Merge pull request Pyomo#2946 from Raphael-D-F-Gomes/bugfix/adjust-mp…

…s-structure

Adjusting mps writer to the correct structure regarding integer variables declaration

pyomo/core/base/block.py

@@ -1934,7 +1934,14 @@ def valid_problem_types(self):
         Model object."""
         return [ProblemFormat.pyomo]
 
-    def write(self, filename=None, format=None, solver_capability=None, io_options={}):
+    def write(
+        self,
+        filename=None,
+        format=None,
+        solver_capability=None,
+        io_options={},
+        int_marker=False,
+    ):
         """
         Write the model to a file, with a given format.
         """
@@ -1968,7 +1975,8 @@ def write(self, filename=None, format=None, solver_capability=None, io_options={
                     "Filename '%s' likely does not match specified "
                     "file format (%s)" % (filename, format)
                 )
-        problem_writer = WriterFactory(format)
+        int_marker_kwds = {"int_marker": int_marker} if int_marker else {}
+        problem_writer = WriterFactory(format, **int_marker_kwds)
         if problem_writer is None:
             raise ValueError(
                 "Cannot write model in format '%s': no model "

pyomo/repn/plugins/mps.py

@@ -55,7 +55,7 @@ def _get_bound(exp):
 
 @WriterFactory.register('mps', 'Generate the corresponding MPS file')
 class ProblemWriter_mps(AbstractProblemWriter):
-    def __init__(self):
+    def __init__(self, int_marker=False):
         AbstractProblemWriter.__init__(self, ProblemFormat.mps)
 
         # the MPS writer is responsible for tracking which variables are
@@ -78,6 +78,8 @@ def __init__(self):
         #               the number's sign.
         self._precision_string = '.17g'
 
+        self._int_marker = int_marker
+
     def __call__(self, model, output_filename, solver_capability, io_options):
         # Make sure not to modify the user's dictionary,
         # they may be reusing it outside of this call
@@ -515,10 +517,27 @@ def yield_all_constraints():
         column_template = "     %s %s %" + self._precision_string + "\n"
         output_file.write("COLUMNS\n")
         cnt = 0
+        in_integer_section = False
+        mark_cnt = 0
         for vardata in variable_list:
             col_entries = column_data[variable_to_column[vardata]]
             cnt += 1
             if len(col_entries) > 0:
+                if self._int_marker:
+                    if vardata.is_integer():
+                        if not in_integer_section:
+                            output_file.write(
+                                f"     MARK{mark_cnt:04d} 'MARKER' 'INTORG'\n"
+                            )
+                            in_integer_section = True
+                            mark_cnt += 1
+                    elif in_integer_section:  # and not vardata.is_integer()
+                        output_file.write(
+                            f"     MARK{mark_cnt:04d} 'MARKER' 'INTEND'\n"
+                        )
+                        in_integer_section = False
+                        mark_cnt += 1
+
                 var_label = variable_symbol_dictionary[id(vardata)]
                 for i, (row_label, coef) in enumerate(col_entries):
                     output_file.write(
@@ -536,6 +555,9 @@ def yield_all_constraints():
                 var_label = variable_symbol_dictionary[id(vardata)]
                 output_file.write(column_template % (var_label, objective_label, 0))
 
+        if self._int_marker and in_integer_section:
+            output_file.write(f"     MARK{mark_cnt:04d} 'MARKER' 'INTEND'\n")
+
         assert cnt == len(column_data) - 1
         if len(column_data[-1]) > 0:
             col_entries = column_data[-1]

pyomo/repn/tests/mps/integer_variable_declaration_with_marker.mps.baseline

@@ -0,0 +1,27 @@
+* Source:     Pyomo MPS Writer
+* Format:     Free MPS
+*
+NAME Example-mix-integer-linear-problem
+OBJSENSE
+ MIN
+ROWS
+ N  obj
+ G  c_l_const1_
+ L  c_u_const2_
+COLUMNS
+     MARK0000 'MARKER' 'INTORG'
+     x1 obj 3
+     x1 c_l_const1_ 4
+     x1 c_u_const2_ 1
+     MARK0001 'MARKER' 'INTEND'
+     x2 obj 2
+     x2 c_l_const1_ 3
+     x2 c_u_const2_ 2
+RHS
+     RHS c_l_const1_ 10
+     RHS c_u_const2_ 7
+BOUNDS
+ LI BOUND x1 0
+ UI BOUND x1 10E20
+ LO BOUND x2 0
+ENDATA

pyomo/repn/tests/mps/knapsack_problem_binary_variable_declaration_with_marker.mps.baseline

