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Fix constructors of Indicator set and tidy docstring #2712

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Apr 7, 2025
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Fix constructors of Indicator set and tidy docstring #2712

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Fix constructors of Indicator set and tidy docstring
odow Apr 6, 2025
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odow Apr 6, 2025
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odow Apr 6, 2025
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70 changes: 46 additions & 24 deletions src/sets.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -1891,31 +1891,37 @@ Base.:(==)(a::SOS2{T}, b::SOS2{T}) where {T} = a.weights == b.weights
""",
ActivationCondition,
"""
The indicator constraint holds whhen the binary variable is zero.
The indicator constraint holds when the binary variable is zero.
""",
ACTIVATE_ON_ZERO,
"""
The indicator constraint holds whhen the binary variable is one.
The indicator constraint holds when the binary variable is one.
""",
ACTIVATE_ON_ONE,
)

"""
Indicator{A<:ActivationCondition,S<:AbstractScalarSet}(set::S)
Indicator{ACTIVATE_ON_ZERO}(set::AbstractScalarSet)
Indicator{ACTIVATE_ON_ONE}(set::AbstractScalarSet)

The set corresponding to an indicator constraint.

When `A` is [`ACTIVATE_ON_ZERO`](@ref), this means:
``\\{(y, x) \\in \\{0, 1\\} \\times \\mathbb{R}^n : y = 0 \\implies x \\in set\\}``
The type parameter must be an [`ActivationCondition`](@ref).

When `A` is [`ACTIVATE_ON_ONE`](@ref), this means:
``\\{(y, x) \\in \\{0, 1\\} \\times \\mathbb{R}^n : y = 1 \\implies x \\in set\\}``
When the type parameter is [`ACTIVATE_ON_ZERO`](@ref), this means:

``\\{(y, x) \\in \\{0, 1\\} \\times \\mathbb{R} : y = 0 \\implies x \\in set\\}``

When the type parameter is [`ACTIVATE_ON_ONE`](@ref), this means:

``\\{(y, x) \\in \\{0, 1\\} \\times \\mathbb{R} : y = 1 \\implies x \\in set\\}``

## Notes

Most solvers expect that the first row of the function is interpretable as a
variable index `x_i` (for example, `1.0 * x + 0.0`). An error will be thrown if this is
not the case.
[`VariableIndex`](@ref) (for example, `1.0 * x + 0.0`), and that the variable is
constrained to the [`ZeroOne`](@ref) set. An error will be thrown if this is not
the case.

## Example

Expand All @@ -1927,22 +1933,11 @@ julia> import MathOptInterface as MOI

julia> model = MOI.Utilities.Model{Float64}();

julia> x = MOI.add_variables(model, 2)
2-element Vector{MathOptInterface.VariableIndex}:
MOI.VariableIndex(1)
MOI.VariableIndex(2)
julia> x = MOI.add_variables(model, 2);

julia> y, _ = MOI.add_constrained_variable(model, MOI.ZeroOne())
(MOI.VariableIndex(3), MathOptInterface.ConstraintIndex{MathOptInterface.VariableIndex, MathOptInterface.ZeroOne}(3))
julia> y, _ = MOI.add_constrained_variable(model, MOI.ZeroOne());

julia> f = MOI.VectorAffineFunction(
[
MOI.VectorAffineTerm(1, MOI.ScalarAffineTerm(1.0, y)),
MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(1.0, x[1])),
MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(1.0, x[2])),
],
[0.0, 0.0],
)
julia> f = MOI.Utilities.vectorize([y, 1.0 * x[1] + 1.0 * x[2]])
┌ ┐
│0.0 + 1.0 MOI.VariableIndex(3) │
│0.0 + 1.0 MOI.VariableIndex(1) + 1.0 MOI.VariableIndex(2)│
Expand All @@ -1954,10 +1949,37 @@ MathOptInterface.Indicator{MathOptInterface.ACTIVATE_ON_ONE, MathOptInterface.Le
julia> MOI.add_constraint(model, f, s)
MathOptInterface.ConstraintIndex{MathOptInterface.VectorAffineFunction{Float64}, MathOptInterface.Indicator{MathOptInterface.ACTIVATE_ON_ONE, MathOptInterface.LessThan{Float64}}}(1)
```

The constraint
``\\{(y, x) \\in \\{0, 1\\} \\times \\mathbb{R} : y = 0 \\implies x = 0 \\}``
is defined as
```jldoctest
julia> import MathOptInterface as MOI

julia> model = MOI.Utilities.Model{Float64}();

julia> x = MOI.add_variable(model);

julia> y, _ = MOI.add_constrained_variable(model, MOI.ZeroOne());

julia> f = MOI.VectorOfVariables([y, x]);

julia> s = MOI.Indicator{MOI.ACTIVATE_ON_ZERO}(MOI.EqualTo(0.0))
MathOptInterface.Indicator{MathOptInterface.ACTIVATE_ON_ZERO, MathOptInterface.EqualTo{Float64}}(MathOptInterface.EqualTo{Float64}(0.0))

julia> MOI.add_constraint(model, f, s)
MathOptInterface.ConstraintIndex{MathOptInterface.VectorOfVariables, MathOptInterface.Indicator{MathOptInterface.ACTIVATE_ON_ZERO, MathOptInterface.EqualTo{Float64}}}(1)
```
"""
struct Indicator{A,S<:AbstractScalarSet} <: AbstractVectorSet
set::S
Indicator{A}(set::S) where {A,S<:AbstractScalarSet} = new{A,S}(set)

function Indicator{ACTIVATE_ON_ONE}(set::S) where {S<:AbstractScalarSet}
return new{ACTIVATE_ON_ONE,S}(set)
end
function Indicator{ACTIVATE_ON_ZERO}(set::S) where {S<:AbstractScalarSet}
return new{ACTIVATE_ON_ZERO,S}(set)
end
end

dimension(::Indicator) = 2
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