Update compat bounds in Project.toml

.github/workflows/ci.yml

@@ -17,16 +17,15 @@ jobs:
       matrix:
         version:
           - '1.6'
-          - '1.8'
-          - 'nightly'
+          - '1'
         os:
           - ubuntu-latest
           - macOS-latest
           - windows-latest
         arch:
           - x64
     steps:
-      - uses: actions/checkout@v2
+      - uses: actions/checkout@v3
       - uses: julia-actions/setup-julia@v1
         with:
           version: ${{ matrix.version }}

.gitignore

@@ -3,3 +3,4 @@
 *.jl.mem
 docs/build/
 docs/site/
+Manifest.toml

Project.toml

@@ -22,25 +22,33 @@ Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
 SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 
 [compat]
-Clustering = "0.14"
+Clustering = "0.14, 0.15"
 Compat = "2.2, 3"
-Distributions = "0.25.0"
+Distributed = "<0.0.1, 1.6"
+Distributions = "0.25"
+GLPK = "1"
+Ipopt = "~1.0, ~1.1, ~1.2"
 JuMP = "= 1.2.1"
+LinearAlgebra = "<0.0.1, 1.6"
+Logging = "<0.0.1, 1.6"
 MacroTools = "0.5.3"
-MathOptInterface = "= 1.3.0"
-MutableArithmetics = "= 1.0.4"
-OrderedCollections = "1.2.0"
+MathOptInterface = "~1.3"
+MutableArithmetics = "1.0.4"
+OrderedCollections = "1.2"
 Parameters = "0.12"
-ProgressMeter = "1.4.1"
-Reexport = "1.0.0"
-julia = "1"
+Printf = "<0.0.1, 1.6"
+ProgressMeter = "~1.4.1"
+Random = "<0.0.1, 1.6"
+Reexport = "1"
+SparseArrays = "<0.0.1, 1.6"
+Test = "<0.0.1, 1.6"
+julia = "1.6"
 
 [extras]
-Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
 GLPK = "60bf3e95-4087-53dc-ae20-288a0d20c6a6"
 Ipopt = "b6b21f68-93f8-5de0-b562-5493be1d77c9"
 Logging = "56ddb016-857b-54e1-b83d-db4d58db5568"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
 [targets]
-test = ["Test", "Logging", "GLPK", "Ipopt", "Distributions"]
+test = ["GLPK", "Ipopt", "Logging", "Test"]

src/StochasticPrograms.jl

@@ -33,7 +33,7 @@ using Printf
 using JuMP
 using Compat
 using OrderedCollections
-using MathOptInterface
+import MathOptInterface as MOI
 import Distributions: mean, std, quantile, ProbabilityWeights, TDist, Normal
 using MacroTools
 using MacroTools: @q, postwalk, prewalk
@@ -47,15 +47,13 @@ const DenseAxisArray = JuMP.Containers.DenseAxisArray
 const SparseAxisArray = JuMP.Containers.SparseAxisArray
 const VectorizedProductIterator = JuMP.Containers.VectorizedProductIterator
 
-const MOI = MathOptInterface
 const MOIU = MOI.Utilities
 const MOIB = MOI.Bridges
 const VI = MOI.VariableIndex
 const CI = MOI.ConstraintIndex
 const AcceptableTermination = [MOI.OPTIMAL, MOI.LOCALLY_SOLVED, MOI.ALMOST_OPTIMAL, MOI.ALMOST_LOCALLY_SOLVED]
 
-import MutableArithmetics
-const MA = MutableArithmetics
+import MutableArithmetics as MA
 
 export
     StochasticModel,

src/crash.jl

@@ -51,9 +51,7 @@ module Crash
 
 using StochasticPrograms
 using StochasticPrograms: AbstractCrash, StochasticProgramOptimizer
-using MathOptInterface
-
-const MOI = MathOptInterface
+import MathOptInterface as MOI
 
