Merge pull request #7 from MatProGo-dev/kr-feature-problem1

Introducing a Few Important Upgrades for the Optimization Problem

Author: kwesiRutledge

go.mod

@@ -4,4 +4,4 @@ go 1.21
 
 require gonum.org/v1/gonum v0.14.0
 
-require github.com/MatProGo-dev/SymbolicMath.go v0.1.4
+require github.com/MatProGo-dev/SymbolicMath.go v0.1.8

go.sum

@@ -1,15 +1,5 @@
-github.com/MatProGo-dev/SymbolicMath.go v0.0.0-20240104201035-f9a42f642121 h1:nnJVXcnTvAdkfR4kZRBw4Ot+KoL8S3PijlLTmKOooco=
-github.com/MatProGo-dev/SymbolicMath.go v0.0.0-20240104201035-f9a42f642121/go.mod h1:gKbGR/6sYWi2koMUEDIPWBPi6jQPELKle0ijIM+eaHU=
-github.com/MatProGo-dev/SymbolicMath.go v0.1.0 h1:FUwLQZzZhtgGj6WKyuwQE74P9UYhgbNr5eD5f8zzuu8=
-github.com/MatProGo-dev/SymbolicMath.go v0.1.0/go.mod h1:gKbGR/6sYWi2koMUEDIPWBPi6jQPELKle0ijIM+eaHU=
-github.com/MatProGo-dev/SymbolicMath.go v0.1.1 h1:YigpL7w5D8qLu0xzDAayMXePBh9LK0/w3ykvuoVZwXQ=
-github.com/MatProGo-dev/SymbolicMath.go v0.1.1/go.mod h1:gKbGR/6sYWi2koMUEDIPWBPi6jQPELKle0ijIM+eaHU=
-github.com/MatProGo-dev/SymbolicMath.go v0.1.2 h1:9tYbiHWm0doXOSipd02pxtENqBU8WhmHTrDXetPW+ms=
-github.com/MatProGo-dev/SymbolicMath.go v0.1.2/go.mod h1:gKbGR/6sYWi2koMUEDIPWBPi6jQPELKle0ijIM+eaHU=
-github.com/MatProGo-dev/SymbolicMath.go v0.1.3 h1:IeofFqvZ/jAO6LywlZR/UMl5t/KOyMAvvctVgTzvgHI=
-github.com/MatProGo-dev/SymbolicMath.go v0.1.3/go.mod h1:gKbGR/6sYWi2koMUEDIPWBPi6jQPELKle0ijIM+eaHU=
-github.com/MatProGo-dev/SymbolicMath.go v0.1.4 h1:6DaDRYoANmKMkZL0uSUSx7Ibx8Hc9S6AX+7L0hIy1A4=
-github.com/MatProGo-dev/SymbolicMath.go v0.1.4/go.mod h1:gKbGR/6sYWi2koMUEDIPWBPi6jQPELKle0ijIM+eaHU=
+github.com/MatProGo-dev/SymbolicMath.go v0.1.8 h1:lpe+6cK/2fg29WwxOykm4hKvfJeqvFUBGturC9qh5ug=
+github.com/MatProGo-dev/SymbolicMath.go v0.1.8/go.mod h1:gKbGR/6sYWi2koMUEDIPWBPi6jQPELKle0ijIM+eaHU=
 golang.org/x/exp v0.0.0-20230321023759-10a507213a29 h1:ooxPy7fPvB4kwsA2h+iBNHkAbp/4JxTSwCmvdjEYmug=
 golang.org/x/exp v0.0.0-20230321023759-10a507213a29/go.mod h1:CxIveKay+FTh1D0yPZemJVgC/95VzuuOLq5Qi4xnoYc=
 gonum.org/v1/gonum v0.14.0 h1:2NiG67LD1tEH0D7kM+ps2V+fXmsAnpUeec7n8tcr4S0=

mpiErrors/no_objective_defined.go

@@ -0,0 +1,7 @@
+package mpiErrors
+
+type NoObjectiveDefinedError struct{}
+
+func (e NoObjectiveDefinedError) Error() string {
+	return "No objective defined for the optimization problem; please define one with SetObjective()"
+}

