API

DisjunctiveProgramming.@disjunctionMacro
@disjunction(model, expr, kw_args...)

Add a disjunction described by the expression expr, which must be a Vector of LogicalVariableRefs.

@disjunction(model, ref[i=..., j=..., ...], expr, kw_args...)

Add a group of disjunction described by the expression expr parameterized by i, j, ..., which must be a Vector of LogicalVariableRefs.

In both of the above calls, a Disjunct tag can be added to create nested disjunctions.

The recognized keyword arguments in kw_args are the following:

  • base_name: Sets the name prefix used to generate constraint names. It corresponds to the constraint name for scalar constraints, otherwise, the constraint names are set to base_name[...] for each index ... of the axes axes.
  • container: Specify the container type.
  • exactly1: Specify a Bool whether a constraint should be added to only allow selecting one disjunct in the disjunction.

To create disjunctions without macros, see disjunction.

DisjunctiveProgramming.@disjunctionsMacro
@disjunctions(model, args...)

Adds groups of disjunctions at once, in the same fashion as the @disjunction macro.

The model must be the first argument, and multiple disjunctions can be added on multiple lines wrapped in a begin ... end block.

The macro returns a tuple containing the disjunctions that were defined.

Example

julia model = GDPModel(); @variable(model, w); @variable(model, x); @variable(model, Y[1:4], LogicalVariable); @constraint(model, [i=1:2], w == i, Disjunct(Y[i])); @constraint(model, [i=3:4], x == i, Disjunct(Y[i])); @disjunctions(model, begin [Y[1], Y[2]] [Y[3], Y[4]] end);`

DisjunctiveProgramming.binary_variableMethod
binary_variable(vref::LogicalVariableRef)::JuMP.AbstractVariableRef

Returns the underlying binary variable for the logical variable vref which is used in the reformulated model. This is helpful to embed logical variables in algebraic constraints.

DisjunctiveProgramming.disjunctionFunction
disjunction(
    model::JuMP.AbstractModel, 
    disjunct_indicators::Vector{LogicalVariableRef},
    [nested_tag::Disjunct],
    [name::String = ""];
    [exactly1::Bool = true]
)

Create a disjunction comprised of disjuncts with indicator variables disjunct_indicators and add it to model. For nested disjunctions, the nested_tag is required to indicate which disjunct it will be part of in the parent disjunction. By default, exactly1 adds a constraint of the form @constraint(model, disjunct_indicators in Exactly(1)) only allowing one of the disjuncts to be selected; this is required for certain reformulations like Hull. For nested disjunctions, exactly1 creates a constraint of the form @constraint(model, disjunct_indicators in Exactly(nested_tag.indicator)). To conveniently generate many disjunctions at once, see @disjunction and @disjunctions.

DisjunctiveProgramming.make_disaggregated_variableMethod
make_disaggregated_variable(
    model::JuMP.AbstractModel, 
    vref::JuMP.AbstractVariableRef, 
    name::String, 
    lower_bound::Number, 
    upper_bound::Number
    )::JuMP.AbstractVariableRef

Creates and adds a variable to model with name name and bounds lower_bound and upper_bound based on the original variable vref. This is used to create dissagregated variables needed for the Hull reformulation. This is implemented for model::JuMP.GenericModel and vref::JuMP.GenericVariableRef, but it serves as an extension point for interfaces with other model/variable reference types. This also requires the implementation of requires_disaggregation.

DisjunctiveProgramming.reformulate_disjunct_constraintMethod
reformulate_disjunct_constraint(
    model::JuMP.AbstractModel,  
    con::JuMP.AbstractConstraint, 
    bvref::JuMP.AbstractVariableRef,
    method::AbstractReformulationMethod
)

Extension point for reformulation method method to reformulate disjunction constraint con over each constraint. If method needs to specify how to reformulate the entire disjunction, see reformulate_disjunction.

DisjunctiveProgramming.reformulate_disjunctionMethod
reformulate_disjunction(
    model::JuMP.AbstractModel, 
    disj::Disjunction,
    method::AbstractReformulationMethod
) where {T<:Disjunction}

Reformulate a disjunction using the specified method. Current reformulation methods include BigM, Hull, and Indicator. This method can be extended for other reformulation techniques.

The disj field is the ConstraintData object for the disjunction, stored in the disjunctions field of the GDPData object.

DisjunctiveProgramming.reformulate_modelFunction
reformulate_model(model::JuMP.AbstractModel, method::AbstractSolutionMethod = BigM())

Reformulate a GDPModel using the specified method. Prior to reformulation, all previous reformulation variables and constraints are deleted.

