ProductOfSets is wrong when a constraint has zero rows

This took me a while to track down. It is the cause of the failure in jump-dev/JuMP.jl#4188 (comment)

The chain goes:

PiecewiseLinearOpt attempts to solve a convex MINLP
It uses Pajarito, with HiGHS + COSMO
Pajarito doesn't have special handling for zero-dim rows. It tries to modify them as if they're normal: https://github.com/jump-dev/Pajarito.jl/blob/83048f2225eac4b8d4226a9c686658b885b2b6d7/src/models.jl#L209-L214
COSMO doesn't support modification, so we throw away the optimizer and try to modify the cache
The cache says it doesn't have this constraint, even though we previously added it via add_constraint

Phew!

Here's a MWE:

julia> import MathOptInterface as MOI

julia> MOI.Utilities.@product_of_sets(_Cones, MOI.Zeros)

julia> const OptimizerCache{T} = MOI.Utilities.GenericModel{
           T,
           MOI.Utilities.ObjectiveContainer{T},
           MOI.Utilities.VariablesContainer{T},
           MOI.Utilities.MatrixOfConstraints{
               T,
               MOI.Utilities.MutableSparseMatrixCSC{
                   T,
                   Int,
                   MOI.Utilities.OneBasedIndexing,
               },
               Vector{T},
               _Cones{T},
           },
       };

julia> model = OptimizerCache{Float64}();

julia> f = MOI.VectorAffineFunction(MOI.VectorAffineTerm{Float64}[], Float64[]);

julia> c = MOI.add_constraint(model, f, MOI.Zeros(0))
MathOptInterface.ConstraintIndex{MathOptInterface.VectorAffineFunction{Float64}, MathOptInterface.Zeros}(1)

julia> MOI.Utilities.final_touch(model, nothing)

julia> MOI.get(model, MOI.ListOfConstraintTypesPresent())
Tuple{Type, Type}[]

julia> F, S = MOI.VectorAffineFunction{Float64}, MOI.Zeros
(MathOptInterface.VectorAffineFunction{Float64}, MathOptInterface.Zeros)

julia> MOI.get(model, MOI.NumberOfConstraints{F,S}())
0

julia> MOI.get(model, MOI.ListOfConstraintIndices{F,S}())
MathOptInterface.ConstraintIndex{MathOptInterface.VectorAffineFunction{Float64}, MathOptInterface.Zeros}[]

So this is actually a problem with ProductOfSets:

julia> import MathOptInterface as MOI

julia> using Test

julia> MOI.Utilities.@product_of_sets(VectorSets, MOI.Nonnegatives)

julia> F, S = MOI.VectorAffineFunction{Int}, MOI.Nonnegatives
(MathOptInterface.VectorAffineFunction{Int64}, MathOptInterface.Nonnegatives)

julia> @testset "A" begin
           sets = VectorSets{Int}()
           i = MOI.Utilities.set_index(sets, S)
           MOI.Utilities.add_set(sets, i, 0)
           MOI.Utilities.final_touch(sets)
           @test (F, S) in MOI.get(sets, MOI.ListOfConstraintTypesPresent())
           @test MOI.get(sets, MOI.NumberOfConstraints{F,S}()) == 1
           c = MOI.ConstraintIndex{F,S}.(1:1)
           @test MOI.get(sets, MOI.ListOfConstraintIndices{F,S}()) == c
           @test all(MOI.is_valid(sets, ci) for ci in c)
       end
A: Test Failed at REPL[76]:6
  Expression: (F, S) in MOI.get(sets, MOI.ListOfConstraintTypesPresent())
   Evaluated: (MathOptInterface.VectorAffineFunction{Int64}, MathOptInterface.Nonnegatives) in Tuple{Type, Type}[]

Stacktrace:

A: Test Failed at REPL[76]:7
  Expression: MOI.get(sets, MOI.NumberOfConstraints{F, S}()) == 1
   Evaluated: 0 == 1

Stacktrace:

A: Test Failed at REPL[76]:9
  Expression: MOI.get(sets, MOI.ListOfConstraintIndices{F, S}()) == c
   Evaluated: MathOptInterface.ConstraintIndex{MathOptInterface.VectorAffineFunction{Int64}, MathOptInterface.Nonnegatives}[] == MathOptInterface.ConstraintIndex{MathOptInterface.VectorAffineFunction{Int64}, MathOptInterface.Nonnegatives}[MathOptInterface.ConstraintIndex{MathOptInterface.VectorAffineFunction{Int64}, MathOptInterface.Nonnegatives}(1)]

