[FileFormats.CBF] write out EXP and EXP* as variable cones (#2482)

Author: odow

src/FileFormats/CBF/read.jl

@@ -149,11 +149,9 @@ function _read_VAR(io::IO, model::Model, data::_CBFReadData)
             # Free cones (no constraint).
             append!(data.scalar_vars, MOI.add_variables(model, cone_dim))
         elseif cone_str == "EXP" || cone_str == "EXP*"
-            # The convention in CBF is the reverse of MOI, so we cannot use
-            # add_constrained_variables.
-            x = MOI.add_variables(model, 3)
-            append!(data.scalar_vars, x)
-            MOI.add_constraint(model, MOI.VectorOfVariables(reverse(x)), set)
+            # The convention in CBF is the reverse of MOI
+            x, _ = MOI.add_constrained_variables(model, set)
+            append!(data.scalar_vars, reverse(x))
         else
             x, _ = MOI.add_constrained_variables(model, set)
             append!(data.scalar_vars, x)

src/FileFormats/CBF/write.jl

@@ -21,6 +21,9 @@ mutable struct _CBFDataStructure
     dcoord::Vector{Tuple{Int,Int,Int,Float64}}
     variables_with_domain::Set{MOI.VariableIndex}
     variable_cones::Vector{Tuple{Vector{MOI.VariableIndex},String}}
+    # This is the identity mapping, except for EXP and EXP* cones,
+    # in which (u, v, w) in MOI are swapped to (w, v, u) in CBF.
+    scalar_variables::Vector{Int}
 
     function _CBFDataStructure()
         return new(
@@ -35,6 +38,7 @@ mutable struct _CBFDataStructure
             Tuple{Int,Int,Int,Float64}[],
             Set{MOI.VariableIndex}(),
             Tuple{Vector{MOI.VariableIndex},String}[],
+            Int[],
         )
     end
 end
@@ -161,26 +165,6 @@ function _add_cones(
     return
 end
 
-function _add_cones(
-    data::_CBFDataStructure,
-    model::Model,
-    ::Type{F},
-    ::Type{S},
-) where {
-    F<:MOI.VectorOfVariables,
-    S<:Union{MOI.ExponentialCone,MOI.DualExponentialCone},
-}
-    # The Exponential cone in MOI and CBF are reversed. Instead of dealing with
-    # this complexity, just write them out as `Ax + b in K` constraints.
-    # TODO(odow): we should support this at some point. See #2478
-    for ci in MOI.get(model, MOI.ListOfConstraintIndices{F,S}())
-        f = MOI.get(model, MOI.ConstraintFunction(), ci)
-        _add_function(data, f, S)
-        push!(data.cones, (_cone_string(data, S), 3))
-    end
-    return
-end
-
 function _add_cones(
     data::_CBFDataStructure,
     model::Model,
@@ -310,6 +294,7 @@ end
 
 function _write_VAR(io::IO, model::Model, data)
     num_var = MOI.get(model, MOI.NumberOfVariables())
+    append!(data.scalar_variables, collect(1:num_var))
     cones = Tuple{String,Int}[]
     current_variable = 0
     for (f, str) in sort!(data.variable_cones; by = x -> first(x[1]).value)
@@ -325,14 +310,22 @@ function _write_VAR(io::IO, model::Model, data)
     end
     println(io, "VAR")
     println(io, num_var, " ", length(cones))
+    offset = 1
     for (K, n) in cones
         println(io, K, " ", n)
+        if K == "EXP" || K == "EXP*"
+            # The ordering for EXP and EXP* is reversed between MOI and CBF
+            tmp = data.scalar_variables[offset]
+            data.scalar_variables[offset] = data.scalar_variables[offset+2]
+            data.scalar_variables[offset+2] = tmp
+        end
+        offset += n
     end
     println(io)
     return
 end
 
-function _write_INT(io::IO, model::Model)
+function _write_INT(io::IO, model::Model, data)
     cons = MOI.get(
         model,
         MOI.ListOfConstraintIndices{MOI.VariableIndex,MOI.Integer}(),
@@ -344,7 +337,7 @@ function _write_INT(io::IO, model::Model)
     println(io, length(cons))
     for ci in cons
         f = MOI.get(model, MOI.ConstraintFunction(), ci)
-        println(io, f.value - 1)
+        println(io, data.scalar_variables[f.value] - 1)
     end
     println(io)
     return
@@ -362,15 +355,16 @@ function _write_PSDCON(io::IO, data::_CBFDataStructure)
     return
 end
 
-function _write_OBJACOORD(io::IO, model::Model)
+function _write_OBJACOORD(io::IO, model::Model, data)
     f = MOI.get(
         model,
         MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}(),
     )
     if !isempty(f.terms)
         println(io, "OBJACOORD\n", length(f.terms))
         for t in f.terms
-            println(io, t.variable.value - 1, " ", t.coefficient)
+            column = data.scalar_variables[t.variable.value] - 1
+            println(io, column, " ", t.coefficient)
         end
         println(io)
     end
@@ -402,7 +396,8 @@ function _write_ACOORD(io::IO, data::_CBFDataStructure)
     end
     println(io, "ACOORD\n", length(data.acoord))
     for (row, var, coef) in data.acoord
-        println(io, row - 1, " ", var - 1, " ", coef)
+        column = data.scalar_variables[var] - 1
+        println(io, row - 1, " ", column, " ", coef)
     end
     println(io)
     return
@@ -430,7 +425,7 @@ function _write_HCOORD(io::IO, data::_CBFDataStructure)
             io,
             psd_idx - 1,
             " ",
-            var - 1,
+            data.scalar_variables[var] - 1,
             " ",
             i - 1,
             " ",
@@ -489,15 +484,15 @@ function Base.write(io::IO, model::Model)
     _write_OBJSENSE(io, model)
     # _write_PSDVAR
     _write_VAR(io, model, data)
-    _write_INT(io, model)
+    _write_INT(io, model, data)
     _write_PSDCON(io, data)
     _write_CON(io, data)
 
