Speculative: MathOptInterface 2.0

[odow]

The purpose of this issue is to track things that we could consider changing if we release MathOptInterface v2.0. To be clear for readers, we currently have no plans to release MOI v2. This issue is just to make a note of things so we don't forget them.

Even if we do release MOI v2, we might not implement every item on this list. They're just up for discussion at some point in the process.

[Major] Make all variables belong to a set

We currently have add_variable and add_constrained_variable, and it's complicated to work out how to add a variable when copying to a new solver. Every variable should have a domain, defaulting to x in Reals(1), to distinguish constrained variables from variable-in-set constraints.

This should also help https://github.com/jump-dev/MathOptInterface.jl/issues/1993, because a solver might support an attribute for variable-in-set but not constrained-variable (or vice versa).

It would also help https://github.com/jump-dev/MathOptInterface.jl/issues/1402 because we'd know the set of each variable when writing a CBF file.

[Major] Remove the 0.5 in QuadraticFunction

The 0.5 factor in ScalarQuadraticFunction and VectorQuadraticFunction is a pain. It makes manually constructing functions error-prone, and writing interfaces is a guess/check of do I need a 2 or a 0.5 factor in front of the diagonals. If Vector{ScalarQuadraticTerm} was literally just a list of terms and not a sparse representation of Q, then we could shift the complexity into the solvers who would know whether they needed the factor.

Examples of bugs because of this: https://github.com/jump-dev/MathOptInterface.jl/pull/2182

[Major] reconsider function structure

x-ref https://github.com/jump-dev/MathOptInterface.jl/issues/863

[Major] reconsider vector funnctions

As discussed on today's (2023-06-15) nonlinear call, why not just make

struct VectorFunction{F<:AbstractScalarFunction} <: AbstractVectorFunction
    rows::Vector{F}
end

The only special case are VectorAffineFunction and VectorQuadraticFunction, and their structure doesn't add much at present, besides complexity.

[Major] make all indices unique and non-decreasing

x-ref https://github.com/jump-dev/MathOptInterface.jl/issues/2236

Currently different constraint types are allowed to use same index values, which means we don't know the order in which constraints were added. Having a unique non-decreasing index would allow us to copy constraints by creation order , or by groups of similar constraints.

[Minor] Remove NLPBlock

We should entirely remove NLPBlock and use ScalarNonlinearFunction instead.

[Minor] Restrict supports for bridges

Bridges are too permissive: https://github.com/jump-dev/MathOptInterface.jl/pull/2179#discussion_r1209561760.

For example, VectorizeBridge supports any scalar function: https://github.com/jump-dev/MathOptInterface.jl/blob/a189a892cabb64f9dfb6e890e333ee73337b3338/src/Bridges/Constraint/bridges/vectorize.jl#L59-L65 but this can't be true unless each scalar function has an equivalent vector function. Currently, new scalar functions will trigger a method error for this operate(vcat, ...): https://github.com/jump-dev/MathOptInterface.jl/blob/a189a892cabb64f9dfb6e890e333ee73337b3338/src/Bridges/Constraint/bridges/vectorize.jl#L82-L83

[Minor] Remove this method

https://github.com/jump-dev/MathOptInterface.jl/blob/494933f3a1fc54a83a994aa662ad6eba93126b67/src/constraints.jl#L215-L222

[Minor] Rename Utilities.operate! to Utilities.operate!!

x-ref https://github.com/jump-dev/MathOptInterface.jl/pull/2207

[Minor] remove various deprecated methods

https://github.com/jump-dev/MathOptInterface.jl/blob/95036fb34e5db297fb8ba70033bc55fa3ba29298/src/Utilities/operate.jl#L1413-L1434

https://github.com/jump-dev/MathOptInterface.jl/blob/95036fb34e5db297fb8ba70033bc55fa3ba29298/src/Utilities/operate.jl#L1574-L1592

https://github.com/jump-dev/MathOptInterface.jl/blob/95036fb34e5db297fb8ba70033bc55fa3ba29298/src/Utilities/functions.jl#L2260-L2285

[Minor] Change substitute_variables

https://github.com/jump-dev/MathOptInterface.jl/pull/2250

[Minor] Fix default values of attributes

get for attributes like TimeLimitSec could return the solver's default if unset. The nothing business is confusing.

[Minor] Fix test naming

Fix inconsistent naming of tests like _infeasible_ or _INFEASIBLE_

[blegat]

Another breaking change to make, some tests are called infeasible and some INFEASIBLE, that should be unified.