From ab61a3c2fdb33aa96244f9347d407d076c683f4a Mon Sep 17 00:00:00 2001 From: Alexis Montoison Date: Wed, 21 Jan 2026 11:56:40 -0600 Subject: [PATCH 1/4] Add an attribute jump_variables in the model --- docs/src/tutorial.md | 10 ++--- src/moi_nlp_model.jl | 14 +++---- src/moi_nls_model.jl | 11 +++--- src/utils.jl | 92 ++++++++++++++++++++++++-------------------- 4 files changed, 69 insertions(+), 58 deletions(-) diff --git a/docs/src/tutorial.md b/docs/src/tutorial.md index 48913f5f..9127294a 100644 --- a/docs/src/tutorial.md +++ b/docs/src/tutorial.md @@ -23,7 +23,7 @@ Let's define the famous Rosenbrock function ```math f(x) = (x_1 - 1)^2 + 100(x_2 - x_1^2)^2, ``` -with starting point ``x^0 = (-1.2,1.0)``. +with starting point ``x_0 = (-1.2, 1.0)``. ```@example jumpnlp using NLPModels, NLPModelsJuMP, JuMP @@ -31,7 +31,7 @@ using NLPModels, NLPModelsJuMP, JuMP x0 = [-1.2; 1.0] model = Model() # No solver is required @variable(model, x[i=1:2], start=x0[i]) -@NLobjective(model, Min, (x[1] - 1)^2 + 100 * (x[2] - x[1]^2)^2) +@objective(model, Min, (x[1] - 1)^2 + 100 * (x[2] - x[1]^2)^2) nlp = MathOptNLPModel(model) ``` @@ -148,9 +148,9 @@ using NLPModels, NLPModelsJuMP, JuMP model = Model() x0 = [-1.2; 1.0] @variable(model, x[i=1:2] >= 0.0, start=x0[i]) -@NLobjective(model, Min, (x[1] - 1)^2 + 100 * (x[2] - x[1]^2)^2) +@objective(model, Min, (x[1] - 1)^2 + 100 * (x[2] - x[1]^2)^2) @constraint(model, x[1] + x[2] == 3.0) -@NLconstraint(model, x[1] * x[2] >= 1.0) +@constraint(model, x[1] * x[2] >= 1.0) nlp = MathOptNLPModel(model) @@ -184,7 +184,7 @@ using NLPModels, NLPModelsJuMP, JuMP model = Model() x0 = [-1.2; 1.0] @variable(model, x[i=1:2], start=x0[i]) -@NLexpression(model, F1, x[1] - 1) +@expression(model, F1, x[1] - 1) @NLexpression(model, F2, 10 * (x[2] - x[1]^2)) nls = MathOptNLSModel(model, [F1, F2], name="rosen-nls") diff --git a/src/moi_nlp_model.jl b/src/moi_nlp_model.jl index a4975aa3..54431c6a 100644 --- a/src/moi_nlp_model.jl +++ b/src/moi_nlp_model.jl @@ -3,6 +3,7 @@ export MathOptNLPModel mutable struct MathOptNLPModel <: AbstractNLPModel{Float64, Vector{Float64}} meta::NLPModelMeta{Float64, Vector{Float64}} eval::MOI.Nonlinear.Evaluator + jump_variables::Dict{String,Int} lincon::LinearConstraints quadcon::QuadraticConstraints nlcon::NonLinearStructure @@ -26,13 +27,12 @@ function MathOptNLPModel(jmodel::JuMP.Model; kws...) end function MathOptNLPModel(moimodel::MOI.ModelLike; kws...) - return nlp_model(moimodel; kws...)[1] + return nlp_model(moimodel; kws...) end function nlp_model(moimodel::MOI.ModelLike; hessian::Bool = true, name::String = "Generic") - index_map, nvar, lvar, uvar, x0 = parser_variables(moimodel) - nlin, lincon, lin_lcon, lin_ucon, quadcon, quad_lcon, quad_ucon = - parser_MOI(moimodel, index_map, nvar) + jump_variables, variables, nvar, lvar, uvar, x0 = parser_variables(moimodel) + nlin, lincon, lin_lcon, lin_ucon, quadcon, quad_lcon, quad_ucon = parser_MOI(moimodel, variables) nlp_data = _nlp_block(moimodel) nlcon = parser_NL(nlp_data, hessian = hessian) @@ -44,7 +44,7 @@ function nlp_model(moimodel::MOI.ModelLike; hessian::Bool = true, name::String = if nlp_data.has_objective obj = Objective("NONLINEAR", 0.0, spzeros(Float64, nvar), COO(), 0) else - obj = parser_objective_MOI(moimodel, nvar, index_map) + obj = parser_objective_MOI(moimodel, variables) end # Total counts @@ -77,6 +77,7 @@ function nlp_model(moimodel::MOI.ModelLike; hessian::Bool = true, name::String = return MathOptNLPModel( meta, nlp_data.evaluator, + jump_variables, lincon, quadcon, nlcon, @@ -85,8 +86,7 @@ function nlp_model(moimodel::MOI.ModelLike; hessian::Bool = true, name::String = hv, obj, counters, - ), - index_map + ) end function NLPModels.obj(nlp::MathOptNLPModel, x::AbstractVector) diff --git a/src/moi_nls_model.jl b/src/moi_nls_model.jl index eb11cb60..288207f0 100644 --- a/src/moi_nls_model.jl +++ b/src/moi_nls_model.jl @@ -5,6 +5,7 @@ mutable struct MathOptNLSModel <: AbstractNLSModel{Float64, Vector{Float64}} nls_meta::NLSMeta{Float64, Vector{Float64}} Feval::MOI.Nonlinear.Evaluator ceval::MOI.Nonlinear.Evaluator + jump_variables::Dict{String,Int} lls::Objective linequ::LinearEquations