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[FileFormats] read double-sided variable bounds separately #2548

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Oct 7, 2024
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[FileFormats] read double-sided variable bounds separately #2548

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ad3c37f
[FileFormats] read double-sided variable bounds separately
odow Oct 7, 2024
8deb004
Update test/FileFormats/MPS/MPS.jl
odow Oct 7, 2024
1b236e4
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odow Oct 7, 2024
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5 changes: 4 additions & 1 deletion src/FileFormats/LP/LP.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -916,7 +916,10 @@
return
elseif -Inf < lb < ub < Inf
_delete_default_lower_bound_if_present(model, cache, x)
MOI.add_constraint(model, x, MOI.Interval(lb, ub))
# Do not add MOI.Interval constraints because we want to follow
# JuMP's convention of adding separate lower and upper bounds.
MOI.add_constraint(model, x, MOI.GreaterThan(lb))
MOI.add_constraint(model, x, MOI.LessThan(ub))

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return
elseif lb == -Inf
_delete_default_lower_bound_if_present(model, cache, x)
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7 changes: 6 additions & 1 deletion src/FileFormats/MPS/MPS.jl
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Expand Up @@ -1287,7 +1287,12 @@
variable_map[name] = x
MOI.set(model, MOI.VariableName(), x, name)
set = bounds_to_set(data.col_lower[i], data.col_upper[i])
if set !== nothing
if set isa MOI.Interval

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# Do not add MOI.Interval constraints because we want to follow JuMP's
# convention of adding separate lower and upper bounds.
MOI.add_constraint(model, x, MOI.GreaterThan(set.lower::Float64))
MOI.add_constraint(model, x, MOI.LessThan(set.upper::Float64))
elseif set !== nothing

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MOI.add_constraint(model, x, set)
end
if data.vtype[i] == VTYPE_INTEGER
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19 changes: 15 additions & 4 deletions test/FileFormats/LP/LP.jl
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Expand Up @@ -9,7 +9,8 @@ module TestLP
using Test

import MathOptInterface as MOI
const LP = MOI.FileFormats.LP
import MathOptInterface.FileFormats: LP

const LP_TEST_FILE = "test.lp"

