[FileFormats.MPS] Fix to stop writing OBJSENSE by default (#1807)

Author: odow

src/FileFormats/MPS/MPS.jl

@@ -41,9 +41,10 @@ end
 
 struct Options
     warn::Bool
+    objsense::Bool
 end
 
-get_options(m::Model) = get(m.ext, :MPS_OPTIONS, Options(false))
+get_options(m::Model) = get(m.ext, :MPS_OPTIONS, Options(false, true))
 
 """
     Model(; kwargs...)
@@ -53,10 +54,11 @@ Create an empty instance of FileFormats.MPS.Model.
 Keyword arguments are:
 
  - `warn::Bool=false`: print a warning when variables or constraints are renamed.
+ - `print_objsense::Bool=false`: print the OBJSENSE section when writing
 """
-function Model(; warn::Bool = false)
+function Model(; warn::Bool = false, print_objsense::Bool = false)
     model = Model{Float64}()
-    model.ext[:MPS_OPTIONS] = Options(warn)
+    model.ext[:MPS_OPTIONS] = Options(warn, print_objsense)
     return model
 end
 
@@ -171,13 +173,18 @@ function Base.write(io::IO, model::Model)
         names[x] = n
     end
     write_model_name(io, model)
-    if MOI.get(model, MOI.ObjectiveSense()) == MOI.MAX_SENSE
-        println(io, "OBJSENSE MAX")
+    flip_obj = false
+    if options.objsense
+        if MOI.get(model, MOI.ObjectiveSense()) == MOI.MAX_SENSE
+            println(io, "OBJSENSE MAX")
+        else
+            println(io, "OBJSENSE MIN")
+        end
     else
-        println(io, "OBJSENSE MIN")
+        flip_obj = MOI.get(model, MOI.ObjectiveSense()) == MOI.MAX_SENSE
     end
     write_rows(io, model)
-    obj_const = write_columns(io, model, ordered_names, names)
+    obj_const = write_columns(io, model, flip_obj, ordered_names, names)
     write_rhs(io, model, obj_const)
     write_ranges(io, model)
     write_bounds(io, model, ordered_names, names)
@@ -256,10 +263,12 @@ function _extract_terms(
     coefficients::Dict{String,Vector{Tuple{String,Float64}}},
     row_name::String,
     func::MOI.ScalarAffineFunction,
+    flip_sign::Bool = false,
 )
     for term in func.terms
         variable_name = v_names[term.variable]
-        push!(coefficients[variable_name], (row_name, term.coefficient))
+        coef = flip_sign ? -term.coefficient : term.coefficient
+        push!(coefficients[variable_name], (row_name, coef))
     end
     return
 end
@@ -281,7 +290,7 @@ function _collect_coefficients(
     return
 end
 
-function write_columns(io::IO, model::Model, ordered_names, names)
+function write_columns(io::IO, model::Model, flip_obj, ordered_names, names)
     coefficients = Dict{String,Vector{Tuple{String,Float64}}}(
         n => Tuple{String,Float64}[] for n in ordered_names
     )
@@ -294,7 +303,7 @@ function write_columns(io::IO, model::Model, ordered_names, names)
         model,
         MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}(),
     )
-    _extract_terms(names, coefficients, "OBJ", obj_func)
+    _extract_terms(names, coefficients, "OBJ", obj_func, flip_obj)
     integer_variables = list_of_integer_variables(model, names)
     println(io, "COLUMNS")
     int_open = false

test/FileFormats/MPS/MPS.jl

@@ -8,8 +8,8 @@ const MOIU = MOI.Utilities
 const MPS = MOI.FileFormats.MPS
 const MPS_TEST_FILE = "test.mps"
 
