[FileFormats.MPS] add support for semi- variables

src/FileFormats/MPS/MPS.jl

@@ -60,7 +60,7 @@ end
 function MOI.supports_constraint(
     ::Model,
     ::Type{MOI.VariableIndex},
-    ::Type{<:Union{MOI.Parameter,MOI.Semicontinuous,MOI.Semiinteger}},
+    ::Type{<:MOI.Parameter},
 )
     return false
 end
@@ -170,7 +170,14 @@ end
 
 Base.summary(io::IO, ::Model) = print(io, "MOI.FileFormats.MPS.Model")
 
-@enum(VType, VTYPE_CONTINUOUS, VTYPE_INTEGER, VTYPE_BINARY)
+@enum(
+    VType,
+    VTYPE_CONTINUOUS,
+    VTYPE_INTEGER,
+    VTYPE_BINARY,
+    VTYPE_SEMICONTINUOUS,
+    VTYPE_SEMIINTEGER,
+)
 
 include("read.jl")
 include("write.jl")

src/FileFormats/MPS/read.jl

@@ -448,6 +448,15 @@ function _add_variable(model::Model{T}, data, variable_map, i, name) where {T}
     x = MOI.add_variable(model)
     variable_map[name] = x
     MOI.set(model, MOI.VariableName(), x, name)
+    if data.vtype[i] == VTYPE_SEMIINTEGER
+        set = MOI.Semiinteger(data.col_lower[i], data.col_upper[i])
+        MOI.add_constraint(model, x, set)
+        return
+    elseif data.vtype[i] == VTYPE_SEMICONTINUOUS
+        set = MOI.Semicontinuous(data.col_lower[i], data.col_upper[i])
+        MOI.add_constraint(model, x, set)
+        return
+    end
     set = bounds_to_set(data.col_lower[i], data.col_upper[i])
     if set isa MOI.Interval
         # Do not add MOI.Interval constraints because we want to follow JuMP's
@@ -926,7 +935,11 @@ function _parse_single_bound(
         data.col_lower[col] = value
     elseif bound_type == "LI"
         data.col_lower[col] = value
-        data.vtype[col] = VTYPE_INTEGER
+        if data.vtype[col] in (VTYPE_SEMICONTINUOUS, VTYPE_SEMIINTEGER)
+            data.vtype[col] = VTYPE_SEMIINTEGER
+        else
+            data.vtype[col] = VTYPE_INTEGER
+        end
     elseif bound_type == "UI"
         data.col_upper[col] = value
         data.vtype[col] = VTYPE_INTEGER
@@ -943,6 +956,16 @@ function _parse_single_bound(
         data.col_lower[col] = typemin(T)
         data.col_upper[col] = typemax(T)
         data.vtype[col] = VTYPE_BINARY
+    elseif bound_type == "SC"
+        data.col_upper[col] = value
+        if data.vtype[col] == VTYPE_INTEGER
+            data.vtype[col] = VTYPE_SEMIINTEGER
+        else
+            data.vtype[col] = VTYPE_SEMICONTINUOUS
+        end
+    elseif bound_type == "SI"
+        data.col_upper[col] = value
+        data.vtype[col] = VTYPE_SEMIINTEGER
     else
         _throw_parse_error(
             data,

src/FileFormats/MPS/write.jl

@@ -546,11 +546,8 @@ end
 #     UP    upper bound             x <= b
 #     UI    integer variable        x <= b
 #     BV    binary variable    x = 0 or 1
-#
-#  Not yet implemented:
-#
-#     SC    semi-cont variable x = 0 or l <= x <= b
-#           l is the lower bound on the variable. If none set then defaults to 1
+#     SC    semicontinuous variable  x in {0} ∪ [LO, b]
+#     SI    semiinteger variable     x in {0} ∪ [LI, b]
 # ==============================================================================
 
 function write_single_bound(
@@ -560,7 +557,29 @@ function write_single_bound(
     upper::T,
     vtype,
 ) where {T}
-    if lower == upper
+    if vtype == VTYPE_SEMICONTINUOUS
+        write_single_bound(io, var_name, lower, typemax(T), VTYPE_CONTINUOUS)
+        println(
+            io,
+            Card(
+                f1 = "SC",
+                f2 = "bounds",
+                f3 = var_name,
+                f4 = _to_string(upper),
+            ),
+        )
+    elseif vtype == VTYPE_SEMIINTEGER
+        write_single_bound(io, var_name, lower, typemax(T), VTYPE_INTEGER)
+        println(
+            io,
+            Card(
+                f1 = "SI",
+                f2 = "bounds",
+                f3 = var_name,
+                f4 = _to_string(upper),
+            ),
+        )
+    elseif lower == upper
         println(
             io,
             Card(
@@ -613,6 +632,14 @@ update_bounds(x, set::MOI.EqualTo) = (set.value, set.value, x[3])
 
 update_bounds(x, set::MOI.ZeroOne) = (x[1], x[2], VTYPE_BINARY)
 