function test_show()
Expand Down Expand Up @@ -464,7 +465,8 @@ function test_read_example_lo1()
@test (MOI.ScalarAffineFunction{Float64}, MOI.LessThan{Float64}) in
constraints
@test (MOI.VariableIndex, MOI.GreaterThan{Float64}) in constraints
@test (MOI.VariableIndex, MOI.Interval{Float64}) in constraints
@test (MOI.VariableIndex, MOI.LessThan{Float64}) in constraints
@test !((MOI.VariableIndex, MOI.Interval{Float64}) in constraints)
io = IOBuffer()
write(io, model)
seekstart(io)
Expand Down Expand Up @@ -525,7 +527,8 @@ function test_read_model1()
@test (MOI.ScalarAffineFunction{Float64}, MOI.LessThan{Float64}) in
constraints
@test (MOI.VariableIndex, MOI.GreaterThan{Float64}) in constraints
@test (MOI.VariableIndex, MOI.Interval{Float64}) in constraints
@test (MOI.VariableIndex, MOI.LessThan{Float64}) in constraints
@test !((MOI.VariableIndex, MOI.Interval{Float64}) in constraints)
@test (MOI.VariableIndex, MOI.Integer) in constraints
@test (MOI.VariableIndex, MOI.ZeroOne) in constraints
@test (MOI.VectorOfVariables, MOI.SOS1{Float64}) in constraints
Expand All @@ -543,9 +546,17 @@ function test_read_model2()
@test (MOI.ScalarAffineFunction{Float64}, MOI.LessThan{Float64}) in
constraints
@test (MOI.VariableIndex, MOI.GreaterThan{Float64}) in constraints
@test (MOI.VariableIndex, MOI.Interval{Float64}) in constraints
@test (MOI.VariableIndex, MOI.LessThan{Float64}) in constraints
@test !((MOI.VariableIndex, MOI.Interval{Float64}) in constraints)
@test (MOI.VariableIndex, MOI.Integer) in constraints
@test (MOI.VariableIndex, MOI.ZeroOne) in constraints
@test MOI.get(model, MOI.VariableName(), MOI.VariableIndex(2)) == "V5"
ci = MOI.ConstraintIndex{MOI.VariableIndex,MOI.LessThan{Float64}}(2)
@test MOI.get(model, MOI.ConstraintSet(), ci) == MOI.LessThan(1.0)
ci = MOI.ConstraintIndex{MOI.VariableIndex,MOI.GreaterThan{Float64}}(2)
@test MOI.get(model, MOI.ConstraintSet(), ci) == MOI.GreaterThan(0.0)
ci = MOI.ConstraintIndex{MOI.VariableIndex,MOI.Interval{Float64}}(2)
@test !MOI.is_valid(model, ci)
@test MOI.get(model, MOI.VariableName(), MOI.VariableIndex(8)) == "V8"
@test model.variables.lower[8] == -Inf
@test model.variables.upper[8] == -3
Expand Down
19 changes: 14 additions & 5 deletions test/FileFormats/MPS/MPS.jl
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Expand Up @@ -170,7 +170,8 @@ function test_stacked_data()
con3: 1.0 * x in Interval(3.0, 7.0)
con4: 2.0 * x in Interval(4.0, 8.0)
y in Integer()
y in Interval(1.0, 4.0)
y >= 1.0
y <= 4.0
z in ZeroOne()
""",
)
Expand All @@ -182,7 +183,8 @@ function test_stacked_data()
["blank_obj", "con1", "con2", "con3", "con4"],
[
("y", MOI.Integer()),
("y", MOI.Interval{Float64}(1.0, 4.0)),
("y", MOI.GreaterThan{Float64}(1.0)),
("y", MOI.LessThan{Float64}(4.0)),
("z", MOI.ZeroOne()),
],
)
Expand All @@ -193,8 +195,13 @@ function test_integer_default_bounds()
model = MPS.Model()
MOI.read_from_file(model, joinpath(@__DIR__, "integer_default_bounds.mps"))
x = only(MOI.get(model, MOI.ListOfVariableIndices()))
ci =
MOI.ConstraintIndex{MOI.VariableIndex,MOI.GreaterThan{Float64}}(x.value)
@test MOI.get(model, MOI.ConstraintSet(), ci) == MOI.GreaterThan(0.0)
ci = MOI.ConstraintIndex{MOI.VariableIndex,MOI.LessThan{Float64}}(x.value)
@test MOI.get(model, MOI.ConstraintSet(), ci) == MOI.LessThan(1.0)
ci = MOI.ConstraintIndex{MOI.VariableIndex,MOI.Interval{Float64}}(x.value)
@test MOI.get(model, MOI.ConstraintSet(), ci) == MOI.Interval(0.0, 1.0)
@test !MOI.is_valid(model, ci)
return
end

Expand Down Expand Up @@ -482,7 +489,8 @@ function test_nonzero_variable_bounds()
x == 1.0
y >= 2.0
z <= 3.0
w in Interval(4.0, 5.0)
w >= 4.0
w <= 5.0
""",
)
io = IOBuffer()
Expand All @@ -499,7 +507,8 @@ function test_nonzero_variable_bounds()
("x", MOI.EqualTo{Float64}(1.0)),
("y", MOI.GreaterThan{Float64}(2.0)),
("z", MOI.LessThan{Float64}(3.0)),
("w", MOI.Interval{Float64}(4.0, 5.0)),
("w", MOI.GreaterThan{Float64}(4.0)),
("w", MOI.LessThan{Float64}(5.0)),
],
)
return
Expand Down
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