[FileFormats.NL] add support for reading defined variables (#2938)

Author: odow

src/FileFormats/NL/read.jl

@@ -17,6 +17,7 @@ mutable struct _CacheModel
     objective::Expr
     sense::MOI.OptimizationSense
     complements_map::Dict{Int,Int}
+    defined_variables::Dict{Int,Expr}
 
     function _CacheModel()
         return new(
@@ -32,6 +33,7 @@ mutable struct _CacheModel
             :(),
             MOI.FEASIBILITY_SENSE,
             Dict{Int,Int}(),
+            Dict{Int,Expr}(),
         )
     end
 end
@@ -179,7 +181,7 @@ function _parse_expr(io::IO, model::_CacheModel)
     elseif char == 'v'
         index = _next(Int, io, model)
         _read_til_newline(io, model)
-        return MOI.VariableIndex(index + 1)
+        return _to_variable(model, index)
     else
         @assert char == 'n'
         ret = _next(Float64, io, model)
@@ -188,6 +190,13 @@ function _parse_expr(io::IO, model::_CacheModel)
     end
 end
 
+function _to_variable(model::_CacheModel, index::Int)
+    if index >= length(model.variable_primal)
+        return model.defined_variables[index]
+    end
+    return MOI.VariableIndex(index + 1)
+end
+
 function _to_model(data::_CacheModel; use_nlp_block::Bool)
     model = MOI.Utilities.UniversalFallback(MOI.Utilities.Model{Float64}())
     x = MOI.add_variables(model, length(data.variable_primal))
@@ -394,12 +403,7 @@ function _parse_header(io::IO, model::_CacheModel)
     # them
     _read_til_newline(io, model)
     # Line 10
-    # We don't support reading common subexpressions
-    for _ in 1:5
-        if _next(Int, io, model) > 0
-            error("Unable to parse NL file : we don't support common exprs")
-        end
-    end
+    # We support subexpressions, but we don't need to know the details yet.
     _read_til_newline(io, model)
     # ==========================================================================
     # Deal with the integrality of variables. This is quite complicated, so go
@@ -478,13 +482,24 @@ function _parse_section(io::IO, ::Val{'S'}, model::_CacheModel)
     return
 end
 
-function _parse_section(::IO, ::Val{'V'}, ::_CacheModel)
-    return error(
-        "Unable to parse NL file: defined variable definitions ('V' sections)" *
-        " are not yet supported. To request support, please open an issue at " *
-        "https://github.com/jump-dev/MathOptInterface.jl with a reproducible " *
-        "example.",
-    )
+function _parse_section(io::IO, ::Val{'V'}, model::_CacheModel)
+    i = _next(Int, io, model)
+    j = _next(Int, io, model)
+    k = _next(Int, io, model)
+    _read_til_newline(io, model)
+    affine_terms = Expr(:call, :+)
+    for l in 1:j
+        p_l = _to_variable(model, _next(Int, io, model))
+        c_l = _next(Float64, io, model)
+        _read_til_newline(io, model)
+        push!(affine_terms.args, Expr(:call, :*, c_l, p_l))
+    end
+    expr = _parse_expr(io, model)
+    if j > 0
+        expr = Expr(:call, :+, affine_terms, expr)
+    end
+    model.defined_variables[i] = expr
+    return
 end
 
 function _parse_section(::IO, ::Val{'L'}, ::_CacheModel)

test/FileFormats/NL/test_read.jl

@@ -59,6 +59,7 @@ end
 
 function test_parse_expr()
     model = NL._CacheModel()
+    NL._resize_variables(model, 4)
     io = IOBuffer()
     write(io, "o2\nv0\no2\nn2\no2\nv3\nv1\n")
     # (* x1 (* 2 (* x4 x2)))
@@ -72,6 +73,7 @@ end
 
 function test_parse_expr_nary()
     model = NL._CacheModel()
+    NL._resize_variables(model, 4)
     io = IOBuffer()
     write(io, "o54\n4\no5\nv0\nn2\no5\nv2\nn2\no5\nv3\nn2\no5\nv1\nn2\n")
     seekstart(io)
@@ -84,6 +86,7 @@ end
 
 function test_parse_expr_minimum()
     model = NL._CacheModel()
+    NL._resize_variables(model, 3)
     io = IOBuffer()
     write(io, "o11\n3\nv0\nv1\nv2\n")
     seekstart(io)
@@ -95,6 +98,7 @@ end
 
 function test_parse_expr_maximum()
     model = NL._CacheModel()
+    NL._resize_variables(model, 3)
     io = IOBuffer()
     write(io, "o12\n3\nv0\nv1\nv2\n")
     seekstart(io)
@@ -119,6 +123,7 @@ end
 
 function test_parse_expr_atan2()
     model = NL._CacheModel()
+    NL._resize_variables(model, 2)
     io = IOBuffer()
     write(io, "o48\nv0\nv1\n")
     seekstart(io)
@@ -130,6 +135,7 @@ end
 
 function test_parse_expr_atan()
     model = NL._CacheModel()
+    NL._resize_variables(model, 1)
     io = IOBuffer()
     write(io, "o49\nv0\n")
     seekstart(io)
@@ -160,26 +166,6 @@ function test_parse_header_assertion_errors()
     return
 end
 
