Use MOI.Nonlinear.ModelWithQuad instead of QPBlockData

.github/workflows/Aqua.yml

@@ -13,6 +13,13 @@ jobs:
       - uses: julia-actions/setup-julia@latest
         with:
           version: '1'
+      - name: MOI
+        shell: julia --project=@. {0}
+        run: |
+          using Pkg
+          Pkg.add([
+              PackageSpec(name="MathOptInterface", rev="bl/model_with_quad"),
+          ])
       - name: Aqua.jl
         run: |
           PKG_SRC_PATH=`pwd`

.github/workflows/Documentation.yml

@@ -14,6 +14,13 @@ jobs:
       - uses: julia-actions/setup-julia@latest
         with:
           version: '1'
+      - name: MOI
+        shell: julia --project=@. {0}
+        run: |
+          using Pkg
+          Pkg.add([
+              PackageSpec(name="MathOptInterface", rev="bl/model_with_quad"),
+          ])
       - name: Install dependencies
         run: julia --project=docs -e 'using Pkg; Pkg.develop(PackageSpec(path=pwd())); Pkg.instantiate()'
       - name: Build and deploy

.github/workflows/ci.yml

@@ -59,7 +59,7 @@ jobs:
         run: |
           using Pkg
           Pkg.add([
-              PackageSpec(name="MathOptInterface", rev="bl/qp_block_data"),
+              PackageSpec(name="MathOptInterface", rev="bl/model_with_quad"),
           ])
       - uses: julia-actions/julia-buildpkg@v1
       - uses: julia-actions/julia-runtest@v1

src/moi_nlp_model.jl

@@ -132,7 +132,7 @@ function NLPModels.cons_nln!(nlp::MathOptNLPModel, x::AbstractVector, c::Abstrac
   offset = 0
   if nlp.quadcon.nquad > 0
     offset += nlp.quadcon.nquad
-    MOI.eval_constraint(nlp.quadcon.block, view(c, 1:(nlp.quadcon.nquad)), x)
+    MOI.eval_constraint(nlp.quadcon.evaluator, view(c, 1:(nlp.quadcon.nquad)), x)
   end
   if nlp.nlcon.nnln > 0
     offset += nlp.nlcon.nnln
@@ -164,7 +164,7 @@ function NLPModels.cons!(nlp::MathOptNLPModel, x::AbstractVector, c::AbstractVec
   if nlp.quadcon.nquad > 0
     offset += nlp.quadcon.nquad
     ind_quad = (nlp.meta.nlin + 1):(nlp.meta.nlin + nlp.quadcon.nquad)
-    MOI.eval_constraint(nlp.quadcon.block, view(c, ind_quad), x)
+    MOI.eval_constraint(nlp.quadcon.evaluator, view(c, ind_quad), x)
   end
   if nlp.nlcon.nnln > 0
     offset += nlp.nlcon.nnln
@@ -290,7 +290,7 @@ function NLPModels.jac_nln_coord!(nlp::MathOptNLPModel, x::AbstractVector, vals:
   offset = 0
   if nlp.quadcon.nquad > 0
     ind_quad = 1:(nlp.quadcon.nnzj)
-    MOI.eval_constraint_jacobian(nlp.quadcon.block, view(vals, ind_quad), x)
+    MOI.eval_constraint_jacobian(nlp.quadcon.evaluator, view(vals, ind_quad), x)
     offset += nlp.quadcon.nnzj
   end
   if nlp.nlcon.nnln > 0
@@ -323,7 +323,7 @@ function NLPModels.jac_coord!(nlp::MathOptNLPModel, x::AbstractVector, vals::Abs
   end
   if nlp.quadcon.nquad > 0
     ind_quad = (nlp.lincon.nnzj + 1):(nlp.lincon.nnzj + nlp.quadcon.nnzj)
-    MOI.eval_constraint_jacobian(nlp.quadcon.block, view(vals, ind_quad), x)
+    MOI.eval_constraint_jacobian(nlp.quadcon.evaluator, view(vals, ind_quad), x)
     offset += nlp.quadcon.nnzj
   end
   if nlp.nlcon.nnln > 0
@@ -373,16 +373,15 @@ function NLPModels.jprod_nln!(
   increment!(nlp, :neval_jprod_nln)
   if nlp.quadcon.nquad > 0
     ind_quad = 1:(nlp.quadcon.nquad)
-    view(Jv, ind_quad) .= 0.0
-    MOI.Nonlinear.add_constraint_jacobian_product(nlp.quadcon.block, view(Jv, ind_quad), x, v)
+    MOI.eval_constraint_jacobian_product(nlp.quadcon.evaluator, view(Jv, ind_quad), x, v)
   end
   if nlp.nlcon.nnln > 0
     ind_nnln = (nlp.quadcon.nquad + 1):(nlp.quadcon.nquad + nlp.nlcon.nnln)
     MOI.eval_constraint_jacobian_product(nlp.eval, view(Jv, ind_nnln), x, v)
   end
   if nlp.oracles.ncon > 0
     for i =
-      (nlp.quadcon.nquad + nlp.nlcon.nnln + 1):(nlp.quadcon.nquad + nlp.nlcon.nnln + nlp.oracles.ncon)
+        (nlp.quadcon.nquad + nlp.nlcon.nnln + 1):(nlp.quadcon.nquad + nlp.nlcon.nnln + nlp.oracles.ncon)
 
