Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

[FileFormats.LP] add support for quadratic problems #1974

Merged
merged 3 commits into from
Aug 2, 2022
Merged

[FileFormats.LP] add support for quadratic problems #1974

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
3 commits
Select commit Hold shift + click to select a range
cd81e79
[FileFormats.LP] add support for quadratic problems
odow Aug 1, 2022
27c11cf
Add more tests
odow Aug 1, 2022
6e3f9f6
Fix whitespace issues with /2
odow Aug 1, 2022
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
186 changes: 165 additions & 21 deletions src/FileFormats/LP/LP.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -35,16 +35,10 @@ MOI.Utilities.@model(
(),
(MOI.SOS1, MOI.SOS2),
(),
(MOI.ScalarAffineFunction,),
(MOI.ScalarQuadraticFunction, MOI.ScalarAffineFunction),
(MOI.VectorOfVariables,),
()
)
function MOI.supports(
::Model{T},
::MOI.ObjectiveFunction{<:MOI.ScalarQuadraticFunction{T}},
) where {T}
return false
end

struct Options
maximum_length::Int
Expand Down Expand Up @@ -93,7 +87,8 @@ function _write_function(
io::IO,
::Model,
func::MOI.VariableIndex,
variable_names::Dict{MOI.VariableIndex,String},
variable_names::Dict{MOI.VariableIndex,String};
kwargs...,
)
print(io, variable_names[func])
return
Expand All @@ -103,7 +98,8 @@ function _write_function(
io::IO,
::Model,
func::MOI.ScalarAffineFunction{Float64},
variable_names::Dict{MOI.VariableIndex,String},
variable_names::Dict{MOI.VariableIndex,String};
kwargs...,
)
is_first_item = true
if !(func.constant ≈ 0.0)
Expand All @@ -125,6 +121,66 @@ function _write_function(
return
end

function _write_function(
io::IO,
::Model,
func::MOI.ScalarQuadraticFunction{Float64},
variable_names::Dict{MOI.VariableIndex,String};
print_half::Bool = true,
kwargs...,
)
is_first_item = true
if !(func.constant ≈ 0.0)
_print_shortest(io, func.constant)
is_first_item = false
end
for term in func.affine_terms
if !(term.coefficient ≈ 0.0)
if is_first_item
_print_shortest(io, term.coefficient)
is_first_item = false
else
print(io, term.coefficient < 0 ? " - " : " + ")
_print_shortest(io, abs(term.coefficient))
end
print(io, " ", variable_names[term.variable])
end
end
if length(func.quadratic_terms) > 0
if is_first_item
print(io, "[ ")
else
print(io, " + [ ")
end
is_first_item = true
for term in func.quadratic_terms
coefficient = term.coefficient
if !print_half && term.variable_1 == term.variable_2
coefficient /= 2
end
if is_first_item
_print_shortest(io, coefficient)
is_first_item = false
else
print(io, coefficient < 0 ? " - " : " + ")
_print_shortest(io, abs(coefficient))
end
print(io, " ", variable_names[term.variable_1])
if term.variable_1 == term.variable_2
print(io, " ^ 2")
else
print(io, " * ", variable_names[term.variable_2])
end
end
if print_half
print(io, " ]/2")
else
print(io, " ]")
end
end
return
end

function _write_constraint_suffix(io::IO, set::MOI.LessThan)
print(io, " <= ")
_print_shortest(io, set.upper)
Expand Down Expand Up @@ -174,7 +230,7 @@ function _write_constraint(
print(io, MOI.get(model, MOI.ConstraintName(), index), ": ")
end
_write_constraint_prefix(io, set)
_write_function(io, model, func, variable_names)
_write_function(io, model, func, variable_names; print_half = false)
_write_constraint_suffix(io, set)
return
end
Expand Down Expand Up @@ -233,6 +289,10 @@ function _write_constraints(io, model, S, variable_names)
for index in MOI.get(model, MOI.ListOfConstraintIndices{F,S}())
_write_constraint(io, model, index, variable_names; write_name = true)
end
F = MOI.ScalarQuadraticFunction{Float64}
for index in MOI.get(model, MOI.ListOfConstraintIndices{F,S}())
_write_constraint(io, model, index, variable_names; write_name = true)
end
return
end

