[FileFormats.LP] more parsing issues

[GordStephen]

This is on 1.18.0:

LP file:
maximize 
obj: 3 x1 + x2 + 5 x3 + x4 
subject to 
c1:  3 x1 + x2 + 2 x3 = 30 
c2:  2 x1 + x2 + 3 x3 + x4 >= 15 
c3:  2 x2 + 3 x4 <= 25 
bounds 
 -infinity <= x1 <= +infinity 
 -10 <= x2 <= 10 
 0 <= x3 <= +infinity 
 10 <= x4 <= +infinity 
end

Parsed Bounds:
0.0 <= x1 <= Inf
x2
0.0 <= x3
10.0 <= x4

So x1's lower bound is erroneously set to zero and upper bound isn't dropped (does that matter?), while x2's upper and lower bounds both get dropped.

Code to reproduce:

import MathOptInterface

const MOI = MathOptInterface

lpfile = """
maximize 
obj: 3 x1 + x2 + 5 x3 + x4 
subject to 
c1:  3 x1 + x2 + 2 x3 = 30 
c2:  2 x1 + x2 + 3 x3 + x4 >= 15 
c3:  2 x2 + 3 x4 <= 25 
bounds 
 -infinity <= x1 <= +infinity 
 -10 <= x2 <= 10 
 0 <= x3 <= +infinity 
 10 <= x4 <= +infinity 
end
"""

println("LP file:\n", lpfile, "\nParsed Bounds:")

io = IOBuffer(lpfile)
m = MOI.FileFormats.Model(format = MOI.FileFormats.FORMAT_LP)
read!(io, m)

for v in MOI.get(m, MOI.ListOfVariableIndices())

    varname = MOI.get(m, MOI.VariableName(), v)
    c_lb = MOI.ConstraintIndex{MOI.VariableIndex, MOI.GreaterThan{Float64}}(v.value)
    c_ub = MOI.ConstraintIndex{MOI.VariableIndex, MOI.LessThan{Float64}}(v.value)

    if MOI.is_valid(m, c_lb)
        lb = MOI.get(m, MOI.ConstraintSet(), c_lb)
        print(lb.lower, " <= ")
    end
    
    print(varname)

    if MOI.is_valid(m, c_ub)
        ub = MOI.get(m, MOI.ConstraintSet(), c_ub)
        print(" <= ", ub.upper)
    end

    println()

end

[odow]

😞 I think I just need to rewrite the LP reader to be a proper parser...

julia> import MathOptInterface as MOI

julia> io = IOBuffer("""
       maximize 
       subject to 
       bounds 
        -infinity <= x1 <= +infinity 
        -10 <= x2 <= 10 
        0 <= x3 <= +infinity 
        10 <= x4 <= +infinity 
       end
       """);

julia> model = MOI.FileFormats.Model(format = MOI.FileFormats.FORMAT_LP)
A .LP-file model

julia> read!(io, model)

julia> print(model)
Maximize ScalarAffineFunction{Float64}:
 0.0

Subject to:

VariableIndex-in-GreaterThan{Float64}
 x1 >= 0.0
 x3 >= 0.0
 x4 >= 10.0

VariableIndex-in-LessThan{Float64}
 x1 <= Inf

VariableIndex-in-Interval{Float64}
 x2 ∈ [-10.0, 10.0]

[odow]

To clarify, the only issue was that the lower bound of x1 was treated as 0 instead of -inf, because we didn't handle the case in which a free variable was provided with -infinity <= x <= infinity instead of the explicit syntax x free.

x2 was added as an interval constraint.

[odow]

Fix is here: #2225

[GordStephen]

Ok, makes sense! Sorry for the user error with x2. Didn’t realize print was available either.

[odow]

LP files have a default lower bound of 0 for a variable. So if a variable is not supplied bounds, the it is x >= 0. So the bug was interpreting -inf <= x <= inf as being the same as not supplying bound haha.