set_dual_start_value function

[mcosovic]

Hello,

Something strange happens when I try to set the value of the dual variable for the nonlinear constraint. I'm not sure if it is related to the nonlinear constraint itself; perhaps the example is not ideal, but it represents what is happening:

model = Model(Ipopt.Optimizer)

x = @variable(model, 0 <= x[i = 1:2] <= 0.8)
c = @constraint(model, sin(x[1] - x[2]) == 0.5)
set_dual_start_value(c, 0.1)

@objective(model, Min, sum(x))
optimize!(model)

ERROR: BoundsError: attempt to access 0-element Vector{Union{Nothing, Float64}} at index [1]
Stacktrace:
  [1] setindex!
    @ .\array.jl:1021 [inlined]
  [2] set
    @ C:\Users\User\.julia\packages\Ipopt\YDBAD\src\utils.jl:465 [inlined]
  [3] set
    @ C:\Users\User\.julia\packages\Ipopt\YDBAD\src\MOI_wrapper.jl:430 [inlined]
  [4] _set_substituted
    @ C:\Users\User\.julia\packages\MathOptInterface\2rAFb\src\Bridges\bridge_optimizer.jl:1375 [inlined]
  [5] set(b::MathOptInterface.Bridges.LazyBridgeOptimizer{…}, attr::MathOptInterface.ConstraintDualStart, ci::MathOptInterface.ConstraintIndex{…}, value::Float64)
    @ MathOptInterface.Bridges C:\Users\User\.julia\packages\MathOptInterface\2rAFb\src\Bridges\bridge_optimizer.jl:1603
  [6] _pass_attribute(dest::MathOptInterface.Bridges.LazyBridgeOptimizer{…}, src::MathOptInterface.Utilities.UniversalFallback{…}, index_map::MathOptInterface.Utilities.IndexMap, cis_src::Vector{…}, attr::MathOptInterface.ConstraintDualStart)
    @ MathOptInterface.Utilities C:\Users\User\.julia\packages\MathOptInterface\2rAFb\src\Utilities\copy.jl:146
  [7] pass_attributes(dest::MathOptInterface.Bridges.LazyBridgeOptimizer{…}, src::MathOptInterface.Utilities.UniversalFallback{…}, index_map::MathOptInterface.Utilities.IndexMap, cis_src::Vector{…})
    @ MathOptInterface.Utilities C:\Users\User\.julia\packages\MathOptInterface\2rAFb\src\Utilities\copy.jl:131
  [8] _pass_constraints(dest::MathOptInterface.Bridges.LazyBridgeOptimizer{…}, src::MathOptInterface.Utilities.UniversalFallback{…}, index_map::MathOptInterface.Utilities.IndexMap, variable_constraints_not_added::Vector{…})
    @ MathOptInterface.Utilities C:\Users\User\.julia\packages\MathOptInterface\2rAFb\src\Utilities\copy.jl:337
  [9] default_copy_to(dest::MathOptInterface.Bridges.LazyBridgeOptimizer{…}, src::MathOptInterface.Utilities.UniversalFallback{…})
    @ MathOptInterface.Utilities C:\Users\User\.julia\packages\MathOptInterface\2rAFb\src\Utilities\copy.jl:505
 [10] copy_to
    @ C:\Users\User\.julia\packages\MathOptInterface\2rAFb\src\Bridges\bridge_optimizer.jl:455 [inlined]
 [11] optimize!
    @ C:\Users\User\.julia\packages\MathOptInterface\2rAFb\src\MathOptInterface.jl:84 [inlined]
 [12] optimize!(m::MathOptInterface.Utilities.CachingOptimizer{…})
    @ MathOptInterface.Utilities C:\Users\User\.julia\packages\MathOptInterface\2rAFb\src\Utilities\cachingoptimizer.jl:316
 [13] optimize!(model::Model; ignore_optimize_hook::Bool, _differentiation_backend::MathOptInterface.Nonlinear.SparseReverseMode, kwargs::@Kwargs{})
    @ JuMP C:\Users\User\.julia\packages\JuMP\Gwn88\src\optimizer_interface.jl:457
 [14] optimize!(model::Model)
    @ JuMP C:\Users\User\.julia\packages\JuMP\Gwn88\src\optimizer_interface.jl:409
 [15] top-level scope
    @ c:\Users\User\Desktop\aaa.jl:13
Some type information was truncated. Use `show(err)` to see complete types.

It's even stranger because if I remove the sine function, it works well. Additionally, if I add a new constraint, it also works well. For example:

model = Model(Ipopt.Optimizer)

x = @variable(model, 0 <= x[i = 1:2] <= 0.8)

c = @constraint(model, sin(x[1] - x[2]) == 0.5)
n = @constraint(model, 0 <= x[1] - x[2] <= 1)
set_dual_start_value(c, 0.1)

@objective(model, Min, sum(x))
optimize!(model)

[odow]

I transferred this to Ipopt. It looks like a bug. I mustn't have tested ConstraintDualStart with the new nonlinear API.

[odow]

Thanks for reporting! I'll get a new release tagged in the next couple of hours: #425