Variables

Functions

MathOptInterface.add_variableFunction
add_variable(model::ModelLike)::VariableIndex

Add a scalar variable to the model, returning a variable index.

A AddVariableNotAllowed error is thrown if adding variables cannot be done in the current state of the model model.

Example

julia> import MathOptInterface as MOI

julia> model = MOI.Utilities.Model{Float64}();

julia> x = MOI.add_variable(model)
MOI.VariableIndex(1)
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MathOptInterface.add_variablesFunction
add_variables(model::ModelLike, n::Int)::Vector{VariableIndex}

Add n scalar variables to the model, returning a vector of variable indices.

An AddVariableNotAllowed error is thrown if adding variables cannot be done in the current state of the model model.

Example

julia> import MathOptInterface as MOI

julia> model = MOI.Utilities.Model{Float64}();

julia> MOI.add_variables(model, 2)
2-element Vector{MathOptInterface.VariableIndex}:
 MOI.VariableIndex(1)
 MOI.VariableIndex(2)
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MathOptInterface.add_constrained_variableFunction
add_constrained_variable(
    model::ModelLike,
    set::AbstractScalarSet
)::Tuple{MOI.VariableIndex,
         MOI.ConstraintIndex{MOI.VariableIndex, typeof(set)}}

Add to model a scalar variable constrained to belong to set, returning the index of the variable created and the index of the constraint constraining the variable to belong to set.

By default, this function falls back to creating a free variable with add_variable and then constraining it to belong to set with add_constraint.

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add_constrained_variable(
    model::ModelLike,
    set::Tuple{<:GreaterThan,<:LessThan},
)

A special-case method to add a scalar variable with a lower and upper bound.

This method should be implemented by optimizers which have native support for adding a variable with bounds and which cannot performantly modify the variable bounds after creation.

Example

julia> import MathOptInterface as MOI

julia> model = MOI.Utilities.Model{Float64}();

julia> set = (MOI.GreaterThan(1.0), MOI.LessThan(2.0));

julia> x, (c_l, c_u) = MOI.add_constrained_variable(model, set);

julia> c_l
MathOptInterface.ConstraintIndex{MathOptInterface.VariableIndex, MathOptInterface.GreaterThan{Float64}}(1)

julia> c_u
MathOptInterface.ConstraintIndex{MathOptInterface.VariableIndex, MathOptInterface.LessThan{Float64}}(1)

julia> print(model)
Feasibility

Subject to:

VariableIndex-in-GreaterThan{Float64}
 v[1] >= 1.0

VariableIndex-in-LessThan{Float64}
 v[1] <= 2.0
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MathOptInterface.add_constrained_variablesFunction
add_constrained_variables(
    model::ModelLike,
    sets::AbstractVector{<:AbstractScalarSet}
)::Tuple{
    Vector{MOI.VariableIndex},
    Vector{MOI.ConstraintIndex{MOI.VariableIndex,eltype(sets)}},
}

Add to model scalar variables constrained to belong to sets, returning the indices of the variables created and the indices of the constraints constraining the variables to belong to each set in sets. That is, if it returns variables and constraints, constraints[i] is the index of the constraint constraining variable[i] to belong to sets[i].

By default, this function falls back to calling add_constrained_variable on each set.

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add_constrained_variables(
    model::ModelLike,
    set::AbstractVectorSet,
)::Tuple{
    Vector{MOI.VariableIndex},
    MOI.ConstraintIndex{MOI.VectorOfVariables,typeof(set)},
}

Add to model a vector of variables constrained to belong to set, returning the indices of the variables created and the index of the constraint constraining the vector of variables to belong to set.

By default, this function falls back to creating free variables with add_variables and then constraining it to belong to set with add_constraint.

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MathOptInterface.supports_add_constrained_variableFunction
supports_add_constrained_variable(
    model::ModelLike,
    S::Type{<:AbstractScalarSet}
)::Bool

Return a Bool indicating whether model supports constraining a variable to belong to a set of type S either on creation of the variable with add_constrained_variable or after the variable is created with add_constraint.

By default, this function falls back to supports_add_constrained_variables(model, Reals) && supports_constraint(model, MOI.VariableIndex, S) which is the correct definition for most models.

Example

Suppose that a solver supports only two kind of variables: binary variables and continuous variables with a lower bound. If the solver decides not to support VariableIndex-in-Binary and VariableIndex-in-GreaterThan constraints, it only has to implement add_constrained_variable for these two sets which prevents the user to add both a binary constraint and a lower bound on the same variable. Moreover, if the user adds a VariableIndex-in-GreaterThan constraint, implementing this interface (that is, supports_add_constrained_variables) enables the constraint to be transparently bridged into a supported constraint.

