Merge pull request #863 from ERGO-Code/mathprog-sol

Mathprog sol

MODS.md

@@ -1,22 +1,20 @@
 # Modifications for v1.3.0 since v1.2.2 
 
 * Added (partial) Python wrapper `highspy`
-
 * Highs::setSolution can now be used to give a solution to the simplex solver (#775)
-
 * Highs::addVar; Highs::addVars; Highs::deleteVars(Interval/set/mask) introduced for more natural modelling
-
 * logHeader now written as first output, even when using libraries (#784)
-
 * Highs::presolve and Highs::postsolve completed
-
 * Highs::resetGlobalScheduler added to reset the global scheduler
-
-# Planned modifications for v1.3.0
-
+* write_solution_style option modified: 
+   * "Old" HiGHS raw solution style now indicated by value `kSolutionStyleOldRaw = -1`
+   * Raw and pretty solution formats for Glpsol now indicated by values `kSolutionStyleGlpsolRaw = 2` and `kSolutionStyleGlpsolPretty = 3`
+* Many minor fixes handling marginal LP fle behaviour
 * Highs::crossover completed (#815)
-
 * scaled_model_status_ removed from Highs (#814)
+* Major revisions of CMake build system
+
+# Planned modifications for v1.3.0
 
 # Planned modifications beyond v1.3.0
 

src/io/FilereaderMps.cpp

@@ -40,6 +40,7 @@ FilereaderRetcode FilereaderMps::readModelFromFile(const HighsOptions& options,
     switch (result) {
       case FreeFormatParserReturnCode::kSuccess:
         lp.ensureColwise();
+        assert(model.lp_.objective_name_ != "");
         return FilereaderRetcode::kOk;
       case FreeFormatParserReturnCode::kParserError:
         return FilereaderRetcode::kParserError;
@@ -63,13 +64,15 @@ FilereaderRetcode FilereaderMps::readModelFromFile(const HighsOptions& options,
       readMps(options.log_options, filename, -1, -1, lp.num_row_, lp.num_col_,
               lp.sense_, lp.offset_, lp.a_matrix_.start_, lp.a_matrix_.index_,
               lp.a_matrix_.value_, lp.col_cost_, lp.col_lower_, lp.col_upper_,
-              lp.row_lower_, lp.row_upper_, lp.integrality_, lp.col_names_,
-              lp.row_names_, hessian.dim_, hessian.start_, hessian.index_,
-              hessian.value_, options.keep_n_rows);
+              lp.row_lower_, lp.row_upper_, lp.integrality_, lp.objective_name_,
+              lp.col_names_, lp.row_names_, hessian.dim_, hessian.start_,
+              hessian.index_, hessian.value_, lp.cost_row_location_,
+              options.keep_n_rows);
   if (return_code == FilereaderRetcode::kOk) lp.ensureColwise();
   // Comment on existence of names with spaces
   hasNamesWithSpaces(options.log_options, lp.num_col_, lp.col_names_);
   hasNamesWithSpaces(options.log_options, lp.num_row_, lp.row_names_);
+  assert(model.lp_.objective_name_ != "");
   return return_code;
 }
 

