Add InfiniteOpt as an Extension #130

dnguyen227 · 2025-12-15T21:15:16Z

Working version of #114 .

This adds an extension such that DisjunctiveProgramming is compatible with InfiniteOpt. It overloads the needed functions and provide the InfiniteGDPModel and InfiniteLogical functions.

A basic example is shown below:

using DisjunctiveProgramming, InfiniteOpt, HiGHS

# Create the model
model = InfiniteGDPModel(HiGHS.Optimizer)

# Create the infinite variables
I = 1:4
@infinite_parameter(model, t ∈ [0, 1], num_supports = 100)
@variable(model, 0 <= g[I] <= 10, Infinite(t))

# Add the disjunctions and their indicator variables
@variable(model, G[I, 1:2], InfiniteLogical(t))
@constraint(model, [i ∈ I, j ∈ 1:2], 0 <= g[i], Disjunct(G[i, 1]))
@constraint(model, [i ∈ I, j ∈ 1:2], g[i] <= 0, Disjunct(G[i, 2]))
@disjunction(model, [i ∈ I], G[i, :])

# Add the logical propositions
@variable(model, W, InfiniteLogical(t))
@constraint(model, G[1, 1] ∨ G[2, 1] ∧ G[3, 1] == W := true)
@constraint(model, 𝔼(binary_variable(W), t) >= 0.95) # incorporate binary variable of logical variable in a nonlogical constraint

# Reformulate and solve 
optimize!(model, gdp_method = Hull())

# check the results
value(W)

As of right now, Hull, BigM, Indicator, and PSplit methods will function. Cutting Planes and Multiple BigM methods will be added in the future.

src/variables.jl

Project.toml

ext/InfiniteDisjunctiveProgramming.jl

src/psplit.jl

src/utilities.jl

codecov-commenter · 2025-12-21T17:56:34Z

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.github/workflows/CI.yml

Project.toml

…MP function)

pulsipher · 2025-12-27T14:50:15Z

ext/InfiniteDisjunctiveProgramming.jl

+    vars = collect(JuMP.all_variables(model))
+    derivs = collect(InfiniteOpt.all_derivatives(model))


Here, collect is unnecessary, the functions already provide you with a vector.

pulsipher · 2025-12-27T14:50:44Z

ext/InfiniteDisjunctiveProgramming.jl

+function DP.collect_all_vars(model::InfiniteOpt.InfiniteModel)
+    vars = collect(JuMP.all_variables(model))
+    derivs = collect(InfiniteOpt.all_derivatives(model))
+    return vcat(vars, derivs)


more efficient would be append!(vars, derivs)

pulsipher · 2025-12-27T14:52:10Z

ext/InfiniteDisjunctiveProgramming.jl

+function _is_parameter(vref::InfiniteOpt.GeneralVariableRef)
+    dref = InfiniteOpt.dispatch_variable_ref(vref)
+    if typeof(dref) <: Union{
+        InfiniteOpt.DependentParameterRef, 
+        InfiniteOpt.IndependentParameterRef, 
+        InfiniteOpt.ParameterFunctionRef, 
+        InfiniteOpt.FiniteParameterRef
+    }
+        return true
+    else
+        return false
+    end
+end


shouldn't we use multiple dispatch here?

pulsipher · 2025-12-27T14:55:23Z

ext/InfiniteDisjunctiveProgramming.jl

+    return DP.VariableProperties(info, "", nothing, var_type)
+end
+
+function DP.VariableProperties(exprs::Vector{<:Union{InfiniteOpt.GeneralVariableRef, JuMP.GenericAffExpr{<:Any, InfiniteOpt.GeneralVariableRef}, JuMP.GenericQuadExpr{<:Any, InfiniteOpt.GeneralVariableRef}}})


This line needs to be broken up

pulsipher · 2025-12-27T15:01:24Z

src/utilities.jl

+Returns all variable references in the model.
+Extend this for model types that have additional ref types (e.g., derivatives).
+"""
+collect_all_vars(model::JuMP.AbstractModel) = collect(JuMP.all_variables(model))


I am not sure whether collect is needed here

pulsipher · 2025-12-27T15:03:33Z

test/runtests.jl

+
+if Base.VERSION >= v"1" # extensions require Julia v1.10+
+    import Pkg
+    Pkg.add(url = "https://github.com/infiniteopt/InfiniteOpt.jl", rev = "master")
+    include("extensions/InfiniteDisjunctiveProgramming.jl")
+end


This can be deleted

pulsipher · 2025-12-27T15:04:14Z

test/runtests.jl

+# include("aqua.jl") # temporary ignore until compat is finalized
+# include("model.jl")
+# include("jump.jl")


Let's be sure to bring these back

pulsipher · 2025-12-27T15:04:51Z

Project.toml

 Juniper = "0.9.3"
 Ipopt = "1.9.0"
+InfiniteOpt = "0.6"
+Pkg ="1"


We don't need this

pulsipher · 2025-12-27T15:04:59Z

Project.toml

 HiGHS = "87dc4568-4c63-4d18-b0c0-bb2238e4078b"
+InfiniteOpt = "20393b10-9daf-11e9-18c9-8db751c92c57"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
+Pkg = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"


pulsipher · 2025-12-27T15:05:13Z

Project.toml


 [targets]
-test = ["Aqua", "HiGHS", "Test", "Juniper", "Ipopt"]
+test = ["Aqua", "HiGHS", "Test", "Juniper", "Ipopt","Pkg","InfiniteOpt"]


We don't need Pkg

pulsipher and others added 16 commits March 14, 2024 12:21

Add InfiniteOpt as an extension

15803de

Update tests

ebf603c

add pkg

06a0b4f

fix extension versioning

3786845

Merge branch 'master' into infiniteopt_ext

1886c29

bug fix

19f620d

Merge remote-tracking branch 'upstream/infiniteopt_ext' into infiniteext

c803d51

merged with main WIP

68b1bb9

wip

b9fbc36

hull and bigm working version

0caadbf

psplit working

afec911

Tests added.

ad6423f

julia version

c7f5b6a

version change

6e9b625

update CI

ef789bf

added docstrings

36e3f77

dnguyen227 marked this pull request as ready for review December 17, 2025 04:38

docstring for create_blank_variable

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dnguyen227 commented Dec 19, 2025

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dnguyen227 marked this pull request as draft December 19, 2025 19:24

dnguyen227 added 4 commits December 21, 2025 10:59

version revert, dispatch on VariableProperties to create free variables

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CI.yml change

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removed InfiniteOpt frolm targets (testing)

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CI to 1.9 and 1.6

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dnguyen227 added 3 commits December 22, 2025 10:14

docstring update, renamed all_variables to collect_all_vars (avoid Ju…

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…MP function)

additional tests, versoin change

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additional tests

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dnguyen227 marked this pull request as ready for review December 22, 2025 17:02

dnguyen227 added 2 commits December 22, 2025 12:23

Update runtests.jl

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Uncomment includes and update package management

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dnguyen227 marked this pull request as draft December 22, 2025 17:25

dnguyen227 added 3 commits December 22, 2025 12:46

additional tests

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dnguyen227 marked this pull request as ready for review December 22, 2025 18:20

pulsipher requested changes Dec 27, 2025

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simplify runtest.jl

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		vars = collect(JuMP.all_variables(model))
		derivs = collect(InfiniteOpt.all_derivatives(model))

Add InfiniteOpt as an Extension #130

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Add InfiniteOpt as an Extension #130

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