@@ -0,0 +1,40 @@
+* Source:     Pyomo MPS Writer
+* Format:     Free MPS
+*
+NAME knapsack problem
+OBJSENSE
+ MIN
+ROWS
+ N  obj
+ G  c_l_const1_
+COLUMNS
+     MARK0000 'MARKER' 'INTORG'
+     x(_1_) obj 3
+     x(_1_) c_l_const1_ 30
+     x(_2_) obj 2
+     x(_2_) c_l_const1_ 24
+     x(_3_) obj 2
+     x(_3_) c_l_const1_ 11
+     x(_4_) obj 4
+     x(_4_) c_l_const1_ 35
+     x(_5_) obj 5
+     x(_5_) c_l_const1_ 29
+     x(_6_) obj 4
+     x(_6_) c_l_const1_ 8
+     x(_7_) obj 3
+     x(_7_) c_l_const1_ 31
+     x(_8_) obj 1
+     x(_8_) c_l_const1_ 18
+     MARK0001 'MARKER' 'INTEND'
+RHS
+     RHS c_l_const1_ 60
+BOUNDS
+ BV BOUND x(_1_)
+ BV BOUND x(_2_)
+ BV BOUND x(_3_)
+ BV BOUND x(_4_)
+ BV BOUND x(_5_)
+ BV BOUND x(_6_)
+ BV BOUND x(_7_)
+ BV BOUND x(_8_)
+ENDATA

pyomo/repn/tests/mps/test_mps.py

@@ -18,7 +18,17 @@
 from filecmp import cmp
 import pyomo.common.unittest as unittest
 
-from pyomo.environ import ConcreteModel, Var, Objective, Constraint, ComponentMap
+from pyomo.environ import (
+    ConcreteModel,
+    Var,
+    Objective,
+    Constraint,
+    ComponentMap,
+    minimize,
+    Binary,
+    NonNegativeReals,
+    NonNegativeIntegers,
+)
 
 thisdir = os.path.dirname(os.path.abspath(__file__))
 
@@ -36,11 +46,15 @@ def _get_fnames(self):
         return prefix + ".mps.baseline", prefix + ".mps.out"
 
     def _check_baseline(self, model, **kwds):
+        int_marker = kwds.pop("int_marker", False)
         baseline_fname, test_fname = self._get_fnames()
         self._cleanup(test_fname)
         io_options = {"symbolic_solver_labels": True}
         io_options.update(kwds)
-        model.write(test_fname, format="mps", io_options=io_options)
+        model.write(
+            test_fname, format="mps", io_options=io_options, int_marker=int_marker
+        )
+
         self.assertTrue(
             cmp(test_fname, baseline_fname),
             msg="Files %s and %s differ" % (test_fname, baseline_fname),
@@ -185,6 +199,52 @@ def test_row_ordering(self):
         row_order[model.con4[2]] = -1
         self._check_baseline(model, row_order=row_order)
 
+    def test_knapsack_problem_binary_variable_declaration_with_marker(self):
+        elements_size = [30, 24, 11, 35, 29, 8, 31, 18]
+        elements_weight = [3, 2, 2, 4, 5, 4, 3, 1]
+        capacity = 60
+
+        model = ConcreteModel("knapsack problem")
+        var_names = [f"{i + 1}" for i in range(len(elements_size))]
+
+        model.x = Var(var_names, within=Binary)
+
+        model.obj = Objective(
+            expr=sum(
+                model.x[var_names[i]] * elements_weight[i]
+                for i in range(len(elements_size))
+            ),
+            sense=minimize,
+            name="obj",
+        )
+
+        model.const1 = Constraint(
+            expr=sum(
+                model.x[var_names[i]] * elements_size[i]
+                for i in range(len(elements_size))
+            )
+            >= capacity,
+            name="const",
+        )
+
+        self._check_baseline(model, int_marker=True)
+
+    def test_integer_variable_declaration_with_marker(self):
+        model = ConcreteModel("Example-mix-integer-linear-problem")
+
+        # Define the decision variables
+        model.x1 = Var(within=NonNegativeIntegers)  # Integer variable
+        model.x2 = Var(within=NonNegativeReals)  # Continuous variable
+
+        # Define the objective function
+        model.obj = Objective(expr=3 * model.x1 + 2 * model.x2, sense=minimize)
+
+        # Define the constraints
+        model.const1 = Constraint(expr=4 * model.x1 + 3 * model.x2 >= 10)
+        model.const2 = Constraint(expr=model.x1 + 2 * model.x2 <= 7)
+
+        self._check_baseline(model, int_marker=True)
+
 
 if __name__ == "__main__":
     unittest.main()