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Merged
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Jun 18, 2021
Merged

[FileFormats.MPS] Add support for OBJSENSE #1391

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68a2d25
[FileFormats.MPS] Add support for OBJSENSE
odow Jun 18, 2021
032888d
Update overview.md
odow Jun 18, 2021
7875dc9
Update MPS.jl
odow Jun 18, 2021
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8 changes: 3 additions & 5 deletions docs/src/submodules/FileFormats/overview.md
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Original file line number Diff line number Diff line change
Expand Up @@ -188,18 +188,16 @@ A Mathematical Programming System (MPS) model
julia> MOI.copy_to(dest, src)
MathOptInterface.Utilities.IndexMap with 0 entries

julia> io = IOBuffer()
IOBuffer(data=UInt8[...], readable=true, writable=true, seekable=true, append=false, size=0, maxsize=Inf, ptr=1, mark=-1)
julia> io = IOBuffer();

julia> write(io, dest)

julia> seekstart(io)
IOBuffer(data=UInt8[...], readable=true, writable=true, seekable=true, append=false, size=61, maxsize=Inf, ptr=1, mark=-1)
julia> seekstart(io);

julia> src_2 = MOI.FileFormats.Model(format = MOI.FileFormats.FORMAT_MPS)
A Mathematical Programming System (MPS) model

