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[FileFormats.MPS] remove unroll macro #2632

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Feb 17, 2025
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[FileFormats.MPS] remove unroll macro #2632

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186 changes: 86 additions & 100 deletions src/FileFormats/MPS/MPS.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -304,60 +304,26 @@ function _write_rows(
return
end

_code_replace(x, ::Any) = x

_code_replace(x::Symbol, ret::Pair) = ifelse(first(ret) == x, last(ret), x)

function _code_replace(x::Expr, ret::Pair)
for i in 1:length(x.args)
x.args[i] = _code_replace(x.args[i], ret)
end
return x
end

macro _unroll(input)
@assert Meta.isexpr(input, :for)
head, body = input.args
ret = quote end
for arg in head.args[2].args
push!(ret.args, _code_replace(copy(body), head.args[1] => arg))
end
return esc(ret)
end

_sense(::Type{MOI.LessThan{Float64}}) = "L"
_sense(::Type{MOI.GreaterThan{Float64}}) = "G"
_sense(::Type{MOI.EqualTo{Float64}}) = "E"
_sense(::Type{MOI.Interval{Float64}}) = "L"
_sense(::Type{MOI.Indicator{A,S}}) where {A,S} = _sense(S)

function write_rows(io::IO, model::Model)
println(io, "ROWS")
println(io, Card(f1 = "N", f2 = "OBJ"))
@_unroll for S in (
MOI.LessThan{Float64},
MOI.GreaterThan{Float64},
MOI.EqualTo{Float64},
MOI.Interval{Float64},
)
@_unroll for F in (
MOI.ScalarAffineFunction{Float64},
MOI.ScalarQuadraticFunction{Float64},
)
_write_rows(io, model, F, S, _sense(S))
end
end
F = MOI.VectorAffineFunction{Float64}
@_unroll for S in (
IndicatorLessThanTrue{Float64},
IndicatorLessThanFalse{Float64},
IndicatorGreaterThanTrue{Float64},
IndicatorGreaterThanFalse{Float64},
IndicatorEqualToTrue{Float64},
IndicatorEqualToFalse{Float64},
)
_write_rows(io, model, F, S, _sense(S))
end
SAF = MOI.ScalarAffineFunction{Float64}
SQF = MOI.ScalarQuadraticFunction{Float64}
_write_rows(io, model, SAF, MOI.LessThan{Float64}, "L")
_write_rows(io, model, SQF, MOI.LessThan{Float64}, "L")
_write_rows(io, model, SAF, MOI.GreaterThan{Float64}, "G")
_write_rows(io, model, SQF, MOI.GreaterThan{Float64}, "G")
_write_rows(io, model, SAF, MOI.EqualTo{Float64}, "E")
_write_rows(io, model, SQF, MOI.EqualTo{Float64}, "E")
_write_rows(io, model, SAF, MOI.Interval{Float64}, "L")
_write_rows(io, model, SQF, MOI.Interval{Float64}, "L")
VAF = MOI.VectorAffineFunction{Float64}
_write_rows(io, model, VAF, IndicatorLessThanTrue{Float64}, "L")
_write_rows(io, model, VAF, IndicatorLessThanFalse{Float64}, "L")
_write_rows(io, model, VAF, IndicatorGreaterThanTrue{Float64}, "G")
_write_rows(io, model, VAF, IndicatorGreaterThanFalse{Float64}, "G")
_write_rows(io, model, VAF, IndicatorEqualToTrue{Float64}, "E")
_write_rows(io, model, VAF, IndicatorEqualToFalse{Float64}, "E")
return
end

