Error escaping a variable in a module using JuMP

Specific Domains Optimization (Mathematical)
1

I’m working to update a module compatible with JuMP v1.1.1 to the newest version of JuMP. Within the module is code similar to:

module HoldBug

using JuMP

export @mytest

macro mytest(m,F)
    m = esc(m)
    x = esc(F)
    :(@NLconstraint( $(m), $(x) <= 4) )
end

end # module HoldBug

using .HoldBug
using JuMP

m = Model()

@variable(m,x)

@macroexpand @mytest(m,x)

@mytest(m,x)

In the newest version of JuMP I get

UndefVarError: x not defined.

Expanding the macro reveals the issue, in JuMP1.4 the variable x is being held by HoldBug

var"#4###315" = JuMP.Expr(:escape, Main.HoldBug.x)

In JuMP1.1, it looks like this

JuMP._parse_NL_expr_runtime(m, x, var"#5#tape", var"#7###315", var"#6#values")

Does anybody have advice on how to work around this?

Thanks,

Mitch

2

Writing macros that call macros is very difficult to get correct. You need to properly escape things.

julia> module HoldBug
       using JuMP
       macro mytest(m, F)
           return esc(:(@NLconstraint($m, $F <= 4)))
       end
       end # module HoldBug
WARNING: replacing module HoldBug.
Main.HoldBug

julia> using .HoldBug

julia> using JuMP

julia> m = Model();

julia> @variable(m, x);

julia> @macroexpand HoldBug.@mytest(m, x)
quote
    #= REPL[175]:4 =#
    JuMP._valid_model(m, :m)
    begin
        #= /Users/oscar/.julia/dev/JuMP/src/macros.jl:2383 =#
        JuMP._init_NLP(m)
        #= /Users/oscar/.julia/dev/JuMP/src/macros.jl:2384 =#
        begin
            #= /Users/oscar/.julia/dev/JuMP/src/macros.jl:2377 =#
            begin
                #= /Users/oscar/.julia/dev/JuMP/src/macros.jl:1846 =#
                JuMP._init_NLP(m)
                var"#73###323" = JuMP.Expr(:call, :<=, x, 4)
            end
            #= /Users/oscar/.julia/dev/JuMP/src/macros.jl:2378 =#
            JuMP.add_nonlinear_constraint(m, var"#73###323")
        end
    end
end

julia> HoldBug.@mytest(m, x)
x - 4.0 ≤ 0

What are you trying to achieve? You should consider instead the raw expression input: Nonlinear Modeling · JuMP

3

I’m updating the Complementarity package, this piece of code is from the MPEC portion of the module.

Right now the package recursively escapes the expression F, so for example if F = 3*x-y then inside of the macro you get something like

3*esc(x) - esc(y)

rather than

esc(3*x-y)

I’ll experiment with add_nonlinear_constraint, but I’ve tried this in the past and it seems to be a similar issue, where the module hangs onto the variable.

Thanks for taking a look at it

4

Ah. This is pretty non-trivial. We changed quite a lot. The complementarity package is also really old. It’s almost worth using it as inspiration for a rewrite, rather than trying to minimally modify the code.

5

Good to know. This is actually the last piece to have the code, at least, run. It’s also a good exercise to learn more Julia.

Thanks again for the advice.

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