[FileFormats.MPS] fix issue #2479 (#2490)

Author: odow

src/FileFormats/MPS/MPS.jl

@@ -1024,6 +1024,7 @@ mutable struct TempMPSModel
     obj_constant::Float64
     col_lower::Vector{Float64}
     col_upper::Vector{Float64}
+    col_bounds_default::Vector{Bool}
     row_lower::Vector{Float64}
     row_upper::Vector{Float64}
     sense::Vector{Sense}
@@ -1050,6 +1051,7 @@ function TempMPSModel()
         0.0,        # obj_constant
         Float64[],  # col_lower
         Float64[],  # col_upper
+        Bool[],     # col_bounds_default
         Float64[],  # row_lower
         Float64[],  # row_upper
         Sense[],   # sense
@@ -1465,6 +1467,7 @@ function _add_new_column(data, column_name)
     push!(data.c, 0.0)
     push!(data.col_lower, 0.0)
     push!(data.col_upper, Inf)
+    push!(data.col_bounds_default, true)
     push!(data.vtype, VTYPE_CONTINUOUS)
     return
 end
@@ -1641,6 +1644,13 @@ function _parse_single_bound(data, column_name::String, bound_type::String)
     if col === nothing
         error("Column name $(column_name) not found.")
     end
+    if data.col_bounds_default[col] && data.vtype[col] == VTYPE_INTEGER
+        # This column was part of an INTORG...INTEND block, so it gets a default
+        # bound of [0, 1]. However, since it now has a bound, it reverts to a
+        # default of [0, inf).
+        data.col_upper[col] = Inf
+    end
+    data.col_bounds_default[col] = false
     if bound_type == "PL"
         data.col_upper[col] = Inf
     elseif bound_type == "MI"
@@ -1667,6 +1677,13 @@ function _parse_single_bound(
     if col === nothing
         error("Column name $(column_name) not found.")
     end
+    if data.col_bounds_default[col] && data.vtype[col] == VTYPE_INTEGER
+        # This column was part of an INTORG...INTEND block, so it gets a default
+        # bound of [0, 1]. However, since it now has a bound, it reverts to a
+        # default of [0, inf).
+        data.col_upper[col] = Inf
+    end
+    data.col_bounds_default[col] = false
     if bound_type == "FX"
         data.col_lower[col] = value
         data.col_upper[col] = value

test/FileFormats/MPS/MPS.jl

@@ -200,6 +200,45 @@ function test_integer_default_bounds()
     return
 end
 
+function test_integer_default_bounds_LI()
+    model = MPS.Model()
+    filename = joinpath(@__DIR__, "integer_default_bounds_LI.mps")
+    MOI.read_from_file(model, filename)
+    x = only(MOI.get(model, MOI.ListOfVariableIndices()))
+    c_types = MOI.get(model, MOI.ListOfConstraintTypesPresent())
+    @test length(c_types) == 2
+    @test (MOI.VariableIndex, MOI.Integer) in c_types
+    F, S = MOI.VariableIndex, MOI.GreaterThan{Float64}
+    @test (F, S) in c_types
+    ci = MOI.ConstraintIndex{F,S}(x.value)
+    @test MOI.get(model, MOI.ConstraintSet(), ci) == MOI.GreaterThan(1.0)
+    return
+end
+
+function test_integer_default_bounds_MI()
+    model = MPS.Model()
+    filename = joinpath(@__DIR__, "integer_default_bounds_MI.mps")
+    MOI.read_from_file(model, filename)
+    @test MOI.get(model, MOI.ListOfConstraintTypesPresent()) ==
+          [(MOI.VariableIndex, MOI.Integer)]
+    return
+end
+
+function test_integer_default_bounds_PL()
+    model = MPS.Model()
+    filename = joinpath(@__DIR__, "integer_default_bounds_PL.mps")
+    MOI.read_from_file(model, filename)
+    x = only(MOI.get(model, MOI.ListOfVariableIndices()))
+    c_types = MOI.get(model, MOI.ListOfConstraintTypesPresent())
+    @test length(c_types) == 2
+    @test (MOI.VariableIndex, MOI.Integer) in c_types
+    F, S = MOI.VariableIndex, MOI.GreaterThan{Float64}
+    @test (F, S) in c_types
+    ci = MOI.ConstraintIndex{F,S}(x.value)
+    @test MOI.get(model, MOI.ConstraintSet(), ci) == MOI.GreaterThan(0.0)
+    return
+end
+
 function test_free_integer()
     model = MPS.Model()
     MOI.read_from_file(model, joinpath(@__DIR__, "free_integer.mps"))

test/FileFormats/MPS/integer_default_bounds_LI.mps

@@ -0,0 +1,12 @@
+NAME
+OBJSENSE MIN
+ROWS
+ N  obj
+COLUMNS
+    MARKER    'MARKER'                 'INTORG'
+    x         obj       1
+    MARKER    'MARKER'                 'INTEND'
+RHS
+BOUNDS
+ LI BND1      x         1
+ENDATA

test/FileFormats/MPS/integer_default_bounds_MI.mps

@@ -0,0 +1,12 @@
+NAME
+OBJSENSE MIN
+ROWS
+ N  obj
+COLUMNS
+    MARKER    'MARKER'                 'INTORG'
+    x         obj       1
+    MARKER    'MARKER'                 'INTEND'
+RHS
+BOUNDS
+ MI BND1      x
+ENDATA

test/FileFormats/MPS/integer_default_bounds_PL.mps

@@ -0,0 +1,12 @@
+NAME
+OBJSENSE MIN
+ROWS
+ N  obj
+COLUMNS
+    MARKER    'MARKER'                 'INTORG'
+    x         obj       1
+    MARKER    'MARKER'                 'INTEND'
+RHS
+BOUNDS
+ PL BND1      x
+ENDATA