From b3b939cb68ee79edc2a4204020f4b96bce214a77 Mon Sep 17 00:00:00 2001 From: Oscar Dowson Date: Fri, 14 Aug 2026 14:13:50 +1200 Subject: [PATCH] Add support for DualRelativeEntropyCone --- README.md | 3 +- examples/complete.mof.json | 3 + schemas/mof.1.9.schema.json | 817 ++++++++++++++++++++++++++++++++++++ schemas/mof.1.schema.json | 14 +- 4 files changed, 833 insertions(+), 4 deletions(-) create mode 100644 schemas/mof.1.9.schema.json diff --git a/README.md b/README.md index e081ba7..a33bd02 100644 --- a/README.md +++ b/README.md @@ -253,7 +253,8 @@ Here is a summary of the sets defined by MathOptFormat. | `"NormInfinityCone"` | (t, x) ∈ {R^{dimension}: t ≥ maxᵢ\|xᵢ\|} | {"type": "NormInfinityCone", "dimension": 2} | | `"GeometricMeanCone"` | [t, x] ∈ {R^{dimension}: x ≥ 0, t ≤ (Πxᵢ)^{1 / (dimension-1)}} | {"type": "GeometricMeanCone", "dimension": 3} | | `"DualGeometricMeanCone"` | [u, v] ∈ {R^{dimension}: v ≥ 0, 0 ≥ u ≥ -n * (Πvᵢ)^{1 / (dimension-1)}} | {"type": "DualGeometricMeanCone", "dimension": 3} | -| `"RelativeEntropyCone"` | (u, v, w) ∈ {R^{dimension}: u ≥ Σᵢ wᵢlog(wᵢ/vᵢ), vᵢ ≥ 0, wᵢ ≥ 0} | {"type": "RelativeEntropyCone", "dimension": 3} | +| `"RelativeEntropyCone"` | (u, v, w) ∈ {R^{dimension}: u ≥ Σᵢ wᵢlog(wᵢ/vᵢ), vᵢ > 0, wᵢ > 0} | {"type": "RelativeEntropyCone", "dimension": 3} | +| `"DualRelativeEntropyCone"` | (u, v, w) ∈ {R^{dimension}: ∀i, wᵢ ≥ u(log(u/vᵢ) - 1), vᵢ > 0, u > 0} | {"type": "DualRelativeEntropyCone", "dimension": 3} | | `"NormSpectralCone"` | (t, X) ∈ {R^{1+row_dim×column_dim}: t ≥ σ₁(X)} | {"type": "NormSpectralCone", "row_dim": 1, "column_dim": 2} | | `"NormNuclearCone"` | (t, X) ∈ {R^{1+row_dim×column_dim}: t ≥ Σᵢ σᵢ(X)} | {"type": "NormNuclearCone", "row_dim": 1, "column_dim": 2} | | `"Complements"` | The set corresponding to a mixed complementarity constraint. Complementarity constraints should be specified with an AbstractVectorFunction-in-Complements(dimension) constraint. The dimension of the vector-valued function `F` must be `dimension`. This defines a complementarity constraint between the scalar function `F[i]` and the variable in `F[i + dimension/2]`. Thus, `F[i + dimension/2]` must be interpretable as a single variable `x_i` (e.g., `1.0 * x + 0.0`). The mixed complementarity problem consists of finding `x_i` in the interval `[lb, ub]` (i.e., in the set `Interval(lb, ub)`), such that the following holds: 1. `F_i(x) == 0` if `lb_i < x_i < ub_i`; 2. `F_i(x) >= 0` if `lb_i == x_i`; 3. `F_i(x) <= 0` if `x_i == ub_i`. Classically, the bounding set for `x_i` is `Interval(0, Inf)`, which recovers: `0 <= F_i(x) ⟂ x_i >= 0`, where the `⟂` operator implies `F_i(x) * x_i = 0`. | {"type": "Complements", "dimension": 2} | diff --git a/examples/complete.mof.json b/examples/complete.mof.json index 88e9359..277071c 100644 --- a/examples/complete.mof.json +++ b/examples/complete.mof.json @@ -148,6 +148,9 @@ }, { "function": {"type": "VectorOfVariables", "variables": ["u", "v", "w"]}, "set": {"type": "RelativeEntropyCone", "dimension": 3} + }, { + "function": {"type": "VectorOfVariables", "variables": ["u", "v", "w"]}, + "set": {"type": "DualRelativeEntropyCone", "dimension": 3} }, { "function": {"type": "VectorOfVariables", "variables": ["t", "v", "w"]}, "set": {"type": "NormSpectralCone", "row_dim": 1, "column_dim": 2} diff --git a/schemas/mof.1.9.schema.json b/schemas/mof.1.9.schema.json new file mode 100644 index 0000000..bf9fea9 --- /dev/null +++ b/schemas/mof.1.9.schema.json @@ -0,0 +1,817 @@ +{ + "$schema": "https://json-schema.org/schema#", + "$id": "https://jump.dev/MathOptFormat/schemas/mof.1.9.schema.json", + "title": "The schema for MathOptFormat", + "type": "object", + "required": ["version", "variables", "objective", "constraints"], + "properties": { + "version": { + "description": "The version of MathOptFormat that this schema validates against.", + "type": "object", + "required": ["major", "minor"], + "properties": { + "major": {"const": 1}, + "minor": {"enum": [0, 1, 2, 3, 4, 5, 6, 7, 8, 9]} + } + }, + "name": { + "description": "The name of the model.", + "type": "string" + }, + "author": { + "description": "The author of the model for citation purposes.", + "type": "string" + }, + "description": { + "description": "A human-readable description of the model.", + "type": "string" + }, + "variables": { + "description": "An array of variables in the model.", + "type": "array", + "items": { + "type": "object", + "required": ["name"], + "properties": { + "name": { + "description": "A unique name for the variable", + "type": "string" + }, + "primal_start": { + "description": "An initial value for the variable's