Fix RSOCtoPSDBridge for generic number types

[nanleij]

Remove a Float64 assumption in RSOCtoPSDBridge.jl when getting the ConstraintPrimal and ConstraintDual.

[blegat]

Thanks, can you modify the tests to cover this ? The tests are here

MathOptInterface.jl/test/Bridges/Variable/test_RSOCtoPSDBridge.jl

Lines 28 to 276 in f6f7974

	function test_RSOC_of_dimension_2()
	mock = MOI.Utilities.MockOptimizer(MOI.Utilities.Model{Float64}())
	bridged_mock = MOI.Bridges.Variable.RSOCtoPSD{Float64}(mock)
	xy, cxy = MOI.add_constrained_variables(
	bridged_mock,
	MOI.RotatedSecondOrderCone(2),
	)
	x, y = xy
	c = MOI.add_constraint(bridged_mock, 1.0x + 1.0y, MOI.LessThan(1.0))
	obj = 1.0y
	MOI.set(bridged_mock, MOI.ObjectiveSense(), MOI.MAX_SENSE)
	MOI.set(bridged_mock, MOI.ObjectiveFunction{typeof(obj)}(), obj)
	mock.optimize! =
	(mock::MOI.Utilities.MockOptimizer) -> MOI.Utilities.mock_optimize!(
	mock,
	[0.0, 2.0],
	(MOI.ScalarAffineFunction{Float64}, MOI.LessThan{Float64}) =>
	[-1.0],
	)
	MOI.optimize!(bridged_mock)
	@test MOI.get(bridged_mock, MOI.ObjectiveValue()) == 1.0
	@test MOI.get(bridged_mock, MOI.DualObjectiveValue()) == 1.0
	@test MOI.get(bridged_mock, MOI.VariablePrimal(), xy) == [0.0, 1.0]
	@test MOI.get(bridged_mock, MOI.ConstraintPrimal(), cxy) == [0.0, 1.0]
	@test MOI.get(bridged_mock, MOI.ConstraintDual(), cxy) == [1.0, 0.0]
	@test MOI.get(bridged_mock, MOI.ConstraintPrimal(), c) == 1.0
	@test MOI.get(bridged_mock, MOI.ConstraintDual(), c) == -1.0
	MOI.set(mock, MOI.ConstraintName(), c, "c")
	var_names = ["a", "b"]
	MOI.set(
	mock,
	MOI.VariableName(),
	MOI.get(mock, MOI.ListOfVariableIndices()),
	var_names,
	)
	nonneg = MOI.get(
	mock,
	MOI.ListOfConstraintIndices{MOI.VectorOfVariables,MOI.Nonnegatives}(),
	)
	@test length(nonneg) == 1
	MOI.set(mock, MOI.ConstraintName(), nonneg[1], "cab")
	s = """
	variables: a, b
	cab: [a, b] in Nonnegatives(2)
	c: a + 0.5b <= 1.0
	maxobjective: 0.5b
	"""
	model = MOI.Utilities.Model{Float64}()
	MOI.Utilities.loadfromstring!(model, s)
	MOI.Test.util_test_models_equal(mock, model, var_names, ["cab", "c"])
	var_names = ["x", "y"]
	MOI.set(
	bridged_mock,
	MOI.VariableName(),
	MOI.get(bridged_mock, MOI.ListOfVariableIndices()),
	var_names,
	)
	MOI.set(bridged_mock, MOI.ConstraintName(), cxy, "cxy")
	s = """
	variables: x, y
	cxy: [x, y] in RotatedSecondOrderCone(2)
	c: x + y <= 1.0
	maxobjective: 1.0y
	"""
	model = MOI.Utilities.Model{Float64}()
	MOI.Utilities.loadfromstring!(model, s)
	MOI.Test.util_test_models_equal(
	bridged_mock,
	model,
	var_names,
	["cxy", "c"],
	)
	_test_delete_bridged_variables(
	bridged_mock,
	xy,
	MOI.RotatedSecondOrderCone,
	2,
	(
	(MOI.VectorOfVariables, MOI.Nonnegatives, 0),
	(MOI.VectorOfVariables, MOI.PositiveSemidefiniteConeTriangle, 0),
	(MOI.VariableIndex, MOI.EqualTo{Float64}, 0),
	(MOI.ScalarAffineFunction{Float64}, MOI.EqualTo{Float64}, 0),
	(MOI.ScalarAffineFunction{Float64}, MOI.LessThan{Float64}, 1),
	),
	)
	return
	end
	function test_RSOC4()
	mock = MOI.Utilities.MockOptimizer(MOI.Utilities.Model{Float64}())
	bridged_mock = MOI.Bridges.Variable.RSOCtoPSD{Float64}(mock)
	mock.optimize! =
	(mock::MOI.Utilities.MockOptimizer) -> MOI.Utilities.mock_optimize!(
	mock,
	[1.0, 1.0, 2.0, 1.0, 0.0, 2.0],
	(MOI.ScalarAffineFunction{Float64}, MOI.EqualTo{Float64}) =>
	[0.25],
	(MOI.VariableIndex, MOI.EqualTo{Float64}) => [-0.5],
	(MOI.ScalarAffineFunction{Float64}, MOI.LessThan{Float64}) =>
	[-1.0],
	(MOI.VectorOfVariables, MOI.PositiveSemidefiniteConeTriangle) =>
	[[1.0, -0.5, 0.25, -0.5, 0.25, 0.25]],
	)
	mock.eval_variable_constraint_dual = false