Expand Down Expand Up @@ -382,15 +442,19 @@ const _KEYWORDS = Dict(

mutable struct _ReadCache
objective::MOI.ScalarAffineFunction{Float64}
quad_obj_terms::Vector{MOI.ScalarQuadraticTerm{Float64}}
constraint_function::MOI.ScalarAffineFunction{Float64}
quad_terms::Vector{MOI.ScalarQuadraticTerm{Float64}}
constraint_name::String
num_constraints::Int
name_to_variable::Dict{String,MOI.VariableIndex}
has_default_bound::Set{MOI.VariableIndex}
function _ReadCache()
return new(
MOI.ScalarAffineFunction(MOI.ScalarAffineTerm{Float64}[], 0.0),
MOI.ScalarQuadraticTerm{Float64}[],
MOI.ScalarAffineFunction(MOI.ScalarAffineTerm{Float64}[], 0.0),
MOI.ScalarQuadraticTerm{Float64}[],
"",
0,
Dict{String,MOI.VariableIndex}(),
Expand Down Expand Up @@ -424,13 +488,30 @@ end

_tokenize(line::AbstractString) = String.(split(line, " "; keepempty = false))

@enum(_TokenType, _TOKEN_VARIABLE, _TOKEN_COEFFICIENT, _TOKEN_SIGN)
@enum(
_TokenType,
_TOKEN_VARIABLE,
_TOKEN_COEFFICIENT,
_TOKEN_SIGN,
_TOKEN_QUADRATIC_OPEN,
_TOKEN_QUADRATIC_CLOSE,
_TOKEN_QUADRATIC_DIAG,
_TOKEN_QUADRATIC_OFF_DIAG,
)

function _parse_token(token::String)
if token == "+"
return _TOKEN_SIGN, +1.0
elseif token == "-"
return _TOKEN_SIGN, -1.0
elseif startswith(token, "[")
return _TOKEN_QUADRATIC_OPEN, +1.0
elseif startswith(token, "]")
return _TOKEN_QUADRATIC_CLOSE, 0.5
elseif token == "^"
return _TOKEN_QUADRATIC_DIAG, +1.0
elseif token == "*"
return _TOKEN_QUADRATIC_OFF_DIAG, +1.0
end
coef = tryparse(Float64, token)
if coef === nothing
Expand All @@ -455,12 +536,30 @@ function _get_term(token_types, token_values, offset)
if offset > length(token_types) || token_types[offset] == _TOKEN_SIGN
return coef, offset # It's a standalone constant!
end
if token_types[offset] == _TOKEN_QUADRATIC_OPEN
return _get_term(token_types, token_values, offset + 1)
end
@assert token_types[offset] == _TOKEN_VARIABLE
x = MOI.VariableIndex(Int64(token_values[offset]))
return MOI.ScalarAffineTerm(coef, x), offset + 1
offset += 1
if offset > length(token_types) || token_types[offset] == _TOKEN_SIGN
return MOI.ScalarAffineTerm(coef, x), offset
end
term = if token_types[offset] == _TOKEN_QUADRATIC_DIAG
MOI.ScalarQuadraticTerm(coef, x, x)
else
@assert token_types[offset] == _TOKEN_QUADRATIC_OFF_DIAG
y = MOI.VariableIndex(Int64(token_values[offset+1]))
MOI.ScalarQuadraticTerm(coef, x, y)
end
if get(token_types, offset + 2, nothing) == _TOKEN_QUADRATIC_CLOSE
return term, offset + 3
else
return term, offset + 2
end
end

