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fix: MPS reader integer default bounds #102

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fix: MPS reader integer default bounds #102

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151 changes: 132 additions & 19 deletions src/mps_parser.c
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Original file line number Diff line number Diff line change
Expand Up @@ -26,6 +26,7 @@ limitations under the License.
#include <zlib.h>

#define READER_BUFFER_SIZE (4 * 1024 * 1024)
#define MPS_INFINITE_BOUND 1e20

typedef struct NameNode
{
Expand Down Expand Up @@ -319,6 +320,9 @@ typedef struct
double *var_upper_bounds;
double *constraint_lower_bounds;
double *constraint_upper_bounds;
unsigned char *col_binary_default;
unsigned char *col_has_lower;
int in_integer_block;

size_t col_capacity;
size_t constraint_capacity;
Expand Down Expand Up @@ -365,12 +369,17 @@ static bool ensure_column_capacity(MpsParserState *state)
state->objective_coeffs = (double *)safe_realloc(state->objective_coeffs, new_cap * sizeof(double));
state->var_lower_bounds = (double *)safe_realloc(state->var_lower_bounds, new_cap * sizeof(double));
state->var_upper_bounds = (double *)safe_realloc(state->var_upper_bounds, new_cap * sizeof(double));
state->col_binary_default =
(unsigned char *)safe_realloc(state->col_binary_default, new_cap * sizeof(unsigned char));
state->col_has_lower = (unsigned char *)safe_realloc(state->col_has_lower, new_cap * sizeof(unsigned char));

for (size_t i = state->col_capacity; i < new_cap; ++i)
{
state->objective_coeffs[i] = 0.0;
state->var_lower_bounds[i] = 0.0;
state->var_upper_bounds[i] = INFINITY;
state->col_binary_default[i] = 0;
state->col_has_lower[i] = 0;
}

state->col_capacity = new_cap;
Expand All @@ -395,9 +404,46 @@ typedef enum
SEC_RANGES,
SEC_BOUNDS,
SEC_OBJSENSE,
SEC_SOS,
SEC_UNSUPPORTED,
SEC_ENDATA
} MpsSection;

/* Sections that change the model beyond an LP: refuse the file rather than
* silently dropping them (HiGHS does the same for the ones it cannot parse). */
static const char *const MPS_UNSUPPORTED_SECTIONS[] = {"QUADOBJ",
"QMATRIX",
"QSECTION",
"QCMATRIX",
"CSECTION",
"INDICATORS",
"DELAYEDROWS",
"MODELCUTS",
"USERCUTS",
"GENCONS",
"PWLOBJ",
"PWLNAM",
"PWLCON"};

/* Bounds at or beyond +/-1e20 are the conventional way of writing infinity in
* MPS files; HiGHS applies the same threshold (options.infinite_bound). */
static int apply_infinite_bounds(double *lower, double *upper, size_t n, const char *what)
{
for (size_t i = 0; i < n; ++i)
{
if (lower[i] >= MPS_INFINITE_BOUND || upper[i] <= -MPS_INFINITE_BOUND)
{
fprintf(stderr, "ERROR: %s %zu has bounds [%g, %g].\n", what, i, lower[i], upper[i]);
return -1;
}
if (lower[i] <= -MPS_INFINITE_BOUND)
lower[i] = -INFINITY;
if (upper[i] >= MPS_INFINITE_BOUND)
upper[i] = INFINITY;
}
return 0;
}

lp_problem_t *read_mps_file(const char *filename)
{
MpsParserState state = {0};
Expand Down Expand Up @@ -437,22 +483,42 @@ lp_problem_t *read_mps_file(const char *filename)

if (isalpha((unsigned char)tokens[0][0]))
{
/* A section header is alone on its line; OBJSENSE may carry its value.
* Checking the token count first keeps this off the hot path. */
MpsSection next_section = SEC_NONE;
if (strcmp(tokens[0], "ROWS") == 0)
next_section = SEC_ROWS;
else if (strcmp(tokens[0], "COLUMNS") == 0)
next_section = SEC_COLUMNS;
else if (strcmp(tokens[0], "RHS") == 0)
next_section = SEC_RHS;
else if (strcmp(tokens[0], "RANGES") == 0)
next_section = SEC_RANGES;
else if (strcmp(tokens[0], "BOUNDS") == 0)
next_section = SEC_BOUNDS;
if (n_tokens == 1)
{
if (strcmp(tokens[0], "ROWS") == 0)
next_section = SEC_ROWS;
else if (strcmp(tokens[0], "COLUMNS") == 0)
next_section = SEC_COLUMNS;
else if (strcmp(tokens[0], "RHS") == 0)
next_section = SEC_RHS;
else if (strcmp(tokens[0], "RANGES") == 0)
next_section = SEC_RANGES;
else if (strcmp(tokens[0], "BOUNDS") == 0)
next_section = SEC_BOUNDS;
else if (strcmp(tokens[0], "OBJSENSE") == 0 || strcmp(tokens[0], "OBJSENS") == 0)
next_section = SEC_OBJSENSE;
else if (strcmp(tokens[0], "SOS") == 0 || strcmp(tokens[0], "SETS") == 0)
next_section = SEC_SOS;
else if (strcmp(tokens[0], "ENDATA") == 0)
next_section = SEC_ENDATA;
else
{
for (size_t k = 0; k < sizeof(MPS_UNSUPPORTED_SECTIONS) / sizeof(MPS_UNSUPPORTED_SECTIONS[0]); ++k)
{
if (strcmp(tokens[0], MPS_UNSUPPORTED_SECTIONS[k]) == 0)
{
next_section = SEC_UNSUPPORTED;
break;
}
}
}
}
else if (strcmp(tokens[0], "OBJSENSE") == 0 || strcmp(tokens[0], "OBJSENS") == 0)
next_section = SEC_OBJSENSE;
else if (strcmp(tokens[0], "ENDATA") == 0)
{
next_section = SEC_ENDATA;
next_section = SEC_OBJSENSE;
}

bool inline_max = next_section == SEC_OBJSENSE && n_tokens >= 2 &&
Expand All @@ -463,6 +529,12 @@ lp_problem_t *read_mps_file(const char *filename)

if (is_header)
{
if (next_section == SEC_UNSUPPORTED)
{
fprintf(stderr, "ERROR: MPS file reader cannot parse %s section.\n", tokens[0]);
state.error_flag = 1;
break;
}
if (current_section == SEC_ROWS && next_section != SEC_ROWS && !rows_finalized)
{
if (finalize_rows(&state) != 0)
Expand Down Expand Up @@ -515,6 +587,8 @@ lp_problem_t *read_mps_file(const char *filename)
if (parse_bounds_section(&state, tokens, n_tokens) != 0)
state.error_flag = 1;
break;
case SEC_SOS:
break;
default:

break;
Expand All @@ -530,6 +604,23 @@ lp_problem_t *read_mps_file(const char *filename)
return NULL;
}

for (size_t i = 0; i < state.col_map.size; ++i)
{
if (state.col_binary_default[i])
{
state.var_lower_bounds[i] = 0.0;
state.var_upper_bounds[i] = 1.0;
}
}

if (apply_infinite_bounds(state.var_lower_bounds, state.var_upper_bounds, state.col_map.size, "Column") != 0 ||
apply_infinite_bounds(
state.constraint_lower_bounds, state.constraint_upper_bounds, state.row_map.size, "Row") != 0)
{
free_parser_state(&state);
return NULL;
}

lp_problem_t *prob = safe_calloc(1, sizeof(lp_problem_t));

prob->num_variables = state.col_map.size;
Expand Down Expand Up @@ -600,10 +691,8 @@ static int finalize_rows(MpsParserState *state)
}
}

if (obj_idx == -1 && state->num_buffered_rows > 0)
{
obj_idx = 0;
}
if (obj_idx == -1)
fprintf(stderr, "WARNING: No objective (N) row found in ROWS section; objective is zero.\n");

if (obj_idx != -1)
{
Expand Down Expand Up @@ -667,6 +756,13 @@ static int parse_columns_section(MpsParserState *state, char **tokens, int n_tok

if (n_tokens >= 2 && strcmp(tokens[1], "'MARKER'") == 0)
{
if (n_tokens >= 3)
{
if (strcmp(tokens[2], "'INTORG'") == 0)
state->in_integer_block = 1;
else if (strcmp(tokens[2], "'INTEND'") == 0)
state->in_integer_block = 0;
}
return 0;
}

Expand Down Expand Up @@ -697,9 +793,12 @@ static int parse_columns_section(MpsParserState *state, char **tokens, int n_tok
if (!ensure_column_capacity(state))
return -1;

size_t n_cols_before = state->col_map.size;
int col_idx = namemap_put(&state->col_map, col_name);
if (col_idx == -1)
return -1;
if (state->col_map.size > n_cols_before && state->in_integer_block)
state->col_binary_default[col_idx] = 1;

for (int i = pair_start_index; i + 1 < n_tokens; i += 2)
{
Expand Down Expand Up @@ -811,27 +910,38 @@ static int parse_bounds_section(MpsParserState *state, char **tokens, int n_toke
if (col_idx == -1)
return 0;

if (strcmp(bound_type, "LO") == 0)
/* Any BOUNDS entry cancels the implicit [0, 1] default of an integer column. */
state->col_binary_default[col_idx] = 0;

if (strcmp(bound_type, "LO") == 0 || strcmp(bound_type, "LI") == 0)
{
state->var_lower_bounds[col_idx] = value;
state->col_has_lower[col_idx] = 1;
}
else if (strcmp(bound_type, "UP") == 0)
else if (strcmp(bound_type, "UP") == 0 || strcmp(bound_type, "UI") == 0)
{
state->var_upper_bounds[col_idx] = value;
/* A negative upper bound on a column with no explicit lower bound means
* the lower bound is -infinity (CPLEX/Gurobi/SCIP convention). */
if (value < 0.0 && !state->col_has_lower[col_idx])
state->var_lower_bounds[col_idx] = -INFINITY;
}
else if (strcmp(bound_type, "FX") == 0)
{
state->var_lower_bounds[col_idx] = value;
state->var_upper_bounds[col_idx] = value;
state->col_has_lower[col_idx] = 1;
}
else if (strcmp(bound_type, "FR") == 0)
{
state->var_lower_bounds[col_idx] = -INFINITY;
state->var_upper_bounds[col_idx] = INFINITY;
state->col_has_lower[col_idx] = 1;
}
else if (strcmp(bound_type, "MI") == 0)
{
state->var_lower_bounds[col_idx] = -INFINITY;
state->col_has_lower[col_idx] = 1;
}
else if (strcmp(bound_type, "PL") == 0)
{
Expand All @@ -841,6 +951,7 @@ static int parse_bounds_section(MpsParserState *state, char **tokens, int n_toke
{
state->var_lower_bounds[col_idx] = 0.0;
state->var_upper_bounds[col_idx] = 1.0;
state->col_has_lower[col_idx] = 1;
}
return 0;
}
Expand Down Expand Up @@ -905,6 +1016,8 @@ static void free_parser_state(MpsParserState *state)
free(state->objective_coeffs);
free(state->var_lower_bounds);
free(state->var_upper_bounds);
free(state->col_binary_default);
free(state->col_has_lower);
free(state->constraint_lower_bounds);
free(state->constraint_upper_bounds);
free(state->objective_row_name);
Expand Down
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