nlequ::NonLinearStructure @@ -26,15 +27,14 @@ Construct a `MathOptNLSModel` from a `JuMP` model and a container of JuMP """ function MathOptNLSModel(cmodel::JuMP.Model, F; hessian::Bool = true, name::String = "Generic") moimodel = backend(cmodel) - index_map, nvar, lvar, uvar, x0 = parser_variables(moimodel) + jump_variables, variables, nvar, lvar, uvar, x0 = parser_variables(moimodel) - lls, linequ, nlinequ = parser_linear_expression(cmodel, nvar, index_map, F) - Feval, nlequ, nnlnequ = parser_nonlinear_expression(cmodel, nvar, F, hessian = hessian) + lls, linequ, nlinequ = parser_linear_expression(cmodel, variables, F) + Feval, nlequ, nnlnequ = parser_nonlinear_expression(cmodel, variables, F, hessian = hessian) _nlp_sync!(cmodel) moimodel = backend(cmodel) - nlin, lincon, lin_lcon, lin_ucon, quadcon, quad_lcon, quad_ucon = - parser_MOI(moimodel, index_map, nvar) + nlin, lincon, lin_lcon, lin_ucon, quadcon, quad_lcon, quad_ucon = parser_MOI(moimodel, variables) nlp_data = _nlp_block(moimodel) nlcon = parser_NL(nlp_data, hessian = hessian) @@ -80,6 +80,7 @@ function MathOptNLSModel(cmodel::JuMP.Model, F; hessian::Bool = true, name::Stri nls_meta, Feval, nlp_data.evaluator, + jump_variables, lls, linequ, nlequ, diff --git a/src/utils.jl b/src/utils.jl index 9013716c..39c6f098 100644 --- a/src/utils.jl +++ b/src/utils.jl @@ -252,13 +252,13 @@ function coo_sym_dot( end """ - parser_SAF(fun, set, linrows, lincols, linvals, nlin, lin_lcon, lin_ucon, index_map) + parser_SAF(fun, set, linrows, lincols, linvals, nlin, lin_lcon, lin_ucon) Parse a `ScalarAffineFunction` fun with its associated set. `linrows`, `lincols`, `linvals`, `lin_lcon` and `lin_ucon` are updated. """ -function parser_SAF(fun, set, linrows, lincols, linvals, nlin, lin_lcon, lin_ucon, index_map) - _index(v::MOI.VariableIndex) = index_map[v].value +function parser_SAF(fun, set, linrows, lincols, linvals, nlin, lin_lcon, lin_ucon) + _index(v::MOI.VariableIndex) = v.value # Parse a ScalarAffineTerm{Float64}(coefficient, variable) for term in fun.terms @@ -285,13 +285,13 @@ function parser_SAF(fun, set, linrows, lincols, linvals, nlin, lin_lcon, lin_uco end """ - parser_VAF(fun, set, linrows, lincols, linvals, nlin, lin_lcon, lin_ucon, index_map) + parser_VAF(fun, set, linrows, lincols, linvals, nlin, lin_lcon, lin_ucon) Parse a `VectorAffineFunction` fun with its associated set. `linrows`, `lincols`, `linvals`, `lin_lcon` and `lin_ucon` are updated. """ -function parser_VAF(fun, set, linrows, lincols, linvals, nlin, lin_lcon, lin_ucon, index_map) - _index(v::MOI.VariableIndex) = index_map[v].value +function parser_VAF(fun, set, linrows, lincols, linvals, nlin, lin_lcon, lin_ucon) + _index(v::MOI.VariableIndex) = v.value # Parse a VectorAffineTerm{Float64}(output_index, scalar_term) for term in fun.terms @@ -314,13 +314,13 @@ function parser_VAF(fun, set, linrows, lincols, linvals, nlin, lin_lcon, lin_uco end """ - parser_SQF(fun, set, nvar, qcons, quad_lcon, quad_ucon, index_map) + parser_SQF(fun, set, nvar, qcons, quad_lcon, quad_ucon) Parse a `ScalarQuadraticFunction` fun with its associated set. `qcons`, `quad_lcon`, `quad_ucon` are updated. """ -function parser_SQF(fun, set, nvar, qcons, quad_lcon, quad_ucon, index_map) - _index(v::MOI.VariableIndex) = index_map[v].value +function parser_SQF(fun, set, nvar, qcons, quad_lcon, quad_ucon) + _index(v::MOI.VariableIndex) = v.value b = spzeros(Float64, nvar) rows = Int[] @@ -376,13 +376,13 @@ function parser_SQF(fun, set, nvar, qcons, quad_lcon, quad_ucon, index_map) end """ - parser_VQF(fun, set, nvar, qcons, quad_lcon, quad_ucon, index_map) + parser_VQF(fun, set, nvar, qcons, quad_lcon, quad_ucon) Parse a `VectorQuadraticFunction` fun with its associated set. `qcons`, `quad_lcon`, `quad_ucon` are updated. """ -function parser_VQF(fun, set, nvar, qcons, quad_lcon, quad_ucon, index_map) - _index(v::MOI.VariableIndex) = index_map[v].value +function parser_VQF(fun, set, nvar, qcons, quad_lcon, quad_ucon) + _index(v::MOI.VariableIndex) = v.value ncon = length(fun.constants) for k = 1:ncon @@ -443,11 +443,14 @@ function parser_VQF(fun, set, nvar, qcons, quad_lcon, quad_ucon, index_map) end """ - parser_MOI(moimodel, index_map, nvar) + parser_MOI(moimodel, variables) Parse linear constraints of a `MOI.ModelLike`. """ -function parser_MOI(moimodel, index_map, nvar) +function parser_MOI(moimodel, variables) + + # Number of variables + nvar = length(variables) # Variables associated to linear constraints nlin = 0 @@ -475,30 +478,25 @@ function parser_MOI(moimodel, index_map, nvar) F <: AF || F <: QF || F == SNF || F == VI || error("Function $F is not supported.") S <: LS || error("Set $S is not supported.") + (F == VI) && continue conindices = MOI.get(moimodel, MOI.ListOfConstraintIndices{F, S}()) for cidx in conindices fun = MOI.get(moimodel, MOI.ConstraintFunction(), cidx) - if F == VI - index_map[cidx] = MOI.ConstraintIndex{F, S}(fun.value) - continue - else - index_map[cidx] = MOI.ConstraintIndex{F, S}(nlin) - end set = MOI.get(moimodel, MOI.ConstraintSet(), cidx) if typeof(fun) <: SAF - parser_SAF(fun, set, linrows, lincols, linvals, nlin, lin_lcon, lin_ucon, index_map) + parser_SAF(fun, set, linrows, lincols, linvals, nlin, lin_lcon, lin_ucon) nlin += 1 end if typeof(fun) <: VAF - parser_VAF(fun, set, linrows, lincols, linvals, nlin, lin_lcon, lin_ucon, index_map) + parser_VAF(fun, set, linrows, lincols, linvals, nlin, lin_lcon, lin_ucon) nlin += set.dimension end if typeof(fun) <: SQF - parser_SQF(fun, set, nvar, qcons, quad_lcon, quad_ucon, index_map) + parser_SQF(fun, set, nvar, qcons, quad_lcon, quad_ucon) nquad += 1 end if typeof(fun) <: VQF - parser_VQF(fun, set, nvar, qcons, quad_lcon, quad_ucon, index_map) + parser_VQF(fun, set, nvar, qcons, quad_lcon, quad_ucon) nquad += set.dimension end end @@ -633,7 +631,7 @@ function parser_oracles(moimodel) MOI.ListOfConstraintIndices{MOI.VectorOfVariables, MOI.VectorNonlinearOracle{Float64}}(), ) f = MOI.get(moimodel, MOI.ConstraintFunction(), ci) # ::MOI.VectorOfVariables - set = MOI.get(moimodel, MOI.ConstraintSet(), ci) # ::MOI.VectorNonlinearOracle{Float64} + set = MOI.get(moimodel, MOI.ConstraintSet(), ci) # ::MOI.VectorNonlinearOracle{Float64} cache = _VectorNonlinearOracleCache(set) push!(oracles, (f, cache)) @@ -668,20 +666,23 @@ Parse variables informations of a `MOI.ModelLike`. """ function parser_variables(model::MOI.ModelLike) # Number of variables and bounds constraints - vars = MOI.get(model, MOI.ListOfVariableIndices()) - nvar = length(vars) + variables = MOI.get(model, MOI.ListOfVariableIndices()) + nvar = length(variables) lvar = zeros(nvar) uvar = zeros(nvar) + # Initial solution x0 = zeros(nvar) has_start = MOI.VariablePrimalStart() in MOI.get(model, MOI.ListOfVariableAttributesSet()) - index_map = MOI.Utilities.IndexMap() - for (i, vi) in enumerate(vars) - index_map[vi] = MOI.VariableIndex(i) - end + jump_variables = Dict{String,Int}() + sizehint!(jump_variables, nvar) + + for vi in variables + i = vi.value + name = MOI.get(model, MOI.VariableName(), vi) + jump_variables[name] = i - for (i, vi) in enumerate(vars) lvar[i], uvar[i] = MOI.Utilities.get_bounds(model, Float64, vi) if has_start val = MOI.get(model, MOI.VariablePrimalStart(), vi) @@ -691,16 +692,19 @@ function parser_variables(model::MOI.ModelLike) end end - return index_map, nvar, lvar, uvar, x0 + return jump_variables, variables, nvar, lvar, uvar, x0 end """ - parser_objective_MOI(moimodel, nvar, index_map) + parser_objective_MOI(moimodel, variables) Parse linear and quadratic objective of a `MOI.ModelLike`. """ -function parser_objective_MOI(moimodel, nvar, index_map) - _index(v::MOI.VariableIndex) = index_map[v].value +function parser_objective_MOI(moimodel, variables) + _index(v::MOI.VariableIndex) = v.value + + # Number of variables + nvar = length(variables) # Variables associated to linear and quadratic objective type = "UNKNOWN" @@ -751,11 +755,14 @@ function parser_objective_MOI(moimodel, nvar, index_map) end """ - parser_linear_expression(cmodel, nvar, index_map, F) + parser_linear_expression(cmodel, variables, F) Parse linear expressions of type `VariableRef` and `GenericAffExpr{Float64,VariableRef}`. """ -function parser_linear_expression(cmodel, nvar, index_map, F) +function parser_linear_expression(cmodel, variables, F) + + # Number of variables + nvar = length(variables) # Variables