 """
     None

src/methods/api.jl

@@ -657,7 +657,7 @@ end
 
 Return the scenario at `scenario_index` of the two-stage `stochasticprogram`
 """
-function scenario(stochasticprogram::TwoStageStochasticProgram, scenario_index::Integer) where N
+function scenario(stochasticprogram::TwoStageStochasticProgram, scenario_index::Integer)
     return scenario(structure(stochasticprogram), 2, scenario_index)
 end
 """

src/solvers/sampled/SAA/SAA.jl

@@ -23,14 +23,13 @@
 @reexport module SAA
 
 using JuMP
-using MathOptInterface
+import MathOptInterface as MOI
 using StochasticPrograms
 using ProgressMeter
 using Parameters
 
 import StochasticPrograms: AbstractCrash, load_model!, optimizer_name, optimal_instance
 
-const MOI = MathOptInterface
 const MOIU = MOI.Utilities
 
 include("solver.jl")

src/solvers/structured/lshaped/aggregators/hybrid_aggregation.jl

@@ -96,7 +96,7 @@ function flush!(lshaped::AbstractLShaped, aggregation::HybridAggregation)
     return added
 end
 
-function flush!(cutqueue::CutQueue, aggregation::HybridAggregation, metadata::MetaDataChannel, t::Integer, x::AbstractArray) where T <: AbstractFloat
+function flush!(cutqueue::CutQueue, aggregation::HybridAggregation, metadata::MetaDataChannel, t::Integer, x::AbstractArray)
     flush!(cutqueue, active(aggregation), metadata, t, x)
     if shift(fetch(metadata, t, :gap), aggregation.τ)
         activate_final!(aggregation)

src/solvers/structured/lshaped/lshaped.jl

@@ -31,7 +31,7 @@ using Printf
 # External libraries
 using Parameters
 using JuMP
-using MathOptInterface
+import MathOptInterface as MOI
 using StochasticPrograms
 using StochasticPrograms: AcceptableTermination
 using StochasticPrograms: UnspecifiedInstantiation, StageDecompositionStructure, AbstractScenarioProblems, ScenarioProblems, DistributedScenarioProblems, DecisionChannel
@@ -47,7 +47,6 @@ using Clustering
 import Base: show, put!, wait, isready, take!, fetch, zero, +, length, size
 import StochasticPrograms: supports_structure, num_iterations, default_structure, check_loadable, load_structure!, restore_structure!, optimize!, optimizer_name, master_optimizer, subproblem_optimizer, num_subproblems, remove_penalty_variables!, remove_penalty_constraints!, relax_decision_integrality
 
-const MOI = MathOptInterface
 const MOIU = MOI.Utilities
 const CI = MOI.ConstraintIndex
 const CutConstraint = CI{AffineDecisionFunction{Float64}, MOI.GreaterThan{Float64}}

src/solvers/structured/progressivehedging/progressivehedging.jl

@@ -31,7 +31,7 @@ using Printf
 # External libraries
 using Parameters
 using JuMP
-using MathOptInterface
+import MathOptInterface as MOI
 using StochasticPrograms
 using StochasticPrograms: AcceptableTermination
 using StochasticPrograms: UnspecifiedInstantiation, ScenarioDecompositionStructure, AbstractScenarioProblems, ScenarioProblems, DistributedScenarioProblems
@@ -45,7 +45,6 @@ using ProgressMeter
 import Base: show, put!, wait, isready, take!, fetch
 import StochasticPrograms: supports_structure, num_iterations, default_structure, load_structure!, restore_structure!, optimize!, optimizer_name, master_optimizer, subproblem_optimizer, num_subproblems
 
