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Parsing objective sense in MPS file #656

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Parsing objective sense in MPS file #656

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ac6daef
reads objective sense from MPS file
May 31, 2023
ddaa10d
fixes error in line index for objective sense
May 31, 2023
afb229c
adds tests for parsing the objective sense in MPS
May 31, 2023
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19 changes: 18 additions & 1 deletion pulp/mps_lp.py
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Original file line number Diff line number Diff line change
Expand Up @@ -7,6 +7,7 @@
import re
from . import constants as const

CORE_FILE_OBJSENSE_MODE = "OBJSENSE"
CORE_FILE_ROW_MODE = "ROWS"
CORE_FILE_COL_MODE = "COLUMNS"
CORE_FILE_RHS_MODE = "RHS"
Expand Down Expand Up @@ -34,7 +35,9 @@ def readMPS(path, sense, dropConsNames=False):
This dictionary can be used to generate an LpProblem

:param path: path of mps file
:param sense: 1 for minimize, -1 for maximize
:param sense: 1 for minimize, -1 for maximize, can be None. If None and the
MPS file doesn't set the sense, then the objective sense defaults to
minimize.
:param dropConsNames: if True, do not store the names of constraints
:return: a dictionary with all the problem data
"""
Expand Down Expand Up @@ -83,6 +86,12 @@ def readMPS(path, sense, dropConsNames=False):
mode = CORE_FILE_BOUNDS_MODE_NAME_GIVEN
else:
mode = CORE_FILE_BOUNDS_MODE_NO_NAME
elif parameters['sense'] is None and line[0] == CORE_FILE_OBJSENSE_MODE:
if len(line) > 1:
parameters['sense'] = const.LpMaximize if line[1] == 'MAX'\
else const.LpMinimize
Comment on lines +91 to +92
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Aren't you missing a mode=CORE_FILE_OBJSENSE_MODE here too?

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Not in this case. This line is catching the case where you have the objective sense provided in the same line as the keyword OBJSENSE, such as

OBJSENSE MAX

In this case we don't need to enter the OBJSENSE mode.

else:
mode = CORE_FILE_OBJSENSE_MODE
Comment on lines +93 to +94
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I'm not sure why would we have the same mode regardless of the if clause. Maybe we should put the assignment before the len(line)>1 and take out the else clause? Or maybe I don't understand the idea.

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Following on from the previous comment, we have to enter the CORE_FILE_OBJSENSE_MODE is the objective sense is not given in the same line as the OBJSENSE keyword. This is catching the case

OBJSENSE
  MAX

The check of len(line) > 1 differentiates between these two cases.


# here we query the mode variable
elif mode == CORE_FILE_ROW_MODE:
Expand Down Expand Up @@ -142,12 +151,20 @@ def readMPS(path, sense, dropConsNames=False):
readMPSSetBounds(line, variable_info)
if line[1] not in bnd_names:
bnd_names.append(line[1])
elif mode == CORE_FILE_OBJSENSE_MODE:
parameters['sense'] = const.LpMaximize if line[0] == 'MAX'\
else const.LpMinimize
Comment on lines +154 to +156
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shouldn't we test if parameters['sense'] is None? or if we provided an argument to the function (i.e., via the sense argument?

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We could put in a check here for whether parameters['sense'] is None. However, in the current code the check is not necessary since it is only possible to enter the CORE_FILE_OBJSENSE_MODE mode if parameters['sense'] is None.

We could put in an assert or throw an exception to protect against future code changes? Something like (after line 154)

if parameters['sense'] is not None
    raise Exception("The supplied objective sense will be overwritten by the MPS file objective sense")

constraints = list(constraints.values())
if dropConsNames:
for c in constraints:
c["name"] = None
objective["name"] = None
variable_info = list(variable_info.values())

# if the objective sense has not been read. Then it defaults to minimize
if parameters['sense'] is None:
parameters['sense'] = const.LpMinimize

return dict(
parameters=parameters,
objective=objective,
Expand Down
2 changes: 1 addition & 1 deletion pulp/pulp.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1540,7 +1540,7 @@ def fromJson(cls, filename):
from_json = fromJson

@classmethod
def fromMPS(cls, filename, sense=const.LpMinimize, **kwargs):
def fromMPS(cls, filename, sense=None, **kwargs):
data = mpslp.readMPS(filename, sense=sense, **kwargs)
return cls.fromDict(data)

