ConicBenchmarkFormat conversion

[chriscoey]

Re: JuliaOpt/ConicBenchmarkUtilities.jl#19

Would it make more sense to use MOF to access the CBF library (http://cblib.zib.de/) of conic problems from JuliaOpt, rather than trying to update and maintain ConicBenchmarkUtilities? We'd like to be able to both read and write CBF files (to contribute to CBLib).

[odow]

This seems reasonable.

[mlubin]

Makes sense to centralize file writers and readers under one package. CBF is an important format.

[chriscoey]

Ok I can start working on this very soon. Can I just use the current MPS conversion code as a bit of a template?

[odow]

Yes. Basic steps

• Create a new submodule
  

  MathOptFormat.jl/src/MPS/MPS.jl

  Line 1 in 2615710

  module MPS

• Define a MOIU model with the functions/sets the format supports:
  

  MathOptFormat.jl/src/MPS/MPS.jl

  Lines 8 to 19 in 2615710

  	MOIU.@model(InnerMPSModel,
  	(MOI.ZeroOne, MOI.Integer),
  	(MOI.EqualTo, MOI.GreaterThan, MOI.LessThan, MOI.Interval),
  	(),
  	(MOI.SOS1, MOI.SOS2),
  	(MOI.SingleVariable,),
  	(MOI.ScalarAffineFunction,),
  	(MOI.VectorOfVariables,),
  	()
  	)
  	const Model = InnerMPSModel{Float64}

• Implement write_to_file
  

  MathOptFormat.jl/src/MPS/MPS.jl

  Line 32 in 2615710

  function MOI.write_to_file(model::Model, filename::String)

• Implement read_from_file
  

  MathOptFormat.jl/src/MPS/MPS.jl

  Line 397 in 2615710

  function MOI.read_from_file(model::Model, filename::String)