julia> read!(io, src_2)
julia> read!(io, src_2);
```

## Validating MOF files
Expand Down
58 changes: 33 additions & 25 deletions src/FileFormats/MPS/MPS.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -171,6 +171,11 @@ function Base.write(io::IO, model::Model)
names[x] = n
end
write_model_name(io, model)
if MOI.get(model, MOI.ObjectiveSense()) == MOI.MAX_SENSE
println(io, "OBJSENSE MAX")
else
println(io, "OBJSENSE MIN")
end
write_rows(io, model)
write_columns(io, model, ordered_names, names)
write_rhs(io, model)
Expand Down Expand Up @@ -246,19 +251,15 @@ function list_of_integer_variables(model::Model, names)
return integer_variables
end

function extract_terms(
function _extract_terms(
v_names::Dict{MOI.VariableIndex,String},
coefficients::Dict{String,Vector{Tuple{String,Float64}}},
row_name::String,
func::MOI.ScalarAffineFunction,
multiplier::Float64 = 1.0,
)
for term in func.terms
variable_name = v_names[term.variable]
push!(
coefficients[variable_name],
(row_name, multiplier * term.coefficient),
)
push!(coefficients[variable_name], (row_name, term.coefficient))
end
return
end
Expand All @@ -275,7 +276,7 @@ function _collect_coefficients(
)
row_name = MOI.get(model, MOI.ConstraintName(), index)
func = MOI.get(model, MOI.ConstraintFunction(), index)
extract_terms(v_names, coefficients, row_name, func)
_extract_terms(v_names, coefficients, row_name, func)
end
return
end
Expand All @@ -289,14 +290,11 @@ function write_columns(io::IO, model::Model, ordered_names, names)
_collect_coefficients(model, S, names, coefficients)
end
# Build objective
# MPS doesn't support maximization so we flip the sign on the objective
# coefficients.
s = MOI.get(model, MOI.ObjectiveSense()) == MOI.MAX_SENSE ? -1.0 : 1.0
obj_func = MOI.get(
model,
MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}(),
)
extract_terms(names, coefficients, "OBJ", obj_func, s)
_extract_terms(names, coefficients, "OBJ", obj_func)
integer_variables = list_of_integer_variables(model, names)
println(io, "COLUMNS")
int_open = false
Expand Down Expand Up @@ -619,6 +617,7 @@ end

mutable struct TempMPSModel
name::String
is_minimization::Bool
obj_name::String
c::Vector{Float64}
col_lower::Vector{Float64}
Expand All @@ -639,6 +638,7 @@ end
function TempMPSModel()
return TempMPSModel(
"",
true,
"",
Float64[], # c
Float64[], # col_lower
Expand All @@ -660,6 +660,7 @@ end
@enum(
Headers,
HEADER_NAME,
HEADER_OBJSENSE,
HEADER_ROWS,
HEADER_COLUMNS,
HEADER_RHS,
Expand All @@ -671,27 +672,21 @@ end
)

# Headers(s) gets called _alot_ (on every line), so we try very hard to be
# efficient.]
# efficient.
function Headers(s::AbstractString)
N = length(s)
if N > 7 || N < 3
return HEADER_UNKNOWN
elseif N == 3
x = first(s)
x = first(s)
if N == 3
if (x == 'R' || x == 'r') && uppercase(s) == "RHS"
return HEADER_RHS
elseif (x == 'S' || x == 's') && uppercase(s) == "SOS"
return HEADER_SOS
end
elseif N == 4
x = first(s)
if (x == 'R' || x == 'r') && uppercase(s) == "ROWS"
return HEADER_ROWS
end
elseif N == 5
return HEADER_UNKNOWN
elseif N == 6
x = first(s)
if (x == 'R' || x == 'r') && uppercase(s) == "RANGES"
return HEADER_RANGES
elseif (x == 'B' || x == 'b') && uppercase(s) == "BOUNDS"
Expand All @@ -700,10 +695,13 @@ function Headers(s::AbstractString)
return HEADER_ENDATA
end
elseif N == 7
x = first(s)
if (x == 'C' || x == 'c') && (uppercase(s) == "COLUMNS")
return HEADER_COLUMNS
end
elseif N == 12
if (x == 'O' || x == 'o') && startswith(uppercase(s), "OBJSENSE")
return HEADER_OBJSENSE
end
end
return HEADER_UNKNOWN
end
Expand Down Expand Up @@ -731,12 +729,18 @@ function Base.read!(io::IO, model::Model)
continue # Skip blank lines and comments.
end
h = Headers(line)
if h != HEADER_UNKNOWN
if h == HEADER_OBJSENSE
items = line_to_items(line)
@assert length(items) == 2
sense = uppercase(items[2])
@assert sense == "MAX" || sense == "MIN"
data.is_minimization = sense == "MIN"
continue
elseif h != HEADER_UNKNOWN
header = h
continue
else
# Carry on with the previous header
end
# Otherwise, carry on with the previous header
# TODO: split into hard fields based on column indices.
items = line_to_items(line)
if header == HEADER_NAME
Expand Down Expand Up @@ -819,7 +823,11 @@ function _add_variable(model, data, variable_map, i, name)
end

function _add_objective(model, data, variable_map)
MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
if data.is_minimization
MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
else
MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
end
MOI.set(
model,
MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}(),
Expand Down
19 changes: 17 additions & 2 deletions test/FileFormats/MPS/MPS.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -114,7 +114,7 @@ function test_maximization()
MOI.SingleVariable(x),
)
@test sprint(MPS.write_columns, model, ["x"], Dict(x => "x")) ==
"COLUMNS\n x OBJ -1\n"
"COLUMNS\n x OBJ 1\n"
end

function test_stacked_data()
Expand All @@ -125,7 +125,7 @@ function test_stacked_data()
model_2,
"""
variables: x, y, z
minobjective: x + y + z
maxobjective: x + y + z
con1: 1.0 * x in Interval(1.0, 5.0)
con2: 1.0 * x in Interval(2.0, 6.0)
con3: 1.0 * x in Interval(3.0, 7.0)
Expand Down Expand Up @@ -277,6 +277,18 @@ c1: 1.1 * x in Interval(1.0, 2.0)
)
end

function test_objsense_max()
return _test_model_equality(
"""
variables: x
maxobjective: 1.2x
c1: 1.0 * x >= 0.0
""",
["x"],
["c1"],
)
end

function test_MARKER_INT()
model = MPS.Model()
MOIU.loadfromstring!(
Expand Down Expand Up @@ -376,6 +388,7 @@ a_really_long_name <= 2.0
MOI.write_to_file(model, MPS_TEST_FILE)
@test read(MPS_TEST_FILE, String) ==
"NAME \n" *
"OBJSENSE MIN\n" *
"ROWS\n" *
" N OBJ\n" *
"COLUMNS\n" *
Expand Down Expand Up @@ -421,6 +434,7 @@ function test_names_with_spaces()
MOI.set(model, MOI.ConstraintName(), c, "c c")
@test sprint(write, model) ==
"NAME \n" *
"OBJSENSE MIN\n" *
"ROWS\n" *
" N OBJ\n" *
" E c_c\n" *
Expand Down Expand Up @@ -450,6 +464,7 @@ function test_sos_constraints()
)
@test sprint(write, model) ==
"NAME \n" *
"OBJSENSE MIN\n" *
"ROWS\n" *
" N OBJ\n" *
"COLUMNS\n" *
Expand Down
1 change: 1 addition & 0 deletions test/FileFormats/MPS/free_integer.mps
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Original file line number Diff line number Diff line change
@@ -1,4 +1,5 @@
NAME
OBJSENSE MIN
ROWS
N obj
G con1
Expand Down
3 changes: 2 additions & 1 deletion test/FileFormats/MPS/stacked_data.mps
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Original file line number Diff line number Diff line change
@@ -1,11 +1,12 @@
* min x + y
* max x + y
* s.t. 1 <= x <= 5 con1 G == 1 + (-4)
* 2 <= x <= 6 con2 L == 6 + (+4)
* 3 <= x <= 7 con3 E == 3 + (4)
* 4 <= 2x <= 8 con4 E == 8 + (-4)
* y ∈ {1, 2, 3, 4}
*2345678901234567890123456789012345678901234567890
NAME stacked_data
OBJSENSE MAX
ROWS
N obj
N blank_obj
Expand Down