     ###
     ### Problem data
     ###
     # _write_OBJFCOORD
-    constant = _write_OBJACOORD(io, model)
+    constant = _write_OBJACOORD(io, model, data)
     _write_OBJBCOORD(io, constant)
     # _write_FCOORD
     _write_ACOORD(io, data)

test/FileFormats/CBF/CBF.jl

@@ -412,15 +412,13 @@ const _EXAMPLE_MODELS = [
     (
         "example_C.cbf",
         """
-    variables: a, b, c, d, e, f, g, h, i, j, k, l, m, n, o, p
-    maxobjective: a + b + c + d + e + f + g + h + i + j + k + l + m + n + o + p + -1
+    variables: a, b, c, d, e, f, g, h, i, j
+    maxobjective: a + b + c + d + e + f + g + h + i + j + -1
     c1: [b] in Zeros(1)
     c2: [c] in Nonnegatives(1)
     c3: [d] in Nonpositives(1)
     c4: [e, f, g] in SecondOrderCone(3)
     c5: [h, i, j] in RotatedSecondOrderCone(3)
-    c6: [m, l, k] in ExponentialCone()
-    c7: [p, o, n] in DualExponentialCone()
 """,
     ),
     (
@@ -500,6 +498,132 @@ function test_write_variable_cones()
     return
 end
 
+function test_roundtrip_ExponentialCone()
+    model = CBF.Model()
+    x, _ = MOI.add_constrained_variables(model, MOI.ExponentialCone())
+    f = 1.0 * x[1] + 2.0 * x[2] + 3.0 * x[3]
+    MOI.add_constraint(model, x[1], MOI.Integer())
+    MOI.add_constraint(
+        model,
+        MOI.VectorOfVariables([x[1], x[2], x[1]]),
+        MOI.PositiveSemidefiniteConeTriangle(2),
+    )
+    MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
+    MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
+    g = MOI.Utilities.operate(vcat, Float64, f)
+    MOI.add_constraint(model, g, MOI.Zeros(1))
+    io = IOBuffer()
+    write(io, model)
+    seekstart(io)
+    @test read(io, String) == """
+    VER
+    3
+
+    OBJSENSE
+    MIN
+
+    VAR
+    3 1
+    EXP 3
+
+    INT
+    1
+    2
+
+    PSDCON
+    1
+    2
+
+    CON
+    1 1
+    L= 1
+
+    OBJACOORD
+    3
+    2 1.0
+    1 2.0
+    0 3.0
+
+    ACOORD
+    3
+    0 2 1.0
+    0 1 2.0
+    0 0 3.0
+
+    BCOORD
+    1
+    0 0.0
+
+    HCOORD
+    3
+    0 2 0 0 1.0
+    0 1 1 0 1.0
+    0 2 1 1 1.0
+
+    """
+    seekstart(io)
+    model2 = CBF.Model()
+    read!(io, model2)
+    y = MOI.get(model2, MOI.ListOfVariableIndices())
+    obj_y = MOI.get(model2, MOI.ObjectiveFunction{typeof(f)}())
+    @test ≈(obj_y, 1.0 * y[1] + 2.0 * y[2] + 3.0 * y[3])
+    ci = MOI.ConstraintIndex{MOI.VariableIndex,MOI.Integer}.(1:3)
+    @test MOI.is_valid.(model2, ci) == [true, false, false]
+    return
+end
+
+function test_roundtrip_DualExponentialCone()
+    model = CBF.Model()
+    x, _ = MOI.add_constrained_variables(model, MOI.DualExponentialCone())
+    f = 1.0 * x[1] + 2.0 * x[2] + 3.0 * x[3]
+    MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
+    MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
+    g = MOI.Utilities.operate(vcat, Float64, f)
+    MOI.add_constraint(model, g, MOI.Zeros(1))
+    io = IOBuffer()
+    write(io, model)
+    seekstart(io)
+    @test read(io, String) == """
+    VER
+    3
+
+    OBJSENSE
+    MIN
+
+    VAR
+    3 1
+    EXP* 3
+
+    CON
+    1 1
+    L= 1
+
+    OBJACOORD
+    3
+    2 1.0
+    1 2.0
+    0 3.0
+
+    ACOORD
+    3
+    0 2 1.0
+    0 1 2.0
+    0 0 3.0
+
+    BCOORD
+    1
+    0 0.0
+
+    """
+    seekstart(io)
+    model2 = CBF.Model()
+    read!(io, model2)
+    y = MOI.get(model2, MOI.ListOfVariableIndices())
+    obj_y = MOI.get(model2, MOI.ObjectiveFunction{typeof(f)}())
+    @test ≈(obj_y, 1.0 * y[1] + 2.0 * y[2] + 3.0 * y[3])
+    return
+end
+
 function runtests()
     for name in names(@__MODULE__, all = true)
         if startswith("$(name)", "test_")

test/FileFormats/CBF/models/example_C.cbf

@@ -5,18 +5,16 @@ OBJSENSE
 MAX
 
 VAR
-16 8
+10 6
 F 1
 L= 1
 L+ 1
 L- 1
 Q 3
 QR 3
-EXP 3
-EXP* 3
 
 OBJACOORD
-16
+10
 0 1.0
 1 1.0
 2 1.0
@@ -27,12 +25,6 @@ OBJACOORD
 7 1.0
 8 1.0
 9 1.0
-10 1.0
-11 1.0
-12 1.0
-13 1.0
-14 1.0
-15 1.0
 
 OBJBCOORD
 -1.0