/
mps.lisp
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/
mps.lisp
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(in-package :rationalsimplex)
;;;;; MPS file parser
;;;; Instances of this data structure contain
;;;; everything stored in an MPS file
(defstruct mps
lp-name ; the name of the lp
obj-spec ; the sense and name of the objective function
row-spec ; the sense of the rows
row-rhss ; the right-hand side
row-lhss ; and left hand side of each row
col-lbounds ; the lower
col-ubounds ; and upper bounds for each variable
col-spec) ; and their cost and constraint matrix entries
;;;; Trims whitespace left and right of string
(defun whitespace-trim (line)
(let ((l 0)
(r (length line)))
(dotimes (i (length line))
(if (or (char-equal (char line l) #\Space)
(char-equal (char line l) #\Tab))
(incf l)
(return)))
(dotimes (i (length line))
(if (or (char-equal (char line (- r 1)) #\Space)
(char-equal (char line (- r 1)) #\Tab))
(decf r)
(return)))
(if (<= r l)
""
(subseq line l r))))
;;;; Parses fields in a line from the MPS file
(defun listify (line)
(cond ((zerop (length line))
'())
((not (or (char-equal (char line 0) #\Space)
(char-equal (char line 0) #\Tab)))
(if (and (<= 4 (length line))
(string-equal "NAME" (subseq line 0 4)))
(list "NAME" (subseq line 14 (min 22 (length line))))
(dotimes (i (length line) (list line))
(when (or (char-equal (char line i) #\Space)
(char-equal (char line i) #\Tab))
(return (list (subseq line 0 i)))))))
(t
(let ((linelist '()))
(when (<= 0 (length line))
(push (subseq line 1 (min 3 (length line))) linelist)
(when (<= 4 (length line))
(push (subseq line 4 (min 12 (length line))) linelist)
(when (<= 14 (length line))
(push (subseq line 14 (min 22 (length line))) linelist)
(when (<= 24 (length line))
(push (subseq line 24 (min 36 (length line))) linelist)
(when (<= 39 (length line))
(push (subseq line 39 (min 47 (length line))) linelist)
(when (<= 49 (length line))
(push (subseq line 49 (min 61 (length line))) linelist)))))))
(nreverse
(loop for elt in linelist
unless (string-equal "" (whitespace-trim elt))
collect (whitespace-trim elt)))))))
;;;; Reads the next non-empty line in the MPS file
(defun get-next-line-list (mps-stream)
(multiple-value-bind (line eof) (read-line mps-stream nil t)
(if eof
nil
(let ((line-list (listify line)))
(if line-list
line-list
(get-next-line-list mps-stream))))))
;;;; Reads a block in the MPS file (rows, columns, etc.)
(defmacro read-mps-block (mps-stream block end-tags)
(let ((line-list (gensym)))
`(loop
(let ((,line-list (get-next-line-list ,mps-stream)))
(unless ,line-list
(setf ,block nil)
(return))
(when (or ,@(mapcar
#'(lambda (tag)
`(string= ,tag (car ,line-list)))
(cons "ENDATA" end-tags)))
(return (car ,line-list)))
(push ,line-list ,block)))))
;;;; Generates an association list for the data in the column block
(defun make-coef-alist (list)
(let ((length (length list)))
(cond ((= length 2)
(destructuring-bind (n1 v1) list
(list (cons n1 (rationalize (read-from-string v1))))))
((= length 4)
(destructuring-bind (n1 v1 n2 v2) list
(list (cons n2 (rationalize (read-from-string v2)))
(cons n1 (rationalize (read-from-string v1))))))
(t
(error "parse error in MPS file, column section")))))
;;;; This function opens, reads and parses an MPS file,
;;;; it returns an mps structure
(defun load-from-mps (mps-full-file-name)
(let ((data)
(header)
(rows)
(columns)
(rhss)
(lhss)
(bounds)
(n-named 1)
(n-slack 0)
(obj-sense -1)
(obj-name)
(m 0))
(with-open-file (mps-stream (make-pathname :directory "/"
:name mps-full-file-name)
:direction :input)
(read-mps-block mps-stream header ("ROWS"))
(read-mps-block mps-stream rows ("COLUMNS"))
(read-mps-block mps-stream columns ("RHS"))
(when (string= "RANGES" (read-mps-block mps-stream rhss ("BOUNDS" "RANGES")))
(read-mps-block mps-stream lhss ("BOUNDS")))
(read-mps-block mps-stream bounds nil))
;; gross error check
(unless (and header rows columns)
