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JOptimizer is a java library for solving general convex optimization problems, like for example LP, QP, QCQP, SOCP, SDP, GP and many more.
/*
* Copyright 2011-2014 JOptimizer
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package com.joptimizer.util;
import java.io.BufferedReader;
import java.io.File;
import java.io.FileReader;
import java.net.URI;
import java.util.ArrayList;
import java.util.HashMap;
import java.util.LinkedHashMap;
import java.util.List;
import java.util.Map;
import java.util.StringTokenizer;
import org.apache.commons.logging.Log;
import org.apache.commons.logging.LogFactory;
import cern.colt.matrix.DoubleFactory1D;
import cern.colt.matrix.DoubleFactory2D;
import cern.colt.matrix.DoubleMatrix1D;
import cern.colt.matrix.DoubleMatrix2D;
import cern.colt.matrix.impl.SparseDoubleMatrix2D;
import cern.colt.matrix.linalg.Algebra;
/**
* Mathematical Programming System (MPS) Format parser.
* The output of the parsing is driven by the four fields:
*
* - unboundedLBValue: the distinctive value of a lower bound if the mps file states that it is unbounded,
* that is, if the lower bound of a variables is said to be unbounded, it is assigned this value.
* Must be one of the values:
*
* - Double.NaN (the default)
* - Double.NEGATIVE_INFINITY
*
*
* - unboundedLBValue: the distinctive value of an upper bound if the mps file states that it is unbounded,
* that is, if the upper bound of a variables is said to be unbounded, it is assigned this value.
* Must be one of the values:
*
* - Double.NaN (the default)
* - Double.POSITIVE_INFINITY
*
* - unspecifiedLBValue: the value of a lower bounds if the mps file does not specify it,
* that is, if the lower bound of a variables is not explicit, it is assigned this value.
* For example it can be 0 (as is the usual default) or other
* - unspecifiedUBValue: the value of an upper bounds if the mps file does not specify it,
* that is, if the upper bound of a variables is not explicit, it is assigned this value.
* For example it can be the unbounded upper bound value (as is the usual default) or other
*
*
* @see "http://en.wikipedia.org/wiki/MPS_%28format%29"
* @see "http://lpsolve.sourceforge.net/5.0/mps-format.htm"
* @author alberto trivellato ([email protected])
*/
public class MPSParser {
private Log log = LogFactory.getLog(this.getClass().getName());
private boolean useSparsity = true;
private int section;
private String name;
private static final String NAME = "NAME";
private static final String ROWS = "ROWS";
private static final String QSECTION = "QSECTION";
private static final String COLUMNS = "COLUMNS";
private static final String RHS = "RHS";
private static final String RANGES = "RANGES";
private static final String BOUNDS = "BOUNDS";
private static final String ENDATA = "ENDATA";
private static final int SECTION_NAME = 0;
private static final int SECTION_ROWS = 1;
private static final int SECTION_COLUMNS = 2;
private static final int SECTION_RHS = 3;
private static final int SECTION_RANGES = 4;
private static final int SECTION_BOUNDS = 5;
public static final double DEFAULT_UNBOUNDED_LOWER_BOUND = Double.NaN;
public static final double DEFAULT_UNBOUNDED_UPPER_BOUND = Double.NaN;
public static final double DEFAULT_UNSPECIFIED_LOWER_BOUND = 0.;
public static final double DEFAULT_UNSPECIFIED_UPPER_BOUND = DEFAULT_UNBOUNDED_UPPER_BOUND;
private final String OBJECTIVE = "N";//objective function
private final String LESS_THEN = "L";//less-then
private final String GREATER_THEN = "G";//greater-then
private final String EQUAL = "E";//equals
private final String LOWER_BOUND = "LO";//lower bound
private final String UPPER_BOUND = "UP";//upper bound
private final String FX_BOUND = "FX";//not-ignorable bound
private final String FR_BOUND = "FR";//ignorable bound
private final String PL_BOUND = "PL";//infinite upper bound (0 <=) x < +oo
private final String MI_BOUND = "MI";//infinite lower bound -oo < x (<= 0)
private double unspecifiedLBValue = DEFAULT_UNSPECIFIED_LOWER_BOUND;
private double unspecifiedUBValue = DEFAULT_UNSPECIFIED_UPPER_BOUND;
private double unboundedLBValue = DEFAULT_UNBOUNDED_LOWER_BOUND;
private double unboundedUBValue = DEFAULT_UNBOUNDED_UPPER_BOUND;
private Map columnsIndexMap;//the name of the variables (columns) and their index
private int n;//number of variables
private int mieq;//number of inequalities