primal solution that the optimizer may use to warm-start the solution process.", + "type": "number" + } + } + }, + "uniqueItems": true + }, + "objective": { + "description": "The objective of the model.", + "type": "object", + "required": ["sense"], + "oneOf": [{ + "properties": { + "sense": {"enum": ["min", "max"]}, + "function": { + "oneOf": [{ + "$ref": "#/definitions/scalar_functions" + }, { + "$ref": "#/definitions/vector_functions" + }] + } + } + }, { + "properties": {"sense": {"const": "feasibility"}} + }] + }, + "constraints": { + "description": "An array of constraints in the model.", + "type": "array", + "items": { + "type": "object", + "required": ["function", "set"], + "properties": {"name": {"type": "string"}}, + "oneOf": [{ + "description": "A scalar-valued constraint.", + "properties": { + "function": {"$ref": "#/definitions/scalar_functions"}, + "set": {"$ref": "#/definitions/scalar_sets"}, + "primal_start": { + "description": "An initial scalar value for the constraint's primal solution that the optimizer may use to warm-start the solution process.", + "type": "number" + }, + "dual_start": { + "description": "An initial scalar value for the constraint's dual solution that the optimizer may use to warm-start the solution process.", + "type": "number" + } + } + }, { + "description": "A vector-valued constraint.", + "properties": { + "function": {"$ref": "#/definitions/vector_functions"}, + "set": {"$ref": "#/definitions/vector_sets"}, + "primal_start": { + "description": "An initial vector for the constraint's primal solution that the optimizer may use to warm-start the solution process.", + "type": "array", + "items": {"type": "number"} + }, + "dual_start": { + "description": "An initial vector for the constraint's dual solution that the optimizer may use to warm-start the solution process.", + "type": "array", + "items": {"type": "number"} + } + } + }] + }, + "uniqueItems": true + } + }, + "definitions": { + "ScalarAffineTerm": { + "description": "A helper object that represents `coefficent * variable`.", + "type": "object", + "required": ["coefficient", "variable"], + "properties": { + "coefficient": {"type": "number"}, + "variable": {"type": "string"} + } + }, + "ScalarQuadraticTerm": { + "description": "A helper object that represents `coefficent * variable_1 * variable_2`.", + "type": "object", + "required": ["coefficient", "variable_1", "variable_2"], + "properties": { + "coefficient": {"type": "number"}, + "variable_1": {"type": "string"}, + "variable_2": {"type": "string"} + } + }, + "VectorAffineTerm": { + "description": "A helper object that represents a `ScalarAffineTerm` in row `output_index`.", + "type": "object", + "required": ["output_index", "scalar_term"], + "properties": { + "output_index": {"type": "integer", "minimum": 1}, + "scalar_term": {"$ref": "#/definitions/ScalarAffineTerm"} + } + }, + "VectorQuadraticTerm": { + "description": "A helper object that represents a `ScalarQuadraticTerm` in row `output_index`.", + "type": "object", + "required": ["output_index", "scalar_term"], + "properties": { + "output_index": {"type": "integer", "minimum": 1}, + "scalar_term": {"$ref": "#/definitions/ScalarQuadraticTerm"} + } + }, + "NonlinearTerm": { + "description": "A node in an expresion graph representing a nonlinear function.", + "oneOf": [{ + "description": "Unary operators", + "type": "object", + "required": ["type", "args"], + "properties": { + "type": { + "enum": [ + "abs", "sqrt", "cbrt", "abs2", "inv", "log", "log10", + "log2", "log1p", "exp", "exp2", "expm1", "sin", + "cos", "tan", "sec", "csc", "cot", "sind", "cosd", + "tand", "secd", "cscd", "cotd", "asin", "acos", + "atan", "asec", "acsc", "acot", "asind", "acosd", + "atand", "asecd", "acscd", "acotd", "sinh", "cosh", + "tanh", "sech", "csch", "coth", "asinh", "acosh", + "atanh", "asech", "acsch", "acoth", "deg2rad", + "rad2deg", "erf", "erfinv", "erfc", "erfcinv", + "erfi", "gamma", "lgamma", "digamma", "invdigamma", + "trigamma", "airyai", "airybi", "airyaiprime", + "airybiprime", "besselj0", "besselj1", "bessely0", + "bessely1", "erfcx", "dawson", "floor", "ceil" + ] + }, + "args": { + "type": "array", + "items": {"$ref": "#/definitions/NonlinearTerm"}, + "minItems": 1, + "maxItems": 1 + } + } + }, { + "description": "Binary operators", + "type": "object", + "required": ["type", "args"], + "properties": { + "type": { + "enum": ["/", "^", "atan", "&&", "||", "<=", "<", ">=", ">", "=="] + }, + "args": { + "type": "array", + "items": {"$ref": "#/definitions/NonlinearTerm"}, + "minItems": 2, + "maxItems": 2 + } + } + }, { + "description": "N-ary