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# -*- coding: utf-8 -*-
"""
@author: Franco Peschiera
"""
import re
from . import constants as const
CORE_FILE_ROW_MODE = "ROWS"
CORE_FILE_COL_MODE = "COLUMNS"
CORE_FILE_RHS_MODE = "RHS"
CORE_FILE_BOUNDS_MODE = "BOUNDS"
CORE_FILE_BOUNDS_MODE_NAME_GIVEN = "BOUNDS_NAME"
CORE_FILE_BOUNDS_MODE_NO_NAME = "BOUNDS_NO_NAME"
CORE_FILE_RHS_MODE_NAME_GIVEN = "RHS_NAME"
CORE_FILE_RHS_MODE_NO_NAME = "RHS_NO_NAME"
ROW_MODE_OBJ = "N"
BOUNDS_EQUIV = dict(LO="lowBound", UP="upBound")
ROW_EQUIV = {v: k for k, v in const.LpConstraintTypeToMps.items()}
COL_EQUIV = {1: "Integer", 0: "Continuous"}
ROW_DEFAULT = dict(pi=None, constant=0)
COL_DEFAULT = dict(lowBound=0, upBound=None, varValue=None, dj=None)
def readMPS(path, sense, dropConsNames=False):
"""
adapted from Julian Märte (https://github.com/pchtsp/pysmps)
returns a dictionary with the contents of the model.
This dictionary can be used to generate an LpProblem
:param path: path of mps file
:param sense: 1 for minimize, -1 for maximize
:param dropConsNames: if True, do not store the names of constraints
:return: a dictionary with all the problem data
"""
mode = ""
parameters = dict(name="", sense=sense, status=0, sol_status=0)
variable_info = {}
constraints = {}
objective = dict(name="", coefficients=[])
sos1 = []
sos2 = []
# TODO: maybe take out rhs_names and bnd_names? not sure if they're useful
rhs_names = []
bnd_names = []
integral_marker = False
with open(path, "r") as reader:
for line in reader:
line = re.split(" |\t", line)
line = [x.strip() for x in line]
line = list(filter(None, line))
if line[0] == "ENDATA":
break
if line[0] == "*":
continue
if line[0] == "NAME":
parameters["name"] = line[1]
continue
# here we get the mode
if line[0] in [CORE_FILE_ROW_MODE, CORE_FILE_COL_MODE]:
mode = line[0]
elif line[0] == CORE_FILE_RHS_MODE and len(line) <= 2:
if len(line) > 1:
rhs_names.append(line[1])
mode = CORE_FILE_RHS_MODE_NAME_GIVEN
else:
mode = CORE_FILE_RHS_MODE_NO_NAME
elif line[0] == CORE_FILE_BOUNDS_MODE and len(line) <= 2:
if len(line) > 1:
bnd_names.append(line[1])
mode = CORE_FILE_BOUNDS_MODE_NAME_GIVEN
else:
mode = CORE_FILE_BOUNDS_MODE_NO_NAME
# here we query the mode variable
elif mode == CORE_FILE_ROW_MODE:
row_type = line[0]
row_name = line[1]
if row_type == ROW_MODE_OBJ:
objective["name"] = row_name
else:
constraints[row_name] = dict(
sense=ROW_EQUIV[row_type],
name=row_name,
coefficients=[],
**ROW_DEFAULT
)
elif mode == CORE_FILE_COL_MODE:
var_name = line[0]
if len(line) > 1 and line[1] == "'MARKER'":
if line[2] == "'INTORG'":
integral_marker = True
elif line[2] == "'INTEND'":
integral_marker = False
continue
if var_name not in variable_info:
variable_info[var_name] = dict(
cat=COL_EQUIV[integral_marker], name=var_name, **COL_DEFAULT
)
j = 1
while j < len(line) - 1:
if line[j] == objective["name"]:
# we store the variable objective coefficient
objective["coefficients"].append(
dict(name=var_name, value=float(line[j + 1]))
)
else:
# we store the variable coefficient
constraints[line[j]]["coefficients"].append(
dict(name=var_name, value=float(line[j + 1]))
)
j = j + 2
elif mode == CORE_FILE_RHS_MODE_NAME_GIVEN:
if line[0] != rhs_names[-1]:
raise Exception(
"Other RHS name was given even though name was set after RHS tag."
