Fix vector functions

Project.toml

@@ -23,5 +23,5 @@ JuMP = "1"
 LazyArrays = "1, 2"
 MathOptInterface = "1.18"
 MathOptSetDistances = "0.2.9"
-ParametricOptInterface = "=0.15.1"
+ParametricOptInterface = "0.15.2"
 julia = "1.6"

src/ConicProgram/ConicProgram.jl

@@ -148,6 +148,15 @@ function MOI.supports_constraint(
     return false
 end
 
+# Disambiguate when T = Float64
+function MOI.supports_constraint(
+    ::Model,
+    ::Type{MOI.VectorAffineFunction{Float64}},
+    ::Type{MOI.PositiveSemidefiniteConeSquare},
+)
+    return false
+end
+
 function MOI.set(
     model::Model,
     ::MOI.ConstraintPrimalStart,

src/bridges.jl

@@ -104,6 +104,98 @@ function MOI.set(
     return MOI.set(model, attr, bridge.constraint, mapped_func)
 end
 
+"""
+    _square_offset(s::MOI.AbstractSymmetricMatrixSetSquare)
+
+Number of extra entries before the matrix in a square-form set.
+Own implementation to avoid depending on the private
+`MOI.Bridges.Constraint._square_offset`.
+"""
+_square_offset(::MOI.AbstractSymmetricMatrixSetSquare) = 0
+_square_offset(::MOI.RootDetConeSquare) = 1
+_square_offset(::MOI.LogDetConeSquare) = 2
+
+# Similar to `MOI.set` for `MOI.ConstraintPrimalStart` on `SquareBridge` in
+# MathOptInterface/src/Bridges/Constraint/bridges/SquareBridge.jl
+function MOI.set(
+    model::MOI.ModelLike,
+    attr::DiffOpt.ForwardConstraintFunction,
+    bridge::MOI.Bridges.Constraint.SquareBridge{T},
+    func::MOI.VectorAffineFunction{T},
+) where {T}
+    dim = MOI.side_dimension(bridge.square_set)
+    offset = _square_offset(bridge.square_set)
+    scalars = MOI.Utilities.eachscalar(func)
+    tri_scalars =
+        Vector{eltype(scalars)}(undef, offset + div(dim * (dim + 1), 2))
+    for i in 1:offset
+        tri_scalars[i] = scalars[i]
+    end
+    k = offset
+    for j in 1:dim, i in 1:j
+        k += 1
+        tri_scalars[k] = scalars[offset+j+(i-1)*dim]
+    end
+    MOI.set(
+        model,
+        attr,
+        bridge.triangle,
+        MOI.Utilities.operate(vcat, T, tri_scalars...),
+    )
+    for ((i, j), ci) in bridge.sym
+        f_ij = scalars[offset+i+(j-1)*dim]
+        f_ji = scalars[offset+j+(i-1)*dim]
+        MOI.set(model, attr, ci, MOI.Utilities.operate(-, T, f_ij, f_ji))
+    end
+    return
+end
+
+# Adjoint of `MOI.set` for `ForwardConstraintFunction` on `SquareBridge` above.
+# The forward map extracts upper triangle and sym diffs; this is its transpose.
+# Similar structure to `MOI.get` for `MOI.ConstraintPrimal` on `SquareBridge` in
+# MathOptInterface/src/Bridges/Constraint/bridges/SquareBridge.jl
+function MOI.get(
+    model::MOI.ModelLike,
+    attr::DiffOpt.ReverseConstraintFunction,
+    bridge::MOI.Bridges.Constraint.SquareBridge{T},
+) where {T}
+    tri_func = DiffOpt.standard_form(MOI.get(model, attr, bridge.triangle))
+    tri = MOI.Utilities.eachscalar(tri_func)
+    dim = MOI.side_dimension(bridge.square_set)
+    offset = _square_offset(bridge.square_set)
+    square = Vector{eltype(tri)}(undef, offset + dim^2)
+    for i in 1:offset
+        square[i] = tri[i]
+    end
+    k = offset
+    sym_index = 1
+    for j in 1:dim, i in 1:j
+        k += 1
+        upper_index = offset + i + (j - 1) * dim
+        lower_index = offset + j + (i - 1) * dim
+        if i == j
+            square[upper_index] = tri[k]
+        elseif sym_index <= length(bridge.sym) &&
+               bridge.sym[sym_index].first == (i, j)
+            π = DiffOpt.standard_form(
+                MOI.get(model, attr, bridge.sym[sym_index].second),
+            )
+            square[upper_index] = MOI.Utilities.operate(
+                +,
+                T,
+                MOI.Utilities.operate(+, T, tri[k], tri[k]),
+                π,
+            )
+            square[lower_index] = MOI.Utilities.operate(-, T, π)
+            sym_index += 1
+        else
+            square[upper_index] = tri[k]
+            square[lower_index] = tri[k]
+        end
+    end
+    return MOI.Utilities.operate(vcat, T, square...)
+end
+
 function _variable_to_index_map(bridge)
     return Dict{MOI.VariableIndex,MOI.VariableIndex}(
         v => MOI.VariableIndex(i) for