       Jv[i] = 0
     end
@@ -427,8 +426,7 @@ function NLPModels.jprod!(
   end
   if nlp.quadcon.nquad > 0
     ind_quad = (nlp.meta.nlin + 1):(nlp.meta.nlin + nlp.quadcon.nquad)
-    view(Jv, ind_quad) .= 0.0
-    MOI.Nonlinear.add_constraint_jacobian_product(nlp.quadcon.block, view(Jv, ind_quad), x, v)
+    MOI.eval_constraint_jacobian_product(nlp.quadcon.evaluator, view(Jv, ind_quad), x, v)
   end
   if nlp.nlcon.nnln > 0
     ind_nnln =
@@ -489,13 +487,16 @@ function NLPModels.jtprod_nln!(
   end
   (nlp.nlcon.nnln == 0) && (Jtv .= 0.0)
   if nlp.quadcon.nquad > 0
-    # Jtv += Jᵀ * v[1:nquad], where J is the Jacobian of the quadratic block
-    MOI.Nonlinear.add_constraint_jacobian_transpose_product(
-      nlp.quadcon.block,
-      Jtv,
+    # Jtv += Jᵀ * v[1:nquad], where J is the Jacobian of the quadratic block.
+    # The product of the evaluator overwrites its output, so it goes through
+    # the workspace `nlp.hv`.
+    MOI.eval_constraint_jacobian_transpose_product(
+      nlp.quadcon.evaluator,
+      nlp.hv,
       x,
       view(v, 1:(nlp.quadcon.nquad)),
     )
+    Jtv .+= nlp.hv
   end
   if nlp.oracles.ncon > 0
     row_offset = nlp.quadcon.nquad + nlp.nlcon.nnln
@@ -544,12 +545,13 @@ function NLPModels.jtprod!(
   end
   if nlp.quadcon.nquad > 0
     ind_quad = (nlp.meta.nlin + 1):(nlp.meta.nlin + nlp.quadcon.nquad)
-    MOI.Nonlinear.add_constraint_jacobian_transpose_product(
-      nlp.quadcon.block,
-      Jtv,
+    MOI.eval_constraint_jacobian_transpose_product(
+      nlp.quadcon.evaluator,
+      nlp.hv,
       x,
       view(v, ind_quad),
     )
+    Jtv .+= nlp.hv
   end
   if nlp.oracles.ncon > 0
     row_offset = nlp.meta.nlin + nlp.quadcon.nquad + nlp.nlcon.nnln
@@ -637,13 +639,7 @@ function NLPModels.hess_coord!(
   if nlp.quadcon.nquad > 0
     ind = (nlp.obj.nnzh + 1):(nlp.obj.nnzh + nlp.quadcon.nnzh)
     ind_quad = (nlp.meta.nlin + 1):(nlp.meta.nlin + nlp.quadcon.nquad)
-    MOI.eval_hessian_lagrangian(
-      nlp.quadcon.block,
-      view(vals, ind),
-      x,
-      0.0,
-      view(y, ind_quad),
-    )
+    MOI.eval_hessian_lagrangian(nlp.quadcon.evaluator, view(vals, ind), x, 0.0, view(y, ind_quad))
   end
 