(error "corrupted MPS file"))
;; parse the header
(setf data (make-mps)
header (nreverse header))
(setf (mps-lp-name data) (cadar header))
(pop header)
(loop
(unless header
(return))
(when (string= (caar header) "OBJNAME")
(setf obj-name (caadr header)))
(when (string= (caar header) "OBJSENSE")
(when (or (string= (caadr header) "MAX")
(string= (caadr header) "MAXIMIZE"))
(setf obj-sense 1)))
(pop header)
(pop header))
(setf (mps-obj-spec data) (cons obj-name obj-sense))
;; parse the rows
(dolist (row rows)
(cond ((string= (car row) "L")
(incf n-slack)
(incf m)
(push (cons (cadr row) '<=) (mps-row-spec data)))
((string= (car row) "G")
(incf n-slack)
(incf m)
(push (cons (cadr row) '>=) (mps-row-spec data)))
((string= (car row) "E")
(incf m)
(push (cons (cadr row) '=) (mps-row-spec data)))
((string= (car row) "N")
(unless (car (mps-obj-spec data))
(setf obj-name (cadr row)
(mps-obj-spec data) (cons (cadr row) (cdr (mps-obj-spec data))))))
(t
(print row)
(error "parse error in MPS file, row section"))))
;; parse the columns
(let ((current-col-name (caar columns))
(current-col-coef (make-coef-alist (cdar columns))))
(dolist (col (cdr columns))
(cond ((string/= current-col-name (car col))
(incf n-named)
(push (cons current-col-name current-col-coef)
(mps-col-spec data))
(setf current-col-name (car col)
current-col-coef (make-coef-alist (cdr col))))
(t
(nconc current-col-coef (make-coef-alist (cdr col))))))
(push (cons current-col-name current-col-coef)
(mps-col-spec data)))
;; parse the right-hand sides
(dolist (rhs rhss)
(let ((length (length rhs)))
(when (or (= length 3)
(= length 5))
(decf length)
(pop rhs))
(cond ((= length 2)
(destructuring-bind (n1 v1) rhs
(if (string= n1 obj-name)
(format t "Warning: objective has upper bound ~A~%" v1)
(push (cons n1 (rationalize (read-from-string v1)))
(mps-row-rhss data)))))
((= length 4)
(destructuring-bind (n1 v1 n2 v2) rhs
(if (string= n2 obj-name)
(format t "Warning: objective has upper bound ~A~%" v2)
(push (cons n2 (rationalize (read-from-string v2)))
(mps-row-rhss data)))
(if (string= n1 obj-name)
(format t "Warning: objective has upper bound ~A~%" v1)
(push (cons n1 (rationalize (read-from-string v1)))
(mps-row-rhss data)))))
(t
(error "parse error in MPS file, rhs section")))))
;; parse the ranges, if they exist
(when lhss
(dolist (lhs lhss)
(let ((length (length lhs)))
(when (or (= length 3)
(= length 5))
(decf length)
(pop lhs))
(cond ((= length 2)
(destructuring-bind (n1 v1) lhs
(if (string= n1 obj-name)
(format t "Warning: objective has lower bound ~A~%" v1)
(push (cons n1 (rationalize (read-from-string v1)))
(mps-row-lhss data)))))
((= length 4)
(destructuring-bind (n1 v1 n2 v2) lhs
(if (string= n2 obj-name)
(format t "Warning: objective has lower bound ~A~%" v2)
(push (cons n2 (rationalize (read-from-string v2)))
(mps-row-lhss data)))
(if (string= n1 obj-name)
(format t "Warning: objective has lower bound ~A~%" v1)
(push (cons n1 (rationalize (read-from-string v1)))
(mps-row-lhss data)))))
(t
(error "parse error in MPS file, range section"))))))
;; parse the bounds, if they exist
(dolist (bound bounds)
(let ((type (car bound))
(name (caddr bound))
(val (cadddr bound)))
(cond ((string= type "UP")
(push (cons name (rationalize (read-from-string val)))
(mps-col-ubounds data)))
((string= type "LO")
(push (cons name (rationalize (read-from-string val)))
(mps-col-lbounds data)))
((string= type "FX")
(push (cons name (rationalize (read-from-string val)))
(mps-col-ubounds data))
(push (cons name (rationalize (read-from-string val)))
(mps-col-lbounds data)))
((string= type "FR")
(push (cons name nil) (mps-col-ubounds data))
(push (cons name nil) (mps-col-lbounds data)))
((string= type "PL")
(push (cons name nil) (mps-col-ubounds data)))
((string= type "MI")
(push (cons name nil) (mps-col-lbounds data)))
(t
(error "parse error in MPS file, bounds section")))))
(values data n-named n-slack m)))