DisjunctiveProgramming.requires_disaggregationMethod
requires_disaggregation(vref::JuMP.AbstractVariableRef)::Bool

Return a Bool whether vref requires disaggregation for the Hull reformulation. This is intended as an extension point for interfaces with DisjunctiveProgramming that use variable reference types that are not JuMP.GenericVariableRefs. Errors if vref is not a JuMP.GenericVariableRef. See also make_disaggregated_variable.

DisjunctiveProgramming.requires_exactly1Method
requires_exactly1(method::AbstractReformulationMethod)

Return a Bool whether method requires that Exactly 1 disjunct be selected as true for each disjunction. For new reformulation method types, this should be extended to return true if such a constraint is required (defaults to false otherwise).

DisjunctiveProgramming.set_variable_bound_infoFunction
set_variable_bound_info(vref, method::AbstractReformulationMethod)::Tuple{<:Number, <:Number}

Returns a tuple of the form (lower_bound, upper_bound) which are the bound information needed by method to reformulate disjunctions. This only needs to be implemented for methods where requires_variable_bound_info(method) = true. These bounds can later be accessed via variable_bound_info.

JuMP.add_constraintFunction
JuMP.add_constraint(
    model::JuMP.AbstractModel,
    con::_DisjunctConstraint,
    name::String = ""
)::DisjunctConstraintRef

Extend JuMP.add_constraint to add a Disjunct to a GDPModel. The constraint is added to the GDPData in the .ext dictionary of the GDPModel.

JuMP.add_constraintMethod
function JuMP.add_constraint(
    model::JuMP.GenericModel,
    c::JuMP.ScalarConstraint{_LogicalExpr, MOI.EqualTo{Bool}},
    name::String = ""
)

Extend JuMP.add_constraint to allow creating logical proposition constraints for a GDPModel with the @constraint macro. Users should define logical constraints via the syntax @constraint(model, logical_expr := true).

JuMP.add_constraintMethod
function JuMP.add_constraint(
    model::JuMP.GenericModel,
    c::VectorConstraint{<:F, S},
    name::String = ""
) where {F <: Vector{<:LogicalVariableRef}, S <: AbstractCardinalitySet}

Extend JuMP.add_constraint to allow creating logical cardinality constraints for a GDPModel with the @constraint macro.

JuMP.add_variableFunction
JuMP.add_variable(model::Model, v::LogicalVariable, 
                  name::String = "")::LogicalVariableRef

Extend JuMP.add_variable for LogicalVariables. This helps enable @variable(model, [var_expr], Logical).

JuMP.build_constraintMethod
JuMP.build_constraint(
    _error::Function, 
    func, 
    set::_MOI.AbstractScalarSet,
    tag::Disjunct
)::_DisjunctConstraint

Extend JuMP.build_constraint to add constraints to disjuncts. This in combination with JuMP.add_constraint enables the use of @constraint(model, [name], constr_expr, tag), where tag is a Disjunct(::Type{LogicalVariableRef}). The user must specify the LogicalVariable to use as the indicator for the _DisjunctConstraint being created.

JuMP.build_constraintMethod
JuMP.build_constraint(
    _error::Function, 
    func, 
    set::MathOptInterface.Nonnegatives,
    tag::Disjunct
)::_DisjunctConstraint

Extend JuMP.build_constraint to add VectorConstraints to disjuncts.

JuMP.build_constraintMethod
JuMP.build_constraint(
    _error::Function, 
    func, 
    set::MathOptInterface.Nonpositives,
    tag::Disjunct
)::_DisjunctConstraint

Extend JuMP.build_constraint to add VectorConstraints to disjuncts.

JuMP.build_constraintMethod
JuMP.build_constraint(
    _error::Function, 
    func, 
    set::MathOptInterface.Zeros,
    tag::Disjunct
)::_DisjunctConstraint

Extend JuMP.build_constraint to add VectorConstraints to disjuncts.

JuMP.build_constraintMethod
JuMP.build_constraint(
    _error::Function, 
    func, 
    set::Nonnegatives,
    tag::Disjunct
)::_DisjunctConstraint

Extend JuMP.build_constraint to add VectorConstraints to disjuncts.

JuMP.build_constraintMethod
JuMP.build_constraint(
    _error::Function, 
    func, 
    set::Nonpositives,
    tag::Disjunct
)::_DisjunctConstraint

Extend JuMP.build_constraint to add VectorConstraints to disjuncts.

JuMP.build_constraintMethod
JuMP.build_constraint(
    _error::Function, 
    func, 
    set::Zeros,
    tag::Disjunct
)::_DisjunctConstraint

Extend JuMP.build_constraint to add VectorConstraints to disjuncts.