src/io/HMPSIO.cpp

@@ -34,24 +34,25 @@ using std::map;
 //
 // Read file called filename. Returns 0 if OK and 1 if file can't be opened
 //
-FilereaderRetcode readMps(const HighsLogOptions& log_options,
-                          const std::string filename, HighsInt mxNumRow,
-                          HighsInt mxNumCol, HighsInt& numRow, HighsInt& numCol,
-                          ObjSense& objSense, double& objOffset,
-                          vector<HighsInt>& Astart, vector<HighsInt>& Aindex,
-                          vector<double>& Avalue, vector<double>& colCost,
-                          vector<double>& colLower, vector<double>& colUpper,
-                          vector<double>& rowLower, vector<double>& rowUpper,
-                          vector<HighsVarType>& integerColumn,
-                          vector<string>& col_names, vector<string>& row_names,
-                          HighsInt& Qdim, vector<HighsInt>& Qstart,
-                          vector<HighsInt>& Qindex, vector<double>& Qvalue,
-                          const HighsInt keep_n_rows) {
+FilereaderRetcode readMps(
+    const HighsLogOptions& log_options, const std::string filename,
+    HighsInt mxNumRow, HighsInt mxNumCol, HighsInt& numRow, HighsInt& numCol,
+    ObjSense& objSense, double& objOffset, vector<HighsInt>& Astart,
+    vector<HighsInt>& Aindex, vector<double>& Avalue, vector<double>& colCost,
+    vector<double>& colLower, vector<double>& colUpper,
+    vector<double>& rowLower, vector<double>& rowUpper,
+    vector<HighsVarType>& integerColumn, std::string& objective_name,
+    vector<std::string>& col_names, vector<std::string>& row_names,
+    HighsInt& Qdim, vector<HighsInt>& Qstart, vector<HighsInt>& Qindex,
+    vector<double>& Qvalue, HighsInt& cost_row_location,
+    const HighsInt keep_n_rows) {
   // MPS file buffer
   numRow = 0;
   numCol = 0;
+  cost_row_location = -1;
   objOffset = 0;
   objSense = ObjSense::kMinimize;
+  objective_name = "";
 
   // Astart.clear() added since setting Astart.push_back(0) in
   // setup_clearModel() messes up the MPS read
@@ -117,7 +118,12 @@ FilereaderRetcode readMps(const HighsLogOptions& log_options,
     if (flag[0] == 'N' &&
         (objName == 0 || keep_n_rows == kKeepNRowsDeleteRows)) {
       // N-row: take the first as the objective and possibly ignore any others
-      if (objName == 0) objName = data[1];
+      if (objName == 0) {
+        objName = data[1];
+        std::string name(&line[4], &line[4] + 8);
+        objective_name = trim(name);
+        cost_row_location = numRow;
+      }
     } else {
       if (mxNumRow > 0 && numRow >= mxNumRow)
         return FilereaderRetcode::kParserError;
@@ -540,7 +546,6 @@ HighsStatus writeModelAsMps(const HighsOptions& options,
   std::vector<std::string> local_row_names;
   local_col_names.resize(lp.num_col_);
   local_row_names.resize(lp.num_row_);
-  //
   // Initialise the local names to any existing names
   if (have_col_names) local_col_names = lp.col_names_;
   if (have_row_names) local_row_names = lp.row_names_;
@@ -576,17 +581,20 @@ HighsStatus writeModelAsMps(const HighsOptions& options,
       warning_found = true;
     }
   }
+  // Set a local objective name, creating one if necessary
+  const std::string local_objective_name =
+      findModelObjectiveName(&lp, &hessian);
   // If there is Hessian data to write out, writeMps assumes that hessian is
   // triangular
   if (hessian.dim_) assert(hessian.format_ == HessianFormat::kTriangular);
 
-  HighsStatus write_status =
-      writeMps(options.log_options, filename, lp.model_name_, lp.num_row_,
-               lp.num_col_, hessian.dim_, lp.sense_, lp.offset_, lp.col_cost_,
-               lp.col_lower_, lp.col_upper_, lp.row_lower_, lp.row_upper_,
-               lp.a_matrix_.start_, lp.a_matrix_.index_, lp.a_matrix_.value_,
-               hessian.start_, hessian.index_, hessian.value_, lp.integrality_,
-               local_col_names, local_row_names, use_free_format);
+  HighsStatus write_status = writeMps(
+      options.log_options, filename, lp.model_name_, lp.num_row_, lp.num_col_,
+      hessian.dim_, lp.sense_, lp.offset_, lp.col_cost_, lp.col_lower_,
+      lp.col_upper_, lp.row_lower_, lp.row_upper_, lp.a_matrix_.start_,
+      lp.a_matrix_.index_, lp.a_matrix_.value_, hessian.start_, hessian.index_,
+      hessian.value_, lp.integrality_, local_objective_name, local_col_names,
+      local_row_names, use_free_format);
   if (write_status == HighsStatus::kOk && warning_found)
     return HighsStatus::kWarning;
   return write_status;
@@ -602,7 +610,7 @@ HighsStatus writeMps(
     const vector<HighsInt>& a_start, const vector<HighsInt>& a_index,
     const vector<double>& a_value, const vector<HighsInt>& q_start,
     const vector<HighsInt>& q_index, const vector<double>& q_value,
-    const vector<HighsVarType>& integrality,
+    const vector<HighsVarType>& integrality, const std::string objective_name,
     const vector<std::string>& col_names, const vector<std::string>& row_names,
     const bool use_free_format) {
   const bool write_zero_no_cost_columns = true;
@@ -629,6 +637,7 @@ HighsStatus writeMps(
         max_name_length);
     return HighsStatus::kError;
   }
+  assert(objective_name != "");
   vector<HighsInt> r_ty;
   vector<double> rhs, ranges;
   bool have_rhs = false;
@@ -748,7 +757,7 @@ HighsStatus writeMps(
 