-function test_parse_header_common_expressions()
-    model = NL._CacheModel()
-    err = ErrorException(
-        "Unable to parse NL file : we don't support common exprs",
-    )
-    for header in [
-        "g3 1 1 0\n4 2 1 0 1 0\n2 1\n0 0\n4 0 0\n0 0 0 1\n0 0 0 2 0\n8 4\n0 0\n1 0 0 0 0\n",
-        "g3 1 1 0\n4 2 1 0 1 0\n2 1\n0 0\n4 0 0\n0 0 0 1\n0 0 0 2 0\n8 4\n0 0\n0 1 0 0 0\n",
-        "g3 1 1 0\n4 2 1 0 1 0\n2 1\n0 0\n4 0 0\n0 0 0 1\n0 0 0 2 0\n8 4\n0 0\n0 0 1 0 0\n",
-        "g3 1 1 0\n4 2 1 0 1 0\n2 1\n0 0\n4 0 0\n0 0 0 1\n0 0 0 2 0\n8 4\n0 0\n0 0 0 1 0\n",
-        "g3 1 1 0\n4 2 1 0 1 0\n2 1\n0 0\n4 0 0\n0 0 0 1\n0 0 0 2 0\n8 4\n0 0\n0 0 0 0 1\n",
-    ]
-        io = IOBuffer()
-        write(io, header)
-        seekstart(io)
-        @test_throws(err, NL._parse_header(io, model))
-    end
-    return
-end
-
 function test_parse_y_error()
     model = NL._CacheModel()
     NL._resize_variables(model, 4)
@@ -378,19 +364,20 @@ end
 
 function test_parse_C_J()
     model = NL._CacheModel()
+    NL._resize_variables(model, 2)
     NL._resize_constraints(model, 1)
     io = IOBuffer()
     write(
         io,
         """
-C0
-o2
-v0
-v1
-J0 2
-0 1.1
-1 2.2
-""",
+        C0
+        o2
+        v0
+        v1
+        J0 2
+        0 1.1
+        1 2.2
+        """,
     )
     seekstart(io)
     NL._parse_section(io, model)
@@ -403,19 +390,20 @@ end
 
 function test_parse_J_C()
     model = NL._CacheModel()
+    NL._resize_variables(model, 2)
     NL._resize_constraints(model, 1)
     io = IOBuffer()
     write(
         io,
         """
-J0 2
-0 1.1
-1 2.2
-C0
-o2
-v0
-v1
-""",
+        J0 2
+        0 1.1
+        1 2.2
+        C0
+        o2
+        v0
+        v1
+        """,
     )
     seekstart(io)
     NL._parse_section(io, model)
@@ -535,18 +523,31 @@ end
 
 function test_parse_V()
     model = NL._CacheModel()
+    NL._resize_variables(model, 9)
     io = IOBuffer()
-    write(io, "V")
-    seekstart(io)
-    @test_throws(
-        ErrorException(
-            "Unable to parse NL file: defined variable definitions ('V' sections)" *
-            " are not yet supported. To request support, please open an issue at " *
-            "https://github.com/jump-dev/MathOptInterface.jl with a reproducible " *
-            "example.",
-        ),
-        NL._parse_section(io, model),
+    write(
+        io,
+        """
+        V9 0 0 #nl(t[2])
+        o5 #^
+        v0 #x[2]
+        n2
+        V10 2 0 #t[2]
+        3 10
+        4 11
+        o0 # +
+        v9 #nl(t[2])
+        n1
+        """,
     )
+    seekstart(io)
+    NL._parse_section(io, model)
+    NL._parse_section(io, model)
+    v = MOI.VariableIndex.(1:9)
+    t1 = :($(v[1]) ^ 2.0)
+    @test model.defined_variables[9] == t1
+    @test model.defined_variables[10] ==
+          :((10.0 * $(v[4]) + 11.0 * $(v[5])) + ($t1 + 1.0))
     return
 end