associated to linear expressions rows = Int[] @@ -810,7 +817,7 @@ function parser_linear_expression(cmodel, nvar, index_map, F) end end moimodel = backend(cmodel) - lls = parser_objective_MOI(moimodel, nvar, index_map) + lls = parser_objective_MOI(moimodel, variables) return lls, LinearEquations(COO(rows, cols, vals), constants, length(vals)), nlinequ end @@ -844,11 +851,14 @@ function add_constraint_model(Fmodel, Fi::AbstractArray) end """ - parser_nonlinear_expression(cmodel, nvar, F; hessian) + parser_nonlinear_expression(cmodel, variables, F; hessian) Parse nonlinear expressions of type `NonlinearExpression`. """ -function parser_nonlinear_expression(cmodel, nvar, F; hessian::Bool = true) +function parser_nonlinear_expression(cmodel, variables, F; hessian::Bool = true) + + # Number of variables + nvar = length(variables) # Nonlinear least squares model F_is_array_of_containers = F isa Array{<:AbstractArray} From 31afbe03e745f95c8c171421df88524fca4807ed Mon Sep 17 00:00:00 2001 From: Alexis Montoison Date: Wed, 21 Jan 2026 20:17:50 -0600 Subject: [PATCH 2/4] Store the label of the constraints --- src/MOI_wrapper.jl | 4 ++-- src/moi_nlp_model.jl | 21 +++++++++++++++-- src/moi_nls_model.jl | 21 +++++++++++++++-- src/utils.jl | 56 ++++++++++++++++++++++++++++++++++++-------- 4 files changed, 86 insertions(+), 16 deletions(-) diff --git a/src/MOI_wrapper.jl b/src/MOI_wrapper.jl index 9ec6d2ce..3ea92b24 100644 --- a/src/MOI_wrapper.jl +++ b/src/MOI_wrapper.jl @@ -92,9 +92,9 @@ function MOI.copy_to(dest::Optimizer, src::MOI.ModelLike) "No solver specified, use for instance `using Percival; JuMP.set_attribute(model, \"solver\", PercivalSolver)`", ) end - dest.nlp, index_map = nlp_model(src) + dest.nlp = nlp_model(src) dest.solver = dest.options["solver"](dest.nlp) - return index_map + return dest end function MOI.optimize!(model::Optimizer) diff --git a/src/moi_nlp_model.jl b/src/moi_nlp_model.jl index 54431c6a..47912828 100644 --- a/src/moi_nlp_model.jl +++ b/src/moi_nlp_model.jl @@ -4,6 +4,7 @@ mutable struct MathOptNLPModel <: AbstractNLPModel{Float64, Vector{Float64}} meta::NLPModelMeta{Float64, Vector{Float64}} eval::MOI.Nonlinear.Evaluator jump_variables::Dict{String,Int} + jump_constraints::Dict{String,Int} lincon::LinearConstraints quadcon::QuadraticConstraints nlcon::NonLinearStructure @@ -32,9 +33,9 @@ end function nlp_model(moimodel::MOI.ModelLike; hessian::Bool = true, name::String = "Generic") jump_variables, variables, nvar, lvar, uvar, x0 = parser_variables(moimodel) - nlin, lincon, lin_lcon, lin_ucon, quadcon, quad_lcon, quad_ucon = parser_MOI(moimodel, variables) + nlin, lincon, lin_lcon, lin_ucon, quadcon, quad_lcon, quad_ucon, jump_constraints_linear, jump_constraints_quadratic, valid_label = parser_MOI(moimodel, variables) - nlp_data = _nlp_block(moimodel) + nlp_data, valid_label2, jump_constraints_nonlinear = _nlp_block(moimodel) nlcon = parser_NL(nlp_data, hessian = hessian) oracles = parser_oracles(moimodel) counters = Counters() @@ -74,10 +75,26 @@ function nlp_model(moimodel::MOI.ModelLike; hessian::Bool = true, name::String = hess_available = hessian && oracles.hessian_oracles_supported, ) + # Label of the constraints + jump_constraints = Dict{String, Int}() + if valid_label && valid_label2 && (oracles.ncon == 0) + sizehint!(jump_constraints, ncon) + for (key, val) in jump_constraints_linear + jump_constraints[key] = val + end + for (key, val) in jump_constraints_quadratic + jump_constraints[key] = val + nlin + end + for (key, val) in jump_constraints_nonlinear + jump_constraints[key] = val + nlin + quadcon.nquad + end + end + return MathOptNLPModel( meta, nlp_data.evaluator, jump_variables, + jump_constraints, lincon, quadcon, nlcon, diff --git a/src/moi_nls_model.jl b/src/moi_nls_model.jl index 288207f0..218c6932 100644 --- a/src/moi_nls_model.jl +++ b/src/moi_nls_model.jl @@ -6,6 +6,7 @@ mutable struct MathOptNLSModel <: AbstractNLSModel{Float64, Vector{Float64}} Feval::MOI.Nonlinear.Evaluator ceval::MOI.Nonlinear.Evaluator jump_variables::Dict{String,Int} + jump_constraints::Dict{String,Int} lls::Objective linequ::LinearEquations nlequ::NonLinearStructure @@ -34,9 +35,9 @@ function MathOptNLSModel(cmodel::JuMP.Model, F; hessian::Bool = true, name::Stri _nlp_sync!