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iis.jl
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367 lines (320 loc) · 10.6 KB
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# Copyright (c) 2025: Joaquim Dias Garcia, Oscar Dowson and contributors
#
# Use of this source code is governed by an MIT-style license that can be found
# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
abstract type AbstractAdditionalData end
struct InfeasibilityData
# IIS constraints set
constraints::Vector{MOI.ConstraintIndex}
# variable-set constraints only for NoData IIS (from the iis solver)
# this will be an empty vector for most types of IIS
maybe_constraints::Vector{MOI.ConstraintIndex}
# indicates if the IIS is irreducible
irreducible::Bool
# additional data
metadata::AbstractAdditionalData
function InfeasibilityData(
constraints::Vector{<:MOI.ConstraintIndex},
irreducible::Bool,
metadata::AbstractAdditionalData;
maybe_constraints::Vector{MOI.ConstraintIndex} = MOI.ConstraintIndex[],
)
return new(constraints, maybe_constraints, irreducible, metadata)
end
end
struct BoundsData <: AbstractAdditionalData
lower_bound::Float64
upper_bound::Float64
end
struct IntegralityData <: AbstractAdditionalData
lower_bound::Float64
upper_bound::Float64
set::Union{MOI.Integer,MOI.ZeroOne}#, MOI.Semicontinuous{T}, MOI.Semiinteger{T}}
end
struct RangeData <: AbstractAdditionalData
lower_bound::Float64
upper_bound::Float64
set::Union{<:MOI.EqualTo,<:MOI.LessThan,<:MOI.GreaterThan}
end
struct NoData <: AbstractAdditionalData end
Base.@kwdef mutable struct Optimizer
original_model::Union{MOI.ModelLike,Nothing} = nothing
#
# iterative solver data
optimizer::Any = nothing # MOI.ModelLike
optimizer_attributes::Dict{Any,Any} = Dict{Any,Any}()
#
# iis attributes
time_limit::Float64 = Inf
verbose::Bool = false
stop_if_infeasible_bounds::Bool = true
stop_if_infeasible_ranges::Bool = true
deletion_filter::Bool = true
elastic_filter_tolerance::Float64 = 1e-5
ignore_integrality::Bool = false
#
# result data
start_time::Float64 = NaN
status::MOI.ConflictStatusCode = MOI.COMPUTE_CONFLICT_NOT_CALLED
results::Vector{InfeasibilityData} = InfeasibilityData[]
end
struct InfeasibleModel end
function MOI.set(optimizer::Optimizer, ::InfeasibleModel, model::MOI.ModelLike)
optimizer.original_model = model
empty!(optimizer.results)
optimizer.status = MOI.COMPUTE_CONFLICT_NOT_CALLED
return
end
# function MOI.get(optimizer::Optimizer, ::InfeasibleModel)
# return optimizer.original_model
# end
struct InnerOptimizer end
function MOI.set(optimizer::Optimizer, ::InnerOptimizer, solver)
optimizer.optimizer = solver
return
end
# function MOI.get(optimizer::Optimizer, ::InnerOptimizer)
# return optimizer.optimizer
# end
struct InnerOptimizerAttribute
attr::MOI.AbstractOptimizerAttribute
end
function MOI.set(optimizer::Optimizer, attr::InnerOptimizerAttribute, value)
optimizer.optimizer_attributes[attr.attr] = value
return
end
# function MOI.get(
# optimizer::Optimizer,
# attr::InnerOptimizerAttribute,
# )
# return optimizer.optimizer_attributes[attr.attr]
# end
function MOI.set(optimizer::Optimizer, ::MOI.TimeLimitSec, value::Float64)
optimizer.time_limit = value
return
end
function MOI.get(optimizer::Optimizer, ::MOI.TimeLimitSec)
return optimizer.time_limit
end
function MOI.set(optimizer::Optimizer, ::MOI.Silent, value::Bool)
optimizer.verbose = !value
return
end
function MOI.get(optimizer::Optimizer, ::MOI.Silent)
return !optimizer.verbose
end
struct StopIfInfeasibleBounds end
function MOI.set(optimizer::Optimizer, ::StopIfInfeasibleBounds, value::Bool)
optimizer.stop_if_infeasible_bounds = value
return
end
function MOI.get(optimizer::Optimizer, ::StopIfInfeasibleBounds)
return optimizer.stop_if_infeasible_bounds
end
struct StopIfInfeasibleRanges end
function MOI.set(optimizer::Optimizer, ::StopIfInfeasibleRanges, value::Bool)
optimizer.stop_if_infeasible_ranges = value
return
end
function MOI.get(optimizer::Optimizer, ::StopIfInfeasibleRanges)
return optimizer.stop_if_infeasible_ranges
end
struct DeletionFilter end
function MOI.set(optimizer::Optimizer, ::DeletionFilter, value::Bool)
optimizer.deletion_filter = value
return
end
function MOI.get(optimizer::Optimizer, ::DeletionFilter)
return optimizer.deletion_filter
end
struct ElasticFilterTolerance end
function MOI.set(optimizer::Optimizer, ::ElasticFilterTolerance, value::Float64)
optimizer.elastic_filter_tolerance = value
return
end
function MOI.get(optimizer::Optimizer, ::ElasticFilterTolerance)
return optimizer.elastic_filter_tolerance
end
struct ElasticFilterIgnoreIntegrality end
function MOI.set(
optimizer::Optimizer,
::ElasticFilterIgnoreIntegrality,
value::Bool,
)
optimizer.ignore_integrality = value
return
end
function MOI.get(optimizer::Optimizer, ::ElasticFilterIgnoreIntegrality)
return optimizer.ignore_integrality
end
MOI.get(optimizer::Optimizer, ::MOI.ConflictStatus) = optimizer.status
MOI.get(optimizer::Optimizer, ::MOI.ConflictCount) = length(optimizer.results)
function MOI.get(
optimizer::Optimizer,
attr::MOI.ConstraintConflictStatus,
con::MOI.ConstraintIndex,
)
if attr.conflict_index > length(optimizer.results)
return MOI.NOT_IN_CONFLICT # or error
end
if con in optimizer.results[attr.conflict_index].constraints
return MOI.IN_CONFLICT
elseif con in optimizer.results[attr.conflict_index].maybe_constraints
return MOI.MAYBE_IN_CONFLICT
end
return MOI.NOT_IN_CONFLICT
end
struct ListOfConstraintIndicesInConflict <: MOI.AbstractModelAttribute
conflict_index::Int
ListOfConstraintIndicesInConflict(conflict_index = 1) = new(conflict_index)
end
function MOI.get(optimizer::Optimizer, attr::ListOfConstraintIndicesInConflict)
if attr.conflict_index > length(optimizer.results)
return MOI.ConstraintIndex[]
end
return optimizer.results[attr.conflict_index].constraints
end
function _in_time(optimizer::Optimizer)
@assert optimizer.start_time != NaN
return time() - optimizer.start_time < optimizer.time_limit
end
function MOI.compute_conflict!(optimizer::Optimizer)
optimizer.status = MOI.NO_CONFLICT_FOUND
empty!(optimizer.results)
optimizer.start_time = time()
if optimizer.verbose
println("Starting MathOptIIS IIS search.")
