test quadratic MPS writer, fixes #227

jump-dev · Jul 29, 2015 · 4848950 · 4848950
1 parent 79302a2
commit 4848950
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Showing 2 changed files with 63 additions and 49 deletions.
diff --git a/src/writers.jl b/src/writers.jl
@@ -13,7 +13,7 @@ function writeMPS(m::Model, fname::String)
     # Objective and constraint names
     gc_enable(false)
     write(f,"ROWS\n")
-    write(f," N  CON$(numRows+1)\n")
+    write(f," N  OBJ\n")
     hasrange = false
     for c in 1:numRows
         rowsense = sense(m.linconstr[c])
@@ -31,49 +31,16 @@ function writeMPS(m::Model, fname::String)
     end
     gc_enable(true)
 
-    # Load rows into SparseMatrixCSC
-    gc_enable(false)
-    nnz = 0
-    for c in 1:numRows
-        nnz += length(m.linconstr[c].terms.coeffs)
-    end
-    objaff::AffExpr = m.obj.aff
-    objlincoef = objaff.coeffs
+    objlincoef, rowlb, rowub = prepProblemBounds(m)
     if m.objSense == :Max
         println("Warning, MPS does not support maximization sense. Flipping objective coefficients.")
-        objlincoef = -objaff.coeffs
-    end
-
-
-    nnz += length(objaff.coeffs)
-    I = Array(Int,nnz)
-    J = Array(Int,nnz)
-    V = Array(Float64,nnz)
-    nnz = 0
-    for c in 1:numRows
-        # TODO: type assertion shouldn't be necessary
-        constr::LinearConstraint = m.linconstr[c]
-        coeffs = constr.terms.coeffs
-        vars = constr.terms.vars
-        for ind in 1:length(coeffs)
-            nnz += 1
-            I[nnz] = c
-            J[nnz] = vars[ind].col
-            V[nnz] = coeffs[ind]
-        end
-    end
-    for ind in 1:length(objaff.coeffs)
-        nnz += 1
-        I[nnz] = numRows+1
-        J[nnz] = objaff.vars[ind].col
-        V[nnz] = objlincoef[ind]
+        objlincoef = -objlincoef
     end
 
-    colmat = sparse(I,J,V,numRows+1,m.numCols)
-    colptr = colmat.colptr
-    rowval = colmat.rowval
-    nzval = colmat.nzval
-    gc_enable(true)
+    A = prepConstrMatrix(m)
+    colptr = A.colptr
+    rowval = A.rowval
+    nzval = A.nzval
 
     # Output each column
     gc_enable(false)
@@ -89,11 +56,14 @@ function writeMPS(m::Model, fname::String)
             @printf(f,"    MARKER    'MARKER'                 'INTEND'\n")
             inintegergroup = false
         end
-        for ind in colmat.colptr[col]:(colmat.colptr[col+1]-1)
+        for ind in colptr[col]:(colptr[col+1]-1)
             @printf(f,"    VAR%d  CON%d  ",col,rowval[ind])
             print_shortest(f,nzval[ind])
             println(f)
         end
+        @printf(f,"    VAR%d  OBJ  ",col)
+        print_shortest(f,objlincoef[col])
+        println(f)
     end
     if inintegergroup
         @printf(f,"    MARKER    'MARKER'                 'INTEND'\n")
@@ -185,9 +155,9 @@ function writeMPS(m::Model, fname::String)
                 @printf(f, "  VAR%d VAR%d ", qv1[ind].col,qv2[ind].col)
                 print_shortest(f, qc[ind])
                 println(f)
-                @printf(f, "  VAR%d VAR%d ", qv2[ind].col,qv1[ind].col)
-                print_shortest(f, qc[ind])
-                println(f)
+                #@printf(f, "  VAR%d VAR%d ", qv2[ind].col,qv1[ind].col)
+                #print_shortest(f, qc[ind])
+                #println(f)
             end
         end
     end

diff --git a/test/model.jl b/test/model.jl
@@ -103,26 +103,29 @@ facts("[model] Test printing a model") do
     modAMPS = ASCIIString[
     "NAME   JuMPModel",
     "ROWS",
-    " N  CON4",
+    " N  OBJ",
     " E  CON1",
     " L  CON2",
     " L  CON3",
     "COLUMNS",
     "    VAR1  CON1  1",
     "    VAR1  CON2  .5",
-    "    VAR1  CON4  -.16666666666666666",
+    "    VAR1  OBJ  -.16666666666666666",
     "    MARKER    'MARKER'                 'INTORG'",
     "    VAR2  CON1  1",
     "    VAR2  CON3  7",
-    "    VAR2  CON4  -.16666666666666666",
+    "    VAR2  OBJ  -.16666666666666666",
     "    MARKER    'MARKER'                 'INTEND'",
     "    VAR3  CON3  -1",
-    "    VAR3  CON4  -1",
+    "    VAR3  OBJ  -1",
     "    VAR4  CON2  1",
-    "    VAR4  CON4  -1",
+    "    VAR4  OBJ  -1",
     "    VAR5  CON2  1",
+    "    VAR5  OBJ  0",
     "    VAR6  CON2  1",
+    "    VAR6  OBJ  0",
     "    VAR7  CON3  -.5263157894736842",
+    "    VAR7  OBJ  0",
     "RHS",
     "    rhs    CON1    2",
     "    rhs    CON2    1",
@@ -158,6 +161,47 @@ facts("[model] Test printing a model") do
     @fact getObjectiveSense(modA) => :Min
 end
 
+facts("[model] Quadratic MPS writer") do
+    modQ = Model()
+    @defVar(modQ, x == 1)
+    @defVar(modQ, y ≥ 0)
+    @setObjective(modQ, Min, x^2 - 2*x*y + y^2 + x)
+
+    #####################################################################
+    # Test MPS writer
+    writeMPS(modQ, modPath * "Q.mps")
+    modQMPS = ASCIIString[
+    "NAME   JuMPModel",
+    "ROWS",
+    " N  OBJ",
+    "COLUMNS",
+    "    VAR1  OBJ  1",
+    "    VAR2  OBJ  0",
+    "RHS",
+    "BOUNDS",
+    "  LO BOUND VAR1 1",
+    "  UP BOUND VAR1 1",
+    "QMATRIX",
+    "  VAR1 VAR1  2",
+    "  VAR1 VAR2 -2",
+    "  VAR2 VAR2  2",
+    "ENDATA"]
+    modQfp = open(modPath * "Q.mps")
+    lineInd = 1
+    while !eof(modQfp)
+        line = readline(modQfp)
+        @fact chomp(line) => modQMPS[lineInd]
+        lineInd += 1
+    end
+    close(modQfp)
+
+    # Getter/setters
+    @fact MathProgBase.numvar(modQ) => 2
+    @fact MathProgBase.numlinconstr(modQ) => 0
+    @fact MathProgBase.numquadconstr(modQ) => 0
+    @fact MathProgBase.numconstr(modQ) => 0
+    @fact getObjectiveSense(modQ) => :Min
+end
 
 
 facts("[model] Test solving a MILP") do