https://github.com/juliasmoothoptimizers/qpsreader.jl
A reader for MPS and QPS files
https://github.com/juliasmoothoptimizers/qpsreader.jl
mps qps qps-format sif
Last synced: 3 months ago
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A reader for MPS and QPS files
- Host: GitHub
- URL: https://github.com/juliasmoothoptimizers/qpsreader.jl
- Owner: JuliaSmoothOptimizers
- License: other
- Created: 2018-11-18T00:01:33.000Z (almost 7 years ago)
- Default Branch: main
- Last Pushed: 2025-05-23T00:47:24.000Z (5 months ago)
- Last Synced: 2025-06-06T18:12:23.384Z (4 months ago)
- Topics: mps, qps, qps-format, sif
- Language: Julia
- Size: 438 KB
- Stars: 19
- Watchers: 4
- Forks: 11
- Open Issues: 5
-
Metadata Files:
- Readme: README.md
- License: LICENSE.md
- Citation: CITATION.bib
- Zenodo: .zenodo.json
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README
# QPSReader
A package to read linear optimization problems in MPS format and quadratic optimization problems in QPS format.
[](https://doi.org/10.5281/zenodo.3996203)
[](https://cirrus-ci.com/github/JuliaSmoothOptimizers/QPSReader.jl)
[](https://codecov.io/github/JuliaSmoothOptimizers/QPSReader.jl?branch=main)
[](https://JuliaSmoothOptimizers.github.io/QPSReader.jl/stable)
[](https://JuliaSmoothOptimizers.github.io/QPSReader.jl/dev)
## How to Cite
If you use QPSReader.jl in your work, please cite using the format given in [CITATION.bib](https://github.com/JuliaSmoothOptimizers/QPSReader.jl/blob/main/CITATION.bib).
The problems represented by the QPS format have the form
optimize c₀ + cᵀ x + ½ xᵀ Q x
subject to L ≤ Ax ≤ U and ℓ ≤ x ≤ u,
where:
* "optimize" means either "minimize" or "maximize"
* `c₀` ∈ ℝ is a constant term, `c` ∈ ℝⁿ is the linear term, `Q = Qᵀ` is the *n×n* quadratic term,
* `A` is the *m×n* constraint matrix, `L`, `U` are constraint lower and upper bounds, respectively
* `ℓ`, `u` are variable lower and upper bounds, respectively
Mixed-integer problems are supported, but semi-continuous and semi-integer variables are not.
## Quick start
### Installation
```julia
julia> ]
pkg> add QPSReader
```
### Reading a file
This package exports the `QPSData` data type and the `readqps()` function.
Because MPS is a subset of QPS, the `readqps()` function accepts both formats.
Because the SIF is a superset of QPS, QPS problems implemented as SIF files (such as those from the Maros-Meszaros collection) are also supported.
Both fixed and free format are supported (see below for format conventions).
To read a problem from a file:
```julia
julia> qps = readqps("Q25FV47.QPS") # Free MPS is used by default
julia> qps = readqps("Q25FV47.QPS", mpsformat=:fixed) # uses fixed MPS format
julia> qps = readqps("Q25FV47.QPS", mpsformat=:free) # uses free MPS format
```
`readqps` also accepts an `IO` object as the first argument.
By default, a number of messages may be logged while reading.
Log output can be suppressed as follows:
```julia
using QPSReader
using Logging
qps = with_logger(Logging.NullLogger()) do
readqps("Q25FV47.QPS")
end
```
## Problem representation
The `QPSData` data type is defined as follows:
```julia
mutable struct QPSData
nvar::Int # number of variables
ncon::Int # number of constraints
objsense::Symbol # :min, :max or :notset
c0::Float64 # constant term in objective
c::Vector{Float64} # linear term in objective
# Quadratic objective, in COO format
qrows::Vector{Int}
qcols::Vector{Int}
qvals::Vector{Float64}
# Constraint matrix, in COO format
arows::Vector{Int}
acols::Vector{Int}
avals::Vector{Float64}
lcon::Vector{Float64} # constraints lower bounds
ucon::Vector{Float64} # constraints upper bounds
lvar::Vector{Float64} # variables lower bounds
uvar::Vector{Float64} # variables upper bounds
name::Union{Nothing, String} # problem name
objname::Union{Nothing, String} # objective function name
rhsname::Union{Nothing, String} # Name of RHS field
bndname::Union{Nothing, String} # Name of BOUNDS field
rngname::Union{Nothing, String} # Name of RANGES field
varnames::Vector{String} # variable names, aka column names
connames::Vector{String} # constraint names, aka row names
# name => index mapping for variables
# Variables are indexed from 1 and onwards
varindices::Dict{String, Int}
# name => index mapping for constraints
# Constraints are indexed from 1 and onwards
# Recorded objective function has index 0
# Rim objective rows have index -1
conindices::Dict{String, Int}
# Variable types
# `VTYPE_Continuous` <--> continuous
# `VTYPE_Integer` <--> integer
# `VTYPE_Binary` <--> binary
# `VTYPE_SemiContinuous` <--> semi-continuous (not supported)
# `VTYPE_SemiInteger` <--> semi-integer (not supported)
vartypes::Vector{VariableType}
# Indicates the sense of each row:
# `RTYPE_Objective` <--> objective row (`'N'`)
# `RTYPE_EqualTo` <--> equality constraint (`'E'`)
# `RTYPE_LessThan` <--> less-than constraint (`'L'`)
# `RTYPE_GreaterThan` <--> greater-than constraint (`'G'`)
contypes::Vector{RowType}
end
```
Rows and variables are indexed in the order in which they are read.