JuMP.build_constraintMethod
function JuMP.build_constraint(
    _error::Function, 
    func::AbstractVector{T},
    set::S
) where {T <: Union{LogicalVariableRef, _LogicalExpr}, S <: Union{Exactly, AtLeast, AtMost}}

Extend JuMP.build_constraint to add logical cardinality constraints to a GDPModel. This in combination with JuMP.add_constraint enables the use of @constraint(model, [name], logical_expr in set), where set can be either of the following cardinality sets: AtLeast(n), AtMost(n), or Exactly(n).

Example

To select exactly 1 logical variable Y to be true, do (the same can be done with AtLeast(n) and AtMost(n)):

using DisjunctiveProgramming
model = GDPModel();
@variable(model, Y[i = 1:2], LogicalVariable);
@constraint(model, [Y[1], Y[2]] in Exactly(1));
JuMP.build_variableMethod
JuMP.build_variable(_error::Function, info::VariableInfo, 
                    ::Union{Type{Logical}, Logical})

Extend JuMP.build_variable to work with logical variables. This in combination with JuMP.add_variable enables the use of @variable(model, [var_expr], Logical).

JuMP.constraint_objectMethod
JuMP.constraint_object(cref::DisjunctConstraintRef)

Return the underlying constraint data for the constraint referenced by cref.

JuMP.constraint_objectMethod
JuMP.constraint_object(cref::DisjunctionRef)

Return the underlying constraint data for the constraint referenced by cref.

JuMP.constraint_objectMethod
JuMP.constraint_object(cref::LogicalConstraintRef)

Return the underlying constraint data for the constraint referenced by cref.

JuMP.deleteMethod
JuMP.delete(model::JuMP.AbstractModel, cref::DisjunctConstraintRef)

Delete a disjunct constraint from the GDP model.

JuMP.deleteMethod
JuMP.delete(model::JuMP.AbstractModel, cref::DisjunctionRef)

Delete a disjunction constraint from the GDP model.

JuMP.deleteMethod
JuMP.delete(model::JuMP.AbstractModel, cref::LogicalConstraintRef)

Delete a logical constraint from the GDP model.

JuMP.deleteMethod
JuMP.delete(model::JuMP.AbstractModel, vref::LogicalVariableRef)::Nothing

Delete the logical variable associated with vref from the GDP model.

JuMP.fixMethod
JuMP.fix(vref::LogicalVariableRef, value::Bool)::Nothing

Fix a logical variable to a value. Update the fixing constraint if one exists, otherwise create a new one.

JuMP.fix_valueMethod
JuMP.fix_value(vref::LogicalVariableRef)::Bool

Return the value to which a logical variable is fixed.

JuMP.indexMethod
JuMP.index(cref::DisjunctConstraintRef)

Return the index constraint associated with cref.

JuMP.indexMethod
JuMP.index(cref::DisjunctionRef)

Return the index constraint associated with cref.

JuMP.indexMethod
JuMP.index(cref::LogicalConstraintRef)

Return the index constraint associated with cref.

JuMP.indexMethod
JuMP.index(vref::LogicalVariableRef)::LogicalVariableIndex

Return the index of logical variable that associated with vref.

JuMP.is_fixedMethod
JuMP.is_fixed(vref::LogicalVariableRef)::Bool

Return true if vref is a fixed variable. If true, the fixed value can be queried with fix_value.

JuMP.is_validMethod
JuMP.is_valid(model::JuMP.AbstractModel, cref::DisjunctConstraintRef)

Return true if cref refers to a valid constraint in the GDP model.

JuMP.is_validMethod
JuMP.is_valid(model::JuMP.AbstractModel, cref::DisjunctionRef)

Return true if cref refers to a valid constraint in the GDP model.

JuMP.is_validMethod
JuMP.is_valid(model::JuMP.AbstractModel, cref::LogicalConstraintRef)

Return true if cref refers to a valid constraint in the GDP model.

JuMP.is_validMethod
JuMP.is_valid(model::JuMP.AbstractModel, vref::LogicalVariableRef)::Bool

Return true if vref refers to a valid logical variable in GDP model.

JuMP.isequal_canonicalMethod
JuMP.isequal_canonical(v::LogicalVariableRef, w::LogicalVariableRef)::Bool

Return true if v and w refer to the same logical variable in the same GDP model.

JuMP.nameMethod
JuMP.name(cref::DisjunctConstraintRef)

Get a constraint's name attribute.

JuMP.nameMethod
JuMP.name(cref::DisjunctionRef)

Get a constraint's name attribute.

JuMP.nameMethod
JuMP.name(cref::LogicalConstraintRef)

Get a constraint's name attribute.

JuMP.nameMethod
JuMP.name(vref::LogicalVariableRef)::String

Get a logical variable's name attribute.

JuMP.owner_modelMethod
JuMP.owner_model(cref::DisjunctConstraintRef)

Return the model to which cref belongs.