(cmodel) moimodel = backend(cmodel) - nlin, lincon, lin_lcon, lin_ucon, quadcon, quad_lcon, quad_ucon = parser_MOI(moimodel, variables) + nlin, lincon, lin_lcon, lin_ucon, quadcon, quad_lcon, quad_ucon, jump_constraints_linear, jump_constraints_quadratic, valid_label = parser_MOI(moimodel, variables) - nlp_data = _nlp_block(moimodel) + nlp_data, valid_label2, jump_constraints_nonlinear = _nlp_block(moimodel) nlcon = parser_NL(nlp_data, hessian = hessian) oracles = parser_oracles(moimodel) nls_counters = NLSCounters() @@ -75,12 +76,28 @@ function MathOptNLSModel(cmodel::JuMP.Model, F; hessian::Bool = true, name::Stri nls_meta = NLSMeta(nequ, nvar, nnzj = Fnnzj, nnzh = Fnnzh, lin = collect(1:nlinequ)) + # Label of the constraints + jump_constraints = Dict{String, Int}() + if valid_label && valid_label2 && (oracles.ncon == 0) + sizehint!(jump_constraints, ncon) + for (key, val) in jump_constraints_linear + jump_constraints[key] = val + end + for (key, val) in jump_constraints_quadratic + jump_constraints[key] = val + nlin + end + for (key, val) in jump_constraints_nonlinear + jump_constraints[key] = val + nlin + quadcon.nquad + end + end + return MathOptNLSModel( meta, nls_meta, Feval, nlp_data.evaluator, jump_variables, + jump_constraints, lls, linequ, nlequ, diff --git a/src/utils.jl b/src/utils.jl index 39c6f098..9b71fca2 100644 --- a/src/utils.jl +++ b/src/utils.jl @@ -452,6 +452,11 @@ function parser_MOI(moimodel, variables) # Number of variables nvar = length(variables) + # Ensure that each constraint has a valid label + valid_label = true + jump_constraints_linear = Dict{String, Int}() + jump_constraints_quadratic = Dict{String, Int}() + # Variables associated to linear constraints nlin = 0 linrows = Int[] @@ -481,23 +486,36 @@ function parser_MOI(moimodel, variables) (F == VI) && continue conindices = MOI.get(moimodel, MOI.ListOfConstraintIndices{F, S}()) for cidx in conindices + cname = MOI.get(moimodel, MOI.ConstraintName(), cidx) fun = MOI.get(moimodel, MOI.ConstraintFunction(), cidx) set = MOI.get(moimodel, MOI.ConstraintSet(), cidx) if typeof(fun) <: SAF parser_SAF(fun, set, linrows, lincols, linvals, nlin, lin_lcon, lin_ucon) nlin += 1 + if valid_label && (cname != "") + jump_constraints_linear[cname] = nlin + else + valid_label = false + end end if typeof(fun) <: VAF parser_VAF(fun, set, linrows, lincols, linvals, nlin, lin_lcon, lin_ucon) nlin += set.dimension + valid_label = false end if typeof(fun) <: SQF parser_SQF(fun, set, nvar, qcons, quad_lcon, quad_ucon) nquad += 1 + if valid_label && (cname != "") + jump_constraints_quadratic[cname] = nquad + else + valid_label = false + end end if typeof(fun) <: VQF parser_VQF(fun, set, nvar, qcons, quad_lcon, quad_ucon) nquad += set.dimension + valid_label = false end end end @@ -512,15 +530,28 @@ function parser_MOI(moimodel, variables) end quadcon = QuadraticConstraints(nquad, qcons, quad_nnzj, quad_nnzh) - return nlin, lincon, lin_lcon, lin_ucon, quadcon, quad_lcon, quad_ucon + return nlin, lincon, lin_lcon, lin_ucon, quadcon, quad_lcon, quad_ucon, jump_constraints_linear, jump_constraints_quadratic, valid_label end # Affine or quadratic, nothing to do -_nlp_model(::MOI.Nonlinear.Model, ::MOI.ModelLike, ::Type, ::Type) = false +function _nlp_model(::MOI.Nonlinear.Model, ::MOI.ModelLike, ::Dict{String, Int}, ::Type, ::Type) + has_nonlinear = false + valid_label = true + return has_nonlinear, valid_label +end -function _nlp_model(dest::MOI.Nonlinear.Model, src::MOI.ModelLike, F::Type{SNF}, S::Type) +function _nlp_model(dest::MOI.Nonlinear.Model, src::MOI.ModelLike, jump_constraints_nonlinear::Dict{String, Int}, F::Type{SNF}, S::Type) has_nonlinear = false + valid_label = true + ncon = 0 for ci in MOI.get(src, MOI.ListOfConstraintIndices{F, S}()) + cname = MOI.get(src, MOI.ConstraintName(), ci) + ncon += 1 + if valid_label && (cname != "") + jump_constraints_nonlinear[cname] = ncon + else + valid_label = false + end MOI.Nonlinear.add_constraint( dest, MOI.get(src, MOI.ConstraintFunction(), ci), @@ -528,12 +559,14 @@ function _nlp_model(dest::MOI.Nonlinear.Model, src::MOI.ModelLike, F::Type{SNF}, ) has_nonlinear = true end - return has_nonlinear + return has_nonlinear, valid_label end -function _nlp_model(model::MOI.ModelLike)::Union{Nothing, MOI.Nonlinear.Model} +function _nlp_model(model::MOI.ModelLike) nlp_model = MOI.Nonlinear.Model() has_nonlinear = false + valid_label = true + jump_constraints_nonlinear = Dict{String, Int}() for attr in MOI.get(model, MOI.ListOfModelAttributesSet()) if attr isa MOI.UserDefinedFunction has_nonlinear = true @@ -542,7 +575,9 @@ function _nlp_model(model::MOI.ModelLike)::Union{Nothing, MOI.Nonlinear.Model} end end for (F, S) in MOI.get(model, MOI.ListOfConstraintTypesPresent()) - has_nonlinear |= _nlp_model(nlp_model, model, F, S) + has_nonlinear_constraint, valid_label_constraint = _nlp_model(nlp_model, model, jump_constraints_nonlinear, F, S) + has_nonlinear |= has_nonlinear_constraint + valid_label = valid_label && valid_label_constraint end F = MOI.get(model, MOI.ObjectiveFunctionType()) if F <: SNF @@ -550,16 +585,16 @@ function _nlp_model(model::MOI.ModelLike)::Union{Nothing, MOI.Nonlinear.Model} has_nonlinear = true end if !has_nonlinear - return nothing + return nothing, valid_label, jump_constraints_nonlinear end - return nlp_model + return nlp_model, valid_label, jump_constraints_nonlinear end function _nlp_block(model::MOI.ModelLike) # Old interface with `@NL...` nlp_data = MOI.get(model, MOI.NLPBlock()) # New interface with `@constraint` and `@objective` - nlp_model = _nlp_model(model) + nlp_model, valid_label, jump_constraints_nonlinear = _nlp_model(model) vars = MOI.get(model, MOI.ListOfVariableIndices()) if isnothing(nlp_data) if isnothing(nlp_model) @@ -572,6 +607,7 @@ function _nlp_block(model::MOI.ModelLike) nlp_data = MOI.NLPBlockData(evaluator) end else + valid_label = false if !isnothing(nlp_model) error( "Cannot optimize a model which contains the features from " * @@ -581,7 +617,7 @@ function _nlp_block(model::MOI.ModelLike) ) end end - return nlp_data + return nlp_data, valid_label, jump_constraints_nonlinear end """ From c5cabd30ade84861c2dfbe9b45087a7e45fe20b9 Mon Sep 17 00:00:00 2001 From: Alexis Montoison <35051714+amontoison@users.noreply.github.com> Date: Sun, 25 Jan 2026 12:13:06 -0600 Subject: [PATCH 3/4] Update src/MOI_wrapper.jl MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit Co-authored-by: Benoît Legat --- src/MOI_wrapper.jl | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/src/MOI_wrapper.jl b/src/MOI_wrapper.jl index 3ea92b24..0acb66d7 100644 --- a/src/MOI_wrapper.jl +++ b/src/MOI_wrapper.jl @@ -94,7 +94,7 @@ function MOI.copy_to(dest::Optimizer, src::MOI.ModelLike) end dest.nlp = nlp_model(src) dest.solver = dest.options["solver"](dest.nlp) - return dest + return MOI.Utilities.identity_index_map(src) end function MOI.optimize!(model::Optimizer) From e4dc33fe30377d3fbb951f6875914b71dd70771c Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Beno=C3=AEt=20Legat?= Date: Tue, 28 Apr 2026 11:35:51 +0200 Subject: [PATCH 4/4] Fix IndexMap --- src/MOI_wrapper.jl | 14 ++++++++++-- src/moi_nlp_model.jl | 12 ++++++----- src/moi_nls_model.jl | 4 ++-- src/utils.jl | 51 +++++++++++++++++++++++++------------------- 4 files changed, 50 insertions(+), 31 deletions(-) diff --git a/src/MOI_wrapper.jl b/src/MOI_wrapper.jl index 0acb66d7..199e79e7 100644 --- a/src/MOI_wrapper.jl +++ b/src/MOI_wrapper.jl @@ -86,15 +86,25 @@ MOI.supports_constraint(::Optimizer, ::Type{SQF}, ::Type{<:ALS}) = true MOI.supports_constraint(::Optimizer, ::Type{VQF}, ::Type{<:VLS}) = true MOI.supports_constraint(::Optimizer, ::Type{SNF}, ::Type{<:ALS}) = true +function _add_identity_constraints!(index_map, src, F, S) + for ci in MOI.get(src, MOI.ListOfConstraintIndices{F, S}()) + index_map[ci] = ci + end +end + function MOI.copy_to(dest::Optimizer, src::MOI.ModelLike) if !haskey(dest.options, "solver") error( "No solver specified, use for instance `using Percival; JuMP.set_attribute(model, \"solver\", PercivalSolver)`", ) end - dest.nlp = nlp_model(src) + dest.nlp, index_map = nlp_model(src) dest.solver = dest.options["solver"](dest.nlp) - return MOI.Utilities.identity_index_map(src) + # Add identity constraint mappings to the index map + for (F, S) in MOI.get(src, MOI.ListOfConstraintTypesPresent()) + _add_identity_constraints!