[FileFormats] read double-sided variable bounds separately (#2548)

Author: odow

src/FileFormats/LP/LP.jl

@@ -916,7 +916,10 @@ function _parse_section(
             return
         elseif -Inf < lb < ub < Inf
             _delete_default_lower_bound_if_present(model, cache, x)
-            MOI.add_constraint(model, x, MOI.Interval(lb, ub))
+            # Do not add MOI.Interval constraints because we want to follow
+            # JuMP's convention of adding separate lower and upper bounds.
+            MOI.add_constraint(model, x, MOI.GreaterThan(lb))
+            MOI.add_constraint(model, x, MOI.LessThan(ub))
             return
         elseif lb == -Inf
             _delete_default_lower_bound_if_present(model, cache, x)

src/FileFormats/MPS/MPS.jl

@@ -1287,7 +1287,12 @@ function _add_variable(model, data, variable_map, i, name)
     variable_map[name] = x
     MOI.set(model, MOI.VariableName(), x, name)
     set = bounds_to_set(data.col_lower[i], data.col_upper[i])
-    if set !== nothing
+    if set isa MOI.Interval
+        # Do not add MOI.Interval constraints because we want to follow JuMP's
+        # convention of adding separate lower and upper bounds.
+        MOI.add_constraint(model, x, MOI.GreaterThan(set.lower::Float64))
+        MOI.add_constraint(model, x, MOI.LessThan(set.upper::Float64))
+    elseif set !== nothing
         MOI.add_constraint(model, x, set)
     end
     if data.vtype[i] == VTYPE_INTEGER

test/FileFormats/LP/LP.jl

@@ -9,7 +9,8 @@ module TestLP
 using Test
 
 import MathOptInterface as MOI
-const LP = MOI.FileFormats.LP
+import MathOptInterface.FileFormats: LP
+
 const LP_TEST_FILE = "test.lp"
 
 function test_show()
@@ -464,7 +465,8 @@ function test_read_example_lo1()
     @test (MOI.ScalarAffineFunction{Float64}, MOI.LessThan{Float64}) in
           constraints
     @test (MOI.VariableIndex, MOI.GreaterThan{Float64}) in constraints
-    @test (MOI.VariableIndex, MOI.Interval{Float64}) in constraints
+    @test (MOI.VariableIndex, MOI.LessThan{Float64}) in constraints
+    @test !((MOI.VariableIndex, MOI.Interval{Float64}) in constraints)
     io = IOBuffer()
     write(io, model)
     seekstart(io)
@@ -525,7 +527,8 @@ function test_read_model1()
     @test (MOI.ScalarAffineFunction{Float64}, MOI.LessThan{Float64}) in
           constraints
     @test (MOI.VariableIndex, MOI.GreaterThan{Float64}) in constraints
-    @test (MOI.VariableIndex, MOI.Interval{Float64}) in constraints
+    @test (MOI.VariableIndex, MOI.LessThan{Float64}) in constraints
+    @test !((MOI.VariableIndex, MOI.Interval{Float64}) in constraints)
     @test (MOI.VariableIndex, MOI.Integer) in constraints
     @test (MOI.VariableIndex, MOI.ZeroOne) in constraints
     @test (MOI.VectorOfVariables, MOI.SOS1{Float64}) in constraints
@@ -543,9 +546,17 @@ function test_read_model2()
     @test (MOI.ScalarAffineFunction{Float64}, MOI.LessThan{Float64}) in
           constraints
     @test (MOI.VariableIndex, MOI.GreaterThan{Float64}) in constraints
-    @test (MOI.VariableIndex, MOI.Interval{Float64}) in constraints
+    @test (MOI.VariableIndex, MOI.LessThan{Float64}) in constraints
+    @test !((MOI.VariableIndex, MOI.Interval{Float64}) in constraints)
     @test (MOI.VariableIndex, MOI.Integer) in constraints
     @test (MOI.VariableIndex, MOI.ZeroOne) in constraints
+    @test MOI.get(model, MOI.VariableName(), MOI.VariableIndex(2)) == "V5"
+    ci = MOI.ConstraintIndex{MOI.VariableIndex,MOI.LessThan{Float64}}(2)
+    @test MOI.get(model, MOI.ConstraintSet(), ci) == MOI.LessThan(1.0)
+    ci = MOI.ConstraintIndex{MOI.VariableIndex,MOI.GreaterThan{Float64}}(2)
+    @test MOI.get(model, MOI.ConstraintSet(), ci) == MOI.GreaterThan(0.0)
+    ci = MOI.ConstraintIndex{MOI.VariableIndex,MOI.Interval{Float64}}(2)
+    @test !MOI.is_valid(model, ci)
     @test MOI.get(model, MOI.VariableName(), MOI.VariableIndex(8)) == "V8"
     @test model.variables.lower[8] == -Inf
     @test model.variables.upper[8] == -3

test/FileFormats/MPS/MPS.jl

@@ -170,7 +170,8 @@ function test_stacked_data()
         con3: 1.0 * x in Interval(3.0, 7.0)
         con4: 2.0 * x in Interval(4.0, 8.0)
         y in Integer()
-        y in Interval(1.0, 4.0)
+        y >= 1.0
+        y <= 4.0
         z in ZeroOne()
         """,
     )
@@ -182,7 +183,8 @@ function test_stacked_data()
         ["blank_obj", "con1", "con2", "con3", "con4"],
         [
             ("y", MOI.Integer()),
-            ("y", MOI.Interval{Float64}(1.0, 4.0)),
+            ("y", MOI.GreaterThan{Float64}(1.0)),
+            ("y", MOI.LessThan{Float64}(4.0)),
             ("z", MOI.ZeroOne()),
         ],
     )
@@ -193,8 +195,13 @@ function test_integer_default_bounds()
     model = MPS.Model()
     MOI.read_from_file(model, joinpath(@__DIR__, "integer_default_bounds.mps"))
     x = only(MOI.get(model, MOI.ListOfVariableIndices()))
+    ci =
+        MOI.ConstraintIndex{MOI.VariableIndex,MOI.GreaterThan{Float64}}(x.value)
+    @test MOI.get(model, MOI.ConstraintSet(), ci) == MOI.GreaterThan(0.0)
+    ci = MOI.ConstraintIndex{MOI.VariableIndex,MOI.LessThan{Float64}}(x.value)
+    @test MOI.get(model, MOI.ConstraintSet(), ci) == MOI.LessThan(1.0)
     ci = MOI.ConstraintIndex{MOI.VariableIndex,MOI.Interval{Float64}}(x.value)
-    @test MOI.get(model, MOI.ConstraintSet(), ci) == MOI.Interval(0.0, 1.0)
+    @test !MOI.is_valid(model, ci)
     return
 end
 
@@ -482,7 +489,8 @@ function test_nonzero_variable_bounds()
         x == 1.0
         y >= 2.0
         z <= 3.0
-        w in Interval(4.0, 5.0)
+        w >= 4.0
+        w <= 5.0
         """,
     )
     io = IOBuffer()
@@ -499,7 +507,8 @@ function test_nonzero_variable_bounds()
             ("x", MOI.EqualTo{Float64}(1.0)),
             ("y", MOI.GreaterThan{Float64}(2.0)),
             ("z", MOI.LessThan{Float64}(3.0)),
-            ("w", MOI.Interval{Float64}(4.0, 5.0)),
+            ("w", MOI.GreaterThan{Float64}(4.0)),
+            ("w", MOI.LessThan{Float64}(5.0)),
         ],
     )
     return