)
readMPSSetRhs(line, constraints)
elif mode == CORE_FILE_RHS_MODE_NO_NAME:
readMPSSetRhs(line, constraints)
if line[0] not in rhs_names:
rhs_names.append(line[0])
elif mode == CORE_FILE_BOUNDS_MODE_NAME_GIVEN:
if line[1] != bnd_names[-1]:
raise Exception(
"Other BOUNDS name was given even though name was set after BOUNDS tag."
)
readMPSSetBounds(line, variable_info)
elif mode == CORE_FILE_BOUNDS_MODE_NO_NAME:
readMPSSetBounds(line, variable_info)
if line[1] not in bnd_names:
bnd_names.append(line[1])
constraints = list(constraints.values())
if dropConsNames:
for c in constraints:
c["name"] = None
objective["name"] = None
variable_info = list(variable_info.values())
return dict(
parameters=parameters,
objective=objective,
variables=variable_info,
constraints=constraints,
sos1=sos1,
sos2=sos2,
)
def readMPSSetBounds(line, variable_dict):
bound = line[0]
var_name = line[2]
def set_one_bound(bound_type, value):
variable_dict[var_name][BOUNDS_EQUIV[bound_type]] = value
def set_both_bounds(value_low, value_up):
set_one_bound("LO", value_low)
set_one_bound("UP", value_up)
if bound == "FR":
set_both_bounds(None, None)
return
elif bound == "BV":
set_both_bounds(0, 1)
return
value = float(line[3])
if bound in ["LO", "UP"]:
set_one_bound(bound, value)
elif bound == "FX":
set_both_bounds(value, value)
return
def readMPSSetRhs(line, constraintsDict):
constraintsDict[line[1]]["constant"] = -float(line[2])
return
def writeMPS(LpProblem, filename, mpsSense=0, rename=0, mip=1):
wasNone, dummyVar = LpProblem.fixObjective()
if mpsSense == 0:
mpsSense = LpProblem.sense
cobj = LpProblem.objective
if mpsSense != LpProblem.sense:
n = cobj.name
cobj = -cobj
cobj.name = n
if rename:
constrNames, varNames, cobj.name = LpProblem.normalisedNames()
# No need to call self.variables() again, we have just filled self._variables:
vs = LpProblem._variables
else:
vs = LpProblem.variables()
varNames = dict((v.name, v.name) for v in vs)
constrNames = dict((c, c) for c in LpProblem.constraints)
model_name = LpProblem.name
if rename:
model_name = "MODEL"
objName = cobj.name
if not objName:
objName = "OBJ"
# constraints
row_lines = [
" " + const.LpConstraintTypeToMps[c.sense] + " " + constrNames[k] + "\n"
for k, c in LpProblem.constraints.items()
]
# Creation of a dict of dict:
# coefs[variable_name][constraint_name] = coefficient
coefs = {varNames[v.name]: {} for v in vs}
for k, c in LpProblem.constraints.items():
k = constrNames[k]
for v, value in c.items():
coefs[varNames[v.name]][k] = value
# matrix
columns_lines = []
for v in vs:
name = varNames[v.name]
columns_lines.extend(
writeMPSColumnLines(coefs[name], v, mip, name, cobj, objName)
)
# right hand side
rhs_lines = [
" RHS %-8s % .12e\n"
% (constrNames[k], -c.constant if c.constant != 0 else 0)
for k, c in LpProblem.constraints.items()
]
# bounds
bound_lines = []
for v in vs:
bound_lines.extend(writeMPSBoundLines(varNames[v.name], v, mip))
with open(filename, "w") as f:
f.write("*SENSE:" + const.LpSenses[mpsSense] + "\n")
f.write("NAME " + model_name + "\n")
f.write("ROWS\n")
f.write(" N %s\n" % objName)
f.write("".join(row_lines))
f.write("COLUMNS\n")
f.write("".join(columns_lines))
f.write("RHS\n")
f.write("".join(rhs_lines))
f.write("BOUNDS\n")
f.write("".join(bound_lines))
f.write("ENDATA\n")
LpProblem.restoreObjective(wasNone, dummyVar)
# returns the variables, in writing order
if rename == 0:
return vs
else:
return vs, varNames, constrNames, cobj.name
def writeMPSColumnLines(cv, variable, mip, name, cobj, objName):
columns_lines = []
if mip and variable.cat == const.LpInteger:
columns_lines.append(" MARK 'MARKER' 'INTORG'\n")
# Most of the work is done here
_tmp = [" %-8s %-8s % .12e\n" % (name, k, v) for k, v in cv.items()]
columns_lines.extend(_tmp)
# objective function
if variable in cobj:
columns_lines.append(
" %-8s %-8s % .12e\n" % (name, objName, cobj[variable])
)
if mip and variable.cat == const.LpInteger:
columns_lines.append(" MARK 'MARKER' 'INTEND'\n")
return columns_lines
def writeMPSBoundLines(name, variable, mip):
if variable.lowBound is not None and variable.lowBound == variable.upBound:
return [" FX BND %-8s % .12e\n" % (name, variable.lowBound)]
elif (
variable.lowBound == 0
and variable.upBound == 1
and mip
and variable.cat == const.LpInteger
):
return [" BV BND %-8s\n" % name]
bound_lines = []
if variable.lowBound is not None:
