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Merged
odow merged 2 commits into from
Feb 17, 2026
Merged

Remove QuadraticObjectiveCoef #213

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31a258f
Remove QuadraticObjectiveCoef
joaquimg Feb 17, 2026
d6b9d55
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joaquimg Feb 17, 2026
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134 changes: 1 addition & 133 deletions src/MOI_wrapper.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -135,7 +135,6 @@ function MOI.is_empty(model::Optimizer)
model.affine_objective_cache === nothing &&
model.quadratic_objective_cache === nothing &&
MOI.is_empty(model.original_objective_cache) &&
isempty(model.quadratic_objective_cache_product) &&
#
isempty(model.vector_affine_constraint_cache) &&
#
Expand Down Expand Up @@ -172,7 +171,6 @@ function MOI.empty!(model::Optimizer{T}) where {T}
model.affine_objective_cache = nothing
model.quadratic_objective_cache = nothing
MOI.empty!(model.original_objective_cache)
empty!(model.quadratic_objective_cache_product)
#
empty!(model.vector_affine_constraint_cache)
#
Expand Down Expand Up @@ -1232,8 +1230,7 @@ function MOI.modify(
chg::Union{MOI.ScalarConstantChange{T},MOI.ScalarCoefficientChange{T}},
) where {F<:MathOptInterface.AbstractScalarFunction,T}
if model.quadratic_objective_cache !== nothing ||
model.affine_objective_cache !== nothing ||
!isempty(model.quadratic_objective_cache_product)
model.affine_objective_cache !== nothing
error(
"A parametric objective cannot be modified as it would conflict with the parameter update mechanism. Please set a new objective or use parameters to perform such updates.",
)
Expand Down Expand Up @@ -1946,128 +1943,6 @@ function MOI.set(
return model.constraints_interpretation = value
end

struct QuadraticObjectiveCoef <: MOI.AbstractModelAttribute end

function _set_quadratic_product_in_obj!(model::Optimizer{T}) where {T}
n = length(model.quadratic_objective_cache_product)

f = if model.affine_objective_cache !== nothing
_current_function(model.affine_objective_cache)
elseif model.quadratic_objective_cache !== nothing
_current_function(model.quadratic_objective_cache)
else
F = MOI.get(model.original_objective_cache, MOI.ObjectiveFunctionType())
MOI.get(model.original_objective_cache, MOI.ObjectiveFunction{F}())
end
F = typeof(f)

quadratic_prods_vector = MOI.ScalarQuadraticTerm{T}[]
sizehint!(quadratic_prods_vector, n)

for ((x, y), fparam) in model.quadratic_objective_cache_product
# x, y = prod_var
evaluated_fparam = _evaluate_parametric_expression(model, fparam)
push!(
quadratic_prods_vector,
MOI.ScalarQuadraticTerm(evaluated_fparam, x, y),
)
end

f_new = if F <: MOI.VariableIndex
MOI.ScalarQuadraticFunction(
quadratic_prods_vector,
MOI.ScalarAffineTerm{T}[MOI.ScalarAffineTerm{T}(1.0, f)],
0.0,
)
elseif F <: MOI.ScalarAffineFunction{T}
MOI.ScalarQuadraticFunction(quadratic_prods_vector, f.terms, f.constant)
elseif F <: MOI.ScalarQuadraticFunction{T}
quadratic_terms = vcat(f.quadratic_terms, quadratic_prods_vector)
MOI.ScalarQuadraticFunction(quadratic_terms, f.affine_terms, f.constant)
end

MOI.set(
model.optimizer,
MOI.ObjectiveFunction{MOI.ScalarQuadraticFunction{T}}(),
f_new,
)

return
end

function _evaluate_parametric_expression(model::Optimizer, p::MOI.VariableIndex)
return model.parameters[p_idx(p)]
end

function _evaluate_parametric_expression(
model::Optimizer,
fparam::MOI.ScalarAffineFunction{T},
) where {T}
constant = fparam.constant
terms = fparam.terms
evaluated_parameter_expression = zero(T)
for term in terms
coef = term.coefficient
p = term.variable
evaluated_parameter_expression += coef * model.parameters[p_idx(p)]
evaluated_parameter_expression += constant
end
return evaluated_parameter_expression
end

function MOI.set(
model::Optimizer,
::QuadraticObjectiveCoef,
(x1, x2)::Tuple{MOI.VariableIndex,MOI.VariableIndex},
::Nothing,
)
if x1.value > x2.value
aux = x1
x1 = x2
x2 = aux
end
delete!(model.quadratic_objective_cache_product, (x1, x2))
model.quadratic_objective_cache_product_changed = true
return
end

function MOI.set(
model::Optimizer,
::QuadraticObjectiveCoef,
(x1, x2)::Tuple{MOI.VariableIndex,MOI.VariableIndex},
f_param::Union{MOI.VariableIndex,MOI.ScalarAffineFunction{T}},
) where {T}
if x1.value > x2.value
aux = x1
x1 = x2
x2 = aux
end
model.quadratic_objective_cache_product[(x1, x2)] = f_param
model.quadratic_objective_cache_product_changed = true
return
end

function MOI.get(
model::Optimizer,
::QuadraticObjectiveCoef,
(x1, x2)::Tuple{MOI.VariableIndex,MOI.VariableIndex},
)
if x1.value > x2.value
aux = x1
x1 = x2
x2 = aux
end
if haskey(model.quadratic_objective_cache_product, (x1, x2))
return model.quadratic_objective_cache_product[(x1, x2)]
else
throw(
ErrorException(
"Parameter not set in product of variables ($x1,$x2)",
),
)
end
end

