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@odow
odow committed Feb 4, 2024
1 parent 7377a66 commit 6513ac2
Showing 1 changed file with 81 additions and 23 deletions.
104 changes: 81 additions & 23 deletions src/FileFormats/MPS/MPS.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -287,9 +287,6 @@ const SET_TYPES = (
(MOI.Interval{Float64}, "L"), # See the note in the RANGES section.
)

const FUNC_TYPES =
(MOI.ScalarAffineFunction{Float64}, MOI.ScalarQuadraticFunction{Float64})

function _write_rows(io, model, ::Type{F}, ::Type{S}, sense_char) where {F,S}
for index in MOI.get(model, MOI.ListOfConstraintIndices{F,S}())
row_name = MOI.get(model, MOI.ConstraintName(), index)
Expand Down Expand Up @@ -324,12 +321,47 @@ 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_loop(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"

function write_rows(io::IO, model::Model)
println(io, "ROWS")
println(io, Card(f1 = "N", f2 = "OBJ"))
for (set_type, sense_char) in SET_TYPES
for F in FUNC_TYPES
_write_rows(io, model, F, set_type, sense_char)
# Functions and sets are given explicitly so that this function is type stable.
@_unroll_loop for S in (

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MOI.LessThan{Float64},
MOI.GreaterThan{Float64},
MOI.EqualTo{Float64},
MOI.Interval{Float64},
)
@_unroll_loop for F in (

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MOI.ScalarAffineFunction{Float64},
MOI.ScalarQuadraticFunction{Float64},
)
_write_rows(io, model, F, S, _sense(S))
end
end
F = MOI.VectorAffineFunction{Float64}
Expand All @@ -339,15 +371,19 @@ function write_rows(io::IO, model::Model)
_write_rows(io, model, F, IndicatorGreaterThanFalse{Float64}, "G")
_write_rows(io, model, F, IndicatorEqualToTrue{Float64}, "E")
_write_rows(io, model, F, IndicatorEqualToFalse{Float64}, "E")

return
end

# ==============================================================================
# COLUMNS
# ==============================================================================

function _list_of_integer_variables(model, names, integer_variables, S)
function _list_of_integer_variables(
model,
names,
integer_variables,
::Type{S},
) where {S}
for index in
MOI.get(model, MOI.ListOfConstraintIndices{MOI.VariableIndex,S}())
v_index = MOI.get(model, MOI.ConstraintFunction(), index)
Expand All @@ -358,9 +394,8 @@ end

function list_of_integer_variables(model::Model, names)
integer_variables = Set{String}()
for S in (MOI.ZeroOne, MOI.Integer)
_list_of_integer_variables(model, names, integer_variables, S)
end
_list_of_integer_variables(model, names, integer_variables, MOI.ZeroOne)
_list_of_integer_variables(model, names, integer_variables, MOI.Integer)
return integer_variables
end

Expand Down Expand Up @@ -411,7 +446,13 @@ end

_activation_condition(::Type{<:MOI.Indicator{A}}) where {A} = A

function _collect_indicator(model, S, names, coefficients, indicators)
function _collect_indicator(
model,
::Type{S},
names,
coefficients,
indicators,
) where {S}
F = MOI.VectorAffineFunction{Float64}
for index in MOI.get(model, MOI.ListOfConstraintIndices{F,S}())
row_name = MOI.get(model, MOI.ConstraintName(), index)
Expand Down Expand Up @@ -443,12 +484,22 @@ function write_columns(io::IO, model::Model, flip_obj, ordered_names, names)
n => Tuple{String,Float64}[] for n in ordered_names
)
# Build constraint coefficients
for (S, _) in SET_TYPES
for F in FUNC_TYPES
# The functions and sets are given explicitly so that this function is
# type-stable.
@_unroll_loop for S in (

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MOI.LessThan{Float64},
MOI.GreaterThan{Float64},
MOI.EqualTo{Float64},
MOI.Interval{Float64},
)
@_unroll_loop for F in (

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MOI.ScalarAffineFunction{Float64},
MOI.ScalarQuadraticFunction{Float64},
)
_collect_coefficients(model, F, S, names, coefficients)
end
end
for S in (
@_unroll_loop for S in (

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IndicatorLessThanTrue{Float64},
IndicatorLessThanFalse{Float64},
IndicatorGreaterThanTrue{Float64},
Expand Down Expand Up @@ -540,9 +591,17 @@ end

function write_rhs(io::IO, model::Model, obj_const)
println(io, "RHS")
for (set_type, _) in SET_TYPES
for F in FUNC_TYPES
_write_rhs(io, model, F, set_type)
@_unroll_loop for S in (

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MOI.LessThan{Float64},
MOI.GreaterThan{Float64},
MOI.EqualTo{Float64},
MOI.Interval{Float64},
)
@_unroll_loop for F in (

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MOI.ScalarAffineFunction{Float64},
MOI.ScalarQuadraticFunction{Float64},
)
_write_rhs(io, model, F, S)
end
end
F = MOI.VectorAffineFunction{Float64}
Expand Down Expand Up @@ -593,9 +652,8 @@ end

function write_ranges(io::IO, model::Model)
println(io, "RANGES")
for F in FUNC_TYPES
_write_ranges(io, model, F)
end
_write_ranges(io, model, MOI.ScalarAffineFunction{Float64})
_write_ranges(io, model, MOI.ScalarQuadraticFunction{Float64})
return
end

Expand Down Expand Up @@ -681,7 +739,7 @@ function update_bounds(x::Tuple{Float64,Float64,VType}, set::MOI.ZeroOne)
return (x[1], x[2], VTYPE_BINARY)
end

function _collect_bounds(bounds, model, S, names)
function _collect_bounds(bounds, model, ::Type{S}, names) where {S}
for index in
MOI.get(model, MOI.ListOfConstraintIndices{MOI.VariableIndex,S}())
func = MOI.get(model, MOI.ConstraintFunction(), index)
Expand All @@ -697,7 +755,7 @@ function write_bounds(io::IO, model::Model, ordered_names, names)
bounds = Dict{String,Tuple{Float64,Float64,VType}}(
n => (-Inf, Inf, VTYPE_CONTINUOUS) for n in ordered_names
)
for S in (
@_unroll_loop for S in (

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MOI.LessThan{Float64},
MOI.GreaterThan{Float64},
MOI.EqualTo{Float64},
Expand Down

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