[Bridges.Constraint] change conversion cost to 0.5 for ScalarAffineFunction (#3063)

Author: odow

src/Bridges/Constraint/bridges/AbstractFunctionConversionBridge.jl

@@ -275,7 +275,22 @@ function conversion_cost(
     ::Type{<:MOI.ScalarAffineFunction},
     ::Type{MOI.VariableIndex},
 )
-    return 1.0
+    # We want to favor bridges which convert VariableIndex or VectorOfVariables
+    # into ScalarAffineFunction or VectorAffineFunction.
+    #
+    # This is most useful for conic solvers, which often support
+    # VectorAffineFunction-in-S, but not VectorOfVariables-in-S.
+    #
+    # The value in this function controls the cost of the transformation 
+    # VectorOfVariables-in-S -> VectorAffineFunction-in-S. When we had the
+    # previous cost of `1.0`, there might be an alternative bridge
+    # VectorOfVariables-in-S -> VectorAffineFunction-in-S2 which also has a cost
+    # of `1.0`, and so, depending on the order in which we choose bridges, we
+    # might end up using a more complicated bridge that adds a different set
+    # type to the model.
+    #
+    # This was a practical concern for Hypatia in MathOptInterface.jl#3062.
+    return 0.5
 end
 
 function conversion_cost(

test/Bridges/General/test_lazy_bridge_optimizer.jl

@@ -1150,14 +1150,14 @@ Objective function of type `MOI.ScalarQuadraticFunction{$T}` is not supported an
             """
 Bridge graph with 2 variable nodes, 5 constraint nodes and 2 objective nodes.
  [1] constrained variables in `MOI.Reals` are bridged (distance 1) by $(MOI.Bridges.Variable.FreeBridge{T}).
- [2] constrained variables in `MOI.RotatedSecondOrderCone` are bridged (distance 11) by $(MOI.Bridges.Variable.RSOCtoPSDBridge{T}).
- (1) `MOI.ScalarQuadraticFunction{$T}`-in-`MOI.GreaterThan{$T}` constraints are bridged (distance 14) by $(MOI.Bridges.Constraint.QuadtoSOCBridge{T}).
- (2) `MOI.VectorAffineFunction{$T}`-in-`MOI.RotatedSecondOrderCone` constraints are bridged (distance 13) by $(MOI.Bridges.Constraint.VectorSlackBridge{T,MOI.VectorAffineFunction{T},MOI.RotatedSecondOrderCone}).
- (3) `MOI.VariableIndex`-in-`MOI.EqualTo{$T}` constraints are bridged (distance 1) by $(MOI.Bridges.Constraint.ScalarFunctionizeBridge{T,MOI.EqualTo{T}}).
+ [2] constrained variables in `MOI.RotatedSecondOrderCone` are bridged (distance 10.5) by $(MOI.Bridges.Variable.RSOCtoPSDBridge{T}).
+ (1) `MOI.ScalarQuadraticFunction{$T}`-in-`MOI.GreaterThan{$T}` constraints are bridged (distance 13.5) by $(MOI.Bridges.Constraint.QuadtoSOCBridge{T}).
+ (2) `MOI.VectorAffineFunction{$T}`-in-`MOI.RotatedSecondOrderCone` constraints are bridged (distance 12.5) by $(MOI.Bridges.Constraint.VectorSlackBridge{T,MOI.VectorAffineFunction{T},MOI.RotatedSecondOrderCone}).
+ (3) `MOI.VariableIndex`-in-`MOI.EqualTo{$T}` constraints are bridged (distance 0.5) by $(MOI.Bridges.Constraint.ScalarFunctionizeBridge{T,MOI.EqualTo{T}}).
  (4) `MOI.VectorAffineFunction{$T}`-in-`MOI.Zeros` constraints are bridged (distance 1) by $(MOI.Bridges.Constraint.ScalarizeBridge{T,MOI.ScalarAffineFunction{T},MOI.EqualTo{T}}).
- (5) `MOI.ScalarQuadraticFunction{$T}`-in-`MOI.LessThan{$T}` constraints are bridged (distance 14) by $(MOI.Bridges.Constraint.QuadtoSOCBridge{T}).
- |1| objective function of type `MOI.ScalarQuadraticFunction{$T}` is bridged (distance 31) by $(MOI.Bridges.Objective.SlackBridge{T,MOI.ScalarQuadraticFunction{T},MOI.ScalarQuadraticFunction{T}}).
- |2| objective function of type `MOI.VariableIndex` is bridged (distance 1) by $(MOI.Bridges.Objective.FunctionizeBridge{T,MOI.VariableIndex}).
+ (5) `MOI.ScalarQuadraticFunction{$T}`-in-`MOI.LessThan{$T}` constraints are bridged (distance 13.5) by $(MOI.Bridges.Constraint.QuadtoSOCBridge{T}).
+ |1| objective function of type `MOI.ScalarQuadraticFunction{$T}` is bridged (distance 29.5) by $(MOI.Bridges.Objective.SlackBridge{T,MOI.ScalarQuadraticFunction{T},MOI.ScalarQuadraticFunction{T}}).
+ |2| objective function of type `MOI.VariableIndex` is bridged (distance 0.5) by $(MOI.Bridges.Objective.FunctionizeBridge{T,MOI.VariableIndex}).
 """,
         )
     end

test/Utilities/test_copy.jl

@@ -503,7 +503,7 @@ function test_create_variables_using_supports_add_constrained_variable()
     @test MOI.get(
         bridged_dest,
         MOI.ConstraintBridgingCost{MOI.VectorOfVariables,MOI.Nonpositives}(),
-    ) == 1.0
+    ) == 0.5
     @test MOI.supports_add_constrained_variables(bridged_dest, MOI.Zeros)
     @test MOI.get(bridged_dest, MOI.VariableBridgingCost{MOI.Zeros}()) == 1.0
     @test MOI.supports_constraint(
@@ -514,7 +514,7 @@ function test_create_variables_using_supports_add_constrained_variable()
     @test MOI.get(
         bridged_dest,
         MOI.ConstraintBridgingCost{MOI.VectorOfVariables,MOI.Zeros}(),
-    ) == 3.0
+    ) == 2.5
     index_map = MOI.copy_to(bridged_dest, src)
     @test length(dest.constraintIndices) == 6