   # 4. Oracle Hessian blocks are appended at the very end
@@ -715,15 +711,11 @@ function NLPModels.jth_hess_coord!(
 
   # Quadratic constraints
   if nlp.meta.nlin + 1 ≤ j ≤ nlp.meta.nlin + nlp.quadcon.nquad
-    i = j - nlp.meta.nlin
-    index = nlp.obj.nnzh + nlp.quadcon.hess_offset[i]
-    nnzh_i = nlp.quadcon.hess_offset[i + 1] - nlp.quadcon.hess_offset[i]
-    MOI.Nonlinear._eval_sparse_hessian(
-      view(vals, (index + 1):(index + nnzh_i)),
-      nlp.quadcon.block.constraints[i],
-      1.0,
-      nlp.quadcon.block.parameters,
-    )
+    μ = nlp.quadcon.y_scratch
+    μ[j - nlp.meta.nlin] = 1.0
+    ind = (nlp.obj.nnzh + 1):(nlp.obj.nnzh + nlp.quadcon.nnzh)
+    MOI.eval_hessian_lagrangian(nlp.quadcon.evaluator, view(vals, ind), x, 0.0, μ)
+    μ[j - nlp.meta.nlin] = 0.0
   end
 
   # Non-oracle nonlinear constraints
@@ -797,14 +789,8 @@ function NLPModels.hprod!(
   if nlp.quadcon.nquad > 0
     (nlp.obj.type == "LINEAR") && (nlp.nlcon.nnln == 0) && (hv .= 0.0)
     ind_quad = (nlp.meta.nlin + 1):(nlp.meta.nlin + nlp.quadcon.nquad)
-    MOI.Nonlinear.add_hessian_lagrangian_product(
-      nlp.quadcon.block,
-      hv,
-      x,
-      v,
-      0.0,
-      view(y, ind_quad),
-    )
+    MOI.eval_hessian_lagrangian_product(nlp.quadcon.evaluator, nlp.hv, x, v, 0.0, view(y, ind_quad))
+    hv .+= nlp.hv
   end
   if nlp.oracles.ncon > 0
     (nlp.obj.type == "LINEAR") && (nlp.meta.nnln == nlp.oracles.ncon) && (hv .= 0.0)
@@ -874,14 +860,10 @@ function NLPModels.jth_hprod!(
   @rangecheck 1 nlp.meta.ncon j
   hv .= 0.0
   if nlp.meta.nlin + 1 ≤ j ≤ nlp.meta.nlin + nlp.quadcon.nquad
-    MOI.Nonlinear._add_Hv_product(
-      nlp.quadcon.block.constraints[j - nlp.meta.nlin],
-      hv,
-      x,
-      v,
-      1.0,
-      nlp.quadcon.block.parameters,
-    )
+    μ = nlp.quadcon.y_scratch
+    μ[j - nlp.meta.nlin] = 1.0
+    MOI.eval_hessian_lagrangian_product(nlp.quadcon.evaluator, hv, x, v, 0.0, μ)
+    μ[j - nlp.meta.nlin] = 0.0
   elseif nlp.meta.nlin + nlp.quadcon.nquad + 1 ≤
          j ≤
          nlp.meta.nlin + nlp.quadcon.nquad + nlp.nlcon.nnln
@@ -933,16 +915,11 @@ function NLPModels.ghjvprod!(
     error("The function ghjvprod! is not supported by this MathOptNLPModel.")
   increment!(nlp, :neval_hprod)
   ghv .= 0.0
+  μ = nlp.quadcon.y_scratch
   for i = (nlp.meta.nlin + 1):(nlp.meta.nlin + nlp.quadcon.nquad)
-    fill!(nlp.hv, 0.0)
-    MOI.Nonlinear._add_Hv_product(
-      nlp.quadcon.block.constraints[i - nlp.meta.nlin],
-      nlp.hv,
-      x,
-      v,
-      1.0,
-      nlp.quadcon.block.parameters,
-    )
+    μ[i - nlp.meta.nlin] = 1.0
+    MOI.eval_hessian_lagrangian_product(nlp.quadcon.evaluator, nlp.hv, x, v, 0.0, μ)
+    μ[i - nlp.meta.nlin] = 0.0
     ghv[i] = dot(g, nlp.hv)
   end
   for i = (nlp.meta.nlin + nlp.quadcon.nquad + 1):(nlp.meta.ncon)

src/moi_nls_model.jl

@@ -13,6 +13,7 @@ mutable struct MathOptNLSModel <: AbstractNLSModel{Float64, Vector{Float64}}
   nlcon::NonLinearStructure
   oracles::Oracles
   λ::Vector{Float64}
+  hv::Vector{Float64}
   counters::NLSCounters
 end
 