Stacktrace:

A: Test Failed at REPL[76]:10
  Expression: all((MOI.is_valid(sets, ci) for ci = c))

Stacktrace:

Test Summary: | Fail  Total  Time
A             |    4      4  0.0s
RNG of the outermost testset: Random.Xoshiro(0x9fa7d8cebe81f901, 0xc2272e9fdfe46f03, 0xe8bffbd11d93aff9, 0x498d4a92bd73bbf7, 0x74ba59c7203bd9a8)
ERROR: Some tests did not pass: 0 passed, 4 failed, 0 errored, 0 broken.

julia> @testset "B" begin
           sets = VectorSets{Int}()
           i = MOI.Utilities.set_index(sets, S)
           MOI.Utilities.add_set(sets, i, 0)
           MOI.Utilities.add_set(sets, i, 2)
           MOI.Utilities.add_set(sets, i, 0)
           MOI.Utilities.add_set(sets, i, 1)
           MOI.Utilities.add_set(sets, i, 0)
           MOI.Utilities.final_touch(sets)
           @test (F, S) in MOI.get(sets, MOI.ListOfConstraintTypesPresent())
           @test MOI.get(sets, MOI.NumberOfConstraints{F,S}()) == 5
           c = MOI.ConstraintIndex{F,S}.(1:5)
           @test MOI.get(sets, MOI.ListOfConstraintIndices{F,S}()) == c
           @test all(MOI.is_valid(sets, ci) for ci in c)
       end
B: Test Failed at REPL[77]:11
  Expression: MOI.get(sets, MOI.NumberOfConstraints{F, S}()) == 5
   Evaluated: 2 == 5

Stacktrace:

B: Test Failed at REPL[77]:13
  Expression: MOI.get(sets, MOI.ListOfConstraintIndices{F, S}()) == c
   Evaluated: MathOptInterface.ConstraintIndex{MathOptInterface.VectorAffineFunction{Int64}, MathOptInterface.Nonnegatives}[MathOptInterface.ConstraintIndex{MathOptInterface.VectorAffineFunction{Int64}, MathOptInterface.Nonnegatives}(1), MathOptInterface.ConstraintIndex{MathOptInterface.VectorAffineFunction{Int64}, MathOptInterface.Nonnegatives}(3)] == MathOptInterface.ConstraintIndex{MathOptInterface.VectorAffineFunction{Int64}, MathOptInterface.Nonnegatives}[MathOptInterface.ConstraintIndex{MathOptInterface.VectorAffineFunction{Int64}, MathOptInterface.Nonnegatives}(1), MathOptInterface.ConstraintIndex{MathOptInterface.VectorAffineFunction{Int64}, MathOptInterface.Nonnegatives}(2), MathOptInterface.ConstraintIndex{MathOptInterface.VectorAffineFunction{Int64}, MathOptInterface.Nonnegatives}(3), MathOptInterface.ConstraintIndex{MathOptInterface.VectorAffineFunction{Int64}, MathOptInterface.Nonnegatives}(4), MathOptInterface.ConstraintIndex{MathOptInterface.VectorAffineFunction{Int64}, MathOptInterface.Nonnegatives}(5)]

Stacktrace:

B: Test Failed at REPL[77]:14
  Expression: all((MOI.is_valid(sets, ci) for ci = c))

Stacktrace:

Test Summary: | Pass  Fail  Total  Time
B             |    1     3      4  0.0s
RNG of the outermost testset: Random.Xoshiro(0x9fa7d8cebe81f901, 0xc2272e9fdfe46f03, 0xe8bffbd11d93aff9, 0x498d4a92bd73bbf7, 0x74ba59c7203bd9a8)
ERROR: Some tests did not pass: 1 passed, 3 failed, 0 errored, 0 broken.

So fixing this requires quite a large change to ProductOfSets. I need to think about the best approach.

In the near-term, I'm fixing Pajarito to stop it modifying zero-dimensional constraints: jump-dev/Pajarito.jl#460

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ProductOfSets is wrong when a constraint has zero rows #3019

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ProductOfSets is wrong when a constraint has zero rows #3019

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odow commented on Jul 8, 2026

odow commented on Jul 8, 2026

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