Add support for objective to MOI wrapper (#530)

* Add support for objective to MOI wrapper

* Fix format

* Fixes

* Add comment

* Update MOI_wrapper.jl

* Update src/MOI_wrapper.jl

* Fix ConstraintDual and ConstraintPrimal

---------

Co-authored-by: Oscar Dowson <odow@users.noreply.github.com>

src/MOI_wrapper.jl

@@ -217,6 +217,24 @@ function MOI.is_valid(model::Optimizer, i::MOI.Index)
     return MOI.is_valid(model.context.model, i)
 end
 
+function MOI.supports(
+    ::Optimizer,
+    ::MOI.ObjectiveFunction{MOI.ScalarNonlinearFunction},
+)
+    return true
+end
+
+function MOI.set(
+    model::Optimizer,
+    ::MOI.ObjectiveFunction{MOI.ScalarNonlinearFunction},
+    func::MOI.ScalarNonlinearFunction,
+)
+    cfp = conic_form!(model.context, _expr(model, func))
+    obj = scalar_fn(cfp)
+    MOI.set(model, MOI.ObjectiveFunction{typeof(obj)}(), obj)
+    return
+end
+
 MOI.optimize!(model::Optimizer) = MOI.optimize!(model.context.model)
 
 function MOI.supports(
@@ -291,6 +309,21 @@ function MOI.get(
     return MOI.get(model.context.model, attr, ci)
 end
 
+# See `constraints/constraints.jl`
+# `LessThan` constraints are reformulated as `rhs - lhs` unlike MOI while
+# `GreaterThan` constraints are reformulated as `lhs - rhs` like in MOI
+_flip_dual(x, ::Type{S}) where {S<:MOI.LessThan} = -x
+_flip_dual(x, ::Type{S}) where {S<:MOI.AbstractScalarSet} = x
+
+function MOI.get(
+    model::Optimizer,
+    attr::Union{MOI.ConstraintDual,MOI.ConstraintPrimal},
+    ci::MOI.ConstraintIndex{MOI.ScalarNonlinearFunction,S},
+) where {S<:MOI.AbstractScalarSet}
+    ret = MOI.get(model.context.model, attr, model.constraint_map[ci.value])
+    return _flip_dual(ret[], S)
+end
+
 function MOI.get(model::Optimizer, I::Type{<:MOI.Index}, name::String)
     return MOI.get(model.context.model, I, name)
 end

test/MOI_wrapper.jl

@@ -38,7 +38,10 @@ function test_runtests()
             MOI.ObjectiveBound,
         ],
     )
-    MOI.Test.runtests(optimizer, config)
+    MOI.Test.runtests(optimizer, config, exclude = [
+        # HS071 is not convex
+        "hs071",
+    ])
     return
 end