Fix conic error (#284)

* fix conic error

* use jump psd problem

* [docs] update to Documenter@1 (#286)

* [docs] update to Documenter@1

* Update

* update

* format

* Pass attributes through Objective.FunctionConversionBridge (#287)

* Pass attributes through Objective.FunctionConversionBridge

* Fix

* add test

* fix tol

* fix test

* add reverse test

---------

Co-authored-by: joaquimg <[email protected]>

* bump POI

* cleanup

---------

Co-authored-by: Oscar Dowson <[email protected]>
Co-authored-by: Benoît Legat <[email protected]>
Co-authored-by: joaquimg <[email protected]>

Author: 4 people

.github/workflows/ci.yml

@@ -1,7 +1,14 @@
 name: CI
 on:
-  - push
-  - pull_request
+  push:
+    branches:
+      - master
+  pull_request:
+    types: [opened, synchronize, reopened]
+# needed to allow julia-actions/cache to delete old caches that it has created
+permissions:
+  actions: write
+  contents: read
 jobs:
   test:
     name: Julia ${{ matrix.version }} - ${{ matrix.os }} - ${{ matrix.arch }} - ${{ github.event_name }}
@@ -17,21 +24,12 @@ jobs:
             os: windows-latest
             arch: x64
     steps:
-      - uses: actions/checkout@v3
-      - uses: julia-actions/setup-julia@v1
+      - uses: actions/checkout@v4
+      - uses: julia-actions/setup-julia@v2
         with:
           version: ${{ matrix.version }}
           arch: ${{ matrix.arch }}
-      - uses: actions/cache@v3
-        env:
-          cache-name: cache-artifacts
-        with:
-          path: ~/.julia/artifacts
-          key: ${{ runner.os }}-test-${{ env.cache-name }}-${{ hashFiles('**/Project.toml') }}
-          restore-keys: |
-            ${{ runner.os }}-test-${{ env.cache-name }}-
-            ${{ runner.os }}-test-
-            ${{ runner.os }}-
+      - uses: julia-actions/cache@v2
       - uses: julia-actions/julia-buildpkg@v1
       - uses: julia-actions/julia-runtest@v1
         env:
@@ -48,23 +46,17 @@ jobs:
       # Fix for Plots with GR backend, see https://github.com/jheinen/GR.jl/issues/422
       GKSwstype: nul
     steps:
-      - uses: actions/checkout@v3
-      - uses: julia-actions/setup-julia@v1
+      - uses: actions/checkout@v4
+      - uses: julia-actions/setup-julia@v2
         with:
           version: '1'
-      - shell: bash
-        run: julia --project=docs -e "using Pkg; Pkg.develop(PackageSpec(path=pwd()))"
-      - shell: bash
-        run: julia --project=docs -e "using Pkg; Pkg.instantiate()"
-      - shell: bash
-        env:
-          DATADEPS_ALWAYS_ACCEPT: true # For MLDatasets.MNIST
+      - name: Install dependencies
+        shell: julia --color=yes --project=docs/ {0}
         run: |
-          julia --project=docs -e '
-            using Documenter: doctest
-            using DiffOpt
-            doctest(DiffOpt)'
-      - run: julia --project=docs docs/make.jl
+          using Pkg
+          Pkg.develop(PackageSpec(path=pwd()))
+          Pkg.instantiate()
+      - run: julia --project=docs --color=yes docs/make.jl
         env:
           DATADEPS_ALWAYS_ACCEPT: true # For MLDatasets.MNIST
           GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}

Project.toml

@@ -23,5 +23,5 @@ JuMP = "1"
 LazyArrays = "0.21, 0.22, 1"
 MathOptInterface = "1.18"
 MathOptSetDistances = "0.2.9"
-ParametricOptInterface = "0.9.0"
+ParametricOptInterface = "0.11"
 julia = "1.6"

docs/Project.toml

@@ -15,4 +15,4 @@ Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
 [compat]
-Documenter = "0.27"
+Documenter = "1"

docs/make.jl

@@ -43,8 +43,10 @@ end
 literate_directory(_EXAMPLE_DIR)
 
 makedocs(;
+    authors = "JuMP Community",
+    sitename = "DiffOpt.jl",
+    repo = "https://github.com/jump-dev/DiffOpt.jl",
     modules = [DiffOpt],
-    doctest = false,
     clean = true,
     format = Documenter.HTML(;
         prettyurls = get(ENV, "CI", nothing) == "true",
@@ -61,10 +63,6 @@ makedocs(;
             f in readdir(_EXAMPLE_DIR) if endswith(f, ".md")
         ],
     ],
-    strict = true,  # See https://github.com/JuliaOpt/JuMP.jl/issues/1576
-    repo = "https://github.com/jump-dev/DiffOpt.jl",
-    sitename = "DiffOpt.jl",
-    authors = "JuMP Community",
 )
 
 deploydocs(; repo = "github.com/jump-dev/DiffOpt.jl.git", push_preview = true)

src/ConicProgram/ConicProgram.jl

@@ -302,6 +302,7 @@ function DiffOpt.forward_differentiate!(model::Model)
             dAj,
             dAv,
         )
+        dAv .*= -1.0
         dA = SparseArrays.sparse(dAi, dAj, dAv, lines, cols)
 
         m = size(A, 1)

src/bridges.jl

@@ -3,6 +3,30 @@
 # Use of this source code is governed by an MIT-style license that can be found
 # in the LICENSE.md file or at https://opensource.org/licenses/MIT.
 
+function MOI.get(
+    model::MOI.ModelLike,
+    attr::ObjectiveFunctionAttribute{ReverseObjectiveFunction,G},
+    ::MOI.Bridges.Objective.FunctionConversionBridge{T,F,G},
+) where {T,F,G}
+    return MOI.get(
+        model,
+        ObjectiveFunctionAttribute{ReverseObjectiveFunction,F}(attr.attr),
+    )
+end
+
+function MOI.set(
+    model::MOI.ModelLike,
+    attr::ObjectiveFunctionAttribute{ForwardObjectiveFunction,G},
+    ::MOI.Bridges.Objective.FunctionConversionBridge{T,F,G},
+    value,
+) where {T,F,G}
+    return MOI.set(
+        model,
+        ObjectiveFunctionAttribute{ForwardObjectiveFunction,F}(attr.attr),
+        value,
+    )
+end
+
 function MOI.get(
     model::MOI.ModelLike,
     ::ObjectiveFunctionAttribute{ReverseObjectiveFunction},