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odow merged 4 commits into from
Feb 18, 2026
+122 −236
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[breaking] remove ParameterValue and ParameterDual #219

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333e0a1
[breaking] remove ParameterValue and ParameterDual
odow Feb 18, 2026
e481a75
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odow Feb 18, 2026
418e447
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odow Feb 18, 2026
993f0ba
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odow Feb 18, 2026
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42 changes: 18 additions & 24 deletions benchmark/run_benchmarks.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -94,9 +94,8 @@ function poi_add_saf_variables_and_parameters_ctr_parameter_update(
)
model = POI.Optimizer(MOI.Utilities.Model{Float64}())
x = MOI.add_variables(model, N / 2)
y = first.(
MOI.add_constrained_variable.(model, MOI.Parameter.(ones(Int(N / 2)))),
)
p = MOI.add_constrained_variable.(model, MOI.Parameter.(ones(Int(N / 2))))
y, cy = first.(p), last.(p)
for _ in 1:M
MOI.add_constraint(
model,
Expand All @@ -107,7 +106,7 @@ function poi_add_saf_variables_and_parameters_ctr_parameter_update(
MOI.GreaterThan(1.0),
)
end
MOI.set.(model, POI.ParameterValue(), y, 0.5)
MOI.set.(model, MOI.ConstraintSet(), cy, MOI.Parameter(0.5))
POI.update_parameters!(model)
return
end
Expand Down Expand Up @@ -169,9 +168,8 @@ end
function poi_add_sqf_variables_parameters_ctr_parameter_update(N::Int, M::Int)
model = POI.Optimizer(MOI.Utilities.Model{Float64}())
x = MOI.add_variables(model, N / 2)
y = first.(
MOI.add_constrained_variable.(model, MOI.Parameter.(ones(Int(N / 2)))),
)
p = MOI.add_constrained_variable.(model, MOI.Parameter.(ones(Int(N / 2))))
y, cy = first.(p), last.(p)
for _ in 1:M
MOI.add_constraint(
model,
Expand All @@ -183,7 +181,7 @@ function poi_add_sqf_variables_parameters_ctr_parameter_update(N::Int, M::Int)
MOI.GreaterThan(1.0),
)
end
MOI.set.(model, POI.ParameterValue(), y, 0.5)
MOI.set.(model, MOI.ConstraintSet(), cy, MOI.Parameter(0.5))
POI.update_parameters!(model)
return
end
Expand Down Expand Up @@ -211,9 +209,8 @@ end
function poi_add_sqf_parameters_parameters_ctr_parameter_update(N::Int, M::Int)
model = POI.Optimizer(MOI.Utilities.Model{Float64}())
x = MOI.add_variables(model, N / 2)
y = first.(
MOI.add_constrained_variable.(model, MOI.Parameter.(ones(Int(N / 2)))),
)
p = MOI.add_constrained_variable.(model, MOI.Parameter.(ones(Int(N / 2))))
y, cy = first.(p), last.(p)
for _ in 1:M
MOI.add_constraint(
model,
Expand All @@ -225,7 +222,7 @@ function poi_add_sqf_parameters_parameters_ctr_parameter_update(N::Int, M::Int)
MOI.GreaterThan(1.0),
)
end
MOI.set.(model, POI.ParameterValue(), y, 0.5)
MOI.set.(model, MOI.ConstraintSet(), cy, MOI.Parameter(0.5))
POI.update_parameters!(model)
return
end
Expand Down Expand Up @@ -281,9 +278,8 @@ function poi_add_saf_variables_and_parameters_obj_parameter_update(
)
model = POI.Optimizer(MOI.Utilities.Model{Float64}())
x = MOI.add_variables(model, N / 2)
y = first.(
MOI.add_constrained_variable.(model, MOI.Parameter.(ones(Int(N / 2)))),
)
p = MOI.add_constrained_variable.(model, MOI.Parameter.(ones(Int(N / 2))))
y, cy = first.(p), last.(p)
for _ in 1:M
MOI.set(
model,
Expand All @@ -295,7 +291,7 @@ function poi_add_saf_variables_and_parameters_obj_parameter_update(
)
end
for _ in 1:M
MOI.set.(model, POI.ParameterValue(), y, 0.5)
MOI.set.(model, MOI.ConstraintSet(), cy, MOI.Parameter(0.5))
POI.update_parameters!(model)
end
return
Expand Down Expand Up @@ -358,9 +354,8 @@ end
function poi_add_sqf_variables_parameters_obj_parameter_update(N::Int, M::Int)