@@ -88,6 +89,7 @@ function MathOptNLSModel(cmodel::JuMP.Model, F; hessian::Bool = true, name::Stri
     nlcon,
     oracles,
     λ,
+    zeros(nvar),
     nls_counters,
   )
 end
@@ -270,7 +272,7 @@ function NLPModels.cons_nln!(nls::MathOptNLSModel, x::AbstractVector, c::Abstrac
   offset = 0
   if nls.quadcon.nquad > 0
     offset += nls.quadcon.nquad
-    MOI.eval_constraint(nls.quadcon.block, view(c, 1:(nls.quadcon.nquad)), x)
+    MOI.eval_constraint(nls.quadcon.evaluator, view(c, 1:(nls.quadcon.nquad)), x)
   end
   if nls.nlcon.nnln > 0
     offset += nls.nlcon.nnln
@@ -301,7 +303,7 @@ function NLPModels.cons!(nls::MathOptNLSModel, x::AbstractVector, c::AbstractVec
   if nls.quadcon.nquad > 0
     offset += nls.quadcon.nquad
     ind_quad = (nls.meta.nlin + 1):(nls.meta.nlin + nls.quadcon.nquad)
-    MOI.eval_constraint(nls.quadcon.block, view(c, ind_quad), x)
+    MOI.eval_constraint(nls.quadcon.evaluator, view(c, ind_quad), x)
   end
   if nls.nlcon.nnln > 0
     offset += nls.nlcon.nnln
@@ -420,7 +422,7 @@ function NLPModels.jac_nln_coord!(nls::MathOptNLSModel, x::AbstractVector, vals:
   offset = 0
   if nls.quadcon.nquad > 0
     ind_quad = 1:(nls.quadcon.nnzj)
-    MOI.eval_constraint_jacobian(nls.quadcon.block, view(vals, ind_quad), x)
+    MOI.eval_constraint_jacobian(nls.quadcon.evaluator, view(vals, ind_quad), x)
     offset += nls.quadcon.nnzj
   end
   if nls.nlcon.nnln > 0
@@ -452,7 +454,7 @@ function NLPModels.jac_coord!(nls::MathOptNLSModel, x::AbstractVector, vals::Abs
   end
   if nls.quadcon.nquad > 0
     ind_quad = (nls.lincon.nnzj + 1):(nls.lincon.nnzj + nls.quadcon.nnzj)
-    MOI.eval_constraint_jacobian(nls.quadcon.block, view(vals, ind_quad), x)
+    MOI.eval_constraint_jacobian(nls.quadcon.evaluator, view(vals, ind_quad), x)
     offset += nls.quadcon.nnzj
   end
   if nls.nlcon.nnln > 0
@@ -501,16 +503,15 @@ function NLPModels.jprod_nln!(
   increment!(nls, :neval_jprod_nln)
   if nls.quadcon.nquad > 0
     ind_quad = 1:(nls.quadcon.nquad)
-    view(Jv, ind_quad) .= 0.0
-    MOI.Nonlinear.add_constraint_jacobian_product(nls.quadcon.block, view(Jv, ind_quad), x, v)
+    MOI.eval_constraint_jacobian_product(nls.quadcon.evaluator, view(Jv, ind_quad), x, v)
   end
   if nls.nlcon.nnln > 0
     ind_nnln = (nls.quadcon.nquad + 1):(nls.quadcon.nquad + nls.nlcon.nnln)
     MOI.eval_constraint_jacobian_product(nls.ceval, view(Jv, ind_nnln), x, v)
   end
   if nls.oracles.ncon > 0
     for i =
-      (nls.quadcon.nquad + nls.nlcon.nnln + 1):(nls.quadcon.nquad + nls.nlcon.nnln + nls.oracles.ncon)
+        (nls.quadcon.nquad + nls.nlcon.nnln + 1):(nls.quadcon.nquad + nls.nlcon.nnln + nls.oracles.ncon)
 