end
T = Float64
if _feasibility_check(optimizer, optimizer.original_model)
optimizer.status = MOI.NO_CONFLICT_EXISTS
return optimizer.results
end
if optimizer.verbose
println("Starting bound analysis.")
end
bounds_consistent, variables, lb_con, ub_con =
_bound_infeasibility!(optimizer, T)
bound_infeasibilities = length(optimizer.results)
if optimizer.verbose
println(
"Complete bound analysis found $bound_infeasibilities infeasibilities.",
)
end
if !isempty(optimizer.results)
optimizer.status = MOI.CONFLICT_FOUND
end
# check PSD diagonal >= 0 ?
# other cones?
if (!bounds_consistent && optimizer.stop_if_infeasible_bounds) ||
!_in_time(optimizer)
return
end
# second layer of infeasibility analysis is constraint range analysis
if optimizer.verbose
println("Starting range analysis.")
end
range_consistent =
_range_infeasibility!(optimizer, T, variables, lb_con, ub_con)
range_infeasibilities = length(optimizer.results) - bound_infeasibilities
if optimizer.verbose
println(
"Complete range analysis found $range_infeasibilities infeasibilities.",
)
end
if !isempty(optimizer.results)
optimizer.status = MOI.CONFLICT_FOUND
end
if (!range_consistent && optimizer.stop_if_infeasible_ranges) ||
!_in_time(optimizer)
return
end
# third layer is an IIS resolver
if optimizer.optimizer === nothing
println(
"IIS resolver cannot continue because no optimizer was provided",
)
return
end
if optimizer.verbose
println("Starting elastic filter solver.")
end
iis = _elastic_filter(optimizer)
# for now, only one iis is computed
if iis !== nothing
maybe_constraints =
_get_variables_in_constraints(optimizer.original_model, iis)
push!(
optimizer.results,
InfeasibilityData(iis, true, NoData(); maybe_constraints),
)
optimizer.status = MOI.CONFLICT_FOUND
end
if optimizer.verbose
iis_infeasibilities = iis === nothing ? 0 : 1
println(
"Complete elastic filter solver found $iis_infeasibilities infeasibilities.",
)
end
return
end
function _get_variables_in_constraints(
model::MOI.ModelLike,
con::Vector{MOI.ConstraintIndex},
)
variables = Set{MOI.VariableIndex}()
for c in con
_get_variables_in_constraints!(model, c, variables)
end
variable_constraints = MOI.ConstraintIndex[]
for (F, S) in MOI.get(model, MOI.ListOfConstraintTypesPresent())
if !(F <: MOI.VariableIndex)
continue
end
for con in MOI.get(model, MOI.ListOfConstraintIndices{F,S}())
if MOI.get(model, MOI.ConstraintFunction(), con) in variables
push!(variable_constraints, con)
end
end
end
return variable_constraints
end
function _get_variables_in_constraints!(
model::MOI.ModelLike,
con::MOI.ConstraintIndex{<:MOI.ScalarAffineFunction},
variables::Set{MOI.VariableIndex},
)
f = MOI.get(model, MOI.ConstraintFunction(), con)
for term in f.terms
push!(variables, term.variable)
end
return
end
function _get_variables_in_constraints!(
::MOI.ModelLike,
::MOI.ConstraintIndex,
::Set{MOI.VariableIndex},
)
return # skip
end
function _feasibility_check(optimizer::Optimizer, original_model::MOI.ModelLike)
termination_status = MOI.get(original_model, MOI.TerminationStatus())
if optimizer.verbose
println("Original model termination status: $(termination_status)")
end
if termination_status in
(MOI.OTHER_ERROR, MOI.INVALID_MODEL, MOI.OPTIMIZE_NOT_CALLED)
return false # because we can assert it is feasible
end
primal_status = MOI.get(original_model, MOI.PrimalStatus())
if optimizer.verbose
println("Original model primal status: $(primal_status)")
end
if primal_status in (MOI.FEASIBLE_POINT, MOI.NEARLY_FEASIBLE_POINT) && !(
termination_status in
(MOI.INFEASIBLE, MOI.ALMOST_INFEASIBLE, MOI.LOCALLY_INFEASIBLE)
)
return true
end
return false
end