# In MPS files, variables with no bounds (i.e. >= 0)
# are assumed BV by COIN and CPLEX.
# So we explicitly write a 0 lower bound in this case.
if variable.lowBound != 0 or (
mip and variable.cat == const.LpInteger and variable.upBound is None
):
bound_lines.append(
" LO BND %-8s % .12e\n" % (name, variable.lowBound)
)
else:
if variable.upBound is not None:
bound_lines.append(" MI BND %-8s\n" % name)
else:
bound_lines.append(" FR BND %-8s\n" % name)
if variable.upBound is not None:
bound_lines.append(" UP BND %-8s % .12e\n" % (name, variable.upBound))
return bound_lines
def writeLP(LpProblem, filename, writeSOS=1, mip=1, max_length=100):
f = open(filename, "w")
f.write("\\* " + LpProblem.name + " *\\\n")
if LpProblem.sense == 1:
f.write("Minimize\n")
else:
f.write("Maximize\n")
wasNone, objectiveDummyVar = LpProblem.fixObjective()
objName = LpProblem.objective.name
if not objName:
objName = "OBJ"
f.write(LpProblem.objective.asCplexLpAffineExpression(objName, constant=0))
f.write("Subject To\n")
ks = list(LpProblem.constraints.keys())
ks.sort()
dummyWritten = False
for k in ks:
constraint = LpProblem.constraints[k]
if not list(constraint.keys()):
# empty constraint add the dummyVar
dummyVar = LpProblem.get_dummyVar()
constraint += dummyVar
# set this dummyvar to zero so infeasible problems are not made feasible
if not dummyWritten:
f.write((dummyVar == 0.0).asCplexLpConstraint("_dummy"))
dummyWritten = True
f.write(constraint.asCplexLpConstraint(k))
# check if any names are longer than 100 characters
LpProblem.checkLengthVars(max_length)
vs = LpProblem.variables()
# check for repeated names
LpProblem.checkDuplicateVars()
# Bounds on non-"positive" variables
# Note: XPRESS and CPLEX do not interpret integer variables without
# explicit bounds
if mip:
vg = [
v
for v in vs
if not (v.isPositive() and v.cat == const.LpContinuous) and not v.isBinary()
]
else:
vg = [v for v in vs if not v.isPositive()]
if vg:
f.write("Bounds\n")
for v in vg:
f.write(" %s\n" % v.asCplexLpVariable())
# Integer non-binary variables
if mip:
vg = [v for v in vs if v.cat == const.LpInteger and not v.isBinary()]
if vg:
f.write("Generals\n")
for v in vg:
f.write("%s\n" % v.name)
# Binary variables
vg = [v for v in vs if v.isBinary()]
if vg:
f.write("Binaries\n")
for v in vg:
f.write("%s\n" % v.name)
# Special Ordered Sets
if writeSOS and (LpProblem.sos1 or LpProblem.sos2):
f.write("SOS\n")
if LpProblem.sos1:
for sos in LpProblem.sos1.values():
f.write("S1:: \n")
for v, val in sos.items():
f.write(" %s: %.12g\n" % (v.name, val))
if LpProblem.sos2:
for sos in LpProblem.sos2.values():
f.write("S2:: \n")
for v, val in sos.items():
f.write(" %s: %.12g\n" % (v.name, val))
f.write("End\n")
f.close()
LpProblem.restoreObjective(wasNone, objectiveDummyVar)
return vs
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