Fix bug handling Adjoints in macros (#1698)

* Fix bug handling Adjoints in macros

* Explicitly call broadcast in destructive_add! instead of relying on lowering.

This is a work-around for a weird feature of Julia that doesn't propagate
adjoints properly through `.` broadcasts.

* Update parse_expr.jl

* Make tests catch adjoint bug properly

* Update macros.jl

Author: odow

src/parse_expr.jl

@@ -285,8 +285,10 @@ function destructive_add!(ex::AbstractArray{<:GenericAffExpr}, c::Number,
     return result
 end
 
-
-destructive_add!(ex, c, x) = ex .+ c * x
+# For some reason, the broadcast syntax `ex .+ c * x` fails if `x` is an
+# `Adjoint`. But if we explicitly call `broadcast` it seems to work.
+# See JuMP PR #1698 for more discussion.
+destructive_add!(ex, c, x) = broadcast(+, ex, c * x)
 
 destructive_add_with_reorder!(ex, arg) = destructive_add!(ex, 1.0, arg)
 # Special case because "Val{false}()" is used as the default empty expression.

test/macros.jl

@@ -270,6 +270,20 @@ end
             "DenseAxisArray, or SparseAxisArray.")
         @test_throws exception @variable(model, x[1:3], container=Oops)
     end
+
+    @testset "Adjoints" begin
+        model = Model()
+        @variable(model, x[1:2])
+        obj = @objective(model, Min, x' * ones(2, 2) * x)
+        @test JuMP.isequal_canonical(obj, x[1]^2 + 2 * x[1] * x[2] + x[2]^2)
+        cref = @constraint(model, x' * ones(2, 2) * x <= 1)
+        c = JuMP.constraint_object(cref)
+        @test JuMP.isequal_canonical(c.func, x[1]^2 + 2 * x[1] * x[2] + x[2]^2)
+        @test c.set == MOI.LessThan(1.0)
+        @test JuMP.isequal_canonical(
+            JuMP.destructive_add!(0.0, x', ones(2, 2)), x' * ones(2, 2)
+        )
+    end
 end
 
 @testset "Macros for JuMPExtension.MyModel" begin