Fix conicconstraintdata when parent has more columns (#51)

Author: blegat

src/BendersBridge.jl

@@ -51,13 +51,16 @@ function conicconstraintdata(m::Model)
     V_s = Float64[]
 
     # Fill it up
-    tmprow = JuMP.IndexedVector(Float64,m.numCols)
+    if numMasterCols > 0
+        tmprow_m = JuMP.IndexedVector(Float64, parent.numCols)
+    end
+    tmprow_s = JuMP.IndexedVector(Float64, m.numCols)
 
     JuMP.fillconstrRHS!(b, con_cones, 0, m.linconstr)
     if numMasterCols > 0
-        JuMP.fillconstrLHS!(I_m, J_m, V_m, tmprow, 0, m.linconstr, parent, true)
+        JuMP.fillconstrLHS!(I_m, J_m, V_m, tmprow_m, 0, m.linconstr, parent, true)
     end
-    c = JuMP.fillconstrLHS!(I_s, J_s, V_s, tmprow, 0, m.linconstr, m, true)
+    c = JuMP.fillconstrLHS!(I_s, J_s, V_s, tmprow_s, 0, m.linconstr, m, true)
 
     for idx in 1:m.numCols
         # identify integrality information
@@ -70,16 +73,16 @@ function conicconstraintdata(m::Model)
 
     JuMP.fillconstrRHS!(b, con_cones, c, m.socconstr)
     if numMasterCols > 0
-        JuMP.fillconstrLHS!(I_m, J_m, V_m, tmprow, c, m.socconstr, parent, true)
+        JuMP.fillconstrLHS!(I_m, J_m, V_m, tmprow_m, c, m.socconstr, parent, true)
     end
-    c = JuMP.fillconstrLHS!(I_s, J_s, V_s, tmprow, c, m.socconstr, m, true)
+    c = JuMP.fillconstrLHS!(I_s, J_s, V_s, tmprow_s, c, m.socconstr, m, true)
 
     @assert c == numLinRows + numBounds + numSOCRows
 
     if numMasterCols > 0
-        c, d = JuMP.fillconstr!(I_m, J_m, V_m, b, con_cones, tmprow, constr_to_row, c, d, m.sdpconstr, m, true)
+        c, d = JuMP.fillconstr!(I_m, J_m, V_m, b, con_cones, tmprow_m, constr_to_row, c, d, m.sdpconstr, m, true)
     end
-    c, d = JuMP.fillconstr!(I_s, J_s, V_s, b, con_cones, tmprow, constr_to_row, c, d, m.sdpconstr, m, true)
+    c, d = JuMP.fillconstr!(I_s, J_s, V_s, b, con_cones, tmprow_s, constr_to_row, c, d, m.sdpconstr, m, true)
 
     if c < length(b)
         # This happens for example when symmetry constraints are dropped with SDP

test/benderstest.jl

@@ -7,6 +7,29 @@ using Base.Test
 misocp_solver = CbcSolver()
 socp_solver = ECOS.ECOSSolver(verbose=false)
 
+@testset "[Benders] conicconstraintdata with more variables in parent" begin
+    m = StructuredModel(num_scenarios=1)
+    @variable(m, x[1:2])
+    @objective(m, :Min, sum(x))
+
+    bl = StructuredModel(parent=m, id=1)
+    @variable(bl, y)
+    @constraint(bl, 4y + 5x[1] + 6x[2] >= 2)
+    @objective(bl, :Max, 3y)
+
+    c, A, B, b, var_cones, con_cones, v = StructJuMP.conicconstraintdata(bl)
+    @test c == [-3]
+    @test A == [5 6]
+    @test B == reshape([4], 1, 1)
+    @test b == [2]
+    @test length(var_cones) == 1
+    @test var_cones[1][1] == :Free
+    @test collect(var_cones[1][2]) == [1]
+    @test con_cones[1][1] == :NonPos
+    @test collect(con_cones[1][2]) == [1]
+    @test v == [:Cont]
+end
+
 @testset "[Benders] Empty scenario test" begin
 
     m = StructuredModel(num_scenarios=0)