fix bug in MOI impl when quadratic term has param

[guimarqu]

Hi,

I wanted to try the solver on a problem but optimization of my NLP threw an error.
I could reproduce with this example

# Example 3
using JuMP, MadNLP, MathOptInterface
const MOI = MathOptInterface

model = Model(MadNLP.Optimizer)

@variable(model, 0 <= x <= 2)
@variable(model, 0 <= y <= 2)
@variable(model, a in MOI.Parameter(3.0))
@variable(model, b in MOI.Parameter(3.0))

@constraint(model, cstr3, a*x^2 + b*y^2 <= 1)
@objective(model, Max, x + y)
optimize!(model)

There are two bugs :

The first one is easy to fix :

ERROR: type Optimizer has no field inner
Stacktrace:
  [1] setproperty!(x::MadNLPMOI.Optimizer, f::Symbol, v::Nothing)
    @ Base ./Base.jl:39
  [2] add_constrained_variable(model::MadNLPMOI.Optimizer, set::MathOptInterface.Parameter{Float64})
    @ MadNLPMOI ~/.julia/packages/MadNLP/66k4O/ext/MadNLPMOI/MadNLPMOI.jl:171
  [3] add_constrained_variable(b::MathOptInterface.Bridges.LazyBridgeOptimizer{…}, set::MathOptInterface.Parameter{…})
    @ MathOptInterface.Bridges ~/.julia/packages/MathOptInterface/gLl4d/src/Bridges/bridge_optimizer.jl:2139
  [4] _add_variable_with_domain(dest::MathOptInterface.Bridges.LazyBridgeOptimizer{…}, src::MathOptInterface.Utilities.UniversalFallback{…}, index_map::MathOptInterface.Utilities.IndexMap, f::Vector{…}, ci::MathOptInterface.ConstraintIndex{…})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/gLl4d/src/Utilities/copy.jl:504
  [5] _copy_variables_with_set(dest::MathOptInterface.Bridges.LazyBridgeOptimizer{…}, src::MathOptInterface.Utilities.UniversalFallback{…})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/gLl4d/src/Utilities/copy.jl:548
  [6] default_copy_to(dest::MathOptInterface.Bridges.LazyBridgeOptimizer{…}, src::MathOptInterface.Utilities.UniversalFallback{…})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/gLl4d/src/Utilities/copy.jl:386
  [7] copy_to
    @ ~/.julia/packages/MathOptInterface/gLl4d/src/Bridges/bridge_optimizer.jl:442 [inlined]
  [8] optimize!
    @ ~/.julia/packages/MathOptInterface/gLl4d/src/MathOptInterface.jl:121 [inlined]
  [9] optimize!(m::MathOptInterface.Utilities.CachingOptimizer{…})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/gLl4d/src/Utilities/cachingoptimizer.jl:321
 [10] optimize!(model::Model; ignore_optimize_hook::Bool, _differentiation_backend::MathOptInterface.Nonlinear.SparseReverseMode, kwargs::@Kwargs{})
    @ JuMP ~/.julia/packages/JuMP/FEKLB/src/optimizer_interface.jl:595
 [11] optimize!(model::Model)
    @ JuMP ~/.julia/packages/JuMP/FEKLB/src/optimizer_interface.jl:546
 [12] top-level scope
    @ REPL[30]:1
Some type information was truncated. Use `show(err)` to see complete types.

The second one is a missing method for function _is_parameter :

ERROR: MethodError: no method matching _is_parameter(::MathOptInterface.ScalarQuadraticTerm{Float64})

Closest candidates are:
  _is_parameter(::MathOptInterface.VariableIndex)
   @ MadNLPMOI ~/.julia/packages/MadNLP/66k4O/ext/MadNLPMOI/MadNLPMOI.jl:12
  _is_parameter(::MathOptInterface.ScalarAffineTerm)
   @ MadNLPMOI ~/.julia/packages/MadNLP/66k4O/ext/MadNLPMOI/MadNLPMOI.jl:14