src/jump_moi_overloads.jl

@@ -12,6 +12,7 @@
 # done after the model is optimized, so we add function to bypass the
 # dirty state.
 
+# DEPRECATE
 function MOI.set(
     model::JuMP.Model,
     attr::ForwardObjectiveFunction,
@@ -37,6 +38,7 @@ function MOI.set(
     return MOI.set(JuMP.backend(model), attr, allow)
 end
 
+# DEPRECATE
 function MOI.set(
     model::JuMP.Model,
     attr::ForwardObjectiveFunction,
@@ -45,6 +47,7 @@ function MOI.set(
     return MOI.set(model, attr, JuMP.AffExpr(func))
 end
 
+# DEPRECATE
 function MOI.set(
     model::JuMP.Model,
     attr::ForwardConstraintFunction,
@@ -55,6 +58,7 @@ function MOI.set(
     return MOI.set(model, attr, con_ref, JuMP.moi_function(func))
 end
 
+# DEPRECATE
 function MOI.set(
     model::JuMP.Model,
     attr::ForwardConstraintFunction,
@@ -64,6 +68,7 @@ function MOI.set(
     return MOI.set(model, attr, con_ref, JuMP.AffExpr(func))
 end
 
+# DEPRECATE - then modify
 function MOI.get(
     model::JuMP.Model,
     attr::ForwardConstraintDual,
@@ -74,11 +79,13 @@ function MOI.get(
     return JuMP.jump_function(model, moi_func)
 end
 
+# DEPRECATE - then modify
 function MOI.get(model::JuMP.Model, attr::ReverseObjectiveFunction)
     func = MOI.get(JuMP.backend(model), attr)
     return JuMP.jump_function(model, func)
 end
 
+# DEPRECATE - then modify
 function MOI.get(
     model::JuMP.Model,
     attr::ReverseConstraintFunction,
@@ -106,6 +113,7 @@ function _moi_get_result(model::MOI.Utilities.CachingOptimizer, args...)
     return MOI.get(model, args...)
 end
 
+# DEPRECATE
 function MOI.get(
     model::JuMP.Model,
     attr::ForwardVariablePrimal,
@@ -115,6 +123,7 @@ function MOI.get(
     return _moi_get_result(JuMP.backend(model), attr, JuMP.index(var_ref))
 end
 
+# REVIEW
 function MOI.get(
     model::JuMP.Model,
     attr::ReverseConstraintSet,
@@ -134,6 +143,9 @@ function MOI.set(
     return MOI.set(JuMP.backend(model), attr, JuMP.index(con_ref), set)
 end
 
+# there is no set_forward_constraint_set because there is set_forward_parameter
+
+# DEPRECATE
 function MOI.set(
     model::JuMP.Model,
     attr::ForwardConstraintSet,
@@ -255,6 +267,14 @@ function JuMP.coefficient(func::IndexMappedFunction, vi::MOI.VariableIndex)
     return JuMP.coefficient(func.func, func.index_map[vi])
 end
 
+function JuMP.coefficient(
+    func::IndexMappedFunction,
+    vi::MOI.VariableIndex,
+    output_index::Int,
+)
+    return JuMP.coefficient(func.func, func.index_map[vi], output_index)
+end
+
 function quad_sym_half(
     func::IndexMappedFunction,
     vi1::MOI.VariableIndex,