model = POI.Optimizer(MOI.Utilities.Model{Float64}())
x = MOI.add_variables(model, N / 2)
y = first.(
MOI.add_constrained_variable.(model, MOI.Parameter.(ones(Int(N / 2)))),
)
p = MOI.add_constrained_variable.(model, MOI.Parameter.(ones(Int(N / 2))))
y, cy = first.(p), last.(p)
for _ in 1:M
MOI.set(
model,
Expand All @@ -373,7 +368,7 @@ function poi_add_sqf_variables_parameters_obj_parameter_update(N::Int, M::Int)
)
end
for _ in 1:M
MOI.set.(model, POI.ParameterValue(), y, 0.5)
MOI.set.(model, MOI.ConstraintSet(), cy, MOI.Parameter(0.5))
POI.update_parameters!(model)
end
return
Expand Down Expand Up @@ -402,9 +397,8 @@ end
function poi_add_sqf_parameters_parameters_obj_parameter_update(N::Int, M::Int)
model = POI.Optimizer(MOI.Utilities.Model{Float64}())
x = MOI.add_variables(model, N / 2)
y = first.(
MOI.add_constrained_variable.(model, MOI.Parameter.(ones(Int(N / 2)))),
)
p = MOI.add_constrained_variable.(model, MOI.Parameter.(ones(Int(N / 2))))
y, cy = first.(p), last.(p)
for _ in 1:M
MOI.set(
model,
Expand All @@ -417,7 +411,7 @@ function poi_add_sqf_parameters_parameters_obj_parameter_update(N::Int, M::Int)
)
end
for _ in 1:M
MOI.set.(model, POI.ParameterValue(), y, 0.5)
MOI.set.(model, MOI.ConstraintSet(), cy, MOI.Parameter(0.5))
POI.update_parameters!(model)
end
return
Expand Down
12 changes: 6 additions & 6 deletions benchmark/run_benchmarks_jump.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -131,7 +131,7 @@ function poi_add_saf_variables_and_parameters_ctr_parameter_update(
@variable(model, x[i=1:Int(N/2)])
@variable(model, p[i=1:Int(N/2)] in Parameter(0))
@constraint(model, con[i=1:M], sum(x) + sum(p) >= 1)
MOI.set.(model, POI.ParameterValue(), p, 0.5)
set_parameter_value.(p, 0.5)
POI.update_parameters!(backend(model))
return
end
Expand Down Expand Up @@ -189,7 +189,7 @@ function poi_add_sqf_variables_parameters_ctr_parameter_update(N::Int, M::Int)
@variable(model, x[i=1:Int(N/2)])
@variable(model, p[i=1:Int(N/2)] in Parameter(1))
@constraint(model, con[i=1:M], x' * p >= 1)
MOI.set.(model, POI.ParameterValue(), p, 0.5)
set_parameter_value.(p, 0.5)
POI.update_parameters!(backend(model))
return
end
Expand Down Expand Up @@ -221,7 +221,7 @@ function poi_add_sqf_parameters_parameters_ctr_parameter_update(N::Int, M::Int)
@variable(model, x[i=1:Int(N/2)])
@variable(model, p[i=1:Int(N/2)] in Parameter(1))
@constraint(model, con[i=1:M], p' * p >= 1)
MOI.set.(model, POI.ParameterValue(), p, 0.5)
set_parameter_value.(p, 0.5)
POI.update_parameters!(backend(model))
return
end
Expand Down Expand Up @@ -289,7 +289,7 @@ function poi_add_saf_variables_and_parameters_obj_parameter_update(
@objective(model, Min, sum(x) + sum(p))
end
for _ in 1:M
MOI.set.(model, POI.ParameterValue(), p, 0.5)
set_parameter_value.(p, 0.5)
POI.update_parameters!(backend(model))
end
return
Expand Down Expand Up @@ -357,7 +357,7 @@ function poi_add_sqf_variables_parameters_obj_parameter_update(N::Int, M::Int)
@objective(model, Min, x' * p)
end
for _ in 1:M
MOI.set.(model, POI.ParameterValue(), p, 0.5)
set_parameter_value.(p, 0.5)
POI.update_parameters!(backend(model))
end
return
Expand Down Expand Up @@ -395,7 +395,7 @@ function poi_add_sqf_parameters_parameters_obj_parameter_update(N::Int, M::Int)
@objective(model, Min, p' * p)
end
for _ in 1:M
MOI.set.(model, POI.ParameterValue(), p, 0.5)
set_parameter_value.(p, 0.5)
POI.update_parameters!(backend(model))
end
return
Expand Down
75 changes: 0 additions & 75 deletions src/MOI_wrapper.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -1816,81 +1816,6 @@ function MOI.get(model::Optimizer, ::ListOfParameterIndices)
return collect(keys(model.parameters))::Vector{ParameterIndex}
end

