[FileFormats] add option for generic names

docs/src/submodules/FileFormats/overview.md

@@ -52,6 +52,17 @@ julia> model = MOI.FileFormats.Model(format = MOI.FileFormats.FORMAT_NL)
 An AMPL (.nl) model
 ```
 
+**The REW file format**
+
+```jldoctest
+julia> model = MOI.FileFormats.Model(format = MOI.FileFormats.FORMAT_REW)
+A Mathematical Programming System (MPS) model
+```
+
+Note that the [REW format](https://www.gurobi.com/documentation/9.5/refman/rew_format.html)
+is identical to the MPS file format, except that all names are replaced with
+generic identifiers.
+
 **The SDPA file format**
 
 ```jldoctest

src/FileFormats/FileFormats.jl

@@ -26,6 +26,7 @@ List of accepted export formats.
 - `FORMAT_MOF`: the MathOptFormat file format
 - `FORMAT_MPS`: the MPS file format
 - `FORMAT_NL`: the AMPL .nl file format
+- `FORMAT_REW`: the .rew file format, which is MPS with generic names
 - `FORMAT_SDPA`: the SemiDefinite Programming Algorithm format
 """
 @enum(
@@ -36,6 +37,7 @@ List of accepted export formats.
     FORMAT_MOF,
     FORMAT_MPS,
     FORMAT_NL,
+    FORMAT_REW,
     FORMAT_SDPA,
 )
 
@@ -69,6 +71,8 @@ function Model(;
         return MPS.Model(; kwargs...)
     elseif format == FORMAT_NL
         return NL.Model(; kwargs...)
+    elseif format == FORMAT_REW
+        return MPS.Model(; generic_names = true, kwargs...)
     elseif format == FORMAT_SDPA
         return SDPA.Model(; kwargs...)
     else
@@ -81,6 +85,10 @@ function Model(;
             (".lp", LP.Model),
             (".mof.json", MOF.Model),
             (".mps", MPS.Model),
+            (
+                ".rew",
+                (; kwargs...) -> MPS.Model(; generic_names = true, kwargs...),
+            ),
             (".nl", NL.Model),
             (".dat-s", SDPA.Model),
             (".sdpa", SDPA.Model),

src/FileFormats/MPS/MPS.jl

@@ -42,9 +42,10 @@ end
 struct Options
     warn::Bool
     objsense::Bool
+    generic_names::Bool
 end
 
-get_options(m::Model) = get(m.ext, :MPS_OPTIONS, Options(false, true))
+get_options(m::Model) = get(m.ext, :MPS_OPTIONS, Options(false, false, false))
 
 """
     Model(; kwargs...)
@@ -55,10 +56,17 @@ 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
+ - `generic_names::Bool=false`: strip all names in the model and replace them
+   with the generic names `C\$i` and `R\$i` for the i'th column and row
+   respectively.
 """
-function Model(; warn::Bool = false, print_objsense::Bool = false)
+function Model(;
+    warn::Bool = false,
+    print_objsense::Bool = false,
+    generic_names::Bool = false,
+)
     model = Model{Float64}()
-    model.ext[:MPS_OPTIONS] = Options(warn, print_objsense)
+    model.ext[:MPS_OPTIONS] = Options(warn, print_objsense, generic_names)
     return model
 end
 
@@ -160,11 +168,15 @@ Write `model` to `io` in the MPS file format.
 """
 function Base.write(io::IO, model::Model)
     options = get_options(model)
-    FileFormats.create_unique_names(
-        model;
-        warn = options.warn,
-        replacements = Function[s->replace(s, ' ' => '_')],
-    )
+    if options.generic_names
+        FileFormats.create_generic_names(model)
+    else
+        FileFormats.create_unique_names(
+            model;
+            warn = options.warn,
+            replacements = Function[s->replace(s, ' ' => '_')],
+        )
+    end
     ordered_names = String[]
     names = Dict{MOI.VariableIndex,String}()
     for x in MOI.get(model, MOI.ListOfVariableIndices())

src/FileFormats/utils.jl

@@ -6,7 +6,7 @@
     create_unique_names(
         model::MOI.ModelLike;
         warn::Bool = false,
-        replacements::Vector{Function} = Function[]
+        replacements::Vector{Function} = Function[],
     )
 
 Rename variables in `model` to ensure that all variables and constraints have
@@ -25,6 +25,29 @@ function create_unique_names(
     return
 end
 
