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 +104,88 @@ 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
+
+function _square_to_triangle_indices(
+    bridge::MOI.Bridges.Constraint.SquareBridge,
+)
+    s = bridge.square_set
+    dim = MOI.side_dimension(s)
+    offset = _square_offset(s)
+    upper_triangle_indices = collect(1:offset)
+    sizehint!(upper_triangle_indices, offset + div(dim * (dim + 1), 2))
+    k = offset
+    for j in 1:dim
+        for i in 1:j
+            k += 1
+            push!(upper_triangle_indices, k)
+        end
+        k += dim - j
+    end
+    return upper_triangle_indices
+end
+
+"""
+    _triangle_to_square_scalars(tri_scalars, s)
+
+Expand triangle-vectorized scalars to square column-major form, mirroring
+off-diagonal entries. `s` is the square set (e.g. `PositiveSemidefiniteConeSquare`).
+"""
+function _triangle_to_square_scalars(tri_scalars, s)
+    dim = MOI.side_dimension(s)
+    offset = _square_offset(s)
+    square_dim = offset + dim * dim
+    square = Vector{eltype(tri_scalars)}(undef, square_dim)
+    for i in 1:offset
+        square[i] = tri_scalars[i]
+    end
+    tri_k = offset
+    for j in 1:dim
+        for i in 1:j
+            tri_k += 1
+            ij = offset + i + (j - 1) * dim
+            square[ij] = tri_scalars[tri_k]
+            if i != j
+                ji = offset + j + (i - 1) * dim
+                square[ji] = tri_scalars[tri_k]
+            end
+        end
+    end
+    return square
+end
+
+function MOI.set(
+    model::MOI.ModelLike,
+    attr::DiffOpt.ForwardConstraintFunction,
+    bridge::MOI.Bridges.Constraint.SquareBridge{T},
+    func::MOI.VectorAffineFunction{T},
+) where {T}
+    indices = _square_to_triangle_indices(bridge)
+    tri_func = MOI.Utilities.eachscalar(func)[indices]
+    return MOI.set(model, attr, bridge.triangle, tri_func)
+end
+
+function MOI.get(
+    model::MOI.ModelLike,
+    attr::DiffOpt.ReverseConstraintFunction,
+    bridge::MOI.Bridges.Constraint.SquareBridge{T},
+) where {T}
+    tri_func_raw = MOI.get(model, attr, bridge.triangle)
+    tri_func = DiffOpt.standard_form(tri_func_raw)
+    tri_scalars = MOI.Utilities.eachscalar(tri_func)
+    square_scalars = _triangle_to_square_scalars(tri_scalars, bridge.square_set)
+    return MOI.Utilities.operate(vcat, T, square_scalars...)
+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,