"""
ParameterValue <: MOI.AbstractVariableAttribute

Attribute defined to set and get parameter values

# Example

```julia
MOI.set(model, POI.ParameterValue(), p, 2.0)
MOI.get(model, POI.ParameterValue(), p)
```
"""
struct ParameterValue <: MOI.AbstractVariableAttribute end

# We need a CachingOptimizer fallback to
# get ParameterValue working correctly on JuMP
# TODO: Think of a better solution for this

function MOI.set(
opt::MOI.Utilities.CachingOptimizer,
::ParameterValue,
var::MOI.VariableIndex,
val::Float64,
)
ci =
MOI.ConstraintIndex{MOI.VariableIndex,MOI.Parameter{Float64}}(var.value)
set = MOI.set(opt, MOI.ConstraintSet(), ci, MOI.Parameter(val))
return nothing
end

function MOI.set(
model::Optimizer,
::ParameterValue,
var::MOI.VariableIndex,
val::Float64,
)
ci =
MOI.ConstraintIndex{MOI.VariableIndex,MOI.Parameter{Float64}}(var.value)
set = MOI.set(model, MOI.ConstraintSet(), ci, MOI.Parameter(val))
return nothing
end

function MOI.set(
opt::MOI.Utilities.CachingOptimizer,
::ParameterValue,
vi::MOI.VariableIndex,
val::Real,
)
return MOI.set(opt, ParameterValue(), vi, convert(Float64, val))
end

function MOI.set(
model::Optimizer,
::ParameterValue,
vi::MOI.VariableIndex,
val::Real,
)
return MOI.set(model, ParameterValue(), vi, convert(Float64, val))
end

function MOI.get(
opt::MOI.Utilities.CachingOptimizer,
::ParameterValue,
var::MOI.VariableIndex,
)
ci =
MOI.ConstraintIndex{MOI.VariableIndex,MOI.Parameter{Float64}}(var.value)
set = MOI.get(opt, MOI.ConstraintSet(), ci)
return set.value
end

function MOI.get(model::Optimizer, ::ParameterValue, var::MOI.VariableIndex)
return model.parameters[p_idx(var)]
end

"""
ConstraintsInterpretation <: MOI.AbstractOptimizerAttribute

Expand Down
67 changes: 16 additions & 51 deletions src/duals.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -82,17 +82,14 @@ function _compute_parameters_in_ci!(
cons_dual * term.coefficient
end
for term in pf.pp
coef = ifelse(term.variable_1 == term.variable_2, T(1 // 2), T(1))
mult = cons_dual * term.coefficient
if term.variable_1 == term.variable_2
mult /= 2
end
model.dual_value_of_parameters[p_val(term.variable_1)] -=
coef *
cons_dual *
term.coefficient *
MOI.get(model, ParameterValue(), term.variable_2)
mult * model.parameters[p_idx(term.variable_2)]
model.dual_value_of_parameters[p_val(term.variable_2)] -=
coef *
cons_dual *
term.coefficient *
MOI.get(model, ParameterValue(), term.variable_1)
mult * model.parameters[p_idx(term.variable_1)]
end
return
end
Expand All @@ -119,30 +116,6 @@ function _update_duals_from_objective!(model::Optimizer{T}, pf) where {T}
return
end

"""
ParameterDual <: MOI.AbstractVariableAttribute

Attribute defined to get the dual values associated to parameters

# Example

```julia
MOI.get(model, POI.ParameterValue(), p)
```
"""
struct ParameterDual <: MOI.AbstractVariableAttribute end

MOI.is_set_by_optimize(::ParametricOptInterface.ParameterDual) = true

function MOI.get(
model::Optimizer{T},
::ParameterDual,
v::MOI.VariableIndex,
) where {T}
ci = MOI.ConstraintIndex{MOI.VariableIndex,MOI.Parameter{T}}(v.value)
return MOI.get(model, MOI.ConstraintDual(), ci)
end

function MOI.get(
model::Optimizer{T},
attr::MOI.ConstraintDual,
Expand All @@ -152,8 +125,7 @@ function MOI.get(
msg = "$attr not available when evaluate_duals is set to false. Create an optimizer such as `POI.Optimizer(HiGHS.Optimizer; evaluate_duals = true)` to enable this feature."
throw(MOI.GetAttributeNotAllowed(attr, msg))
elseif !_is_additive(model, cp)
msg = "Cannot compute the dual of a multiplicative parameter"
throw(MOI.GetAttributeNotAllowed(attr, msg))
error("Cannot compute the dual of a multiplicative parameter")
end
return model.dual_value_of_parameters[p_val(cp)]
end
Expand Down Expand Up @@ -187,22 +159,15 @@ function _compute_parameters_in_ci!(
model.dual_value_of_parameters[p_val(term.scalar_term.variable)] -=
cons_dual[term.output_index] * term.scalar_term.coefficient
end
for term in pf.pp
coef = ifelse(
term.scalar_term.variable_1 == term.scalar_term.variable_2,
T(1 // 2),
T(1),
)
model.dual_value_of_parameters[p_val(term.scalar_term.variable_1)] -=
coef *
cons_dual[term.output_index] *
term.scalar_term.coefficient *
MOI.get(model, ParameterValue(), term.scalar_term.variable_2)
model.dual_value_of_parameters[p_val(term.scalar_term.variable_2)] -=
coef *
cons_dual[term.output_index] *
term.scalar_term.coefficient *
MOI.get(model, ParameterValue(), term.scalar_term.variable_1)
for t in pf.pp
mult = cons_dual[t.output_index] * t.scalar_term.coefficient
if t.scalar_term.variable_1 == t.scalar_term.variable_2
mult /= 2
end
model.dual_value_of_parameters[p_val(t.scalar_term.variable_1)] -=
mult * model.parameters[p_idx(t.scalar_term.variable_2)]
model.dual_value_of_parameters[p_val(t.scalar_term.variable_2)] -=
mult * model.parameters[p_idx(t.scalar_term.variable_1)]
end
return
end
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