private static Model NewHelper(out Variable[] variables, Func <int, bool> isIntegerFunc, Func <int, string> columnNameFunc, Func <int, string> rowNameFunc,
double[] colLower, double[] colUpper, string objName, double[] objCoefs, int numberVariables, int numberConstraints, char[] rowSenses, CoinPackedMatrix rowMatrix, double[] rowLowers, double[] rowUppers)
{
Model model = new Model();
variables = new Variable[numberVariables];
Expression objExpr = new Expression();
int i = 0;
for (i = 0; i < numberVariables; i++)
{
Variable var = new Variable();
variables[i] = var;
double lower = colLower[i];
double upper = colUpper[i];
bool isInteger = isIntegerFunc.Invoke(i);
string name = columnNameFunc.Invoke(i);
if (!string.IsNullOrEmpty(name))
{
var.Name = name;
}
else
{
var.Name = string.Concat("VAR", i);
}
var.Lower = lower;
var.Upper = upper;
var.Type = (isInteger) ? VariableType.Integer : VariableType.Continuous;
objExpr.Add(objCoefs[i], var);
}
model.Objective = new Objective(objName, objExpr);
model.ObjectiveSense = ObjectiveSense.Minimise;
// NOTE: MPS DOESNT STORE MAXIMIZATION OR MINIMIZATION!
// bUT LP always returns Minimization (and transforms objective accordingly if original is max)
for (int j = 0; j < numberConstraints; j++)
{
Expression expr = new Expression();
CoinShallowPackedVector vector = rowMatrix.getVector(j); // I guess..
int nElements = vector.getNumElements();
int[] indices = vector.getIndices();
double[] elements = vector.getElements();
for (int e = 0; e < nElements; e++)
{
int index = indices[e];
Variable var = variables[index];
double coef = elements[e];
expr.Add(coef, var);
}
double lower = rowLowers[j];
double upper = rowUppers[j];
string name = rowNameFunc.Invoke(j);
string conName;
if (!string.IsNullOrEmpty(name))
{
conName = name;
}
else
{
conName = string.Concat("CON", i);
}
switch (rowSenses[j])
{
case 'L': //<= constraint and rhs()[i] == rowupper()[i]
{
ConstraintType type = ConstraintType.LE;
Expression upperExpr = new Expression(upper);
Constraint con = new Constraint(conName, expr, type, upperExpr);
upperExpr.Clear();
model.Add(con);
break;
}
case 'E': //= constraint
{
ConstraintType type = ConstraintType.EQ;
Expression upperExpr = new Expression(upper);
Constraint con = new Constraint(conName, expr, type, upperExpr);
upperExpr.Clear();
model.Add(con);
break;
}
case 'G': //>= constraint and rhs()[i] == rowlower()[i]
{
ConstraintType type = ConstraintType.GE;
Expression lowerExpr = new Expression(lower);
Constraint con = new Constraint(conName, expr, type, lowerExpr);
lowerExpr.Clear();
model.Add(con);
break;
}
case 'R': //ranged constraint
{
RangeConstraint con = new RangeConstraint(conName, lower, expr, upper);
model.Add(con);
break;
}
case 'N': //free constraint
{
RangeConstraint con = new RangeConstraint(conName, lower, expr, upper);
con.Enabled = false;
model.Add(con);
break;
}
default:
break;
}
}
return(model);
}
/// <summary>
/// Creates a new model from the given file. The name of the model will be the filename.
/// </summary>
/// <param name="fileName">The mps or lp file to be imported.</param>
/// <param name="variables">The full array of variables created for this new model.</param>
/// <returns>The new model, or an exception if an error occurred.</returns>
public static Model New(string fileName, out Variable[] variables)
{
string fileNameWithoutExtension = Path.GetFileNameWithoutExtension(fileName);
string extension = Path.GetExtension(fileName).ToLower();
Model model = null;
if (extension.Equals(".mps"))
{
#region New Model from .mps file
string directoryName = Path.GetDirectoryName(fileName);
if (directoryName.Length == 0)
{
directoryName = ".";
}
string fullPathWithoutExtension = Path.Combine(directoryName, fileNameWithoutExtension);
// Previously, CoinMpsIO was used but that doesnt read quad info.
// To read MPS with QUAD info use ClpModel or CoinModel readMps.
// CoinModel we havent Wrapped yet at all, so more work.
// ClpModel (ClpSimplex) doesnt do row Sense needed for here, only lb / ub.
// ClpModel also doesnt save the Objective name.
// OsiClp can create row sense from lb / ub, but OsiClp uses CoinMpsIO, so cannot read Quad from OsiClp
// So we use ClpSimplex to read the file, but use an OsiClp of it for rowsense
ClpSimplex m = new ClpSimplex();
OsiClpSolverInterface osiClp = new OsiClpSolverInterface(m);
log.PassToClpModel(m);
int numberErrors = m.readMps(fileName, true, false);
if (numberErrors != 0)
{
string message = string.Format("Errors occurred when reading the mps file '{0}'.", fileName);
SonnetLog.Default.Error(message);
throw new SonnetException(message);
}
// set objective function offest
// Skip this: setDblParam(OsiObjOffset,m.objectiveOffset())
//ClpModel has ClpObjective which may be an implementatin of ClpQuadObjective.
// This can be found by obj->type() == 2 (QuadCoef)
bool fullQuadraticMatrix = false;
CoinPackedMatrix quadraticObjective = null;
ClpObjective clpObjective = m.objectiveAsObject();
if (clpObjective is ClpQuadraticObjective clpQuadraticObjective)
{
Ensure.IsTrue(clpObjective.type() == 2, $"Quadratic Objective must be type 2 but is {clpObjective.type()}.");
fullQuadraticMatrix = clpQuadraticObjective.fullMatrix();
quadraticObjective = clpQuadraticObjective.quadraticObjective();
}
model = NewHelper(out variables, m.isInteger, m.columnName, m.rowName,
m.getColLower(), m.getColUpper(), "OBJROW", m.getObjCoefficients(),
m.getNumCols(), m.getNumRows(), osiClp.getRowSense(), osiClp.getMatrixByRow(), m.getRowLower(), m.getRowUpper(), fullQuadraticMatrix, quadraticObjective);
model.Name = fileNameWithoutExtension;
#endregion
}
else if (extension.Equals(".lp"))
{
#region New Model from .lp file
CoinLpIO m = new CoinLpIO();
log.PassToCoinLpIO(m);
m.setInfinity(MathUtils.Infinity);
// If the original problem is
// a maximization problem, the objective function is immediadtly
// flipped to get a minimization problem.
m.readLp(fileName);
model = NewHelper(out variables, m.isInteger, m.columnName, m.rowName,
m.getColLower(), m.getColUpper(), m.getObjName(), m.getObjCoefficients(),
m.getNumCols(), m.getNumRows(), m.getRowSense(), m.getMatrixByRow(), m.getRowLower(), m.getRowUpper(), false, null);
model.Name = fileNameWithoutExtension;
#endregion
}
else
{
string message = string.Format("Cannot import file {0} : unknown extension '{1}'.", fileName, extension);
SonnetLog.Default.Error(message);
throw new SonnetException(message);
}
if (model == null)
{
string message = $"An error occured while importing {fileName}. No model created.";
SonnetLog.Default.Error(message);
throw new SonnetException(message);
}
return(model);
}