       Jv[i] = 0
     end
@@ -555,8 +556,7 @@ function NLPModels.jprod!(
   end
   if nls.quadcon.nquad > 0
     ind_quad = (nls.meta.nlin + 1):(nls.meta.nlin + nls.quadcon.nquad)
-    view(Jv, ind_quad) .= 0.0
-    MOI.Nonlinear.add_constraint_jacobian_product(nls.quadcon.block, view(Jv, ind_quad), x, v)
+    MOI.eval_constraint_jacobian_product(nls.quadcon.evaluator, view(Jv, ind_quad), x, v)
   end
   if nls.nlcon.nnln > 0
     ind_nnln =
@@ -617,13 +617,16 @@ function NLPModels.jtprod_nln!(
   end
   (nls.nlcon.nnln == 0) && (Jtv .= 0.0)
   if nls.quadcon.nquad > 0
-    # Jtv += Jᵀ * v[1:nquad], where J is the Jacobian of the quadratic block
-    MOI.Nonlinear.add_constraint_jacobian_transpose_product(
-      nls.quadcon.block,
-      Jtv,
+    # Jtv += Jᵀ * v[1:nquad], where J is the Jacobian of the quadratic block.
+    # The product of the evaluator overwrites its output, so it goes through
+    # the workspace `nls.hv`.
+    MOI.eval_constraint_jacobian_transpose_product(
+      nls.quadcon.evaluator,
+      nls.hv,
       x,
       view(v, 1:(nls.quadcon.nquad)),
     )
+    Jtv .+= nls.hv
   end
   if nls.oracles.ncon > 0
     row_offset = nls.quadcon.nquad + nls.nlcon.nnln
@@ -672,12 +675,13 @@ function NLPModels.jtprod!(
   end
   if nls.quadcon.nquad > 0
     ind_quad = (nls.meta.nlin + 1):(nls.meta.nlin + nls.quadcon.nquad)
-    MOI.Nonlinear.add_constraint_jacobian_transpose_product(
-      nls.quadcon.block,
-      Jtv,
+    MOI.eval_constraint_jacobian_transpose_product(
+      nls.quadcon.evaluator,
+      nls.hv,
       x,
       view(v, ind_quad),
     )
+    Jtv .+= nls.hv
   end
   if nls.oracles.ncon > 0
     row_offset = nls.meta.nlin + nls.quadcon.nquad + nls.nlcon.nnln
@@ -752,13 +756,7 @@ function NLPModels.hess_coord!(
     # irrelevant.
     ind = (nls.lls.nnzh + 1):(nls.lls.nnzh + nls.quadcon.nnzh)
     ind_quad = (nls.meta.nlin + 1):(nls.meta.nlin + nls.quadcon.nquad)
-    MOI.eval_hessian_lagrangian(
-      nls.quadcon.block,
-      view(vals, ind),
-      x,
-      0.0,
-      view(y, ind_quad),
-    )
+    MOI.eval_hessian_lagrangian(nls.quadcon.evaluator, view(vals, ind), x, 0.0, view(y, ind_quad))
   end
   if (nls.nls_meta.nnln > 0) || (nls.nlcon.nnln > 0)
     λ = view(
@@ -855,14 +853,8 @@ function NLPModels.hprod!(
   end
   if nls.quadcon.nquad > 0
     ind_quad = (nls.meta.nlin + 1):(nls.meta.nlin + nls.quadcon.nquad)
-    MOI.Nonlinear.add_hessian_lagrangian_product(
-      nls.quadcon.block,
-      hv,
-      x,
-      v,
-      0.0,
-      view(y, ind_quad),
-    )
+    MOI.eval_hessian_lagrangian_product(nls.quadcon.evaluator, nls.hv, x, v, 0.0, view(y, ind_quad))
+    hv .+= nls.hv
   end
   if nls.oracles.ncon > 0
     offset_y = nls.meta.nlin + nls.quadcon.nquad + nls.nlcon.nnln