 (comment), it might be better to directly go for
ModelWithQuadand have the solver use that directly so that we don't have to make the interface toQPBlockDatapublic and we can change it later.Github is suggesting me to "Start a pull request stack", I didn't know this feature, let's try.