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MathOptInterface.supports_add_constrained_variablesFunction
supports_add_constrained_variables(
    model::ModelLike,
    S::Type{<:AbstractVectorSet}
)::Bool

Return a Bool indicating whether model supports constraining a vector of variables to belong to a set of type S either on creation of the vector of variables with add_constrained_variables or after the variable is created with add_constraint.

By default, if S is Reals then this function returns true and otherwise, it falls back to supports_add_constrained_variables(model, Reals) && supports_constraint(model, MOI.VectorOfVariables, S) which is the correct definition for most models.

Example

In the standard conic form (see Duality), the variables are grouped into several cones and the constraints are affine equality constraints. If Reals is not one of the cones supported by the solvers then it needs to implement supports_add_constrained_variables(::Optimizer, ::Type{Reals}) = false as free variables are not supported. The solvers should then implement supports_add_constrained_variables(::Optimizer, ::Type{<:SupportedCones}) = true where SupportedCones is the union of all cone types that are supported; it does not have to implement the method supports_constraint(::Type{VectorOfVariables}, Type{<:SupportedCones}) as it should return false and it's the default. This prevents the user to constrain the same variable in two different cones. When a VectorOfVariables-in-S is added, the variables of the vector have already been created so they already belong to given cones. If bridges are enabled, the constraint will therefore be bridged by adding slack variables in S and equality constraints ensuring that the slack variables are equal to the corresponding variables of the given constraint function.

Note that there may also be sets for which !supports_add_constrained_variables(model, S) and supports_constraint(model, MOI.VectorOfVariables, S). For instance, suppose a solver supports positive semidefinite variable constraints and two types of variables: binary variables and nonnegative variables. Then the solver should support adding VectorOfVariables-in-PositiveSemidefiniteConeTriangle constraints, but it should not support creating variables constrained to belong to the PositiveSemidefiniteConeTriangle because the variables in PositiveSemidefiniteConeTriangle should first be created as either binary or non-negative.

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MathOptInterface.is_validMethod
is_valid(model::ModelLike, index::Index)::Bool

Return a Bool indicating whether this index refers to a valid object in the model model.

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MathOptInterface.deleteMethod
delete(model::ModelLike, index::Index)

Delete the referenced object from the model. Throw DeleteNotAllowed if if index cannot be deleted.

The following modifications also take effect if Index is VariableIndex:

  • If index used in the objective function, it is removed from the function, that is, it is substituted for zero.
  • For each func-in-set constraint of the model:
    • If func isa VariableIndex and func == index then the constraint is deleted.
    • If func isa VectorOfVariables and index in func.variables then
      • if length(func.variables) == 1 is one, the constraint is deleted;
      • if length(func.variables) > 1 and supports_dimension_update(set) then then the variable is removed from func and set is replaced by update_dimension(set, MOI.dimension(set) - 1).
      • Otherwise, a DeleteNotAllowed error is thrown.
    • Otherwise, the variable is removed from func, that is, it is substituted for zero.
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MathOptInterface.deleteMethod
delete(model::ModelLike, indices::Vector{R<:Index}) where {R}

Delete the referenced objects in the vector indices from the model. It may be assumed that R is a concrete type. The default fallback sequentially deletes the individual items in indices, although specialized implementations may be more efficient.

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Attributes

MathOptInterface.VariableNameType
VariableName()

A variable attribute for a string identifying the variable. It is valid for two variables to have the same name; however, variables with duplicate names cannot be looked up using get. It has a default value of "" if not set`.

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MathOptInterface.VariablePrimalStartType
VariablePrimalStart()

A variable attribute for the initial assignment to some primal variable's value that the optimizer may use to warm-start the solve. May be a number or nothing (unset).

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MathOptInterface.VariablePrimalType
VariablePrimal(result_index::Int = 1)

A variable attribute for the assignment to some primal variable's value in result result_index. If result_index is omitted, it is 1 by default.

If the solver does not have a primal value for the variable because the result_index is beyond the available solutions (whose number is indicated by the ResultCount attribute), getting this attribute must throw a ResultIndexBoundsError. Otherwise, if the result is unavailable for another reason (for instance, only a dual solution is available), the result is undefined. Users should first check PrimalStatus before accessing the VariablePrimal attribute.

See ResultCount for information on how the results are ordered.

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MathOptInterface.VariableBasisStatusType
VariableBasisStatus(result_index::Int = 1)

A variable attribute for the BasisStatusCode of a variable in result result_index, with respect to an available optimal solution basis.

If the solver does not have a basis status for the variable because the result_index is beyond the available solutions (whose number is indicated by the ResultCount attribute), getting this attribute must throw a ResultIndexBoundsError. Otherwise, if the result is unavailable for another reason (for instance, only a dual solution is available), the result is undefined. Users should first check PrimalStatus before accessing the VariableBasisStatus attribute.

See ResultCount for information on how the results are ordered.

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