Add bridge from Cumulative to MILP #2398
Description
MILP bridges are largely done. I haven't done Path and Cumulative because they're quite complicated, but Cbc, HiGHS, and Gurobi are all passing tests with the new constraint programming sets!
Originally posted by @odow in #1805 (comment)
Which Solver supports MOI.Cumulative?
I am just starting to use MOI.Cumulative, however I am lost about which solver supports it. You mentioned Cbc, HiGHS and Gurobi, but the docs do not mention that MOI.Cumulative would be supported by any of these.
Actually the Cumulative test explicitly skips those solvers who do not support Moi.Cumulative, so I guess the mentioned test is not run for these.
(I also tried a little example with HiGHS, but it says VectorOfVariables-in-Cumulative is not supported)
Failing Example
m = Model(HiGHS.Optimizer)
n = 10
@variable(m, test_start[1:n] >= 0)
@variable(m, test_duration[1:n] >= 1)
@variable(m, resources[1:n] == 1)
@variable(m, resource_bound == 1)
# constraint to be after another
@constraint(m, [test_start; test_duration; resources; resource_bound] in MOI.Cumulative(3*n+1))
# objective
@variable(m, total_end >= 0)
@constraint(m, total_end .>= (test_start .+ test_duration))
@objective(m, Min, total_end)
optimize!(m)
@show value.(test_start) value.(test_duration)which fails with
Constraints of type MathOptInterface.VectorOfVariables-in-MathOptInterface.Cumulative are not supported by the solver.
If you expected the solver to support your problem, you may have an error in your formulation. Otherwise, consider using a different solver.
The list of available solvers, along with the problem types they support, is available at https://jump.dev/JuMP.jl/stable/installation/#Supported-solvers.
error(::String)@error.jl:35
_moi_add_constraint(::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.Bridges.LazyBridgeOptimizer{HiGHS.Optimizer}, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}, ::MathOptInterface.VectorOfVariables, ::MathOptInterface.Cumulative)@constraints.jl:686
add_constraint(::JuMP.Model, ::JuMP.VectorConstraint{JuMP.VariableRef, MathOptInterface.Cumulative, JuMP.VectorShape}, ::String)@constraints.jl:713
macro expansion@[Local: 133](http://localhost:1234/edit?id=d74b46c6-aed3-11ee-0b56-c17eddcbfb9c#)[inlined]
macro expansion@[Local: 375](http://localhost:1234/edit?id=d74b46c6-aed3-11ee-0b56-c17eddcbfb9c#)[inlined]
top-level scope@[Local: 9](http://localhost:1234/edit?id=d74b46c6-aed3-11ee-0b56-c17eddcbfb9c#)[inlined]As there seems to be no bridge, I am really struggling, how to use this constraint.