Skip to content

Commit

Permalink
hopefully better approach to quadratic macros.
Browse files Browse the repository at this point in the history
  • Loading branch information
@joehuchette
joehuchette committed Jul 10, 2014
1 parent e2d08c9 commit 78420ec
Showing 1 changed file with 53 additions and 28 deletions.
81 changes: 53 additions & 28 deletions src/macros.jl
View file
Original file line number Diff line number Diff line change
Expand Up @@ -20,44 +20,60 @@ function timesvar(x::Expr)
return x.args[end]
end

addToExpression(aff::AffExpr,c::Number,x::Variable) = push!(aff,convert(Float64,c),x)
function addToExpression(aff::AffExpr,c::Number,x::Variable)
push!(aff,convert(Float64,c),x)
return aff
end

addToExpression(aff::AffExpr,c::Number,x::Number) = (aff.constant += c*x)
function addToExpression(aff::AffExpr,c::Number,x::Number)
(aff.constant += c*x)
return aff
end

addToExpression(aff::AffExpr,c::Variable,x::Variable) = QuadExpr([c],[x],[1.0],aff)
function addToExpression(aff::AffExpr,c::Variable,x::Variable)
q = QuadExpr([c],[x],[1.0],aff)
return q
end

function addToExpression(aff::AffExpr,c::Number,x::AffExpr)
append!(aff.vars, x.vars)
append!(aff.coeffs, c*x.coeffs)
aff.constant += c*x.constant
return aff
end

addToExpression(aff::AffExpr,x::AffExpr,c::Variable) = addToExpression(aff,c,x)
addToExpression(aff::AffExpr,c::Variable,x::AffExpr) = QuadExpr(fill(c,length(x.vars)),
x.vars,
x.coeffs,
aff)
addToExpression(aff,x.constant,c))

addToExpression(aff::AffExpr, c::Number, x::QuadExpr) = QuadExpr(copy(x.qvars1),
copy(x.qvars2),
c*x.qcoeffs,
AffExpr(vcat(aff.vars,x.aff.vars),
vcat(aff.coeffs,c*x.aff.coeffs),
aff.constant+c*x.aff.constant))
addToExpression(aff,c,x.aff))

addToExpression(quad::QuadExpr,c::Number,x::Variable) = push!(quad.aff,convert(Float64,c),x)
function addToExpression(quad::QuadExpr,c::Number,x::Variable)
push!(quad.aff,convert(Float64,c),x)
return quad
end

addToExpression(quad::QuadExpr,c::Number,x::Number) = (quad.aff.constant += c*x)
function addToExpression(quad::QuadExpr,c::Number,x::Number)
(quad.aff.constant += c*x)
return quad
end

function addToExpression(quad::QuadExpr,c::Variable,x::Variable)
push!(quad.qvars1, x)
push!(quad.qvars2, c)
return quad
end

function addToExpression(quad::QuadExpr,c::Number,x::AffExpr)
append!(quad.aff.vars, x.vars)
append!(quad.aff.coeffs, c*x.coeffs)
quad.aff.constant += c*x.constant
return quad
end

addToExpression(quad::QuadExpr,x::AffExpr,c::Variable) = addToExpression(quad,c,x)
Expand All @@ -66,6 +82,7 @@ function addToExpression(quad::QuadExpr,c::Variable,x::AffExpr)
append!(quad.qvars2, x.vars)
append!(quad.qcoeffs, x.coeffs)
addToExpression(quad.aff,x.constant,c)
return quad
end

addToExpression(quad::QuadExpr,x::QuadExpr,c::Number) = addToExpression(quad,c,x)
Expand All @@ -74,6 +91,7 @@ function addToExpression(quad::QuadExpr,c::Number,x::QuadExpr)
append!(quad.qvars2,x.qvars2)
append!(quad.qcoeffs,c*x.qcoeffs)
addToExpression(quad,c,x.aff)
return quad
end

addToExpression(aff, c, x) = error("Cannot construct an affine expression with a term of type $(typeof(x))")
Expand Down Expand Up @@ -119,9 +137,20 @@ function parseCurly(x::Expr, aff::Symbol, constantCoef)
for level in (length(x.args)-1):-1:3
preblock = Expr(:for, esc(x.args[level]),preblock)
end
preblock = :($len = 0; $preblock;
sizehint($aff.aff.vars,length($aff.aff.vars)+$len);
sizehint($aff.aff.coeffs,length($aff.aff.coeffs)+$len))
preblock = quote
$len = 0
$preblock
if isa($aff,AffExpr)
sizehint($aff.vars,length($aff.vars)+$len)
sizehint($aff.coeffs,length($aff.coeffs)+$len)
else
#sizehint($aff.qvars1,length($aff.qvars1)+$len)
#sizehint($aff.qvars2,length($aff.qvars2)+$len)
#sizehint($aff.qcoeffs,length($aff.qcoeffs)+$len)
sizehint($aff.aff.vars,length($aff.aff.vars)+$len)
sizehint($aff.aff.coeffs,length($aff.aff.coeffs)+$len)
end
end
code = :($preblock;$code)
end