+"""
+    create_generic_names(model::MOI.ModelLike)
+
+Rename all variables and constraints in `model` to have generic names.
+
+This is helpful for users with proprietary models to avoid leaking information.
+"""
+function create_generic_names(model::MOI.ModelLike)
+    for (i, x) in enumerate(MOI.get(model, MOI.ListOfVariableIndices()))
+        MOI.set(model, MOI.VariableName(), x, "C$i")
+    end
+    i = 1
+    for (F, S) in MOI.get(model, MOI.ListOfConstraintTypesPresent())
+        if F == MOI.VariableIndex
+            continue  # VariableIndex constraints do not need a name.
+        end
+        for c in MOI.get(model, MOI.ListOfConstraintIndices{F,S}())
+            MOI.set(model, MOI.ConstraintName(), c, "R$i")
+            i += 1
+        end
+    end
+end
+
 function _replace(s::String, replacements::Vector{Function})
     for f in replacements
         s = f(s)

test/FileFormats/MPS/MPS.jl

@@ -569,6 +569,90 @@ function test_sos_constraints()
     return
 end
 
+function test_generic_names()
+    model = MPS.Model(; generic_names = true)
+    x = MOI.add_variable(model)
+    y = MOI.add_variable(model)
+    c = MOI.add_constraint(
+        model,
+        MOI.ScalarAffineFunction(MOI.ScalarAffineTerm.(1.0, [x, y]), 0.0),
+        MOI.EqualTo(1.0),
+    )
+    MOI.add_constraint(model, y, MOI.GreaterThan(2.0))
+    @test sprint(write, model) ==
+          "NAME          \n" *
+          "ROWS\n" *
+          " N  OBJ\n" *
+          " E  R1\n" *
+          "COLUMNS\n" *
+          "    C1        R1        1\n" *
+          "    C2        R1        1\n" *
+          "RHS\n" *
+          "    rhs       R1        1\n" *
+          "RANGES\n" *
+          "BOUNDS\n" *
+          " FR bounds    C1\n" *
+          " LO bounds    C2        2\n" *
+          " PL bounds    C2\n" *
+          "ENDATA\n"
+end
+
+function test_rew_filename()
+    model = MOI.FileFormats.Model(; filename = "test.rew")
+    x = MOI.add_variable(model)
+    y = MOI.add_variable(model)
+    c = MOI.add_constraint(
+        model,
+        MOI.ScalarAffineFunction(MOI.ScalarAffineTerm.(1.0, [x, y]), 0.0),
+        MOI.EqualTo(1.0),
+    )
+    MOI.add_constraint(model, y, MOI.GreaterThan(2.0))
+    @test sprint(write, model) ==
+          "NAME          \n" *
+          "ROWS\n" *
+          " N  OBJ\n" *
+          " E  R1\n" *
+          "COLUMNS\n" *
+          "    C1        R1        1\n" *
+          "    C2        R1        1\n" *
+          "RHS\n" *
+          "    rhs       R1        1\n" *
+          "RANGES\n" *
+          "BOUNDS\n" *
+          " FR bounds    C1\n" *
+          " LO bounds    C2        2\n" *
+          " PL bounds    C2\n" *
+          "ENDATA\n"
+end
+
+function test_rew_format()
+    model = MOI.FileFormats.Model(; format = MOI.FileFormats.FORMAT_REW)
+    x = MOI.add_variable(model)
+    y = MOI.add_variable(model)
+    c = MOI.add_constraint(
+        model,
+        MOI.ScalarAffineFunction(MOI.ScalarAffineTerm.(1.0, [x, y]), 0.0),
+        MOI.EqualTo(1.0),
+    )
+    MOI.add_constraint(model, y, MOI.GreaterThan(2.0))
+    @test sprint(write, model) ==
+          "NAME          \n" *
+          "ROWS\n" *
+          " N  OBJ\n" *
+          " E  R1\n" *
+          "COLUMNS\n" *
+          "    C1        R1        1\n" *
+          "    C2        R1        1\n" *
+          "RHS\n" *
+          "    rhs       R1        1\n" *
+          "RANGES\n" *
+          "BOUNDS\n" *
+          " FR bounds    C1\n" *
+          " LO bounds    C2        2\n" *
+          " PL bounds    C2\n" *
+          "ENDATA\n"
+end
+
 function runtests()
     for name in names(@__MODULE__, all = true)
         if startswith("$(name)", "test_")