From 8f10e3be5c3232272f0d3795dac9f6284649bba0 Mon Sep 17 00:00:00 2001
From: Dimitri Alston <123396563+DimitriAlston@users.noreply.github.com>
Date: Thu, 7 Nov 2024 09:11:56 -0500
Subject: [PATCH 1/2] Add support for `MOI.UserDefinedFunction`

---
 src/eago_optimizer/moi_wrapper.jl | 19 ++++++++++++++++++-
 1 file changed, 18 insertions(+), 1 deletion(-)

diff --git a/src/eago_optimizer/moi_wrapper.jl b/src/eago_optimizer/moi_wrapper.jl
index 6727a4e0..a1c0dafe 100644
--- a/src/eago_optimizer/moi_wrapper.jl
+++ b/src/eago_optimizer/moi_wrapper.jl
@@ -314,4 +314,21 @@ function MOI.get(m::Optimizer, ::Type{VI}, name::String)
     else
         return index_storage
     end
-end
\ No newline at end of file
+end
+
+#####
+##### Support and set user-defined functions
+#####
+MOI.supports(m::Optimizer, ::MOI.UserDefinedFunction) = true
+
+function MOI.set(m::Optimizer, udf::MOI.UserDefinedFunction, f)
+    if isnothing(m._input_problem._nlp_data)
+        model = MOI.Nonlinear.Model()
+        backend = MOI.Nonlinear.SparseReverseMode()
+        vars = MOI.get(m, MOI.ListOfVariableIndices())
+        evaluator = MOI.Nonlinear.Evaluator(model, backend, vars) 
+        m._input_problem._nlp_data = MOI.NLPBlockData(evaluator)
+    end
+    MOI.Nonlinear.register_operator(m._input_problem._nlp_data.evaluator.model, udf.name, udf.arity, f...)
+    return nothing
+end

From 8c92cab748fb9ff558abc1255c45435f7bd6c49b Mon Sep 17 00:00:00 2001
From: Dimitri Alston <123396563+DimitriAlston@users.noreply.github.com>
Date: Thu, 7 Nov 2024 10:18:12 -0500
Subject: [PATCH 2/2] Update stack_management.jl

---
 .../optimize/nonconvex/stack_management.jl            | 11 +++++------
 1 file changed, 5 insertions(+), 6 deletions(-)

diff --git a/src/eago_optimizer/optimize/nonconvex/stack_management.jl b/src/eago_optimizer/optimize/nonconvex/stack_management.jl
index a321404c..fbe1aa8e 100644
--- a/src/eago_optimizer/optimize/nonconvex/stack_management.jl
+++ b/src/eago_optimizer/optimize/nonconvex/stack_management.jl
@@ -236,27 +236,26 @@ $(TYPEDSIGNATURES)
 Check the optimization problem for unbounded branching variables, which would interfere
 with EAGO's branch-and-bound routine since there are no well-defined branching rules
 for cases where the interval bounds contain `-Inf` or `Inf`. If any branching variables
-are missing bounds, add the missing bound at +/- 1E10 and warn the user.
+are missing bounds, add the missing bound at +/- 1E6 and warn the user.
 """
 function unbounded_check!(m::GlobalOptimizer)
     if m._parameters.unbounded_check
         unbounded_flag = false
         wp = m._working_problem
-        epigraph_flag = _variable_num(FullVar(), m) != m._input_problem._variable_count
-        for i = 1:_variable_num(BranchVar(), m) - epigraph_flag #Not including epigraph reformulation variable
+        for i = 1:_variable_num(BranchVar(), m)
             if !wp._variable_info[i].has_lower_bound
                 unbounded_flag = true
-                wp._variable_info[i] = VariableInfo(wp._variable_info[i], GT(-1E10))
+                wp._variable_info[i] = VariableInfo(wp._variable_info[i], GT(-1E6)) # Some solvers break if bounds are too large
             end
             if !wp._variable_info[i].has_upper_bound
                 unbounded_flag = true
-                wp._variable_info[i] = VariableInfo(wp._variable_info[i], LT(1E10))
+                wp._variable_info[i] = VariableInfo(wp._variable_info[i], LT(1E6)) # Some solvers break if bounds are too large
             end
         end
         unbounded_flag && @warn("""
         At least one branching variable is unbounded. This will interfere with EAGO's global
         optimization routine and may cause unexpected results. Bounds have been automatically
-        generated at +/- 1E10 for all unbounded variables, but tighter user-defined bounds are
+        generated at +/- 1E6 for all unbounded variables, but tighter user-defined bounds are
         highly recommended. To disable this warning and the automatic generation of bounds, use
         the option `unbounded_check = false`.""")
     end