Add support for complementarity constraints (#206)

Author: odow

README.md

@@ -106,6 +106,10 @@ List of supported constraint types:
  * [`MOI.VariableIndex`](@ref) in [`MOI.Interval{Float64}`](@ref)
  * [`MOI.VariableIndex`](@ref) in [`MOI.LessThan{Float64}`](@ref)
  * [`MOI.VariableIndex`](@ref) in [`MOI.ZeroOne`](@ref)
+ * [`MOI.VectorOfVariables`](@ref) in [`MOI.Complements`](@ref)
+ * [`MOI.VectorAffineFunction`](@ref) in [`MOI.Complements`](@ref)
+ * [`MOI.VectorQuadraticFunction`](@ref) in [`MOI.Complements`](@ref)
+ * [`MOI.VectorNonlinearFunction`](@ref) in [`MOI.Complements`](@ref)
 
 List of supported model attributes:
 
@@ -115,7 +119,7 @@ List of supported model attributes:
 
 Note that some solver executables may not support the full list of constraint
 types. For example, `Ipopt_jll` does not support `MOI.Integer` or `MOI.ZeroOne`
-constraints.
+constraints, nor does it support the `MOI.Complements` set.
 
 ## Options
 

src/AmplNLWriter.jl

@@ -223,42 +223,18 @@ function MOI.set(model::Optimizer, attr::MOI.RawOptimizerAttribute, value)
     return
 end
 
-const _SCALAR_FUNCTIONS = Union{
-    MOI.VariableIndex,
-    MOI.ScalarAffineFunction{Float64},
-    MOI.ScalarQuadraticFunction{Float64},
-    MOI.ScalarNonlinearFunction,
-}
-
-const _SCALAR_SETS = Union{
-    MOI.LessThan{Float64},
-    MOI.GreaterThan{Float64},
-    MOI.EqualTo{Float64},
-    MOI.Interval{Float64},
-}
-
 function MOI.supports_constraint(
-    ::Optimizer,
-    ::Type{<:_SCALAR_FUNCTIONS},
-    ::Type{<:_SCALAR_SETS},
-)
-    return true
+    model::Optimizer,
+    ::Type{F},
+    ::Type{S},
+) where {F<:MOI.AbstractFunction,S<:MOI.AbstractSet}
+    return MOI.supports_constraint(model.inner, F, S)
 end
 
-function MOI.supports_constraint(
-    ::Optimizer,
-    ::Type{MOI.VariableIndex},
-    ::Type{<:Union{MOI.ZeroOne,MOI.Integer}},
-)
-    return true
+function MOI.supports(model::Optimizer, attr::MOI.AbstractModelAttribute)
+    return MOI.supports(model.inner, attr)
 end
 
-MOI.supports(::Optimizer, ::MOI.ObjectiveFunction{<:_SCALAR_FUNCTIONS}) = true
-
-MOI.supports(::Optimizer, ::MOI.ObjectiveSense) = true
-
-MOI.supports(::Optimizer, ::MOI.NLPBlock) = true
-
 function MOI.supports(
     ::Optimizer,
     ::MOI.VariablePrimalStart,

test/MOI_wrapper.jl

@@ -81,6 +81,8 @@ function test_ipopt_runtests()
             "_SOS2_",
             "test_linear_integer_",
             "test_cpsat_",
+            # Ipopt doesn't support complementarity
+            "_complementarity",
         ],
     )
     return
@@ -294,6 +296,15 @@ function test_supports_incremental_interface()
     return
 end
 
+function test_supports_complements()
+    model = AmplNLWriter.Optimizer()
+    inner = MOI.FileFormats.NL.Model()
+    F, S = MOI.VectorOfVariables, MOI.Complements
+    @test MOI.supports_constraint(model, F, S) ==
+          MOI.supports_constraint(inner, F, S)
+    return
+end
+
 end  # module
 
 TestMOIWrapper.runtests()