problem/objective.go

@@ -14,3 +14,13 @@ type Objective struct {
 func NewObjective(e symbolic.Expression, sense ObjSense) *Objective {
 	return &Objective{e, sense}
 }
+
+/*
+IsLinear
+Description:
+
+	This method returns true if the objective is linear, false otherwise.
+*/
+func (o *Objective) IsLinear() bool {
+	return symbolic.IsLinear(o.Expression)
+}

problem/optimization_problem.go

@@ -2,6 +2,8 @@ package problem
 
 import (
 	"fmt"
+
+	"github.com/MatProGo-dev/MatProInterface.go/mpiErrors"
 	"github.com/MatProGo-dev/MatProInterface.go/optim"
 	"github.com/MatProGo-dev/SymbolicMath.go/symbolic"
 )
@@ -268,3 +270,73 @@ func From(inputModel optim.Model) (*OptimizationProblem, error) {
 	return newOptimProblem, nil
 
 }
+
+/*
+Check
+Description:
+
+	Checks that the OptimizationProblem is valid.
+*/
+func (op *OptimizationProblem) Check() error {
+	// Check Objective
+	if op.Objective == (Objective{}) {
+		return mpiErrors.NoObjectiveDefinedError{}
+	}
+
+	err := op.Objective.Check()
+	if err != nil {
+		return fmt.Errorf("the objective is not valid: %v", err)
+	}
+
+	// Check Variables
+	for _, variable := range op.Variables {
+		err = variable.Check()
+		if err != nil {
+			return fmt.Errorf("the variable is not valid: %v", err)
+		}
+	}
+
+	// Check Constraints
+	for _, constraint := range op.Constraints {
+		err = constraint.Check()
+		if err != nil {
+			return fmt.Errorf("the constraint is not valid: %v", err)
+		}
+	}
+
+	// All Checks Passed!
+	return nil
+}
+
+/*
+IsLinear
+Description:
+
+	Checks if the optimization problem is linear.
+	Per the definition of a linear optimization problem, the problem is linear if and only if:
+	1. The objective function is linear (i.e., a constant or an affine combination of variables).
+	2. All constraints are linear (i.e., an affine combination of variables in an inequality or equality).
+*/
+func (op *OptimizationProblem) IsLinear() bool {
+	// Input Processing
+	// Verify that the problem is well-formed
+	err := op.Check()
+	if err != nil {
+		panic(fmt.Errorf("the optimization problem is not well-formed: %v", err))
+	}
+
+	// Check Objective
+	if !op.Objective.IsLinear() {
+		return false
+	}
+
+	// Check Constraints
+	for _, constraint := range op.Constraints {
+		if !constraint.IsLinear() {
+			return false
+		}
+	}
+
+	// All Checks Passed!
+	return true
+}

testing/optim/scalar_constraint_test.go

@@ -7,9 +7,10 @@ Description:
 */
 
 import (
+	"testing"
+
 	"github.com/MatProGo-dev/MatProInterface.go/optim"
 	"gonum.org/v1/gonum/mat"
-	"testing"
 )
 
 func TestScalarConstraint_ScalarConstraint1(t *testing.T) {
@@ -64,7 +65,7 @@ func TestScalarConstraint_IsLinear1(t *testing.T) {
 }
 
 /*
-TestScalarConstraint_IsLinear1
+TestScalarConstraint_IsLinear2
 Description:
 
 	Detects whether a simple inequality between
@@ -99,6 +100,43 @@ func TestScalarConstraint_IsLinear2(t *testing.T) {
 