The matrix Q is zero when reading an MPS file.
## Conventions
The file formats supported by `QPSReader` are described here:
* [MPS file format](http://lpsolve.sourceforge.net/5.5/mps-format.htm)
* [QPS extension](https://doi.org/10.1080/10556789908805768)
The following conventions are enforced:
### Rim data
* Multiple objective rows
* The first `N`-type row encountered in the `ROWS` section is recorded as the objective function, and its name is stored in `objname`.
* If an additional `N`-type row is present, a `warning`-level log is displayed. Subsequent `N`-type rows are ignored.
* Each time a rim objective row is encountered in the `COLUMNS` or `RHS` section, the corresponding coefficients are skipped, and an `error`-level log is displayed.
* Multiple RHS / Range / Bound fields
* The second field of the first card in the `RHS` section determines the name of the right-hand side, which is stored in `rhsname`. Same goes for the `RANGES` and `BOUNDS` sections, with the corresponding names being stored in `rngname` and `bndname`, respectively.
* Any card whose second field does not match the expected name is then ignored.
A `warning`-level log is displayed at the first such occurence.
* In addition, any line or individual coefficient that is ignored triggers an `error`-level log.
### Variable bounds
* Default bounds for variables are `[0, Inf)`, to exception of integer variables (see below).
* If multiple bounds are specified for a given variable, only the most recent bound is recorded.
### Integer variables
There are two ways of declaring integer variables:
* Through markers in the `COLUMNS` section.
* By specifying `BV`, `LI` or `UI` bounds in the `BOUNDS` section
* The convention for integer variable bounds in as follows:
| Marker? | `BOUNDS` fields | Type | Bounds reported |
|:--:|:--:|:--:|:--:|
| Yes | - | Integer | `[0, 1]`
| Yes | `BV` | Binary | `[0, 1]`
| Yes | (`LI`, `l`) | Integer | `[l, Inf]`
| Yes | (`UI`, `u`) with `u≥0` | Integer | `[0, u]`
| Yes | (`UI`, `u`) with `u<0` | Integer | `[-Inf, u]`
| Yes | (`LI`, `l`) + (`UI`, `u`) | Integer | `[l, u]`
| No | `BV` | Binary | `[0, 1]`
| No | (`LI`, `l`) | Integer | `[l, Inf]`
| No | (`UI`, `u`) with `u≥0` | Integer | `[0, u]`
| No | (`UI`, `u`) with `u<0` | Integer | `[-Inf, u]`
| No | (`LI`, `l`) + (`UI`, `u`) | Integer | `[l, u]`
The `LI`/`UI` can be replaced by `LO`/`UP` in the table above, with no impact on bounds. Only the integrality of variables are affected.
For continuous variables, follow the second half of the table, and replace `LI`/`UI` by `LO`/`UP`.
### Errors
* A row (resp. column) name that was not declared in the `ROWS` (resp. `COLUMNS`) section, appears elsewhere in the file.
The only case where an error is not thrown is if said un-declared row or column appears in a rim line that is skipped.
* An `N`-type row appears in the `RANGES` section
## Problem Collections
* The Netlib LPs: [original Netlib site](http://www.netlib.org/lp) | [in SIF format](http://www.numerical.rl.ac.uk/cute/netlib.html) | [as tar files](http://users.clas.ufl.edu/hager/coap/format.html) (incl. preprocessed versions)
* the Kennington LPs: [original Netlib site](http://www.netlib.org/lp/data/kennington)
* infeasible Netlib LPs: [original Netlib site](http://www.netlib.org/lp/infeas)
* the Maros-Meszaros QPs: [in QPS format](http://www.doc.ic.ac.uk/~im/#DATA) | [in SIF format](https://bitbucket.org/optrove/maros-meszaros/wiki/Home)
Both the Netlib LP and Maros-Meszaros QP collections are provided as Julia artifacts (requires Julia 1.3).
This package exports the `fetch_netlib` and `fetch_mm` functions that return the path to the Netlib and Maros-Meszaros collections, repectively
```julia
using QPSReader
netlib_path = fetch_netlib()
mm_path = fetch_mm()
```