-const MOI = MathOptInterface
 const MOIU = MOI.Utilities
 
 export

src/solvers/structured/quasigradient/quasigradient.jl

@@ -31,7 +31,7 @@ using Printf
 # External libraries
 using Parameters
 using JuMP
-using MathOptInterface
+import MathOptInterface as MOI
 using StochasticPrograms
 using StochasticPrograms: AcceptableTermination
 using StochasticPrograms: UnspecifiedInstantiation, StageDecompositionStructure, AbstractScenarioProblems, ScenarioProblems, DistributedScenarioProblems, DecisionChannel
@@ -48,7 +48,6 @@ import Base: show, put!, wait, isready, take!, fetch, zero, +, length, size
 import StochasticPrograms: supports_structure, num_iterations, default_structure, check_loadable, load_structure!, restore_structure!, optimize!, optimizer_name, master_optimizer, subproblem_optimizer, num_subproblems, remove_penalty_variables!, remove_penalty_constraints!
 using ProgressMeter: Progress
 
-const MOI = MathOptInterface
 const MOIU = MOI.Utilities
 const CI = MOI.ConstraintIndex
 

src/types/decision_objective.jl

@@ -188,15 +188,15 @@ function JuMP.dual_objective_value(stochasticprogram::TwoStageStochasticProgram,
     return dual_objective_value(stochasticprogram, 2, scenario_index; result = result)
 end
 """
-    objective_sense(stochasticprogram::StochasticProgram)::MathOptInterface.OptimizationSense
+    objective_sense(stochasticprogram::StochasticProgram)::MOI.OptimizationSense
 
 Return the objective sense of the `stochasticprogram`.
 """
 function JuMP.objective_sense(stochasticprogram::StochasticProgram)
     return MOI.get(stochasticprogram, MOI.ObjectiveSense())::MOI.OptimizationSense
 end
 """
-    objective_sense(stochasticprogram::StochasticProgram, stage::Integer)::MathOptInterface.OptimizationSense
+    objective_sense(stochasticprogram::StochasticProgram, stage::Integer)::MOI.OptimizationSense
 
 Return the objective sense of the `stochasticprogram` stage `stage`.
 """
@@ -205,7 +205,7 @@ function JuMP.objective_sense(stochasticprogram::StochasticProgram{N}, stage::In
     return objective_sense(proxy(stochasticprogram, stage))
 end
 """
-    objective_sense(stochasticprogram::StochasticProgram, stage::Integer, scenario_index::Integer)::MathOptInterface.OptimizationSense
+    objective_sense(stochasticprogram::StochasticProgram, stage::Integer, scenario_index::Integer)::MOI.OptimizationSense
 
 Return the objective sense in the node at stage `stage` and scenario `scenario_index`.
 """
@@ -215,7 +215,7 @@ function JuMP.objective_sense(stochasticprogram::StochasticProgram, stage::Integ
     return MOI.get(stochasticprogram, attr)::MOI.OptimizationSense
 end
 """
-    set_objective_sense(stochasticprogram::StochasticProgram, sense::MathOptInterface.OptimizationSense)
+    set_objective_sense(stochasticprogram::StochasticProgram, sense::MOI.OptimizationSense)
 
 Sets the objective sense of the `stochasticprogram` to `sense`.
 """
@@ -231,7 +231,7 @@ function JuMP.set_objective_sense(stochasticprogram::StochasticProgram, sense::M
     return nothing
 end
 """
-    set_objective_sense(stochasticprogram::StochasticProgram, stage::Integer, sense::MathOptInterface.OptimizationSense)
+    set_objective_sense(stochasticprogram::StochasticProgram, stage::Integer, sense::MOI.OptimizationSense)
 
 Sets the objective sense of the `stochasticprogram` at stage `stage` to `sense`.
 """
@@ -248,7 +248,7 @@ function JuMP.set_objective_sense(stochasticprogram::StochasticProgram{N}, stage
     return nothing
 end
 """
-    set_objective_sense(stochasticprogram::StochasticProgram, stage::Integer, scenario_index::Integer, sense::MathOptInterface.OptimizationSense)
+    set_objective_sense(stochasticprogram::StochasticProgram, stage::Integer, scenario_index::Integer, sense::MOI.OptimizationSense)
 