   fprintf(file, "NAME        %s\n", model_name.c_str());
   fprintf(file, "ROWS\n");
-  fprintf(file, " N  COST\n");
+  fprintf(file, " N  %-8s\n", objective_name.c_str());
   for (HighsInt r_n = 0; r_n < num_row; r_n++) {
     if (r_ty[r_n] == MPS_ROW_TY_E) {
       fprintf(file, " E  %-8s\n", row_names[r_n].c_str());
@@ -770,7 +779,8 @@ HighsStatus writeMps(
       if (write_zero_no_cost_columns) {
         // Give the column a presence by writing out a zero cost
         double v = 0;
-        fprintf(file, "    %-8s  COST      %.15g\n", col_names[c_n].c_str(), v);
+        fprintf(file, "    %-8s  %-8s  %.15g\n", col_names[c_n].c_str(),
+                objective_name.c_str(), v);
       }
       continue;
     }
@@ -793,7 +803,8 @@ HighsStatus writeMps(
     }
     if (col_cost[c_n] != 0) {
       double v = (HighsInt)sense * col_cost[c_n];
-      fprintf(file, "    %-8s  COST      %.15g\n", col_names[c_n].c_str(), v);
+      fprintf(file, "    %-8s  %-8s  %.15g\n", col_names[c_n].c_str(),
+              objective_name.c_str(), v);
     }
     for (HighsInt el_n = a_start[c_n]; el_n < a_start[c_n + 1]; el_n++) {
       double v = a_value[el_n];
@@ -814,7 +825,7 @@ HighsStatus writeMps(
     if (offset) {
       // Handle the objective offset as a RHS entry for the cost row
       double v = -(HighsInt)sense * offset;
-      fprintf(file, "    RHS_V     COST      %.15g\n", v);
+      fprintf(file, "    RHS_V     %-8s  %.15g\n", objective_name.c_str(), v);
     }
     for (HighsInt r_n = 0; r_n < num_row; r_n++) {
       double v = rhs[r_n];

src/io/HMPSIO.h

@@ -53,9 +53,10 @@ FilereaderRetcode readMps(
     vector<HighsInt>& Aindex, vector<double>& Avalue, vector<double>& colCost,
     vector<double>& colLower, vector<double>& colUpper,
     vector<double>& rowLower, vector<double>& rowUpper,
-    vector<HighsVarType>& integerColumn, vector<std::string>& col_names,
-    vector<std::string>& row_names, HighsInt& Qdim, vector<HighsInt>& Qstart,
-    vector<HighsInt>& Qindex, vector<double>& Qvalue,
+    vector<HighsVarType>& integerColumn, std::string& objective_name,
+    vector<std::string>& col_names, vector<std::string>& row_names,
+    HighsInt& Qdim, vector<HighsInt>& Qstart, vector<HighsInt>& Qindex,
+    vector<double>& Qvalue, HighsInt& cost_row_location,
     const HighsInt keep_n_rows = 0);
 
