Merge pull request #1079 from kibaekkim/dev/sdpa-int

Feature to read/write integer constraints

Author: blegat

src/FileFormats/SDPA/SDPA.jl

@@ -26,6 +26,10 @@ function MOI.supports_constraint(
 
     return false
 end
+function MOI.supports_constraint(
+    ::Model, ::Type{MOI.SingleVariable}, ::Type{MOI.Integer})
+    return true
+end
 
 function MOI.supports(
     ::Model,
@@ -202,6 +206,16 @@ function Base.write(io::IO, model::Model{T}) where {T}
     for i in eachindex(psd)
         _print_constraint(length(nonneg) + i, true, psd[i])
     end
+
+    # Integrality constraints.
+    # Based on the extension: http://www.opt.tu-darmstadt.de/scipsdp/downloads/data_format.txt
+    integer_cons = model_cons(MOI.SingleVariable, MOI.Integer)
+    if length(integer_cons) > 0
+        println(io, "*INTEGER")
+        for con_idx in integer_cons
+            println(io, "*$(con_function(con_idx).variable.value)")
+        end
+    end
     return
 end
 
@@ -242,6 +256,9 @@ function Base.read!(io::IO, model::Model{T}) where T
         end
     end
     objective_read = false
+    integer_read = false
+    scalar_vars = nothing
+    intvar_idx = Int[]
     c = nothing
     funcs = nothing
     MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
@@ -251,14 +268,28 @@ function Base.read!(io::IO, model::Model{T}) where T
         if startswith(line, '"')
             continue
         end
+        # The lines starting with * should also be skipped 
+        # according to http://plato.asu.edu/ftp/sdpa_format.txt.
+        if startswith(line, '*')
+            # Exceptions for integer variables
+            if startswith(line, "*INTEGER")
+                integer_read = true
+            elseif integer_read
+                if !num_variables_read
+                    error("The number of variables should be given before *INTEGER section.")
+                end
+                push!(intvar_idx, parse(Int, strip(line[2:end])))
+            end
+            continue
+        end
         if !num_variables_read
             if isempty(line)
                 continue
             end
             num_variables_read = true
             # According to http://plato.asu.edu/ftp/sdpa_format.txt,
             # additional text after the number of variables should be ignored.
-            MOI.add_variables(model, parse(Int, split(line)[1]))
+            scalar_vars = MOI.add_variables(model, parse(Int, split(line)[1]))
         elseif num_blocks === nothing
             if isempty(line)
                 continue
@@ -288,7 +319,7 @@ function Base.read!(io::IO, model::Model{T}) where T
             obj = zero(MOI.ScalarAffineFunction{T})
             for i in eachindex(c)
                 if !iszero(c[i])
-                    push!(obj.terms, MOI.ScalarAffineTerm(c[i], MOI.VariableIndex(i)))
+                    push!(obj.terms, MOI.ScalarAffineTerm(c[i], scalar_vars[i]))
                 end
             end
             MOI.set(model, MOI.ObjectiveFunction{typeof(obj)}(), obj)
@@ -320,14 +351,17 @@ function Base.read!(io::IO, model::Model{T}) where T
             else
                 if !iszero(coef)
                     push!(funcs[block].terms, MOI.VectorAffineTerm(k,
-                        MOI.ScalarAffineTerm(coef, MOI.VariableIndex(matrix))))
+                        MOI.ScalarAffineTerm(coef, scalar_vars[matrix])))
                 end
             end
         end
     end
     for block in 1:num_blocks
         MOI.add_constraint(model, funcs[block], block_sets[block])
     end
+    for var_idx in intvar_idx
+        MOI.add_constraint(model, MOI.SingleVariable(scalar_vars[var_idx]), MOI.Integer())
+    end
     return
 end
 

test/FileFormats/SDPA/SDPA.jl

@@ -18,6 +18,7 @@ function set_var_and_con_names(model::MOI.ModelLike)
     idx = 0
     constraint_names = String[]
     for i in Iterators.flatten((
+        MOI.get(model, MOI.ListOfConstraintIndices{MOI.SingleVariable, MOI.Integer}()),
         MOI.get(model, MOI.ListOfConstraintIndices{MOI.VectorAffineFunction{Float64}, MOI.Nonnegatives}()),
         MOI.get(model, MOI.ListOfConstraintIndices{MOI.VectorAffineFunction{Float64}, MOI.PositiveSemidefiniteConeTriangle}())))
         idx += 1
@@ -70,7 +71,6 @@ end
             MOI.Interval(1.0, 2.0),
             MOI.Semiinteger(1.0, 2.0),
             MOI.Semicontinuous(1.0, 2.0),
-            MOI.Integer(),
             MOI.ZeroOne()
         ]
         model_string = """
@@ -201,6 +201,16 @@ example_models = [
         minobjective: 1x
         c1: [0, 1x + -1, 0] in PositiveSemidefiniteConeTriangle(2)
     """),
+    ("example_integer.sdpa", """
+        variables: x, y, z
+        minobjective: 1x + -2y + -1z
+        c1: [1x, 1y, 1z] in PositiveSemidefiniteConeTriangle(2)
+        c2: [1z, 1x, 2.1] in PositiveSemidefiniteConeTriangle(2)
+        c3: [1x + 1y + 1z + -1, -1x + -1y + -1z + 8] in Nonnegatives(2)
+        c4: x in Integer()
+        c5: y in Integer()
+        c6: z in Integer()
+    """),
 ]
 @testset "Read and write/read $model_name" for (model_name, model_string) in example_models
     test_read(joinpath(SDPA_MODELS_DIR, model_name), model_string)

test/FileFormats/SDPA/models/example_integer.sdpa

@@ -0,0 +1,25 @@
+* Example from http://www.opt.tu-darmstadt.de/scipsdp/downloads/data_format.txt
+3
+3
+2 2 -2
+* the next line gives the objective values in the order of the variables
+1 -2 -1
+* the remaining lines give the nonzeroes of the constraints with variable (0 meaning the constant part) block row column value
+1 1 1 1 1
+2 1 1 2 1
+3 1 2 2 1
+1 2 1 2 1
+3 2 1 1 1
+0 2 2 2 -2.1
+1 3 1 1 1
+2 3 1 1 1
+3 3 1 1 1
+0 3 1 1 1
+1 3 2 2 -1
+2 3 2 2 -1
+3 3 2 2 -1
+0 3 2 2 -8
+*INTEGER
+*1
+*2
+*3