 Sets the objective sense of the stochasticprogram node at stage `stage`
 and scenario `scenario_index` to the given `sense`.

src/types/decisions/bridges/constraints/quadratic.jl

@@ -92,7 +92,7 @@ end
 
 function MOI.set(model::MOI.ModelLike, ::MOI.ConstraintFunction,
                  bridge::QuadraticDecisionConstraintBridge{T,S},
-                 f::QuadraticDecisionFunction{T}) where {T,S,F}
+                 f::QuadraticDecisionFunction{T}) where {T,S}
     # Update bridge functions and function constant
     bridge.decision_function = f
     # Change the function of the bridged constraints

src/types/decisions/expressions/mutable_arithmetics.jl

@@ -125,7 +125,7 @@ function MA.promote_operation(::typeof(*), ::Type{<:_Decision}, ::Type{<:_Decisi
     return DQE
 end
 # _Variable/_Decision--(_Variable/_Decision)AffExpr
-function MA.promote_operation(::typeof(*), ::Type{<:_Variable}, ::Type{GenericAffExpr{C, _Decision}}) where {C, D <: _Decision}
+function MA.promote_operation(::typeof(*), ::Type{<:_Variable}, ::Type{GenericAffExpr{C, _Decision}}) where {C}
     return DecisionQuadExpr{C}
 end
 function MA.promote_operation(::typeof(*), ::Type{GenericAffExpr{C, D}}, ::Type{<:_Variable}) where {C, D <: _Decision}

src/types/decisions/functions/affine.jl

@@ -347,14 +347,14 @@ function Base.getindex(it::MOIU.ScalarFunctionIterator{VectorAffineDecisionFunct
             push!(decision_terms, MOI.VectorAffineTerm(i, it.f.decision_part.terms[j].scalar_term))
         end
     end
-    return VectorAffineDecisionFunction(MOIU.VAF(variable_terms, it.f.variable_part.constants[output_indices]),
-                                        MOIU.VAF(decision_terms, it.f.decision_part.constants[output_indices]))
+    return VectorAffineDecisionFunction(MOI.VectorAffineFunction(variable_terms, it.f.variable_part.constants[output_indices]),
+                                        MOI.VectorAffineFunction(decision_terms, it.f.decision_part.constants[output_indices]))
 end
 
 
 function MOIU.zero_with_output_dimension(::Type{VectorAffineDecisionFunction{T}}, n::Integer) where T
-    return MOI.VectorAffineDecisionFunction{T}(MOIU.zero_with_output_dimension(MOI.VAF{T}, n),
-                                               MOIU.zero_with_output_dimension(MOI.VAF{T}, n))
+    return MOI.VectorAffineDecisionFunction{T}(MOIU.zero_with_output_dimension(MOI.VectorAffineFunction{T}, n),
+                                               MOIU.zero_with_output_dimension(MOI.VectorAffineFunction{T}, n))
 end
 
 function MOIU.substitute_variables(variable_map::Function, f::AffineDecisionFunction{T}) where T

src/types/decisions/functions/operators.jl

@@ -858,8 +858,8 @@ function MOIU.operate(::typeof(vcat), ::Type{T},
     out_dim = max(variable_out_dim, decision_out_dim)
     append!(variable_constants, zeros(T, out_dim - length(variable_constants)))
     append!(decision_constants, zeros(T, out_dim - length(decision_constants)))
-    return VectorAffineDecisionFunction{T}(MOIU.VAF(variable_terms, variable_constants),
-                                           MOIU.VAF(decision_terms, decision_constants))
+    return VectorAffineDecisionFunction{T}(MOI.VectorAffineFunction(variable_terms, variable_constants),
+                                           MOI.VectorAffineFunction(decision_terms, decision_constants))
 end
 