Stacktrace:
  [1] _any
    @ ./reduce.jl:1220 [inlined]
  [2] any
    @ ./reducedim.jl:1020 [inlined]
  [3] _replace_parameters(model::MadNLPMOI.Optimizer, f::MathOptInterface.ScalarQuadraticFunction{Float64})
    @ MadNLPMOI ~/.julia/packages/MadNLP/66k4O/ext/MadNLPMOI/MadNLPMOI.jl:211
  [4] _replace_parameters(model::MadNLPMOI.Optimizer, f::MathOptInterface.ScalarNonlinearFunction) (repeats 2 times)
    @ MadNLPMOI ~/.julia/packages/MadNLP/66k4O/ext/MadNLPMOI/MadNLPMOI.jl:221
  [5] add_constraint(model::MadNLPMOI.Optimizer, f::MathOptInterface.ScalarNonlinearFunction, s::MathOptInterface.LessThan{Float64})
    @ MadNLPMOI ~/.julia/packages/MadNLP/66k4O/ext/MadNLPMOI/MadNLPMOI.jl:471
  [6] _copy_constraints(dest::MadNLPMOI.Optimizer, src::MathOptInterface.Utilities.UniversalFallback{…}, index_map::MathOptInterface.Utilities.IndexMap, index_map_FS::MathOptInterface.Utilities.DoubleDicts.IndexDoubleDictInner{…}, cis_src::Vector{…})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/gLl4d/src/Utilities/copy.jl:180
  [7] _copy_constraints(dest::MadNLPMOI.Optimizer, src::MathOptInterface.Utilities.UniversalFallback{…}, index_map::MathOptInterface.Utilities.IndexMap, cis_src::Vector{…})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/gLl4d/src/Utilities/copy.jl:192
  [8] pass_nonvariable_constraints_fallback(dest::MadNLPMOI.Optimizer, src::MathOptInterface.Utilities.UniversalFallback{…}, index_map::MathOptInterface.Utilities.IndexMap, constraint_types::Vector{…})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/gLl4d/src/Utilities/copy.jl:203
  [9] pass_nonvariable_constraints
    @ ~/.julia/packages/MathOptInterface/gLl4d/src/Utilities/copy.jl:229 [inlined]
 [10] pass_nonvariable_constraints(dest::MathOptInterface.Bridges.LazyBridgeOptimizer{…}, src::MathOptInterface.Utilities.UniversalFallback{…}, idxmap::MathOptInterface.Utilities.IndexMap, constraint_types::Vector{…})
    @ MathOptInterface.Bridges ~/.julia/packages/MathOptInterface/gLl4d/src/Bridges/bridge_optimizer.jl:426
 [11] _pass_constraints(dest::MathOptInterface.Bridges.LazyBridgeOptimizer{…}, src::MathOptInterface.Utilities.UniversalFallback{…}, index_map::MathOptInterface.Utilities.IndexMap, variable_constraints_not_added::Vector{…})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/gLl4d/src/Utilities/copy.jl:251
 [12] default_copy_to(dest::MathOptInterface.Bridges.LazyBridgeOptimizer{…}, src::MathOptInterface.Utilities.UniversalFallback{…})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/gLl4d/src/Utilities/copy.jl:393
 [13] copy_to
    @ ~/.julia/packages/MathOptInterface/gLl4d/src/Bridges/bridge_optimizer.jl:442 [inlined]
 [14] optimize!
    @ ~/.julia/packages/MathOptInterface/gLl4d/src/MathOptInterface.jl:121 [inlined]
 [15] optimize!(m::MathOptInterface.Utilities.CachingOptimizer{…})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/gLl4d/src/Utilities/cachingoptimizer.jl:321
 [16] optimize!(model::Model; ignore_optimize_hook::Bool, _differentiation_backend::MathOptInterface.Nonlinear.SparseReverseMode, kwargs::@Kwargs{})
    @ JuMP ~/.julia/packages/JuMP/FEKLB/src/optimizer_interface.jl:595
 [17] optimize!(model::Model)
    @ JuMP ~/.julia/packages/JuMP/FEKLB/src/optimizer_interface.jl:546
 [18] top-level scope
    @ REPL[10]:1
Some type information was truncated. Use `show(err)` to see complete types.

I also tried with this additional constraint to make sure I replace all parameters (otherwise automatic diff pkg throws an error about unexisting variable which is in fact a parameter) :

@constraint(model, cstr1, a*x + b^2*y + a*b^2 <= 100)

I don't know where I can put the tests. Maybe it should go into MOI tests ?

[sshin23]

Thanks for the contribution @guimarqu! Do you mind including your example in the test? This can be a template.

https://github.com/MadNLP/MadNLP.jl/blob/master/test/MOI_interface_test.jl#L100-L112

[guimarqu]

Thanks for the contribution @guimarqu! Do you mind including your example in the test? This can be a template.

https://github.com/MadNLP/MadNLP.jl/blob/master/test/MOI_interface_test.jl#L100-L112

I added the two examples in the tests. You can remove the code you don't need.