+function update_bounds(x, set::MOI.Semicontinuous)
+    return (set.lower, set.upper, VTYPE_SEMICONTINUOUS)
+end
+
+function update_bounds(x, set::MOI.Semiinteger)
+    return (set.lower, set.upper, VTYPE_SEMIINTEGER)
+end
+
 function _collect_bounds(bounds, model, ::Type{S}, var_to_column) where {S}
     for index in
         MOI.get(model, MOI.ListOfConstraintIndices{MOI.VariableIndex,S}())
@@ -636,6 +663,8 @@ function write_bounds(io::IO, model::Model{T}, var_to_column) where {T}
     _collect_bounds(bounds, model, MOI.EqualTo{T}, var_to_column)
     _collect_bounds(bounds, model, MOI.Interval{T}, var_to_column)
     _collect_bounds(bounds, model, MOI.ZeroOne, var_to_column)
+    _collect_bounds(bounds, model, MOI.Semiinteger{T}, var_to_column)
+    _collect_bounds(bounds, model, MOI.Semicontinuous{T}, var_to_column)
     for (variable, column) in var_to_column
         var_name = _var_name(model, variable, column, options.generic_names)
         lower, upper, vtype = bounds[column]

test/FileFormats/MPS/test_MPS.jl

@@ -1539,14 +1539,6 @@ function test_unsupported_variable_types()
         MOI.UnsupportedConstraint,
         MOI.add_constrained_variable(model, MOI.Parameter(2.0)),
     )
-    @test_throws(
-        MOI.UnsupportedConstraint,
-        MOI.add_constrained_variable(model, MOI.Semicontinuous(2.0, 3.0)),
-    )
-    @test_throws(
-        MOI.UnsupportedConstraint,
-        MOI.add_constrained_variable(model, MOI.Semiinteger(2.0, 3.0)),
-    )
     return
 end
 
@@ -1840,6 +1832,100 @@ function test_unsupported_kwarg()
     return
 end
 
+function test_round_trip_semicontinuous()
+    _test_model_equality(
+        """
+        variables: x
+        minobjective: 1.0 * x
+        x in Semicontinuous(2.0, 3.0)
+        """,
+        ["x"],
+        String[],
+    )
+    return
+end
+
+function test_round_trip_semiinteger()
+    _test_model_equality(
+        """
+        variables: x
+        minobjective: 1.0 * x
+        x in Semiinteger(2.0, 3.0)
+        """,
+        ["x"],
+        String[],
+    )
+    return
+end
+
+function test_semi_reading_1()
+    LB, UB = [-1.0, 0.0, 1.0], [-0.5, 0.0, 0.5, 1.5]
+    for lb in LB, ub in UB, SC in ["SC", "SI"], LO in ["LO", "LI"]
+        if lb > ub
+            continue
+        end
+        l_row = iszero(lb) ? "" : "$LO bounds    x        $lb\n"
+        src = """
+        NAME
+        ROWS
+        N obj
+        COLUMNS
+            x         obj      1.0
+        RHS
+        BOUNDS
+        $(l_row)$(SC) bounds    x        $ub
+        ENDATA
+        """
+        target = if SC == "SC" && (iszero(lb) || LO == "LO")
+            MOI.Semicontinuous(lb, ub)
+        else
+            MOI.Semiinteger(lb, ub)
+        end
+        model = MPS.Model()
+        read!(IOBuffer(src), model)
+        dest = MOI.Utilities.Model{Float64}()
+        MOI.copy_to(dest, model)
+        x = MOI.get(dest, MOI.VariableIndex, "x")
+        ci = MOI.ConstraintIndex{MOI.VariableIndex,typeof(target)}(x.value)
+        @test MOI.get(dest, MOI.ConstraintSet(), ci) == target
+    end
+    return
+end
+
+function test_semi_reading_2()
+    LB, UB = [-1.0, 0.0, 1.0], [-0.5, 0.0, 0.5, 1.5]
+    for lb in LB, ub in UB, SC in ["SC", "SI"], LO in ["LO", "LI"]
+        if lb > ub
+            continue
+        end
+        l_row = iszero(lb) ? "" : "$LO bounds    x        $lb\n"
+        src = """
+        NAME
+        ROWS
+        N obj
+        COLUMNS
+            x         obj      1.0
+        RHS
+        BOUNDS
+        $(SC) bounds    x        $ub
+        $(l_row)ENDATA
+        """
+        target = if SC == "SC" && (iszero(lb) || LO == "LO")
+            MOI.Semicontinuous(lb, ub)
+        else
+            MOI.Semiinteger(lb, ub)
+        end
+        model = MPS.Model()
+        read!(IOBuffer(src), model)
+        dest = MOI.Utilities.Model{Float64}()
+        MOI.copy_to(dest, model)
+        x = MOI.get(dest, MOI.VariableIndex, "x")
+        ci = MOI.ConstraintIndex{MOI.VariableIndex,typeof(target)}(x.value)
+        @test MOI.get(dest, MOI.ConstraintSet(), ci) == target
+    end
+    return
+end
+
 end  # TestMPS
 
 TestMPS.runtests()