 # First or second argument must be decision like to avoid type piracy

src/types/decomposition/scenarioproblems.jl

@@ -391,15 +391,15 @@ function scenario_decision_dispatch(decision_function::Function,
                                     scenarioproblems::ScenarioProblems,
                                     index::MOI.VariableIndex,
                                     scenario_index::Integer,
-                                    args...) where N
+                                    args...)
     dref = DecisionRef(subproblem(scenarioproblems, scenario_index), index)
     return decision_function(dref, args...)
 end
 function scenario_decision_dispatch(decision_function::Function,
                                     scenarioproblems::DistributedScenarioProblems,
                                     index::MOI.VariableIndex,
                                     scenario_index::Integer,
-                                    args...) where N
+                                    args...)
     return get_from_scenarioproblem(scenarioproblems, scenario_index, decision_function, index, args...) do sp, i, decision_function, index, args...
         subprob = fetch(sp).problems[i]
         dref = DecisionRef(subprob, index)
@@ -410,7 +410,7 @@ function scenario_decision_dispatch!(decision_function!::Function,
                                      scenarioproblems::ScenarioProblems,
                                      index::MOI.VariableIndex,
                                      scenario_index::Integer,
-                                     args...) where N
+                                     args...)
     dref = DecisionRef(subproblem(scenarioproblems, scenario_index), index)
     decision_function!(dref, args...)
     return nothing
@@ -419,7 +419,7 @@ function scenario_decision_dispatch!(decision_function!::Function,
                                      scenarioproblems::DistributedScenarioProblems,
                                      index::MOI.VariableIndex,
                                      scenario_index::Integer,
-                                     args...) where N
+                                     args...)
     set_in_scenarioproblem!(scenarioproblems, scenario_index, decision_function!, index, args...) do sp, i, decision_function!, index, args...
         subprob = fetch(sp).problems[i]
         dref = DecisionRef(subprob, index)
@@ -558,11 +558,11 @@ end
 
 # Getters #
 # ========================== #
-function decision(scenarioproblems::ScenarioProblems, index::MOI.VariableIndex, scenario_index::Integer) where N
+function decision(scenarioproblems::ScenarioProblems, index::MOI.VariableIndex, scenario_index::Integer)
     subprob = subproblem(scenarioproblems, scenario_index)
     return decision(DecisionRef(subprob, index))
 end
-function decision(scenarioproblems::DistributedScenarioProblems, index::MOI.VariableIndex, scenario_index::Integer) where N
+function decision(scenarioproblems::DistributedScenarioProblems, index::MOI.VariableIndex, scenario_index::Integer)
     return get_from_scenarioproblem(scenarioproblems, scenario_index, index) do sp, i, index
         subprob = fetch(sp).problems[i]
         return decision(DecisionRef(subprob, index))

test/decisions/decision_expressions.jl

@@ -24,10 +24,8 @@
 
 using StochasticPrograms
 using Test
-using MathOptInterface
-const MOI = MathOptInterface
-const MOIU = MOI.Utilities
-const MA = MOI.MutableArithmetics
+import MathOptInterface as MOI
+import MutableArithmetics as MA
 
 function DecisionModel()
     m = Model()

test/decisions/decision_functions.jl

@@ -24,10 +24,9 @@
 
 using StochasticPrograms
 using Test
-using MathOptInterface
-const MOI = MathOptInterface
+import MathOptInterface as MOI
 const MOIU = MOI.Utilities
-const MA = MOI.MutableArithmetics
+import MutableArithmetics as MA
 
 function test_vectorization(x, fx, y, fy, z, fz, w, fw)
     g = VectorAffineDecisionFunction(

test/decisions/decision_operators.jl

@@ -25,10 +25,8 @@
 using StochasticPrograms
 using Test
 using LinearAlgebra
-using MathOptInterface
-const MOI = MathOptInterface
-const MOIU = MOI.Utilities
-const MA = MOI.MutableArithmetics
+import MathOptInterface as MOI
+import MutableArithmetics as MA
 
 function DecisionModel()
     m = Model()