Expand All @@ -132,7 +161,7 @@ end
function parseExpr(x, aff::Symbol, constantCoef)
if !isa(x,Expr)
# at the lowest level
:(addToExpression($aff, $(esc(constantCoef)), $(esc(x))))
:($aff = addToExpression($aff, $(esc(constantCoef)), $(esc(x))))
else
if x.head == :call && x.args[1] == :+
Expr(:block,[parseExpr(arg,aff,constantCoef) for arg in x.args[2:end]]...)
Expand All @@ -155,7 +184,7 @@ function parseExpr(x, aff::Symbol, constantCoef)
elseif x.head == :curly
parseCurly(x,aff,constantCoef)
else # at lowest level?
:(addToExpression($aff, $(esc(constantCoef)), $(esc(x))))
:($aff = addToExpression($aff, $(esc(constantCoef)), $(esc(x))))
end
end
end
Expand Down Expand Up @@ -214,12 +243,11 @@ macro addConstraint(m, x, extra...)
end
lhs = :($(x.args[1]) - $(x.args[3]))
code = quote
q = QuadExpr()
q = AffExpr()
$(parseExpr(lhs, :q, 1.0))
islinear = isempty(q.qvars1)
islinear = isa(q,AffExpr)
crefflag && !islinear && error("Three argument form form of @addConstraint does not currently support quadratic constraints")
$(refcall) = (islinear ? addConstraint($m, $(x.args[2])(q.aff,0)) :
addConstraint($m, $(x.args[2])(q,0)) )
$(refcall) = addConstraint($m, $(x.args[2])(q,0))
end
elseif length(x.args) == 5
# Ranged row
Expand All @@ -229,24 +257,22 @@ macro addConstraint(m, x, extra...)
lb = x.args[1]
ub = x.args[5]
code = quote
q = QuadExpr()
aff = AffExpr()
if !isa($(esc(lb)),Number)
error(string("in @addConstraint (",$(string(x)),"): expected ",$(string(lb))," to be a number."))
elseif !isa($(esc(ub)),Number)
error(string("in @addConstraint (",$(string(x)),"): expected ",$(string(ub))," to be a number."))
end
$(parseExpr(x.args[3],:q,1.0))
islinear = isempty(q.qvars1)
crefflag && !islinear && error("Three argument form form of @addConstraint does not currently support quadratic constraints")
$(refcall) = (islinear ? addConstraint($m, LinearConstraint(q.aff,$(esc(lb))-q.aff.constant,$(esc(ub))-q.aff.constant)) :
addConstraint($m, QuadConstraint(q, $(esc(lb))-q.aff.constant,$(esc(ub))-q.aff.constant)) )
$(parseExpr(x.args[3],:aff,1.0))
isa(aff,AffExpr) || error("Ranged quadratic constraints are not allowed")
$(refcall) = addConstraint($m, LinearConstraint(aff,$(esc(lb))-aff.constant,$(esc(ub))-aff.constant))
end
else
# Unknown
error("in @addConstraint ($(string(x))): constraints must be in one of the following forms:\n" *
" expr1 <= expr2\n" * " expr1 >= expr2\n" *
" expr1 == expr2\n" * " lb <= expr <= ub")
end
end

# Combine indexing (if needed) with constraint code
if isa(c,Symbol) || c == nothing
Expand Down Expand Up @@ -307,10 +333,9 @@ macro setObjective(m, args...)
sense = Expr(:quote,sense)
end
quote
q = QuadExpr()
q = AffExpr()
$(parseExpr(x, :q, 1.0))
isempty(q.qvars1) ? setObjective($(esc(m)), $(esc(sense)), q.aff) :
setObjective($(esc(m)), $(esc(sense)), q)
setObjective($(esc(m)), $(esc(sense)), q)
end
end

Expand Down

0 comments on commit 78420ec

Please sign in to comment.