operators", + "type": "object", + "required": ["type", "args"], + "properties": { + "type": { + "enum": ["+", "-", "*", "ifelse", "min", "max"] + }, + "args": { + "type": "array", + "items": {"$ref": "#/definitions/NonlinearTerm"}, + "minItems": 1 + } + } + }, { + "description": "A real-valued numeric constant", + "examples": ["{\"type\": \"real\", \"value\": 1.0}"], + "type": "object", + "required": ["type", "value"], + "properties": { + "type": {"const": "real"}, + "value": {"type": "number"} + } + }, { + "description": "A complex-valued numeric constant", + "examples": ["{\"type\": \"complex\", \"real\": 1.0, \"imag\": 2.0}"], + "type": "object", + "required": ["type", "real", "imag"], + "properties": { + "type": {"const": "complex"}, + "real": {"type": "number"}, + "imag": {"type": "number"} + } + }, { + "description": "A reference to an optimization variable", + "examples": ["{\"type\": \"variable\", \"name\": \"x\"}"], + "type": "object", + "required": ["type", "name"], + "properties": { + "type": {"const": "variable"}, + "name": {"type": "string"} + } + }, { + "description": "A pointer to a (1-indexed) element in the `node_list` field in a nonlinear function", + "examples": ["{\"type\": \"node\", \"index\": 2}"], + "type": "object", + "required": ["type", "index"], + "properties": { + "type": {"const": "node"}, + "index": {"type": "integer", "minimum": 1} + } + }, { + "description": "A reference to an optimization variable", + "examples": ["\"x\""], + "type": "string" + }, { + "description": "A real-valued numeric constant", + "examples": [1.0], + "type": "number" + }] + }, + "scalar_functions": { + "description": "A schema for the scalar-valued functions defined by MathOptFormat.", + "type": "object", + "required": ["type"], + "oneOf": [{ + "description": "The scalar variable `x`.", + "examples": ["{\"type\": \"Variable\", \"name\": \"x\"}"], + "required": ["name"], + "properties": { + "type": {"const": "Variable"}, + "name": {"type": "string"} + } + }, { + "description": "The function `a'x + b`, where `a` is a sparse vector specified by a list of `ScalarAffineTerm`s in `terms` and `b` is the scalar in `constant`. Duplicate variables in `terms` are accepted, and the corresponding coefficients are summed together.", + "examples": ["{\"type\": \"ScalarAffineFunction\", \"constant\": 1.0, \"terms\": [{\"coefficient\": 2.5, \"variable\": \"x\"}]}"], + "required": ["constant", "terms"], + "properties": { + "type": {"const": "ScalarAffineFunction"}, + "constant": {"type": "number"}, + "terms": { + "type": "array", + "items": {"$ref": "#/definitions/ScalarAffineTerm"} + } + } + }, { + "description": "The function `0.5x'Qx + a'x + b`, where `a` is a sparse vector of `ScalarAffineTerm`s in `affine_terms`, `b` is the scalar `constant`, and `Q` is a symmetric matrix specified by a list of `ScalarQuadraticTerm`s in `quadratic_terms`. Duplicate indices in `affine_terms` and `quadratic` are accepted, and the corresponding coefficients are summed together. Mirrored indices in `quadratic_terms` (i.e., `(i,j)` and `(j, i)`) are considered duplicates; only one need to be specified.", + "examples": ["{\"type\": \"ScalarQuadraticFunction\", \"constant\": 1.0, \"affine_terms\": [{\"coefficient\": 2.5, \"variable\": \"x\"}], \"quadratic_terms\": [{\"coefficient\": 2.0, \"variable_1\": \"x\", \"variable_2\": \"y\"}]}"], + "required": ["constant", "affine_terms", "quadratic_terms"], + "properties": { + "type": {"const": "ScalarQuadraticFunction"}, + "constant": {"type": "number"}, + "affine_terms": { + "type": "array", + "items": {"$ref": "#/definitions/ScalarAffineTerm"} + }, + "quadratic_terms": { + "type": "array", + "items": {"$ref": "#/definitions/ScalarQuadraticTerm"} + } + } + }, { + "description": "An expression graph representing a scalar nonlinear function.", + "required": ["root", "node_list"], + "properties": { + "type": {"const": "ScalarNonlinearFunction"}, + "root": {"$ref": "#/definitions/NonlinearTerm"}, + "node_list": { + "type": "array", + "items": {"$ref": "#/definitions/NonlinearTerm"} + } + } + }] + }, + "vector_functions": { + "description": "A schema for the vector-valued functions defined by MathOptFormat.", + "type": "object", + "required": ["type"], + "oneOf": [{ + "description": "An ordered list of variables.", + "examples": ["{\"type\": \"VectorOfVariables\", \"variables\": [\"x\", \"y\"]}"], + "required": ["variables"], + "properties": { + "type": {"const": "VectorOfVariables"}, + "variables": {"type": "array", "items": {"type": "string"}} + } + }, { + "description": "The function `Ax + b`, where `A` is a sparse matrix specified by a list of `VectorAffineTerm`s