fix(jump): fixed a bug in converting quadratic terms from JuMP to AOCoptimizer; added unit tests

Author: gkantsidis

Project.toml

@@ -56,6 +56,7 @@ JSON = "0.21"
 JuMP = "1"
 KernelAbstractions = "0.9"
 LinearAlgebra = "1.11"
+MathOptInterface = "1"
 OrderedCollections = "1.8"
 Pkg = "1.11"
 PrecompileTools = "1"
@@ -71,7 +72,9 @@ julia = "1"
 Aqua = "4c88cf16-eb10-579e-8560-4a9242c79595"
 CodecBzip2 = "523fee87-0ab8-5b00-afb7-3ecf72e48cfd"
 JET = "c3a54625-cd67-489e-a8e7-0a5a0ff4e31b"
+JuMP = "4076af6c-e467-56ae-b986-b466b2749572"
+MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
 [targets]
-test = ["Aqua", "CodecBzip2", "JET", "Test"]
+test = ["Aqua", "CodecBzip2", "JET", "JuMP", "MathOptInterface", "Test"]

ext/JuMPExt/wrapper.jl

@@ -373,7 +373,13 @@ function _parse_objective(
 
             if continuous[i] || continuous[j]
                 if i == j
-                    Q[i, j] += T(2.0) * qij
+                    #= The SQF function already has a 0.5 factor,
+                        hence, we do not need to multiply with 2 here.
+                        Hence, there is no need for this special case,
+                        but good to keep (including this comment) to
+                        avoid future errors.
+                    =#
+                    Q[i, j] += qij # * T(2.0)
                 else
                     Q[i, j] += qij
                     Q[j, i] += qij

notebooks/test-jump.jl

@@ -15,11 +15,20 @@ model = Model(AOCoptimizer.MOI.Optimizer[])
 @objective(model, Min, x + y * z)
 
 # The following will solve with default settings,
-# using 60sec as timeout value.
+# using 10sec as timeout value.
 optimize!(model)
 
 @show termination_status(model)
 @show objective_value(model)
 @show value(x)
 @show value(y)
 @show value(z)
+
+let inner_model = unsafe_backend(model)
+    @show inner_model.sense
+    @show inner_model.quadratic
+    @show inner_model.linear
+    @show inner_model.offset
+    @show inner_model.aim_attributes
+    @show inner_model.output
+end

src/init.jl

@@ -6,7 +6,15 @@ init.jl
 module MOI
     Optimizer :: Ref{Any} = nothing
 
-    function __init()
+    """
+        init()
+
+    Enables the AOCoptimizer backend for MathOptInterface (MOI), if available.
+    Typically, users should not call this explicitly. Instead, the `JuMP` and `MathOptInterface`
+    packages should be imported before importing `AOCoptimizer` and
+    calling `AOCoptimizer.init()`.
+    """
+    function init()
         __modules = Base.loaded_modules_array()
         __index_of_jump_ext = findfirst(x -> nameof(x) == :JuMPExt, __modules)
         if __index_of_jump_ext === nothing
@@ -33,7 +41,7 @@ function init()
     Solver.__register_engines()
     Solver.__register_solvers()
 
-    MOI.__init()
+    MOI.init()
 
     @debug "End of AOCoptimizer initialization."
     __init_completed[] = true

test/runtests.jl

@@ -33,6 +33,7 @@ include("utils.jl")
     include("test_reader_simple_graph.jl")
     include("test_reader_qio.jl")
     include("test_api.jl")
+    include("test_jump.jl")
 end
 
 if !disable_jet

test/test_jump.jl

@@ -0,0 +1,62 @@
+#=
+test_jump.jl
+
+Unit tests for the JuMP extension of AOCoptimizer.
+=#
+
+module TestJump
+
+using Test
+using JuMP
+using MathOptInterface
+using AOCoptimizer
+
+include("utils.jl")
+
+# AOCoptimizer.init()
+AOCoptimizer.MOI.init()
+
+const aoc_moi = AOCoptimizer.MOI
+
+@testset verbose=verbose "Test simple JuMP problems" begin
+    @testset "Test simple QUMO" begin
+        model = Model(aoc_moi.Optimizer[])
+
+        @variable(model, x, Bin)
+        @variable(model, y, Bin)
+        @variable(model, -1 <= z <= 1)
+        @objective(model, Min, x + y * z)
+
+        optimize!(model)
+
+        @test value(x) == 0
+        @test value(y) == 1
+        @test value(z) ≈ -1
+        @test objective_value(model) ≈ -1
+    end
+
+    @testset "Test continuous only" begin
+        model = Model(aoc_moi.Optimizer[])
+        @variable(model, -1 <= z <= 1)
+        @objective(model, Min, (z - 0.25)^2)
+
+        optimize!(model)
+
+        @test isapprox(objective_value(model), 0, atol=1e-6)
+        @test isapprox(value(z), 0.25, atol=1e-6)
+    end
+
+    @testset "Test two continuous" begin
+        model = Model(AOCoptimizer.MOI.Optimizer[])
+        @variable(model, -1 <= x <= 1)
+        @variable(model, -1 <= y <= 1)
+        @objective(model, Min, (x - 0.2) * (y - 0.2))
+
+        optimize!(model)
+
+        @test objective_value(model) ≈ -0.96
+        @test value(x) * value(y) ≈ -1
+    end
+end
+
+end # module