JuMP.owner_modelMethod
JuMP.owner_model(cref::DisjunctionRef)

Return the model to which cref belongs.

JuMP.owner_modelMethod
JuMP.owner_model(cref::LogicalConstraintRef)

Return the model to which cref belongs.

JuMP.owner_modelMethod
JuMP.owner_model(vref::LogicalVariableRef)::JuMP.AbstractModel

Return the GDP model to which vref belongs.

JuMP.set_nameMethod
JuMP.set_name(cref::DisjunctConstraintRef, name::String)

Set a constraint's name attribute.

JuMP.set_nameMethod
JuMP.set_name(cref::DisjunctionRef, name::String)

Set a constraint's name attribute.

JuMP.set_nameMethod
JuMP.set_name(cref::LogicalConstraintRef, name::String)

Set a constraint's name attribute.

JuMP.set_nameMethod
JuMP.set_name(vref::LogicalVariableRef, name::String)::Nothing

Set a logical variable's name attribute.

JuMP.set_start_valueMethod
JuMP.set_start_value(vref::LogicalVariableRef, value::Union{Nothing, Bool})::Nothing

Set the start value of the logical variable vref.

Pass nothing to unset the start value.

JuMP.start_valueMethod
JuMP.start_value(vref::LogicalVariableRef)::Bool

Return the start value of the logical variable vref.

JuMP.unfixMethod
JuMP.unfix(vref::LogicalVariableRef)::Nothing

Delete the fixed value of a logical variable.

DisjunctiveProgramming.BigMType
BigM{T} <: AbstractReformulationMethod

A type for using the big-M reformulation approach for disjunctive constraints.

Fields

  • value::T: Big-M value (default = 1e9).
  • tight::Bool: Attempt to tighten the Big-M value (default = true)?
DisjunctiveProgramming.ConstraintDataType
ConstraintData{C <: AbstractConstraint}

A type for storing constraint objects in GDPData and any meta-data they possess.

Fields

  • constraint::C: The constraint.
  • name::String: The name of the proposition.
DisjunctiveProgramming.DisjunctType
Disjunct

Used as a tag for constraints that will be used in disjunctions. This is done via the following syntax:

julia> @constraint(model, [constr_expr], Disjunct)

julia> @constraint(model, [constr_expr], Disjunct(lvref))

where lvref is a LogicalVariableRef that will ultimately be associated with the disjunct the constraint is added to. If no lvref is given, then one is generated when the disjunction is created.

DisjunctiveProgramming.DisjunctionType
Disjunction{M <: JuMP.AbstractModel} <: AbstractConstraint

A type for a disjunctive constraint that is comprised of a collection of disjuncts of indicated by a unique LogicalVariableIndex.

Fields

  • indicators::Vector{LogicalVariableref}: The references to the logical variables

(indicators) that uniquely identify each disjunct in the disjunction.

  • nested::Bool: Is this disjunction nested within another disjunction?
DisjunctiveProgramming.GDPModelMethod
GDPModel([optimizer]; [kwargs...])::JuMP.Model

GDPModel{T}([optimizer]; [kwargs...])::JuMP.GenericModel{T}

GDPModel{M <: JuMP.AbstractModel, VrefType, CrefType}([optimizer], [args...]; [kwargs...])::M

The core model object for building general disjunction programming models.

DisjunctiveProgramming.HullType
Hull{T} <: AbstractReformulationMethod

A type for using the convex hull reformulation approach for disjunctive constraints.

Fields

  • value::T: epsilon value for nonlinear hull reformulations (default = 1e-6).
DisjunctiveProgramming.IndicatorType
Indicator <: AbstractReformulationMethod

A type for using indicator constraint approach for linear disjunctive constraints.

DisjunctiveProgramming.LogicalType
Logical{T}

Tag for creating logical variables using @variable. Most often this will be used to enable the syntax:

@variable(model, var_expr, Logical, [kwargs...])

which creates a LogicalVariable that will ultimately be reformulated into a binary variable of the form:

@variable(model, var_expr, Bin, [kwargs...])

To include a tag that is used to create the reformulated variables, the syntax becomes:

@variable(model, var_expr, Logical(MyTag()), [kwargs...])

which creates a LogicalVariable that is associated with MyTag() such that the reformulation binary variables are of the form:

@variable(model, var_expr, Bin, MyTag(), [kwargs...])
DisjunctiveProgramming.LogicalVariableType
LogicalVariable <: JuMP.AbstractVariable

A variable type the logical variables associated with disjuncts in a Disjunction.

Fields

  • fix_value::Union{Nothing, Bool}: A fixed boolean value if there is one.
  • start_value::Union{Nothing, Bool}: An initial guess if there is one.