Expand Down
90 changes: 90 additions & 0 deletions pulp/tests/test_pulp.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1149,6 +1149,96 @@ def test_importMPS_RHS_fields56(self):
# for k, v in _vars.items():
# print(k, v.value())

def test_importMPS_read_objsense_maximize(self):
name = self._testMethodName
prob = LpProblem(name, const.LpMaximize)
x = LpVariable("x", 0, 4)
y = LpVariable("y", -1, 1)
z = LpVariable("z", 0)
w = LpVariable("w", 0)
prob += x + 4 * y + 9 * z, "obj"
prob += x + y <= 5, "c1"
prob += x + z >= 10, "c2"
prob += -y + z == 7, "c3"
prob += w >= 0, "c4"
filename = name + ".mps"
prob.writeMPS(filename, with_objsense = True)
_vars, prob2 = LpProblem.fromMPS(filename)
print("\t Testing reading objective sense MPS files - maximize")
self.assertEqual(prob.sense, prob2.sense)

def test_importMPS_read_objsense_minimize(self):
name = self._testMethodName
prob = LpProblem(name, const.LpMinimize)
x = LpVariable("x", 0, 4)
y = LpVariable("y", -1, 1)
z = LpVariable("z", 0)
w = LpVariable("w", 0)
prob += x + 4 * y + 9 * z, "obj"
prob += x + y <= 5, "c1"
prob += x + z >= 10, "c2"
prob += -y + z == 7, "c3"
prob += w >= 0, "c4"
filename = name + ".mps"
prob.writeMPS(filename, with_objsense = True)
_vars, prob2 = LpProblem.fromMPS(filename)
print("\t Testing reading objective sense MPS files - minimize")
self.assertEqual(prob.sense, prob2.sense)

def test_importMPS_read_objsense_none(self):
name = self._testMethodName
prob = LpProblem(name, const.LpMinimize)
x = LpVariable("x", 0, 4)
y = LpVariable("y", -1, 1)
z = LpVariable("z", 0)
w = LpVariable("w", 0)
prob += x + 4 * y + 9 * z, "obj"
prob += x + y <= 5, "c1"
prob += x + z >= 10, "c2"
prob += -y + z == 7, "c3"
prob += w >= 0, "c4"
filename = name + ".mps"
prob.writeMPS(filename)
_vars, prob2 = LpProblem.fromMPS(filename)
print("\t Testing reading objective sense MPS files - none")
self.assertEqual(prob.sense, prob2.sense)

def test_importMPS_read_objsense_override_maximize(self):
name = self._testMethodName
prob = LpProblem(name, const.LpMinimize)
x = LpVariable("x", 0, 4)
y = LpVariable("y", -1, 1)
z = LpVariable("z", 0)
w = LpVariable("w", 0)
prob += x + 4 * y + 9 * z, "obj"
prob += x + y <= 5, "c1"
prob += x + z >= 10, "c2"
prob += -y + z == 7, "c3"
prob += w >= 0, "c4"
filename = name + ".mps"
prob.writeMPS(filename, with_objsense = True)
_vars, prob2 = LpProblem.fromMPS(filename, sense=const.LpMaximize)
print("\t Testing reading objective sense MPS files - override maximize")
self.assertEqual(const.LpMaximize, prob2.sense)

def test_importMPS_read_objsense_override_minimize(self):
name = self._testMethodName
prob = LpProblem(name, const.LpMaximize)
x = LpVariable("x", 0, 4)
y = LpVariable("y", -1, 1)
z = LpVariable("z", 0)
w = LpVariable("w", 0)
prob += x + 4 * y + 9 * z, "obj"
prob += x + y <= 5, "c1"
prob += x + z >= 10, "c2"
prob += -y + z == 7, "c3"
prob += w >= 0, "c4"
filename = name + ".mps"
prob.writeMPS(filename, with_objsense = True)
_vars, prob2 = LpProblem.fromMPS(filename, sense=const.LpMinimize)
print("\t Testing reading objective sense MPS files - override minimize")
self.assertEqual(const.LpMinimize, prob2.sense)

def test_unset_objective_value__is_valid(self):
"""Given a valid problem that does not converge,
assert that it is still categorised as valid.
Expand Down