in `terms` and `b` is a dense vector specified by `constants`.", + "examples": ["{\"type\": \"VectorAffineFunction\", \"constants\": [1.0], \"terms\": [{\"output_index\": 1, \"scalar_term\": {\"coefficient\": 2.5, \"variable\": \"x\"}}]}"], + "required": ["constants", "terms"], + "properties": { + "type": {"const": "VectorAffineFunction"}, + "constants": {"type": "array", "items": {"type": "number"}}, + "terms": { + "type": "array", + "items": {"$ref": "#/definitions/VectorAffineTerm"} + } + } + }, { + "description": "The vector-valued quadratic function `q(x) + Ax + b`, where `q(x)` is specified by a list of `VectorQuadraticTerm`s in `quadratic_terms`, `A` is a sparse matrix specified by a list of `VectorAffineTerm`s in `affine_terms` and `b` is a dense vector specified by `constants`.", + "required": ["constants", "affine_terms", "quadratic_terms"], + "properties": { + "type": {"const": "VectorQuadraticFunction"}, + "constants": {"type": "array", "items": {"type": "number"}}, + "affine_terms": { + "type": "array", + "items": {"$ref": "#/definitions/VectorAffineTerm"} + }, + "quadratc_terms": { + "type": "array", + "items": {"$ref": "#/definitions/VectorQuadraticTerm"} + } + } + }, { + "description": "The vector-valued nonlinear function `f(x)`, comprised of a vector of `ScalarNonlinearFunction`.", + "required": ["rows", "node_list"], + "properties": { + "type": {"const": "VectorNonlinearFunction"}, + "rows": { + "type": "array", + "items": {"$ref": "#/definitions/NonlinearTerm"} + }, + "node_list": { + "type": "array", + "items": {"$ref": "#/definitions/NonlinearTerm"} + } + } + }] + }, + "scalar_sets": { + "description": "A schema for the scalar-valued sets defined by MathOptFormat.", + "type": "object", + "required": ["type"], + "oneOf": [{ + "description": "(-∞, upper]", + "examples": ["{\"type\": \"LessThan\", \"upper\": 2.1}"], + "required": ["upper"], + "properties": { + "type": {"const": "LessThan"}, + "upper": {"type": "number"} + } + }, { + "description": "[lower, ∞)", + "examples": ["{\"type\": \"GreaterThan\", \"lower\": 2.1}"], + "required": ["lower"], + "properties": { + "type": {"const": "GreaterThan"}, + "lower": {"type": "number"} + } + }, { + "description": "{value}", + "examples": ["{\"type\": \"EqualTo\", \"value\": 2.1}"], + "required": ["value"], + "properties": { + "type": {"const": "EqualTo"}, + "value": {"type": "number"} + } + }, { + "description": "[lower, upper]", + "examples": ["{\"type\": \"Interval\", \"lower\": 2.1, \"upper\": 3.4}"], + "required": ["lower", "upper"], + "properties": { + "type": {"const": "Interval"}, + "lower": {"type": "number"}, + "upper": {"type": "number"} + } + }, { + "description": "{0} ∪ {lower, lower + 1, ..., upper}", + "examples": ["{\"type\": \"Semiinteger\", \"lower\": 2, \"upper\": 4}"], + "required": ["lower", "upper"], + "properties": { + "type": {"const": "Semiinteger"}, + "lower": {"type": "number"}, + "upper": {"type": "number"} + } + }, { + "description": "{0} ∪ [lower, upper]", + "examples": ["{\"type\": \"Semicontinuous\", \"lower\": 2.1, \"upper\": 3.4}"], + "required": ["lower", "upper"], + "properties": { + "type": {"const": "Semicontinuous"}, + "lower": {"type": "number"}, + "upper": {"type": "number"} + } + }, { + "description": "{0, 1}", + "examples": ["{\"type\": \"ZeroOne\"}"], + "properties": { + "type": {"const": "ZeroOne"} + } + }, { + "description": "ℤ", + "examples": ["{\"type\": \"Integer\"}"], + "properties": { + "type": {"const": "Integer"} + } + }, { + "description": "{value}", + "examples": ["{\"type\": \"Parameter\", \"value\": 2.1}"], + "required": ["value"], + "properties": { + "type": {"const": "Parameter"}, + "value": {"type": "number"} + } + }] + }, + "vector_sets": { + "description": "A schema for the vector-valued sets defined by MathOptFormat.", + "type": "object", + "required": ["type"], + "oneOf": [{ + "description": "R^{dimension}", + "examples": ["{\"type\": \"Reals\", \"dimension\": 3}"], + "required": ["dimension"], + "properties": { + "type": {"const": "Reals"}, + "dimension": {"type": "integer", "minimum": 1} + } + }, { + "description": "{0}^{dimension}", + "examples": ["{\"type\": \"Zeros\", \"dimension\": 3}"], + "required": ["dimension"], + "properties": { + "type": {"const": "Zeros"}, + "dimension": {"type": "integer", "minimum": 1} + } + }, { + "description": "R₋^{dimension}", + "examples": ["{\"type\": \"Nonpositives\", \"dimension\": 3}"], + "required": ["dimension"], + "properties": { + "type": {"const": "Nonpositives"}, + "dimension": {"type": "integer", "minimum": 1} + } + }, { + "description": "R₊^{dimension}", + "examples": ["{\"type\": \"Nonnegatives\", \"dimension\": 