 HighsStatus writeMps(
@@ -68,7 +69,7 @@ HighsStatus writeMps(
     const vector<HighsInt>& a_start, const vector<HighsInt>& a_index,
     const vector<double>& a_value, const vector<HighsInt>& q_start,
     const vector<HighsInt>& q_index, const vector<double>& q_value,
-    const vector<HighsVarType>& integrality,
+    const vector<HighsVarType>& integrality, std::string objective_name,
     const vector<std::string>& col_names, const vector<std::string>& row_names,
     const bool use_free_format = true);
 

src/io/HMpsFF.cpp

@@ -13,6 +13,8 @@
 
 #include "io/HMpsFF.h"
 
+#include "lp_data/HighsModelUtils.h"
+
 #ifdef ZLIB_FOUND
 #include "zstr.hpp"
 #endif
@@ -98,6 +100,7 @@ FreeFormatParserReturnCode HMpsFF::loadProblem(
   lp.row_lower_ = std::move(row_lower);
   lp.row_upper_ = std::move(row_upper);
 
+  lp.objective_name_ = objective_name;
   lp.row_names_ = std::move(row_names);
   lp.col_names_ = std::move(col_names);
 
@@ -120,6 +123,10 @@ FreeFormatParserReturnCode HMpsFF::loadProblem(
   // 0
   if (hessian.start_.size() == 0) hessian.clear();
 
+  // Set the objective name, creating one if necessary
+  lp.objective_name_ = findModelObjectiveName(&lp, &hessian);
+  lp.cost_row_location_ = cost_row_location;
+
   return FreeFormatParserReturnCode::kSuccess;
 }
 
@@ -228,6 +235,7 @@ FreeFormatParserReturnCode HMpsFF::parse(const HighsLogOptions& log_options,
     num_row = 0;
     num_col = 0;
     num_nz = 0;
+    cost_row_location = -1;
     // Indicate that no duplicate rows or columns have been found
     has_duplicate_row_name_ = false;
     has_duplicate_col_name_ = false;
@@ -521,7 +529,8 @@ HMpsFF::Parsekey HMpsFF::parseRows(const HighsLogOptions& log_options,
                                    std::istream& file) {
   std::string strline, word;
   bool hasobj = false;
-  objective_name = "";
+  // Assign a default objective name
+  objective_name = "Objective";
 
   assert(num_row == 0);
   assert(row_lower.size() == 0);
@@ -565,9 +574,10 @@ HMpsFF::Parsekey HMpsFF::parseRows(const HighsLogOptions& log_options,
       row_upper.push_back(0.0);
       row_type.push_back(Boundtype::kLe);
     } else if (strline[start] == 'N') {
-      if (objective_name == "") {
+      if (!hasobj) {
         isobj = true;
         hasobj = true;
+        cost_row_location = num_row;
       } else {
         isFreeRow = true;
       }

src/io/HMpsFF.h

@@ -101,6 +101,9 @@ class HMpsFF {
   // any LI or UI flags in the BOUNDS section
   std::vector<bool> col_binary;
 
+  // Record where the cost row is encountered
+  HighsInt cost_row_location;
+
   // Record whether there are duplicate row or column names, and the
   // name and indices of the first duplicates
   bool has_duplicate_row_name_;

src/lp_data/HConst.h

@@ -122,11 +122,20 @@ enum BasisValidity {
 };
 
 enum SolutionStyle {
+  kSolutionStyleOldRaw = -1,
   kSolutionStyleRaw = 0,
-  kSolutionStylePretty,  // 1;
-  kSolutionStyleOldRaw,  // 2;
-  kSolutionStyleMin = kSolutionStyleRaw,
-  kSolutionStyleMax = kSolutionStyleOldRaw
+  kSolutionStylePretty,        // 1;
+  kSolutionStyleGlpsolRaw,     // 2;
+  kSolutionStyleGlpsolPretty,  // 3;
+  kSolutionStyleMin = kSolutionStyleOldRaw,
+  kSolutionStyleMax = kSolutionStyleGlpsolPretty
+};
+
+enum GlpsolCostRowLocation {
+  kGlpsolCostRowLocationLast = -2,
+  kGlpsolCostRowLocationNone,         // -1
+  kGlpsolCostRowLocationNoneIfEmpty,  // 0
+  kGlpsolCostRowLocationMin = kGlpsolCostRowLocationLast
 };
 
 const std::string kHighsFilenameDefault = "";
@@ -187,8 +196,13 @@ const HighsInt kMaxAllowedMatrixPow2Scale = 30;
 