Expand Down Expand Up @@ -488,29 +454,60 @@ function write_columns(io::IO, model::Model, flip_obj, var_to_column)
# Build constraint coefficients
# The functions and sets are given explicitly so that this function is
# type-stable.
@_unroll for S in (
MOI.LessThan{Float64},
MOI.GreaterThan{Float64},
MOI.EqualTo{Float64},
MOI.Interval{Float64},
)
@_unroll for F in (
MOI.ScalarAffineFunction{Float64},
MOI.ScalarQuadraticFunction{Float64},
)
_collect_coefficients(model, F, S, var_to_column, coefficients)
end
end
@_unroll for S in (
SAF = MOI.ScalarAffineFunction{Float64}
SQF = MOI.ScalarQuadraticFunction{Float64}
LT, GT = MOI.LessThan{Float64}, MOI.GreaterThan{Float64}
ET, IT = MOI.EqualTo{Float64}, MOI.Interval{Float64}
_collect_coefficients(model, SAF, LT, var_to_column, coefficients)
_collect_coefficients(model, SQF, LT, var_to_column, coefficients)
_collect_coefficients(model, SAF, GT, var_to_column, coefficients)
_collect_coefficients(model, SQF, GT, var_to_column, coefficients)
_collect_coefficients(model, SAF, ET, var_to_column, coefficients)
_collect_coefficients(model, SQF, ET, var_to_column, coefficients)
_collect_coefficients(model, SAF, IT, var_to_column, coefficients)
_collect_coefficients(model, SQF, IT, var_to_column, coefficients)
_collect_indicator(
model,
IndicatorLessThanTrue{Float64},
var_to_column,
coefficients,
indicators,
)
_collect_indicator(
model,
IndicatorLessThanFalse{Float64},
var_to_column,
coefficients,
indicators,
)
_collect_indicator(
model,
IndicatorGreaterThanTrue{Float64},
var_to_column,
coefficients,
indicators,
)
_collect_indicator(
model,
IndicatorGreaterThanFalse{Float64},
var_to_column,
coefficients,
indicators,
)
_collect_indicator(
model,
IndicatorEqualToTrue{Float64},
var_to_column,
coefficients,
indicators,
)
_collect_indicator(
model,
IndicatorEqualToFalse{Float64},
var_to_column,
coefficients,
indicators,
)
_collect_indicator(model, S, var_to_column, coefficients, indicators)
end
# Build objective
constant =
_extract_terms_objective(model, var_to_column, coefficients, flip_obj)
Expand Down Expand Up @@ -597,30 +594,23 @@ end

function write_rhs(io::IO, model::Model, obj_const)
println(io, "RHS")
@_unroll for S in (
MOI.LessThan{Float64},
MOI.GreaterThan{Float64},
MOI.EqualTo{Float64},
MOI.Interval{Float64},
)
@_unroll for F in (
MOI.ScalarAffineFunction{Float64},
MOI.ScalarQuadraticFunction{Float64},
)
_write_rhs(io, model, F, S)
end
end
F = MOI.VectorAffineFunction{Float64}
@_unroll for S in (
IndicatorLessThanTrue{Float64},
IndicatorLessThanFalse{Float64},
IndicatorGreaterThanTrue{Float64},
IndicatorGreaterThanFalse{Float64},
IndicatorEqualToTrue{Float64},
IndicatorEqualToFalse{Float64},
)
_write_rhs(io, model, F, S)
end
SAF = MOI.ScalarAffineFunction{Float64}
SQF = MOI.ScalarQuadraticFunction{Float64}
_write_rhs(io, model, SAF, MOI.LessThan{Float64})
_write_rhs(io, model, SQF, MOI.LessThan{Float64})
_write_rhs(io, model, SAF, MOI.GreaterThan{Float64})
_write_rhs(io, model, SQF, MOI.GreaterThan{Float64})
_write_rhs(io, model, SAF, MOI.EqualTo{Float64})
_write_rhs(io, model, SQF, MOI.EqualTo{Float64})
_write_rhs(io, model, SAF, MOI.Interval{Float64})
_write_rhs(io, model, SQF, MOI.Interval{Float64})
VAF = MOI.VectorAffineFunction{Float64}
_write_rhs(io, model, VAF, IndicatorLessThanTrue{Float64})
_write_rhs(io, model, VAF, IndicatorLessThanFalse{Float64})
_write_rhs(io, model, VAF, IndicatorGreaterThanTrue{Float64})
_write_rhs(io, model, VAF, IndicatorGreaterThanFalse{Float64})
_write_rhs(io, model, VAF, IndicatorEqualToTrue{Float64})
_write_rhs(io, model, VAF, IndicatorEqualToFalse{Float64})
# Objective constants are added to the RHS as a negative offset.
# https://www.ibm.com/docs/en/icos/20.1.0?topic=standard-records-in-mps-format
if !iszero(obj_const)
Expand Down Expand Up @@ -768,15 +758,11 @@ function write_bounds(io::IO, model::Model, var_to_column)
options = get_options(model)
println(io, "BOUNDS")
bounds = [(-Inf, Inf, VTYPE_CONTINUOUS) for _ in 1:length(var_to_column)]
@_unroll for S in (
MOI.LessThan{Float64},
MOI.GreaterThan{Float64},
MOI.EqualTo{Float64},
MOI.Interval{Float64},
MOI.ZeroOne,
)
_collect_bounds(bounds, model, S, var_to_column)
end
_collect_bounds(bounds, model, MOI.LessThan{Float64}, var_to_column)
_collect_bounds(bounds, model, MOI.GreaterThan{Float64}, var_to_column)
_collect_bounds(bounds, model, MOI.EqualTo{Float64}, var_to_column)
_collect_bounds(bounds, model, MOI.Interval{Float64}, var_to_column)
_collect_bounds(bounds, model, MOI.ZeroOne, var_to_column)
for (variable, column) in var_to_column
var_name = _var_name(model, variable, column, options.generic_names)
lower, upper, vtype = bounds[column]
Expand Down
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