3}"], + "required": ["dimension"], + "properties": { + "type": {"const": "Nonnegatives"}, + "dimension": {"type": "integer", "minimum": 1} + } + }, { + "description": "x ∈ {R^d: x_i ∈ [lower_i, upper_i]}", + "examples": ["{\"type\": \"HyperRectangle\", \"lower\": [0, 0], \"upper\": [1, 1]}"], + "required": ["lower", "upper"], + "properties": { + "type": {"const": "HyperRectangle"}, + "lower": {"type": "array", "items": {"type": "number"}}, + "upper": {"type": "array", "items": {"type": "number"}} + } + }, { + "description": "[t, x] ∈ {R^{dimension} : t ≥ ||x||₂}", + "examples": ["{\"type\": \"SecondOrderCone\", \"dimension\": 3}"], + "required": ["dimension"], + "properties": { + "type": {"const": "SecondOrderCone"}, + "dimension": {"type": "integer", "minimum": 1} + } + }, { + "description": "[t, u, x] ∈ {R^{dimension} : 2tu ≥ (||x||₂)²; t, u ≥ 0}", + "examples": ["{\"type\": \"RotatedSecondOrderCone\", \"dimension\": 3}"], + "required": ["dimension"], + "properties": { + "type": {"const": "RotatedSecondOrderCone"}, + "dimension": {"type": "integer", "minimum": 1} + } + }, { + "description": "[x, y, z] ∈ {R³: y * exp(x / y) ≤ z, y ≥ 0}", + "examples": ["{\"type\": \"ExponentialCone\"}"], + "properties": { + "type": {"const": "ExponentialCone"} + } + }, { + "description": "[u, v, w] ∈ {R³: -u * exp(v / u) ≤ exp(1) * w, u < 0}", + "examples": ["{\"type\": \"DualExponentialCone\"}"], + "properties": { + "type": {"const": "DualExponentialCone"} + } + }, { + "description": "[x, y, z] ∈ {R³: x^{exponent} y^{1-exponent} ≥ |z|; x, y ≥ 0}", + "examples": ["{\"type\": \"PowerCone\", \"exponent\": 2.0}"], + "required": ["exponent"], + "properties": { + "type": {"const": "PowerCone"}, + "exponent": {"type": "number"} + } + }, { + "description": "[u, v, w] ∈ {R³: (u / exponent)^{exponent} (v / (1-exponent))^{1-exponent} ≥ |w|; u, v ≥ 0}", + "examples": ["{\"type\": \"DualPowerCone\", \"exponent\": 2.0}"], + "required": ["exponent"], + "properties": { + "type": {"const": "DualPowerCone"}, + "exponent": {"type": "number"} + } + }, { + "description": "The (vectorized) cone of symmetric positive semidefinite matrices, with `side_dimension` rows and columns. The entries of the upper-right triangular part of the matrix are given column by column (or equivalently, the entries of the lower-left triangular part are given row by row).", + "examples": ["{\"type\": \"PositiveSemidefiniteConeTriangle\", \"side_dimension\": 2}"], + "required": ["side_dimension"], + "properties": { + "type": {"const": "PositiveSemidefiniteConeTriangle"}, + "side_dimension": {"type": "integer", "minimum": 1} + } + }, { + "description": "The cone of symmetric positive semidefinite matrices, with side length `side_dimension`. The entries of the matrix are given column by column (or equivalently, row by row). The matrix is both constrained to be symmetric and to be positive semidefinite. That is, if the functions in entries `(i, j)` and `(j, i)` are different, then a constraint will be added to make sure that the entries are equal.", + "examples": ["{\"type\": \"PositiveSemidefiniteConeSquare\", \"side_dimension\": 2}"], + "required": ["side_dimension"], + "properties": { + "type": {"const": "PositiveSemidefiniteConeSquare"}, + "side_dimension": {"type": "integer", "minimum": 1} + } + }, { + "description": "The set in the `set` field, scaled such that the inner product of two elements in the set is the same as the dot product of the two vector functions. This is most useful for solvers which require PSD matrices in _scaled_ form.", + "examples": ["{\"type\": \"Scaled\", \"set\": {\"type\": \"PositiveSemidefiniteConeTriangle\", \"side_dimension\": 2}}"], + "required": ["set"], + "properties": { + "type": {"const": "Scaled"}, + "set": {"$ref": "#/definitions/vector_sets"} + } + }, { + "description": "{[t, X] ∈ R^{1 + d(d+1)/2} : t ≤ det(X)^{1/d}}, where the matrix `X` is represented in the same symmetric packed format as in the `PositiveSemidefiniteConeTriangle`. The argument `side_dimension` is the side dimension of the matrix `X`, i.e., its number of rows or columns.", + "examples": ["{\"type\": \"RootDetConeTriangle\", \"side_dimension\": 2}"], + "required": ["side_dimension"], + "properties": { + "type": {"const": "RootDetConeTriangle"}, + "side_dimension": {"type": "integer", "minimum": 1} + } + }, { + "description": "{[t, X] ∈ R^{1 + d^2} : t ≤ det(X)^{1/d}, X symmetric}, where the matrix `X` is represented in the same symmetric packed format as in the `PositiveSemidefiniteConeSquare`. The argument `side_dimension` is the side dimension of the matrix `X`, i.e., its number of rows or columns.", + "examples": ["{\"type\": \"RootDetConeSquare\", \"side_dimension\": 2}"], + "required": ["side_dimension"], + "properties": { + "type": {"const": "RootDetConeSquare"}, + "side_dimension": {"type": "integer", "minimum": 1} + } + }, { + "description": "{[t, u, X] ∈ R^{2 + d(d+1)/2} : t ≤ u log(det(X/u)), u > 0}, where the matrix `X` is represented in the same symmetric packed format as in the `PositiveSemidefiniteConeTriangle`. The argument `side_dimension` is the side dimension of the matrix `X`, i.e., its number of rows or columns.", + "examples": ["{\"type\": \"LogDetConeTriangle\", \"side_dimension\": 2}"], + "required": ["side_dimension"], + "properties": { + "type": {"const": "LogDetConeTriangle"}, + "side_dimension": {"type": "integer", "minimum": 1} + } + }, { + "description": "{[t, u, X] ∈ R^{2 + d^2} : t ≤ u log(det(X/u)), X symmetric, u > 0}, where the matrix `X` is represented in the same symmetric packed format as in the `PositiveSemidefiniteConeSquare`. The argument `side_dimension` is the side dimension of the matrix `X`, i.e., its number of rows or columns.", + "examples": ["{\"type\": \"LogDetConeSquare\", \"side_dimension\": 2}"], + "required": ["side_dimension"], + "properties": { + "type": {"const": "LogDetConeSquare"}, + "side_dimension": {"type": "integer", "minimum": 1} + } + }, { + "description": "DEPRECATED: use the Scaled set combinned with PositiveSemidefiniteConeTriangle instead.", + "required": ["side_dimension"], + "properties": { + "type": {"const": "ScaledPositiveSemidefiniteConeTriangle"}, + "side_dimension": {"type": "integer", "minimum": 1} + } + }, { + "description": "The (vectorized) cone of Hermitian positive semidefinite matrices, with non-negative side_dimension rows and columns.", + "examples": ["{\"type\": \"HermitianPositiveSemidefiniteConeTriangle\", \"side_dimension\": 3}"], + "required": ["side_dimension"], + "properties": { + "type": {"const": "HermitianPositiveSemidefiniteConeTriangle"}, + "side_dimension": {"type": "integer", "minimum": 1} + } + }, { + "description": "The p-norm cone (t, x) ∈ {R^d : t ≥ (Σᵢ|xᵢ|^p)^(1/p)}.", + "examples": ["{\"type\": \"NormCone\", \"dimension\": 3, \"p\": 1.5}"], + "required": ["dimension", "p"], + "properties": { + "type": {"const": "NormCone"}, + "dimension": {"type": "integer", "minimum": 1}, + "p": {"type": "number"} + } + }, { + "description": "(t, x) ∈ {R^{dimension}: t ≥ Σᵢ|xᵢ|}", + "examples": ["{\"type\": \"NormOneCone\", \"dimension\": 2}"], + "required": ["dimension"], + "properties": { + "type": {"const": "NormOneCone"}, + "dimension": {"type": "integer", "minimum": 2} + } + }, { + "description": "(t, x) ∈ {R^{dimension}: t ≥ maxᵢ|xᵢ|}", + "examples": ["{\"type\": \"NormInfinityCone\", \"dimension\": 2}"], + "required": ["dimension"], + "properties": { + "type": {"const": "NormInfinityCone"}, + "dimension": {"type": "integer", "minimum": 2} + } + }, { + "description": "[t, x] ∈ {R^{dimension}: x ≥ 0, t ≤ (Πxᵢ)^{1 / (dimension-1)}}", + "examples": ["{\"type\": \"GeometricMeanCone\", \"dimension\": 3}"], + "required": ["dimension"], + "properties": { + "type": {"const": "GeometricMeanCone"}, + "dimension": {"type": "integer", "minimum": 1} + } + }, { + "description": "[u, v] ∈ {R^{dimension}: v ≥ 0, 0 ≥ u ≥ -n * (Πvᵢ)^{1 / (dimension-1)}}", + "examples": ["{\"type\": \"DualGeometricMeanCone\", \"dimension\": 3}"], + "required": ["dimension"], + "properties": { + "type": {"const": "DualGeometricMeanCone"}, + "dimension": {"type": "integer", "minimum": 1} + } + }, { + "description": "(u, v, w) ∈ {R^{dimension}: u ≥ Σᵢ wᵢlog(wᵢ/vᵢ), vᵢ > 0, wᵢ > 0}", + "examples": ["{\"type\": \"RelativeEntropyCone\", \"dimension\": 3}"], + "required": ["dimension"], + "properties": { + "type": {"const": "RelativeEntropyCone"}, + "dimension": {"type": "integer", "minimum": 3} + } + }, { + "description": "(u, v, w) ∈ {R^{dimension}: ∀i, wᵢ ≥ u(log(u/vᵢ) - 1), vᵢ > 0, u > 0}", + "examples": ["{\"type\": \"DualRelativeEntropyCone\", \"dimension\": 3}"], + "required": ["dimension"], + "properties": { + "type": {"const": "DualRelativeEntropyCone"}, + "dimension": {"type": "integer", "minimum": 3} + } + }, { + "description": "(t, X) ∈ {R^{1+row_dim×column_dim}: t ≥ σ₁(X)}", + "examples": ["{\"type\": \"NormSpectralCone\", \"row_dim\": 1, \"column_dim\": 2}"], + "required": ["row_dim", "column_dim"], + "properties": { + "type": {"const": "NormSpectralCone"}, + "row_dim": {"type": "integer", "minimum": 1}, + "column_dim": {"type": "integer", "minimum": 1} + } + }, { + "description": "(t, X) ∈ {R^{1+row_dim×column_dim}: t ≥ Σᵢ σᵢ(X)}", + "examples": ["{\"type\": \"NormNuclearCone\", \"row_dim\": 1, \"column_dim\": 2}"], + "required": ["row_dim", "column_dim"], + "properties": { + "type": {"const": "NormNuclearCone"}, + "row_dim": {"type": "integer", "minimum": 1}, + "column_dim": {"type": "integer", "minimum": 1} + } + }, { + "description": "The set corresponding to a mixed complementarity constraint. Complementarity constraints should be specified with an AbstractVectorFunction-in-Complements(dimension) constraint. The dimension of the vector-valued function `F` must be `dimension`. This defines a complementarity constraint between the scalar function `F[i]` and the variable in `F[i + dimension/2]`. Thus, `F[i + dimension/2]` must be interpretable as a single variable `x_i` (e.g., `1.0 * x + 0.0`). The mixed complementarity problem consists of finding `x_i` in the interval `[lb, ub]` (i.e., in the set `Interval(lb, ub)`), such that the following holds: 1. `F_i(x) == 0` if `lb_i < x_i < ub_i`; 2. `F_i(x) >= 0` if `lb_i == x_i`; 3. `F_i(x) <= 0` if `x_i == ub_i`. Classically, the bounding set for `x_i` is `Interval(0, Inf)`, which recovers: `0 <= F_i(x) ⟂ x_i >= 0`, where the `⟂` operator implies `F_i(x) * x_i = 0`.", + "examples": ["{\"type\": \"Complements\", \"dimension\": 2}"], + "required": ["dimension"], + "properties": { + "type": {"const": "Complements"}, + "dimension": {"type": "integer", "minimum": 2} + } + }, { + "description": "A special ordered set of type I.", + "examples": ["{\"type\": \"SOS1\", \"weights\": [1, 3, 2]}"], + "required": ["weights"], + "properties": { + "type": {"const": "SOS1"}, + "weights": {"type": "array", "items": {"type": "number"}} + } + }, { + "description": "A special ordered set of type II.", + "examples": ["{\"type\": \"SOS2\", \"weights\": [1, 3, 2]}"], + "required": ["weights"], + "properties": { + "type": {"const": "SOS2"}, + "weights": {"type": "array", "items": {"type": "number"}} + } + }, { + "description": "If `activate_on=one`: (y, x) ∈ {0,1}×Rᴺ: y = 0 ⟹ x ∈ S, otherwise when `activate_on=zero`: (y, x) ∈ {0,1}×Rᴺ: y = 1 ⟹ x ∈ S.", + "examples": ["{\"type\": \"Indicator\", \"set\": {\"type\": \"LessThan\", \"upper\": 2.0}, \"activate_on\": \"one\"}"], + "required": ["set", "activate_on"], + "properties": { + "type": {"const": "Indicator"}, + "set": { + "oneOf": [{ + "$ref": "#/definitions/scalar_sets" + }, { + "$ref": "#/definitions/vector_sets" + }] + }, + "activate_on": {"enum": ["one", "zero"]} + } + }, { + "description": "The set {x in Z^d} such that no two elements in x take the same value and dimension=d.", + "examples": ["{\"type\": \"AllDifferent\", \"dimension\": 2}"], + "required": ["dimension"], + "properties": { + "type": {"const": "AllDifferent"}, + "dimension": {"type": "integer", "minimum": 1} + } + }, { + "description": "The set `{x in Z^d}` where `d = length(w)`, such that each item `i` in `1:d` of weight `w[i]` is put into bin `x[i]`, and the total weight of each bin does not exceed `c`.", + "examples": ["{\"type\": \"BinPacking\", \"capacity\": 3.0, \"weights\": [1.0, 2.0, 3.0]}"], + "required": ["capacity", "weights"], + "properties": { + "type": {"const": "BinPacking"}, + "capacity": {"type": "number"}, + "weights": {"type": "array", "items": {"type": "number"}} + } + }, { + "description": "The set `{x in {1..d}^d}` that constraints `x` to be a circuit, such that `x_i = j` means that `j` is the successor of `i`, and `dimension = d`.", + "examples": ["{\"type\": \"Circuit\", \"dimension\": 3}"], + "required": ["dimension"], + "properties": { + "type": {"const": "Circuit"}, + "dimension": {"type": "integer", "minimum": 1} + } + }, { + "description": "The set `{x in Z^{d_1 + d_2 + ldots d_N}}`, where `x` is partitioned into `N` subsets (`{x_1, ldots, x_{d_1}}`, `{x_{d_1 + 1}, ldots, x_{d_1 + d_2}}` and so on), and at least `n` elements of each subset take one of the values in `set`.", + "examples": ["{\"type\": \"CountAtLeast\", \"n\": 1, \"partitions\": [2, 2], \"set\": [3]}"], + "required": ["n", "partitions", "set"], + "properties": { + "type": {"const": "CountAtLeast"}, + "n": {"type": "integer", "minimum": 0}, + "partitions": {"type": "array", "items": {"type": "integer"}}, + "set": {"type": "array", "items": {"type": "integer"}} + } + }, { + "description": "The set `{(n, x) in Z^{1+d}}`, such that `n` elements of the vector `x` take on of the values in `set` and `dimension = 1 + d`.", + "examples": ["{\"type\": \"CountBelongs\", \"dimension\": 3, \"set\": [3, 4, 5]}"], + "required": ["dimension", "set"], + "properties": { + "type": {"const": "CountBelongs"}, + "dimension": {"type": "integer", "minimum": 