Merge pull request #446 from matbesancon/numcut-attribute

num cuts as attribute

Author: chriscoey

src/MOI_wrapper.jl

@@ -153,3 +153,17 @@ end
 function MOI.get(opt::Optimizer, ::MOI.NodeCount)
     return MOI.get(opt.oa_model, MOI.NodeCount())
 end
+
+"""
+    NumberOfCuts
+
+Number of cuts added to the outer approximation model.
+"""
+struct NumberOfCuts <: MOI.AbstractModelAttribute end
+
+MOI.attribute_value_type(::NumberOfCuts) = Int64
+MOI.is_set_by_optimize(::NumberOfCuts) = true
+
+function MOI.get(opt::Optimizer, ::NumberOfCuts)
+    return opt.num_cuts
+end

test/JuMP_tests.jl

@@ -62,6 +62,7 @@ function run_jump_tests(
         _psd2,
         _expdesign,
         _specialorderedset,
+        _soc1_ncuts,
     ]
     @testset "$inst" for inst in insts
         println(inst)
@@ -481,4 +482,56 @@ function _specialorderedset(opt)
     return
 end
 
+function _soc1_ncuts(opt)
+    TOL = 1e-4
+    m = JuMP.Model(opt)
+
+    JuMP.@variable(m, x)
+    JuMP.@objective(m, Min, -x)
+    xlb1 = JuMP.@constraint(m, x >= 4)
+    soc1 = JuMP.@constraint(m, [3.5, x] in JuMP.SecondOrderCone())
+    JuMP.optimize!(m)
+    @test JuMP.termination_status(m) == MOI.INFEASIBLE
+    @test JuMP.primal_status(m) == MOI.NO_SOLUTION
+
+    JuMP.delete(m, xlb1)
+    JuMP.optimize!(m)
+    @test JuMP.termination_status(m) == MOI.OPTIMAL
+    @test JuMP.primal_status(m) == MOI.FEASIBLE_POINT
+    @test isapprox(JuMP.objective_value(m), -3.5, atol = TOL)
+    @test isapprox(JuMP.objective_bound(m), -3.5, atol = TOL)
+    @test isapprox(JuMP.value(x), 3.5, atol = TOL)
+
+    xlb2 = JuMP.@constraint(m, x >= 3.1)
+    JuMP.set_integer(x)
+    JuMP.optimize!(m)
+    @test JuMP.termination_status(m) == MOI.INFEASIBLE
+
+    JuMP.delete(m, xlb2)
+    JuMP.@constraint(m, x >= 0.5)
+    JuMP.optimize!(m)
+    @test JuMP.termination_status(m) == MOI.OPTIMAL
+    @test MOI.get(m, Pajarito.NumberOfCuts()) > 0
+    @test isapprox(JuMP.objective_value(m), -3, atol = TOL)
+    @test isapprox(JuMP.objective_bound(m), -3, atol = TOL)
+    @test isapprox(JuMP.value(x), 3, atol = TOL)
+
+    JuMP.@objective(m, Max, -3x)
+    JuMP.optimize!(m)
+    @test MOI.get(m, Pajarito.NumberOfCuts()) > 0
+    @test JuMP.termination_status(m) == MOI.OPTIMAL
+    @test isapprox(JuMP.objective_value(m), -3, atol = TOL)
+    @test isapprox(JuMP.objective_bound(m), -3, atol = TOL)
+    @test isapprox(JuMP.value(x), 1, atol = TOL)
+
+    JuMP.set_start_value(x, 1)
+    JuMP.optimize!(m)
+    @test JuMP.termination_status(m) == MOI.OPTIMAL
+    @test MOI.get(m, Pajarito.NumberOfCuts()) > 0
+    @test isapprox(JuMP.objective_value(m), -3, atol = TOL)
+    @test isapprox(JuMP.objective_bound(m), -3, atol = TOL)
+    @test isapprox(JuMP.value(x), 1, atol = TOL)
+    return
+end
+
 end