Trouble writing a .cbf with constraints for a mixed-integer PSD program

[bcdandurand]

I am using Julia 1.2 and the most recent MOI. I have the following reasonably minimal example

using MathOptFormat,SCS,JuMP


(nbuses, nlines, ngens) = (9, 9, 3)
(N, L, G) = (1:9, 1:9, 1:3)
(fromLines, toLines, fromBus, toBus) = (Array{Int64,1}[[1], [], [4], [2], [3], [5], [6], [7, 8], [9]], Array{Int64,1}[[], [7], [], [1, 9], [2], [3, 4], [5], [6], [8]], [1, 4, 5, 3, 6, 7, 8, 8, 9], [4, 5, 6, 6, 7, 8, 2, 9, 4])
(BusGeners, Y) = (Array{Int64,1}[[1], [2], [3], [], [], [], [], [], []], Dict{Any,Any}("ffR" => [0.0, 1.9421912487147266, 1.2820091384241148, 0.0, 1.155087480890097, 1.6171224732461358, 0.0, 1.1876043792911484, 1.36518771331058],"ffI" => [-17.36111111111111, -10.43168205186793, -5.409244962361526, -17.064846416382252, -9.679770426363174, -13.623478596908443, -16.0, -5.822134533308591, -11.516095563139931],"ttR" => [0.0, 1.9421912487147266, 1.2820091384241148, 0.0, 1.155087480890097, 1.6171224732461358, 0.0, 1.1876043792911484, 1.36518771331058],"ttI" => [-17.36111111111111, -10.43168205186793, -5.409244962361526, -17.064846416382252, -9.679770426363174, -13.623478596908443, -16.0, -5.822134533308591, -11.516095563139931],"ftR" => [-0.0, -1.9421912487147266, -1.2820091384241148, -0.0, -1.155087480890097, -1.6171224732461358, -0.0, -1.1876043792911484, -1.36518771331058],"tfI" => [17.36111111111111, 10.510682051867931, 5.588244962361526, 17.064846416382252, 9.784270426363173, 13.697978596908444, 16.0, 5.975134533308591, 11.60409556313993],"shR" => [0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0],"shI" => [0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0],"ftI" => [17.36111111111111, 10.510682051867931, 5.588244962361526, 17.064846416382252, 9.784270426363173, 13.697978596908444, 16.0, 5.975134533308591, 11.60409556313993],"tfR" => [0.0, -1.9421912487147266, -1.2820091384241148, 0.0, -1.155087480890097, -1.6171224732461358, 0.0, -1.1876043792911484, -1.36518771331058]))
(Pmin, Pmax, Qmin, Qmax) = ([0.1, 0.1, 0.1], [2.5, 3.0, 2.7], [-3.0, -3.0, -3.0], [3.0, 3.0, 3.0])
(Wmin, Wmax) = ([0.81, 0.81, 0.81, 0.81, 0.81, 0.81, 0.81, 0.81, 0.81], [1.21, 1.21, 1.21, 1.21, 1.21, 1.21, 1.21, 1.21, 1.21])
(PD, QD) = ([0.0, 0.0, 0.0, 0.0, 0.9, 0.0, 1.0, 0.0, 1.25], [0.0, 0.0, 0.0, 0.0, 0.3, 0.0, 0.35, 0.0, 0.5])

    mMP = Model(with_optimizer(SCS.Optimizer,verbose=1,max_iters=10000))
    @variable(mMP, -1 <= α[i=N] <= 1)
    @variable(mMP, -1 <= β[i=N] <= 1)
    @variable(mMP, γp[i=N] >= 0)
    @variable(mMP, γm[i=N] >= 0)
    @constraint(mMP, [i=N], γp[i]+γm[i] <= 1)
    @variable(mMP, ζpUB[g=G] >= 0)
    @variable(mMP, ζpLB[g=G] >= 0)
    @variable(mMP, ζqUB[g=G] >= 0)
    @variable(mMP, ζqLB[g=G] >= 0)
    @variable(mMP, x[l=L], Bin)
    @constraint(mMP, sum(x[l] for l in L) <= 3)

    @variable(mMP, λF[l=L]); @variable(mMP, λT[l=L]); @variable(mMP, μF[l=L]); @variable(mMP, μT[l=L])

  for i in N
   for g in BusGeners[i]
    @constraint(mMP,
    -α[i] + ζpUB[g] - ζpLB[g] == 0 )
    @constraint(mMP,
    -β[i] + ζqUB[g] - ζqLB[g] == 0 )
   end
  end

    @constraint(mMP, AMcf1[l in L], α[fromBus[l]] - x[l] <= λF[l]); @constraint(mMP, AMcf2[l in L], α[fromBus[l]] + x[l] >= λF[l])
    @constraint(mMP, AMcf3[l in L], -(1 - x[l]) <= λF[l]); @constraint(mMP, AMcf4[l in L], (1 - x[l]) >= λF[l])
    @constraint(mMP, AMct1[l in L], α[toBus[l]] - x[l] <= λT[l]); @constraint(mMP, AMct2[l in L], α[toBus[l]] + x[l] >= λT[l])
    @constraint(mMP, AMct3[l in L], -(1 - x[l]) <= λT[l]); @constraint(mMP, AMct4[l in L], (1 - x[l]) >= λT[l])

    @constraint(mMP, BMcf1[l in L], β[fromBus[l]] - x[l] <= μF[l]); @constraint(mMP, BMcf2[l in L], β[fromBus[l]] + x[l] >= μF[l])
    @constraint(mMP, BMcf3[l in L], -(1 - x[l]) <= μF[l]); @constraint(mMP, BMcf4[l in L], (1 - x[l]) >= μF[l])
    @constraint(mMP, BMct1[l in L], β[toBus[l]] - x[l] <= μT[l]); @constraint(mMP, BMct2[l in L], β[toBus[l]] + x[l] >= μT[l])
    @constraint(mMP, BMct3[l in L], -(1 - x[l]) <= μT[l]); @constraint(mMP, BMct4[l in L], (1 - x[l]) >= μT[l])