1}, + "set": {"type": "array", "items": {"type": "integer"}} + } + }, { + "description": "The set `{(n, x) in Z^{1+d}}`, such that the number of distinct values in `x` is `n` and `dimension = 1 + d`.", + "examples": ["{\"type\": \"CountDistinct\", \"dimension\": 3}"], + "required": ["dimension"], + "properties": { + "type": {"const": "CountDistinct"}, + "dimension": {"type": "integer", "minimum": 1} + } + }, { + "description": "The set `{(c, y, x) in Z^{1+1+d}}`, such that `c` is strictly greater than the number of occurances of `y` in `x` and `dimension = 1 + 1 + d`.", + "examples": ["{\"type\": \"CountGreaterThan\", \"dimension\": 3}"], + "required": ["dimension"], + "properties": { + "type": {"const": "CountGreaterThan"}, + "dimension": {"type": "integer", "minimum": 1} + } + }, { + "description": "The set `{(s, d, r, b) in Z^{3n+1}}`, representing the `cumulative` global constraint, where `n == length(s) == length(r) == length(b)` and `dimension = 3n + 1`. `Cumulative` requires that a set of tasks given by start times `s`, durations `d`, and resource requirements `r`, never requires more than the global resource bound `b` at any one time.", + "examples": ["{\"type\": \"Cumulative\", \"dimension\": 10}"], + "required": ["dimension"], + "properties": { + "type": {"const": "Cumulative"}, + "dimension": {"type": "integer", "minimum": 1} + } + }, { + "description": "Given a graph comprised of a set of nodes `1..N` and a set of arcs `1..E` represented by an edge from node `from[i]` to node `to[i]`, `Path` constrains the set `(s, t, ns, es) in (1..N)times(1..E)times{0,1}^Ntimes{0,1}^E`, to form subgraph that is a path from node `s` to node `t`, where node `n` is in the path if `ns[n]` is `1`, and edge `e` is in the path if `es[e]` is `1`. The path must be acyclic, and it must traverse all nodes `n` for which `ns[n]` is `1`, and all edges `e` for which `es[e]` is `1`.", + "examples": ["{\"type\": \"Path\", \"from\": [1, 1, 2, 2, 3], \"to\": [2, 3, 3, 4, 4]}"], + "required": ["from", "to"], + "properties": { + "type": {"const": "Path"}, + "from": {"type": "array", "items": {"type": "integer"}}, + "to": {"type": "array", "items": {"type": "integer"}} + } + }, { + "description": "The set `{x in R^d}` where `d = size(table, 2)`, such that `x` belongs to one row of `table`. That is, there exists some `j` in `1:size(table, 1)`, such that `x[i] = table[j, i]` for all `i=1:size(table, 2)`.", + "examples": ["{\"type\": \"Table\", \"table\": [[1, 1, 0], [0, 1, 1]]}"], + "required": ["table"], + "properties": { + "type": {"const": "Table"}, + "table": { + "type": "array", + "items": {"type": "array", "items": {"type": "number"}} + } + } + }, { + "description": "(z, f(x)) ∈ {R^{dimension}: z iff f(x) ∈ S}", + "examples": ["{\"type\": \"Reified\", \"set\": {\"type\": \"GreaterThan\", \"lower\": 0}}"], + "required": ["set"], + "properties": { + "type": {"const": "Reified"}, + "set": { + "oneOf": [ + {"$ref": "#/definitions/scalar_sets"}, + {"$ref": "#/definitions/vector_sets"} + ] + } + } + }] + } + } +} diff --git a/schemas/mof.1.schema.json b/schemas/mof.1.schema.json index 8bb513f..bf9fea9 100644 --- a/schemas/mof.1.schema.json +++ b/schemas/mof.1.schema.json @@ -1,6 +1,6 @@ { "$schema": "https://json-schema.org/schema#", - "$id": "https://jump.dev/MathOptFormat/schemas/mof.1.8.schema.json", + "$id": "https://jump.dev/MathOptFormat/schemas/mof.1.9.schema.json", "title": "The schema for MathOptFormat", "type": "object", "required": ["version", "variables", "objective", "constraints"], @@ -11,7 +11,7 @@ "required": ["major", "minor"], "properties": { "major": {"const": 1}, - "minor": {"enum": [0, 1, 2, 3, 4, 5, 6, 7, 8]} + "minor": {"enum": [0, 1, 2, 3, 4, 5, 6, 7, 8, 9]} } }, "name": { @@ -638,13 +638,21 @@ "dimension": {"type": "integer", "minimum": 1} } }, { - "description": "(u, v, w) ∈ {R^{dimension}: u ≥ Σᵢ wᵢlog(wᵢ/vᵢ), vᵢ ≥ 0, wᵢ ≥ 0}", + "description": "(u, v, w) ∈ {R^{dimension}: u ≥ Σᵢ wᵢlog(wᵢ/vᵢ), vᵢ > 0, wᵢ > 0}", "examples": ["{\"type\": \"RelativeEntropyCone\", \"dimension\": 3}"], "required": ["dimension"], "properties": { "type": {"const": "RelativeEntropyCone"}, "dimension": {"type": "integer", "minimum": 3} } + }, { + "description": "(u, v, w) ∈ {R^{dimension}: ∀i, wᵢ ≥ u(log(u/vᵢ) - 1), vᵢ > 0, u > 0}", + "examples": ["{\"type\": \"DualRelativeEntropyCone\", \"dimension\": 3}"], + "required": ["dimension"], + "properties": { + "type": {"const": "DualRelativeEntropyCone"}, + "dimension": {"type": "integer", "minimum": 3} + } }, { "description": "(t, X) ∈ {R^{1+row_dim×column_dim}: t ≥ σ₁(X)}", "examples": ["{\"type\": \"NormSpectralCone\", \"row_dim\": 1, \"column_dim\": 2}"],