	MOI.Test.test_conic_RotatedSecondOrderCone_out_of_order(
	bridged_mock,
	MOI.Test.Config(),
	)
	mock.eval_variable_constraint_dual = true
	var_names = ["Q$i$j" for j in 1:3 for i in 1:j]
	MOI.set(
	mock,
	MOI.VariableName(),
	MOI.get(mock, MOI.ListOfVariableIndices()),
	var_names,
	)
	psd = MOI.get(
	mock,
	MOI.ListOfConstraintIndices{
	MOI.VectorOfVariables,
	MOI.PositiveSemidefiniteConeTriangle,
	}(),
	)
	@test length(psd) == 1
	MOI.set(mock, MOI.ConstraintName(), psd[1], "psd")
	off_diag = MOI.get(
	mock,
	MOI.ListOfConstraintIndices{MOI.VariableIndex,MOI.EqualTo{Float64}}(),
	)
	@test length(off_diag) == 1
	diag = MOI.get(
	mock,
	MOI.ListOfConstraintIndices{
	MOI.ScalarAffineFunction{Float64},
	MOI.EqualTo{Float64},
	}(),
	)
	@test length(diag) == 1
	MOI.set(mock, MOI.ConstraintName(), diag[1], "diag33")
	c = MOI.get(
	mock,
	MOI.ListOfConstraintIndices{
	MOI.ScalarAffineFunction{Float64},
	MOI.LessThan{Float64},
	}(),
	)
	@test length(c) == 1
	MOI.set(mock, MOI.ConstraintName(), c[1], "c")
	s = """
	variables: Q11, Q12, Q13, Q22, Q23, Q33
	psd: [Q11, Q12, Q22, Q13, Q23, Q33] in PositiveSemidefiniteConeTriangle(3)
	Q23 == 0.0
	diag33: Q22 + -1.0Q33 == 0.0
	c: Q11 + 0.5Q22 <= 2.0
	maxobjective: Q12 + Q13
	"""
	model = MOI.Utilities.Model{Float64}()
	MOI.Utilities.loadfromstring!(model, s)
	MOI.Test.util_test_models_equal(
	mock,
	model,
	var_names,
	["psd", "diag33", "c"],
	[("Q23", MOI.EqualTo{Float64}(0.0))],
	)
	var_names = ["t", "u", "x", "y"]
	MOI.set(
	bridged_mock,
	MOI.VariableName(),
	MOI.get(bridged_mock, MOI.ListOfVariableIndices()),
	var_names,
	)
	rsoc = MOI.get(
	bridged_mock,
	MOI.ListOfConstraintIndices{
	MOI.VectorOfVariables,
	MOI.RotatedSecondOrderCone,
	}(),
	)
	@test length(rsoc) == 1
	MOI.set(bridged_mock, MOI.ConstraintName(), rsoc[1], "rsoc")
	c = MOI.get(
	bridged_mock,
	MOI.ListOfConstraintIndices{
	MOI.ScalarAffineFunction{Float64},
	MOI.LessThan{Float64},
	}(),
	)
	@test length(c) == 1
	MOI.set(bridged_mock, MOI.ConstraintName(), c[1], "c")
	s = """
	variables: t, u, x, y
	rsoc: [t, u, x, y] in RotatedSecondOrderCone(4)
	c: t + u <= 2.0
	maxobjective: x + y
	"""
	model = MOI.Utilities.Model{Float64}()
	MOI.Utilities.loadfromstring!(model, s)
	MOI.Test.util_test_models_equal(
	bridged_mock,
	model,
	var_names,
	["rsoc", "c"],
	)
	v = MOI.get(bridged_mock, MOI.ListOfVariableIndices())
	@test length(v) == 4
	message = string(
	"Cannot delete variable as it is constrained with other",
	" variables in a `MOI.VectorOfVariables`.",
	)
	for i in 1:4
	err = MOI.DeleteNotAllowed(v[i], message)
	@test_throws err MOI.delete(bridged_mock, v[i])
	end
	_test_delete_bridged_variables(
	bridged_mock,
	v,
	MOI.RotatedSecondOrderCone,
	4,
	(
	(MOI.VectorOfVariables, MOI.Nonnegatives, 0),
	(MOI.VectorOfVariables, MOI.PositiveSemidefiniteConeTriangle, 0),
	(MOI.VariableIndex, MOI.EqualTo{Float64}, 0),
	(MOI.ScalarAffineFunction{Float64}, MOI.EqualTo{Float64}, 0),
	),
	)
	return
	end
	function test_runtests()
	MOI.Bridges.runtests(
	MOI.Bridges.Variable.RSOCtoPSDBridge,
	"""
	constrainedvariable: [t, u, x] in RotatedSecondOrderCone(3)
	c: t + u + x <= 1.0
	""",
	"""
	constrainedvariable: [t, x, u] in PositiveSemidefiniteConeTriangle(2)
	c: t + 0.5 * u + x <= 1.0
	""",
	)
	return
	end

A good example to follow is here

MathOptInterface.jl/test/Bridges/Constraint/test_IntervalToHyperRectangleBridge.jl

Lines 16 to 17 in f6f7974

	@testset "$(name) $T" for T in [Float32, Float64]
	getfield(@__MODULE__, name)(T)

[odow]

Merging this into #3035. I can add the test.

[odow]

Thanks @nanleij!