(index_map, src, F, S) + end + return index_map end function MOI.optimize!(model::Optimizer) diff --git a/src/moi_nlp_model.jl b/src/moi_nlp_model.jl index 47912828..11168d0f 100644 --- a/src/moi_nlp_model.jl +++ b/src/moi_nlp_model.jl @@ -28,12 +28,13 @@ function MathOptNLPModel(jmodel::JuMP.Model; kws...) end function MathOptNLPModel(moimodel::MOI.ModelLike; kws...) - return nlp_model(moimodel; kws...) + nlp, _ = nlp_model(moimodel; kws...) + return nlp end function nlp_model(moimodel::MOI.ModelLike; hessian::Bool = true, name::String = "Generic") - jump_variables, variables, nvar, lvar, uvar, x0 = parser_variables(moimodel) - nlin, lincon, lin_lcon, lin_ucon, quadcon, quad_lcon, quad_ucon, jump_constraints_linear, jump_constraints_quadratic, valid_label = parser_MOI(moimodel, variables) + jump_variables, variables, nvar, lvar, uvar, x0, index_map = parser_variables(moimodel) + nlin, lincon, lin_lcon, lin_ucon, quadcon, quad_lcon, quad_ucon, jump_constraints_linear, jump_constraints_quadratic, valid_label = parser_MOI(moimodel, variables, index_map) nlp_data, valid_label2, jump_constraints_nonlinear = _nlp_block(moimodel) nlcon = parser_NL(nlp_data, hessian = hessian) @@ -45,7 +46,7 @@ function nlp_model(moimodel::MOI.ModelLike; hessian::Bool = true, name::String = if nlp_data.has_objective obj = Objective("NONLINEAR", 0.0, spzeros(Float64, nvar), COO(), 0) else - obj = parser_objective_MOI(moimodel, variables) + obj = parser_objective_MOI(moimodel, variables, index_map) end # Total counts @@ -90,7 +91,7 @@ function nlp_model(moimodel::MOI.ModelLike; hessian::Bool = true, name::String = end end - return MathOptNLPModel( + nlp = MathOptNLPModel( meta, nlp_data.evaluator, jump_variables, @@ -104,6 +105,7 @@ function nlp_model(moimodel::MOI.ModelLike; hessian::Bool = true, name::String = obj, counters, ) + return nlp, index_map end function NLPModels.obj(nlp::MathOptNLPModel, x::AbstractVector) diff --git a/src/moi_nls_model.jl b/src/moi_nls_model.jl index 218c6932..e96823e6 100644 --- a/src/moi_nls_model.jl +++ b/src/moi_nls_model.jl @@ -28,14 +28,14 @@ Construct a `MathOptNLSModel` from a `JuMP` model and a container of JuMP """ function MathOptNLSModel(cmodel::JuMP.Model, F; hessian::Bool = true, name::String = "Generic") moimodel = backend(cmodel) - jump_variables, variables, nvar, lvar, uvar, x0 = parser_variables(moimodel) + jump_variables, variables, nvar, lvar, uvar, x0, index_map = parser_variables(moimodel) lls, linequ, nlinequ = parser_linear_expression(cmodel, variables, F) Feval, nlequ, nnlnequ = parser_nonlinear_expression(cmodel, variables, F, hessian = hessian) _nlp_sync!(cmodel) moimodel = backend(cmodel) - nlin, lincon, lin_lcon, lin_ucon, quadcon, quad_lcon, quad_ucon, jump_constraints_linear, jump_constraints_quadratic, valid_label = parser_MOI(moimodel, variables) + nlin, lincon, lin_lcon, lin_ucon, quadcon, quad_lcon, quad_ucon, jump_constraints_linear, jump_constraints_quadratic, valid_label = parser_MOI(moimodel, variables, index_map) nlp_data, valid_label2, jump_constraints_nonlinear = _nlp_block(moimodel) nlcon = parser_NL(nlp_data, hessian = hessian) diff --git a/src/utils.jl b/src/utils.jl index 9b71fca2..599c68fb 100644 --- a/src/utils.jl +++ b/src/utils.jl @@ -257,8 +257,8 @@ end Parse a `ScalarAffineFunction` fun with its associated set. `linrows`, `lincols`, `linvals`, `lin_lcon` and `lin_ucon` are updated. """ -function parser_SAF(fun, set, linrows, lincols, linvals, nlin, lin_lcon, lin_ucon) - _index(v::MOI.VariableIndex) = v.value +function parser_SAF(fun, set, linrows, lincols, linvals, nlin, lin_lcon, lin_ucon, index_map) + _index(v::MOI.VariableIndex) = index_map[v].value # Parse a ScalarAffineTerm{Float64}(coefficient, variable) for term in fun.terms @@ -290,8 +290,8 @@ end Parse a `VectorAffineFunction` fun with its associated set. `linrows`, `lincols`, `linvals`, `lin_lcon` and `lin_ucon` are updated. """ -function parser_VAF(fun, set, linrows, lincols, linvals, nlin, lin_lcon, lin_ucon) - _index(v::MOI.VariableIndex) = v.value +function