 }
 
+/*
+TestScalarConstraint_IsLinear3
+Description:
+
+	Detects whether a simple inequality between
+	a variable and a constant is a quadratic expression.
+	The function should identify that this is NOT a linear expression.
+*/
+func TestScalarConstraint_IsLinear3(t *testing.T) {
+	// Constants
+	m := optim.NewModel("scalar-constraint-test1")
+	v1 := m.AddVariable()
+	sqe2 := optim.ScalarQuadraticExpression{
+		L: optim.OnesVector(1),
+		Q: *mat.NewDense(1, 1, []float64{3.14}),
+		X: optim.VarVector{Elements: []optim.Variable{v1}},
+	}
+
+	k1 := optim.K(2.8)
+
+	// Algorithm
+	sc1 := optim.ScalarConstraint{
+		LeftHandSide:  k1,
+		RightHandSide: sqe2,
+		Sense:         optim.SenseEqual,
+	}
+
+	tf, err := sc1.IsLinear()
+	if err != nil {
+		t.Errorf("unexpected error: %v", err)
+	}
+	if tf {
+		t.Errorf("sc1 is not linear, but function claims it is!")
+	}
+
+}
+
 /*
 TestScalarConstraint_Simplify1
 Description:
@@ -138,3 +176,97 @@ func TestScalarConstraint_Simplify1(t *testing.T) {
 		t.Errorf("Remainder on LHS was not contained properly")
 	}
 }
+
+/*
+TestScalarConstraint_Simplify2
+Description:
+
+	Attempts to simplify the constraint between
+	a scalar linear epression and a variable.
+	The resulting constraint should have a zero remainder on the right hand side
+	and the left hand side should contain a variable vector with 1 more element than it started with.
+*/
+func TestScalarConstraint_Simplify2(t *testing.T) {
+	// Constants
+	m := optim.NewModel("scalar-constraint-test2")
+	vv1 := m.AddVariableVector(3)
+	sle2 := optim.ScalarLinearExpr{
+		L: optim.OnesVector(vv1.Len()),
+		X: vv1,
+		C: 2.0,
+	}
+	v3 := m.AddVariable()
+
+	// Create sles
+	sc1 := optim.ScalarConstraint{
+		LeftHandSide:  sle2,
+		RightHandSide: v3,
+		Sense:         optim.SenseEqual,
+	}
+
+	// Attempt to simplify
+	sc2, err := sc1.Simplify()
+	if err != nil {
+		t.Errorf("unexpected error during simplify(): %v", err)
+	}
+
+	if float64(sc2.RightHandSide.(optim.K)) != 0.0 {
+		t.Errorf("Remainder on LHS was not contained properly")
+	}
+
+	if sc2.LeftHandSide.(optim.ScalarLinearExpr).X.Len() != 4 {
+		t.Errorf("Variable vector did not increase in size")
+	}
+}
+
+/*
+TestScalarConstraint_Simplify3
+Description:
+
+	Attempts to simplify the constraint between
+	a scalar linear epression and a scalar quadratic expression.
+*/
+func TestScalarConstraint_Simplify3(t *testing.T) {
+	// Constants
+	m := optim.NewModel("scalar-constraint-test3")
+	vv1 := m.AddVariableVector(3)
+	sle2 := optim.ScalarLinearExpr{
+		L: optim.OnesVector(vv1.Len()),
+		X: vv1,
+		C: 2.0,
+	}
+	sqe3 := optim.ScalarQuadraticExpression{
+		L: optim.OnesVector(3),
+		Q: *mat.NewDense(
+			3, 3,
+			[]float64{
+				3.14, 0.0, 0.0,
+				0.0, 3.14, 0.0,
+				0.0, 0.0, 3.14,
+			},
+		),
+		X: vv1,
+		C: 1.5,
+	}
+
+	// Create sles
+	sc1 := optim.ScalarConstraint{
+		LeftHandSide:  sle2,
+		RightHandSide: sqe3,
+		Sense:         optim.SenseLessThanEqual,
+	}
+
+	// Attempt to simplify
+	sc2, err := sc1.Simplify()
+	if err != nil {
+		t.Errorf("unexpected error during simplify(): %v", err)
+	}
+
+	if float64(sc2.RightHandSide.(optim.K)) != sqe3.C {
+		t.Errorf(
+			"Remainder on RHS was not contained properly; expected %v, received %v",
+			sqe3.C,
+			sc2.RightHandSide.(optim.K),
+		)
+	}
+}