#
# Optimize
#
Expand All @@ -2076,13 +1951,6 @@ function MOI.optimize!(model::Optimizer)
if !isempty(model.updated_parameters)
update_parameters!(model)
end
if (
!isempty(model.quadratic_objective_cache_product) ||
model.quadratic_objective_cache_product_changed
)
model.quadratic_objective_cache_product_changed = false
_set_quadratic_product_in_obj!(model)
end
MOI.optimize!(model.optimizer)
if MOI.get(model, MOI.DualStatus()) != MOI.NO_SOLUTION &&
model.evaluate_duals
Expand Down
11 changes: 0 additions & 11 deletions src/ParametricOptInterface.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -196,12 +196,6 @@ mutable struct Optimizer{T,OT<:MOI.ModelLike} <: MOI.AbstractOptimizer
quadratic_objective_cache::Union{Nothing,ParametricQuadraticFunction{T}}
cubic_objective_cache::Union{Nothing,ParametricCubicFunction{T}}
original_objective_cache::MOI.Utilities.ObjectiveContainer{T}
# Store parametric expressions for product of variables
quadratic_objective_cache_product::Dict{
Tuple{MOI.VariableIndex,MOI.VariableIndex},
MOI.AbstractFunction,
}
quadratic_objective_cache_product_changed::Bool

# vector affine function data
# vector_constraint_cache::DoubleDict{Vector{MOI.VectorAffineTerm{T}}}
Expand Down Expand Up @@ -273,11 +267,6 @@ mutable struct Optimizer{T,OT<:MOI.ModelLike} <: MOI.AbstractOptimizer
nothing,
nothing, # cubic_objective_cache
MOI.Utilities.ObjectiveContainer{T}(),
Dict{
Tuple{MOI.VariableIndex,MOI.VariableIndex},
MOI.AbstractFunction,
}(),
false,
# vec affine
# DoubleDict{Vector{MOI.VectorAffineTerm{T}}}(),
DoubleDict{ParametricVectorAffineFunction{T}}(),
Expand Down
77 changes: 0 additions & 77 deletions test/test_JuMP.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -964,83 +964,6 @@ function test_jump_direct_soc_parameters()
return
end

function test_jump_direct_qp_objective()
optimizer = POI.Optimizer(Ipopt.Optimizer)
model = direct_model(optimizer)
MOI.set(model, MOI.Silent(), true)
@variable(model, x >= 0)
@variable(model, y >= 0)
@variable(model, p in MOI.Parameter(1.0))
@constraint(model, 2x + y <= 4)
@constraint(model, x + 2y <= 4)
@objective(model, Max, (x^2 + y^2) / 2)
optimize!(model)
@test objective_value(model) ≈ 16 / 9 atol = ATOL
@test value(x) ≈ 4 / 3 atol = ATOL
@test value(y) ≈ 4 / 3 atol = ATOL
MOI.set(
backend(model),
POI.QuadraticObjectiveCoef(),
(index(x), index(y)),
2index(p) + 3,
)
optimize!(model)
@test canonical_compare(
MOI.get(
backend(model),
POI.QuadraticObjectiveCoef(),
(index(x), index(y)),
),
MOI.ScalarAffineFunction{Int64}(
MOI.ScalarAffineTerm{Int64}[MOI.ScalarAffineTerm{Int64}(
2,
MOI.VariableIndex(POI.PARAMETER_INDEX_THRESHOLD + 1),
)],
3,
),
)
@test objective_value(model) ≈ 32 / 3 atol = ATOL
@test value(x) ≈ 4 / 3 atol = ATOL
@test value(y) ≈ 4 / 3 atol = ATOL
MOI.set(model, POI.ParameterValue(), p, 2.0)
optimize!(model)
@test objective_value(model) ≈ 128 / 9 atol = ATOL
@test value(x) ≈ 4 / 3 atol = ATOL
@test value(y) ≈ 4 / 3 atol = ATOL
MOI.set(
backend(model),
POI.QuadraticObjectiveCoef(),
(index(x), index(y)),
nothing,
)
optimize!(model)
@test objective_value(model) ≈ 16 / 9 atol = ATOL
@test value(x) ≈ 4 / 3 atol = ATOL
@test value(y) ≈ 4 / 3 atol = ATOL
# now in reverse order
MOI.set(
backend(model),
POI.QuadraticObjectiveCoef(),
(index(y), index(x)),
2index(p) + 3,
)
optimize!(model)
@test objective_value(model) ≈ 128 / 9 atol = ATOL
@test value(x) ≈ 4 / 3 atol = ATOL
@test value(y) ≈ 4 / 3 atol = ATOL
MOI.set(
backend(model),
POI.QuadraticObjectiveCoef(),
(index(y), index(x)),
nothing,
)
optimize!(model)
@test objective_value(model) ≈ 16 / 9 atol = ATOL
@test value(x) ≈ 4 / 3 atol = ATOL
@test value(y) ≈ 4 / 3 atol = ATOL
return
end

function test_jump_direct_rsoc_constraints()
"""
Problem RSOC
Expand Down
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