   @expression(mMP, C[i=1:(2*nbuses),j=i:(2*nbuses)], 0)
  for i in N
    C[i,i] += γp[i] - γm[i] + α[i]*Y["shR"][i] - β[i]*Y["shI"][i]
    C[nbuses+i,nbuses+i] += γp[i] - γm[i] + α[i]*Y["shR"][i] - β[i]*Y["shI"][i]
    for l in fromLines[i]
      C[i,i] += λF[l]*Y["ffR"][l] - μF[l]*Y["ffI"][l]
      C[nbuses+i,nbuses+i] += λF[l]*Y["ffR"][l] - μF[l]*Y["ffI"][l]
    end
    for l in toLines[i]
      C[i,i] += λT[l]*Y["ttR"][l] - μT[l]*Y["ttI"][l]
      C[nbuses+i,nbuses+i] += λT[l]*Y["ttR"][l] - μT[l]*Y["ttI"][l]
    end
  end
  for l in L
      from=fromBus[l]; to=toBus[l]
      C[from,nbuses+to] -= 0.5*(  λF[l]*Y["ftI"][l] + μF[l]*Y["ftR"][l] - λT[l]*Y["tfI"][l] - μT[l]*Y["tfR"][l]  )
      C[to,nbuses+from] += 0.5*(  λF[l]*Y["ftI"][l] + μF[l]*Y["ftR"][l] - λT[l]*Y["tfI"][l] - μT[l]*Y["tfR"][l]  )
      if from < to
        C[from,to] += 0.5*(λF[l]*Y["ftR"][l]  - μF[l]*Y["ftI"][l] + λT[l]*Y["tfR"][l] - μT[l]*Y["tfI"][l])
        C[nbuses+from,nbuses+to] += 0.5*(λF[l]*Y["ftR"][l]  - μF[l]*Y["ftI"][l] + λT[l]*Y["tfR"][l] - μT[l]*Y["tfI"][l])
      else
        C[to,from] += 0.5*(λF[l]*Y["ftR"][l]  - μF[l]*Y["ftI"][l] + λT[l]*Y["tfR"][l] - μT[l]*Y["tfI"][l])
        C[nbuses+to,nbuses+from] += 0.5*(λF[l]*Y["ftR"][l]  - μF[l]*Y["ftI"][l] + λT[l]*Y["tfR"][l] - μT[l]*Y["tfI"][l])
      end
  end

  @variable(mMP, H[i=1:(2*nbuses),j=1:(2*nbuses)], PSD)
  @constraint(mMP, SetH[i=1:(2*nbuses),j=i:(2*nbuses)], C[i,j] - H[i,j] == 0 )
  @objective(mMP, Max, sum(ζpLB[g]*Pmin[g] - ζpUB[g]*Pmax[g] + ζqLB[g]*Qmin[g] - ζqUB[g]*Qmax[g]  for g in G)
    + sum( γm[i]*Wmin[i]-γp[i]*Wmax[i] + α[i]*PD[i] + β[i]*QD[i] for i in N))

  fn_base=string("CBF/","case",9,"-",3,".cbf")
  mathoptformat_model = MathOptFormat.CBF.Model()
  MOI.copy_to(mathoptformat_model, backend(mMP))
  MOI.write_to_file(mathoptformat_model, fn_base)

The only way this code writes the cbf file without an error is if I code out all of the constraints. With the error, the message is something like

ERROR: LoadError: MathOptInterface.UnsupportedConstraint{MathOptInterface.ScalarAffineFunction{Float64},MathOptInterface.EqualTo{Float64}}: `MathOptInterface.ScalarAffineFunction{Float64}`-in-`MathOptInterface.EqualTo{Float64}` constraint is not supported by the model.
Stacktrace: ....etc.

What am I missing? Thank you.

[blegat]

Try replacing

MOI.copy_to(mathoptformat_model, backend(mMP))

by

MOI.copy_to(MOI.Bridges.full_bridge_optimizer(mathoptformat_model), backend(mMP))

[bcdandurand]

Trying that, I get the following error:

ERROR: LoadError: MethodError: no method matching full_bridge_optimizer(::MathOptFormat.CBF.InnerModel{Float64})
Closest candidates are:
full_bridge_optimizer(::MathOptInterface.ModelLike, !Matched::Type) at /homes/bcdandurand/.julia/packages/MathOptInterface/iPJzh/src/Bridges/Bridges.jl:28
Stacktrace:
[1] top-level scope at /nfs2/bcdandurand/OPF-VID/src/mwe.jl:96
[2] include at ./boot.jl:328 [inlined]
[3] include_relative(::Module, ::String) at ./loading.jl:1094
[4] include(::Module, ::String) at ./Base.jl:31
[5] exec_options(::Base.JLOptions) at ./client.jl:295
[6] _start() at ./client.jl:464
in expression starting at /nfs2/bcdandurand/OPF-VID/src/mwe.jl:96

[bcdandurand]

I tried using Float64 as the 2nd argument to full_bridge_optimizer and it seemed to work, I got a cbf. Is Float64 the correct 2nd argument?

[odow]

Yes, Float64 is the correct argument. The docs should be improved, but the longer-term fix is to integrate MathOptFormat into JuMP and handle this behind-the-scenes.

[bcdandurand]

Thank you for your help.

[odow]

I'm going to keep this open until the docs are improved or this is integrated into JuMP.

[odow]

Closed by jump-dev/JuMP.jl#2114