[Bridges] fix ConstraintPrimal for GeoMeanBridge

Author: odow

src/Bridges/Constraint/bridges/GeoMeanBridge.jl

@@ -373,6 +373,8 @@ function MOI.get(
         output[1] +=
             MOI.get(model, _variable_attribute(attr), bridge.xij[1]) / sqrt(N)
     end
+    set = MOI.get(model, MOI.ConstraintSet(), bridge.t_upper_bound_constraint)
+    output[1] += MOI.constant(set)
     return output
 end
 
@@ -382,8 +384,10 @@ function MOI.set(
     bridge::GeoMeanBridge{T},
     value,
 ) where {T}
+    set = MOI.get(model, MOI.ConstraintSet(), bridge.t_upper_bound_constraint)
+    t_constant = MOI.constant(set)
     if bridge.d == 2
-        new_value = value[1] - value[2]
+        new_value = value[1] - value[2] - t_constant
         MOI.set(model, attr, bridge.t_upper_bound_constraint, new_value)
         MOI.set(model, attr, bridge.x_nonnegative_constraint, [value[2]])
         return
@@ -396,9 +400,12 @@ function MOI.set(
     xij = zeros(T, N - 1)
     xij[1] = xl1
     _get_x(i) = i > n ? sN * xl1 : value[1+i]
-    # With sqrt(2)^l*t - xl1, we should scale both the ConstraintPrimal and
-    # ConstraintDual
-    MOI.set(model, attr, bridge.t_upper_bound_constraint, value[1] - sN * xl1)
+    MOI.set(
+        model,
+        attr,
+        bridge.t_upper_bound_constraint,
+        value[1] - sN * xl1 - t_constant,
+    )
     offset = length(bridge.rsoc_constraints)
     for i in l:-1:1
         offset_next = offset

test/Bridges/Constraint/test_GeoMeanBridge.jl

@@ -519,6 +519,130 @@ function test_runtests()
     return
 end
 
+function test_with_constant_d2()
+    MOI.Bridges.runtests(
+        MOI.Bridges.Constraint.GeoMeanBridge,
+        """
+        variables: t, x1
+        [t + 1.0, x1] in GeometricMeanCone(2)
+        """,
+        """
+        variables: t, x1
+        1.0 * t + -1.0 * x1 <= -1.0
+        [1.0 * x1] in Nonnegatives(1)
+        """,
+    )
+    MOI.Bridges.runtests(
+        MOI.Bridges.Constraint.GeoMeanBridge,
+        """
+        variables: t, x1
+        [t + -3.0, x1 + 1.0] in GeometricMeanCone(2)
+        """,
+        """
+        variables: t, x1
+        1.0 * t + -1.0 * x1 <= 4.0
+        [1.0 * x1 + 1.0] in Nonnegatives(1)
+        """,
+    )
+    MOI.Bridges.runtests(
+        MOI.Bridges.Constraint.GeoMeanBridge,
+        """
+        variables: t, x1
+        [t, x1 + 1.0] in GeometricMeanCone(2)
+        """,
+        """
+        variables: t, x1
+        1.0 * t + -1.0 * x1 <= 1.0
+        [1.0 + x1] in Nonnegatives(1)
+        """,
+    )
+    return
+end
+
+function test_with_constant_d3()
+    MOI.Bridges.runtests(
+        MOI.Bridges.Constraint.GeoMeanBridge,
+        """
+        variables: t, x1, x2
+        [t + 1.0, x1, x2] in GeometricMeanCone(3)
+        """,
+        """
+        variables: t, x1, x2, y
+        1.0 * t + -0.7071067811865475 * y <= -1.0
+        [1.0 * x1, 1.0 * x2, 1.0 * y] in RotatedSecondOrderCone(3)
+        """,
+    )
+    MOI.Bridges.runtests(
+        MOI.Bridges.Constraint.GeoMeanBridge,
+        """
+        variables: t, x1, x2
+        [t, x1 + 1.0, x2] in GeometricMeanCone(3)
+        """,
+        """
+        variables: t, x1, x2, y
+        1.0 * t + -0.7071067811865475 * y <= 0.0
+        [1.0 + 1.0 * x1, 1.0 * x2, 1.0 * y] in RotatedSecondOrderCone(3)
+        """,
+    )
+    MOI.Bridges.runtests(
+        MOI.Bridges.Constraint.GeoMeanBridge,
+        """
+        variables: t, x1, x2
+        [t + -1.0, x1 + 2.0, x2] in GeometricMeanCone(3)
+        """,
+        """
+        variables: t, x1, x2, y
+        1.0 * t + -0.7071067811865475 * y <= 1.0
+        [1.0 * x1 + 2.0, 1.0 * x2, 1.0 * y] in RotatedSecondOrderCone(3)
+        """,
+    )
+    return
+end
+
+function test_with_constant_d4()
+    MOI.Bridges.runtests(
+        MOI.Bridges.Constraint.GeoMeanBridge,
+        """
+        variables: t, x1, x2, x3
+        [t + -1.0, x1, x2, x3] in GeometricMeanCone(4)
+        """,
+        """
+        variables: t, x1, x2, x3, y1, y2, y3
+        1.0 * t + -0.5 * y1 <= 1.0
+        [1.0 * x1, 1.0 * x2, 1.0 * y2] in RotatedSecondOrderCone(3)
+        [1.0 * y2, 1.0 * y3, 1.0 * y1] in RotatedSecondOrderCone(3)
+        [1.0 * x3, 0.5 * y1, 1.0 * y3] in RotatedSecondOrderCone(3)
+        """,
+    )
+    MOI.Bridges.runtests(
+        MOI.Bridges.Constraint.GeoMeanBridge,
+        """
+        variables: t, x1, x2, x3
+        [t + -3.0, x1, x2, x3] in GeometricMeanCone(4)
+        """,
+        """
+        variables: t, x1, x2, x3, y1, y2, y3
+        1.0 * t + -0.5 * y1 <= 3.0
+        [1.0 * x1, 1.0 * x2, 1.0 * y2] in RotatedSecondOrderCone(3)
+        [1.0 * y2, 1.0 * y3, 1.0 * y1] in RotatedSecondOrderCone(3)
+        [1.0 * x3, 0.5 * y1, 1.0 * y3] in RotatedSecondOrderCone(3)
+        """,
+    )
+    # MOI.Bridges.runtests(
+    #     MOI.Bridges.Constraint.GeoMeanBridge,
+    #     """
+    #     variables: t, x1, x2
+    #     [t, x1 + 1.0, x2] in GeometricMeanCone(3)
+    #     """,
+    #     """
+    #     variables: t, x1, x2, y
+    #     1.0 * t + -0.7071067811865475 * y <= 0.0
+    #     [1.0 + 1.0 * x1, 1.0 * x2, 1.0 * y] in RotatedSecondOrderCone(3)
+    #     """,
+    # )
+    return
+end
+
 end  # module
 
 TestConstraintGeomean.runtests()