parser_VAF(fun, set, linrows, lincols, linvals, nlin, lin_lcon, lin_ucon, index_map) + _index(v::MOI.VariableIndex) = index_map[v].value # Parse a VectorAffineTerm{Float64}(output_index, scalar_term) for term in fun.terms @@ -319,8 +319,8 @@ end Parse a `ScalarQuadraticFunction` fun with its associated set. `qcons`, `quad_lcon`, `quad_ucon` are updated. """ -function parser_SQF(fun, set, nvar, qcons, quad_lcon, quad_ucon) - _index(v::MOI.VariableIndex) = v.value +function parser_SQF(fun, set, nvar, qcons, quad_lcon, quad_ucon, index_map) + _index(v::MOI.VariableIndex) = index_map[v].value b = spzeros(Float64, nvar) rows = Int[] @@ -381,8 +381,8 @@ end Parse a `VectorQuadraticFunction` fun with its associated set. `qcons`, `quad_lcon`, `quad_ucon` are updated. """ -function parser_VQF(fun, set, nvar, qcons, quad_lcon, quad_ucon) - _index(v::MOI.VariableIndex) = v.value +function parser_VQF(fun, set, nvar, qcons, quad_lcon, quad_ucon, index_map) + _index(v::MOI.VariableIndex) = index_map[v].value ncon = length(fun.constants) for k = 1:ncon @@ -447,7 +447,7 @@ end Parse linear constraints of a `MOI.ModelLike`. """ -function parser_MOI(moimodel, variables) +function parser_MOI(moimodel, variables, index_map) # Number of variables nvar = length(variables) @@ -490,7 +490,7 @@ function parser_MOI(moimodel, variables) fun = MOI.get(moimodel, MOI.ConstraintFunction(), cidx) set = MOI.get(moimodel, MOI.ConstraintSet(), cidx) if typeof(fun) <: SAF - parser_SAF(fun, set, linrows, lincols, linvals, nlin, lin_lcon, lin_ucon) + parser_SAF(fun, set, linrows, lincols, linvals, nlin, lin_lcon, lin_ucon, index_map) nlin += 1 if valid_label && (cname != "") jump_constraints_linear[cname] = nlin @@ -499,12 +499,12 @@ function parser_MOI(moimodel, variables) end end if typeof(fun) <: VAF - parser_VAF(fun, set, linrows, lincols, linvals, nlin, lin_lcon, lin_ucon) + parser_VAF(fun, set, linrows, lincols, linvals, nlin, lin_lcon, lin_ucon, index_map) nlin += set.dimension valid_label = false end if typeof(fun) <: SQF - parser_SQF(fun, set, nvar, qcons, quad_lcon, quad_ucon) + parser_SQF(fun, set, nvar, qcons, quad_lcon, quad_ucon, index_map) nquad += 1 if valid_label && (cname != "") jump_constraints_quadratic[cname] = nquad @@ -513,7 +513,7 @@ function parser_MOI(moimodel, variables) end end if typeof(fun) <: VQF - parser_VQF(fun, set, nvar, qcons, quad_lcon, quad_ucon) + parser_VQF(fun, set, nvar, qcons, quad_lcon, quad_ucon, index_map) nquad += set.dimension valid_label = false end @@ -714,21 +714,24 @@ function parser_variables(model::MOI.ModelLike) jump_variables = Dict{String,Int}() sizehint!(jump_variables, nvar) - for vi in variables - i = vi.value + # Build an IndexMap from source MOI.VariableIndex to contiguous 1:n. + # After variable deletion, vi.value may not be contiguous. + index_map = MOI.Utilities.IndexMap() + for (idx, vi) in enumerate(variables) + index_map[vi] = MOI.VariableIndex(idx) name = MOI.get(model, MOI.VariableName(), vi) - jump_variables[name] = i + jump_variables[name] = idx - lvar[i], uvar[i] = MOI.Utilities.get_bounds(model, Float64, vi) + lvar[idx], uvar[idx] = MOI.Utilities.get_bounds(model, Float64, vi) if has_start val = MOI.get(model, MOI.VariablePrimalStart(), vi) if val !== nothing - x0[i] = val + x0[idx] = val end end end - return jump_variables, variables, nvar, lvar, uvar, x0 + return jump_variables, variables, nvar, lvar, uvar, x0, index_map end """ @@ -736,8 +739,8 @@ end Parse linear and quadratic objective of a `MOI.ModelLike`. """ -function parser_objective_MOI(moimodel, variables) - _index(v::MOI.VariableIndex) = v.value +function parser_objective_MOI(moimodel, variables, index_map) + _index(v::MOI.VariableIndex) = index_map[v].value # Number of variables nvar = length(variables) @@ -853,7 +856,11 @@ function parser_linear_expression(cmodel, variables, F) end end moimodel = backend(cmodel) - lls = parser_objective_MOI(moimodel, variables) + index_map = MOI.Utilities.IndexMap() + for (idx, vi) in enumerate(variables) + index_map[vi] = MOI.VariableIndex(idx) + end + lls = parser_objective_MOI(moimodel, variables, index_map) return lls, LinearEquations(COO(rows, cols, vals), constants, length(vals)), nlinequ end