-function _test_model_equality(model_string, variables, constraints)
-    model = MPS.Model()
+function _test_model_equality(model_string, variables, constraints; kwargs...)
+    model = MPS.Model(; kwargs...)
     MOIU.loadfromstring!(model, model_string)
     MOI.write_to_file(model, MPS_TEST_FILE)
     model_2 = MPS.Model()
@@ -114,7 +114,18 @@ function test_maximization()
     MOI.set(model, MOI.VariableName(), x, "x")
     MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
     MOI.set(model, MOI.ObjectiveFunction{MOI.VariableIndex}(), x)
-    @test sprint(MPS.write_columns, model, ["x"], Dict(x => "x")) ==
+    @test sprint(MPS.write_columns, model, true, ["x"], Dict(x => "x")) ==
+          "COLUMNS\n    x         OBJ       -1\n"
+end
+
+function test_maximization_objsense_false()
+    model = MPS.Model(; print_objsense = true)
+    x = MOI.add_variable(model)
+    MOI.set(model, MOI.VariableName(), x, "x")
+    MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
+    MOI.set(model, MOI.ObjectiveFunction{MOI.VariableIndex}(), x)
+    sprint(MPS.write, model)
+    @test sprint(MPS.write_columns, model, false, ["x"], Dict(x => "x")) ==
           "COLUMNS\n    x         OBJ       1\n"
 end
 
@@ -290,15 +301,27 @@ c1: 1.1 * x in Interval(1.0, 2.0)
 end
 
 function test_objsense_max()
-    return _test_model_equality(
+    _test_model_equality(
         """
 variables: x
 maxobjective: 1.2x
 c1: 1.0 * x >= 0.0
 """,
         ["x"],
         ["c1"],
+        print_objsense = true,
+    )
+    _test_model_equality(
+        """
+variables: x
+minobjective: 1.2x
+c1: 1.0 * x >= 0.0
+""",
+        ["x"],
+        ["c1"],
+        print_objsense = true,
     )
+    return
 end
 
 function test_MARKER_INT()
@@ -400,7 +423,6 @@ a_really_long_name <= 2.0
     MOI.write_to_file(model, MPS_TEST_FILE)
     @test read(MPS_TEST_FILE, String) ==
           "NAME          \n" *
-          "OBJSENSE MIN\n" *
           "ROWS\n" *
           " N  OBJ\n" *
           "COLUMNS\n" *
@@ -446,7 +468,6 @@ function test_names_with_spaces()
     MOI.set(model, MOI.ConstraintName(), c, "c c")
     @test sprint(write, model) ==
           "NAME          \n" *
-          "OBJSENSE MIN\n" *
           "ROWS\n" *
           " N  OBJ\n" *
           " E  c_c\n" *
@@ -460,6 +481,45 @@ function test_names_with_spaces()
           "ENDATA\n"
 end
 
+function test_objsense_default()
+    model = MPS.Model()
+    x = MOI.add_variable(model)
+    MOI.set(model, MOI.VariableName(), x, "x")
+    MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
+    MOI.set(model, MOI.ObjectiveFunction{MOI.VariableIndex}(), x)
+    @test sprint(write, model) ==
+          "NAME          \n" *
+          "ROWS\n" *
+          " N  OBJ\n" *
+          "COLUMNS\n" *
+          "    x         OBJ       -1\n" *
+          "RHS\n" *
+          "RANGES\n" *
+          "BOUNDS\n" *
+          " FR bounds    x\n" *
+          "ENDATA\n"
+end
+
+function test_objsense_true()
+    model = MPS.Model(; print_objsense = true)
+    x = MOI.add_variable(model)
+    MOI.set(model, MOI.VariableName(), x, "x")
+    MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
+    MOI.set(model, MOI.ObjectiveFunction{MOI.VariableIndex}(), x)
+    @test sprint(write, model) ==
+          "NAME          \n" *
+          "OBJSENSE MAX\n" *
+          "ROWS\n" *
+          " N  OBJ\n" *
+          "COLUMNS\n" *
+          "    x         OBJ       1\n" *
+          "RHS\n" *
+          "RANGES\n" *
+          "BOUNDS\n" *
+          " FR bounds    x\n" *
+          "ENDATA\n"
+end
+
 function test_sos_constraints()
     model = MPS.Model()
     x = MOI.add_variables(model, 3)
@@ -476,7 +536,6 @@ function test_sos_constraints()
     )
     @test sprint(write, model) ==
           "NAME          \n" *
-          "OBJSENSE MIN\n" *
           "ROWS\n" *
           " N  OBJ\n" *
           "COLUMNS\n" *