function _parse_affine_terms(
function _parse_function(
f::MOI.ScalarAffineFunction{Float64},
model::Model,
cache::_ReadCache,
Expand All @@ -474,6 +573,10 @@ function _parse_affine_terms(
token_types[i] = token_type
if token_type in (_TOKEN_SIGN, _TOKEN_COEFFICIENT)
token_values[i] = token::Float64
elseif token_type in (_TOKEN_QUADRATIC_OPEN, _TOKEN_QUADRATIC_CLOSE)
token_values[i] = NaN
elseif token_type in (_TOKEN_QUADRATIC_DIAG, _TOKEN_QUADRATIC_OFF_DIAG)
token_values[i] = NaN
else
@assert token_type == _TOKEN_VARIABLE
x = _get_variable_from_name(model, cache, token::String)
Expand All @@ -486,6 +589,15 @@ function _parse_affine_terms(
term, offset = _get_term(token_types, token_values, offset)
if term isa MOI.ScalarAffineTerm{Float64}
push!(f.terms, term::MOI.ScalarAffineTerm{Float64})
elseif term isa MOI.ScalarQuadraticTerm{Float64}
push!(cache.quad_terms, term::MOI.ScalarQuadraticTerm{Float64})
if tokens[offset-1] == "]"
for (i, term) in enumerate(cache.quad_terms)
x, y = term.variable_1, term.variable_2
scale = (x == y ? 2 : 1) * term.coefficient
cache.quad_terms[i] = MOI.ScalarQuadraticTerm(scale, x, y)
end
end
else
f.constant += term::Float64
end
Expand Down Expand Up @@ -520,13 +632,21 @@ function _parse_section(
if occursin(":", line) # Strip name of the objective
line = String(match(r"(.*?)\:(.*)", line)[2])
end
if occursin("^", line)
line = replace(line, "^" => " ^ ")
end
if occursin(r"\][\s/][\s/]+2", line)
line = replace(line, r"\][\s/][\s/]+2" => "]/2")
end
tokens = _tokenize(line)
if length(tokens) == 0
# Can happen if the name of the objective is on one line and the
# expression is on the next.
return
end
_parse_affine_terms(cache.objective, model, cache, tokens)
_parse_function(cache.objective, model, cache, tokens)
append!(cache.quad_obj_terms, cache.quad_terms)
empty!(cache.quad_terms)
return
end

Expand Down Expand Up @@ -554,6 +674,15 @@ function _parse_section(
cache.constraint_name = "R$(cache.num_constraints)"
end
end
if occursin("^", line)
# Simplify parsing of constraints with ^2 terms by turning them into
# explicit " ^ 2" terms. This avoids ambiguity when parsing names.
line = replace(line, "^" => " ^ ")
end
if occursin(r"\][\s/][\s/]+2", line)
# Simplify parsing of ]/2 end blocks, which may contain whitespace.
line = replace(line, r"\][\s/][\s/]+2" => "]/2")
end
tokens = _tokenize(line)
if length(tokens) == 0
# Can happen if the name is on one line and the constraint on the next.
Expand All @@ -573,12 +702,22 @@ function _parse_section(
MOI.EqualTo(rhs)
end
end
_parse_affine_terms(cache.constraint_function, model, cache, tokens)
_parse_function(cache.constraint_function, model, cache, tokens)
if constraint_set !== nothing
c = MOI.add_constraint(model, cache.constraint_function, constraint_set)
f = if isempty(cache.quad_terms)
cache.constraint_function
else
MOI.ScalarQuadraticFunction(
cache.quad_terms,
cache.constraint_function.terms,
cache.constraint_function.constant,
)
end
c = MOI.add_constraint(model, f, constraint_set)
MOI.set(model, MOI.ConstraintName(), c, cache.constraint_name)
cache.num_constraints += 1
empty!(cache.constraint_function.terms)
empty!(cache.quad_terms)
cache.constraint_function.constant = 0.0
cache.constraint_name = ""
end
Expand Down Expand Up @@ -795,11 +934,16 @@ function Base.read!(io::IO, model::Model)
end
_parse_section(section, model, cache, line)
end
MOI.set(
model,
MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}(),
cache.objective,
)
obj = if isempty(cache.quad_obj_terms)
cache.objective
else
MOI.ScalarQuadraticFunction(
cache.quad_obj_terms,
cache.objective.terms,
cache.objective.constant,
)
end
MOI.set(model, MOI.ObjectiveFunction{typeof(obj)}(), obj)
return
end

Expand Down
Loading