 // Illegal values of num/max/sum infeasibility - used to indicate that true
 // values aren't known
-const HighsInt kHighsIllegalInfeasibilityCount = -1;
 const double kHighsIllegalInfeasibilityMeasure = kHighsInf;
+const HighsInt kHighsIllegalInfeasibilityCount = -1;
+
+// Illegal values for HighsError - used to indicate that true
+// values aren't known
+const double kHighsIllegalErrorValue = kHighsInf;
+const HighsInt kHighsIllegalErrorIndex = -1;
 
 // Maximum upper bound on semi-variables
 const double kMaxSemiVariableUpper = 1e5;

src/lp_data/Highs.cpp

@@ -1201,17 +1201,22 @@ HighsStatus Highs::run() {
             basis_.col_status = presolve_.data_.recovered_basis_.col_status;
             basis_.row_status = presolve_.data_.recovered_basis_.row_status;
             basis_.debug_origin_name += ": after postsolve";
-            // Possibly force debug to perform KKT check on what's
-            // returned from postsolve
-            const bool force_debug = false;
-            HighsInt save_highs_debug_level = options_.highs_debug_level;
-            if (force_debug)
-              options_.highs_debug_level = kHighsDebugLevelCostly;
-            if (debugHighsSolution("After returning from postsolve", options_,
-                                   model_, solution_,
-                                   basis_) == HighsDebugStatus::kLogicalError)
-              return returnFromRun(HighsStatus::kError);
-            options_.highs_debug_level = save_highs_debug_level;
+            // Basic primal activities are wrong after postsolve, so
+            // possibly skip KKT check
+            const bool perform_kkt_check = true;
+            if (perform_kkt_check) {
+              // Possibly force debug to perform KKT check on what's
+              // returned from postsolve
+              const bool force_debug = false;
+              HighsInt save_highs_debug_level = options_.highs_debug_level;
+              if (force_debug)
+                options_.highs_debug_level = kHighsDebugLevelCostly;
+              if (debugHighsSolution("After returning from postsolve", options_,
+                                     model_, solution_,
+                                     basis_) == HighsDebugStatus::kLogicalError)
+                return returnFromRun(HighsStatus::kError);
+              options_.highs_debug_level = save_highs_debug_level;
+            }
             // Save the options to allow the best simplex strategy to
             // be used
             HighsOptions save_options = options_;
@@ -2390,8 +2395,8 @@ HighsStatus Highs::writeSolution(const std::string filename,
   return_status = interpretCallStatus(options_.log_options, call_status,
                                       return_status, "openWriteFile");
   if (return_status == HighsStatus::kError) return return_status;
-  writeSolutionFile(file, model_.lp_, basis_, solution_, info_, model_status_,
-                    style);
+  writeSolutionFile(file, options_, model_, basis_, solution_, info_,
+                    model_status_, style);
   if (style == kSolutionStyleRaw) {
     fprintf(file, "\n# Basis\n");
     writeBasisFile(file, basis_);
@@ -2560,6 +2565,8 @@ HighsPostsolveStatus Highs::runPostsolve() {
   presolve_.data_.postSolveStack.undo(options_,
                                       presolve_.data_.recovered_solution_,
                                       presolve_.data_.recovered_basis_);
+  // Compute the row activities
+  calculateRowValuesQuad(model_.lp_, presolve_.data_.recovered_solution_);
 
   if (have_dual_solution && model_.lp_.sense_ == ObjSense::kMaximize)
     presolve_.negateReducedLpColDuals(true);

src/lp_data/HighsDeprecated.cpp

@@ -162,7 +162,8 @@ HighsStatus Highs::writeSolution(const std::string filename,
   } else {
     style = kSolutionStyleRaw;
   }
-  writeSolutionFile(file, model_.lp_, basis_, solution_, info_, model_status_,
+  writeSolutionFile(file, options_,
+		    model_, basis_, solution_, info_, model_status_,
                     style);
   if (file != stdout) fclose(file);
   return HighsStatus::kOk;