Support of JuMP expressions

[persiflex]

Hi again,

Nothing urgent I'd say, but it would be nice being able to allow for the possibility foreseen in JuMP of creating expressions (http://www.juliaopt.org/JuMP.jl/v0.20.0/expressions/). While this functionality can in principle also be achieved by the creation of derived variables plus their constraints, the expression mechanism allows for cleaner and more compact model formulations.

When applying Coluna to a model that contains expressions, the currently thrown error is

ERROR: LoadError: MethodError: no method matching setannotation!(::Model, ::Int64, ::BlockDecomposition.Annotation{Int64,BlockDecomposition.Master,BlockDecomposition.DantzigWolfe})                                                                                       
Closest candidates are: 
  setannotation!(::Any, ::ConstraintRef, ::Any) at .julia/dev/BlockDecomposition/src/decomposition.jl:84 
  setannotation!(::Any, ::VariableRef, ::Any) at .julia/dev/BlockDecomposition/src/decomposition.jl:85 
Stacktrace: 
 [1] _annotate_elements!(::Model, ::JuMP.Containers.DenseAxisArray{Real,2,Tuple{Array{Symbol,1},Array{Symbol,1}},Tuple{Dict{Symbol,In
t64},Dict{Symbol,Int64}}}, ::BlockDecomposition.Tree) at .julia/dev/BlockDecomposition/src/decomposition.jl:41
 [2] register_decomposition(::Model) at .julia/dev/BlockDecomposition/src/decomposition.jl:12
 [3] optimize!(::Model) at .julia/dev/BlockDecomposition/src/BlockDecomposition.jl:31
 [4] #optimize!#97(::Bool, ::Bool, ::Base.Iterators.Pairs{Union{},Union{},Tuple{},NamedTuple{(),Tuple{}}}, ::typeof(optimize!), ::Mod
el, ::Nothing) at .julia/packages/JuMP/CZ8vV/src/optimizer_interface.jl:121
 [5] optimize! at .julia/packages/JuMP/CZ8vV/src/optimizer_interface.jl:107 [inlined] (repeats 2 times) 
 [6] start_optimization(::Model) at /media/files/sw/coluna/algo.jl:185
 [7] top-level scope at .julia/packages/TimerOutputs/7Id5J/src/TimerOutput.jl:214
 [8] include at ./boot.jl:328 [inlined] 
 [9] include_relative(::Module, ::String) at ./loading.jl:1094
 [10] include(::Module, ::String) at ./Base.jl:31
 [11] include(::String) at ./client.jl:431
 [12] top-level scope at REPL[2]:1
in expression starting at /media/files/sw/coluna/algo.jl:21

[guimarqu]

Hi,

I don't exactly know how expressions work but I guess the model received by the solver is the same whether you use expressions or not.
We can thus create a method setannotation! that do nothing for expressions because we only need annotations on variables and constraints to do the decomposition.

Do you know why the second argument is a Int64 ?