private int meq;//number of equalities
private int nzG;//number of non zero elements in G
private int nzA;//number of non zero elements in A
private DoubleMatrix1D c;//objective function
private DoubleMatrix2D G;//inequalities constraints coefficients
private DoubleMatrix1D h;//inequalities constraints limits
private DoubleMatrix2D A;//equalities constraints coefficients
private DoubleMatrix1D b;//equalities constraints limits
private DoubleMatrix1D lb;//lower bounds
private DoubleMatrix1D ub;//upper bounds
protected Algebra ALG = Algebra.DEFAULT;
protected DoubleFactory1D F1 = DoubleFactory1D.dense;
protected DoubleFactory2D F2 = DoubleFactory2D.dense;
public MPSParser(){
this(DEFAULT_UNSPECIFIED_LOWER_BOUND, DEFAULT_UNSPECIFIED_UPPER_BOUND,
DEFAULT_UNBOUNDED_LOWER_BOUND, DEFAULT_UNBOUNDED_UPPER_BOUND);
}
public MPSParser(double unspecifiedLBValue, double unspecifiedUBValue, double unboundedLBValue, double unboundedUBValue){
if(!Double.isNaN(unboundedLBValue) && !Double.isInfinite(unboundedLBValue) ){
throw new IllegalArgumentException("The field unboundedLBValue must be set to Double.NaN or Double.NEGATIVE_INFINITY");
}
if(!Double.isNaN(unboundedUBValue) && !Double.isInfinite(unboundedUBValue) ){
throw new IllegalArgumentException("The field unboundedUBValue must be set to Double.NaN or Double.POSITIVE_INFINITY");
}
this.unspecifiedLBValue = unspecifiedLBValue;
this.unspecifiedUBValue = unspecifiedUBValue;
this.unboundedLBValue = unboundedLBValue;
this.unboundedUBValue = unboundedUBValue;
}
public boolean isUseSparsity() {
return useSparsity;
}
public void setUseSparsity(boolean useSparsity) {
this.useSparsity = useSparsity;
}
public void parse(String classpathFileName) throws Exception{
parse(new File(new URI(Thread.currentThread().getContextClassLoader().getResource(classpathFileName).toString())));
}
public void parse(File file) throws Exception{
BufferedReader in = new BufferedReader(new FileReader(file));
parse(in);
}
public void parse(BufferedReader in) throws Exception{
long t0 = System.currentTimeMillis();
Map rowsIndexMap = new HashMap();//the name of the rows and its 1-based index (<0 for eq, >0 for ineq)
Map rowsTypeMap = new HashMap();//the name of the rows and its type (objective|equals|less then|greater then)
List columnList = new ArrayList();
List rhsList = new ArrayList();
List boundsList = new ArrayList();
String previousColumnName = "NOT_YET_SET";
columnsIndexMap = new LinkedHashMap();//the name of the columns and its index
//read the file and set the problem dimensions
try {
String line = new String();
int lineNumber = 0;
while ((line = in.readLine()) != null){
lineNumber++;
line = line.trim();
if(log.isDebugEnabled()){
//log.debug("line "+lineNumber+": "+line);
}
if(line.startsWith("#") || line.startsWith("*")){
//this is a commented line
continue;
}
if("".equals(line.trim())){
//this is an empty line
continue;
}
if(line.startsWith(NAME)){
section = SECTION_NAME;
}else if(line.startsWith(QSECTION)){
log.error("Quadratic problems parsing not supported");
throw new RuntimeException("Quadratic problems parsing not supported");
}else if(line.startsWith(ROWS)){
section = SECTION_ROWS;
continue;
}else if(line.startsWith(COLUMNS)){
section = SECTION_COLUMNS;
continue;
}else if(line.startsWith(RHS)){
if(section != SECTION_RHS ){
//the line of this section has again this starting string
section = SECTION_RHS;
continue;
}
}else if(line.startsWith(RANGES)){
log.error("Ranges are not supported");
throw new RuntimeException("Ranges are not supported");
}else if(line.startsWith(BOUNDS)){
section = SECTION_BOUNDS;
continue;
}else if(line.startsWith(ENDATA)){
break;
}
switch(section){
case SECTION_NAME:
name = line.substring(4).trim();
log.info("name: " + name);
break;
case SECTION_ROWS:
String rowType = line.substring(0, 1);
String rowName = line.substring(1).trim();
if(rowType.equalsIgnoreCase(EQUAL)){
meq++;
rowsIndexMap.put(rowName, -meq);
rowsTypeMap.put(rowName, EQUAL);
}else if(rowType.equalsIgnoreCase(LESS_THEN)){
mieq++;
rowsIndexMap.put(rowName, mieq);
rowsTypeMap.put(rowName, LESS_THEN);
}else if(rowType.equalsIgnoreCase(GREATER_THEN)){
mieq++;
rowsIndexMap.put(rowName, mieq);
rowsTypeMap.put(rowName, GREATER_THEN);
}else if(rowType.equalsIgnoreCase(OBJECTIVE)){
rowsTypeMap.put(rowName, OBJECTIVE);
}
break;
case SECTION_COLUMNS:
String columnName = line.substring(0, line.indexOf(" "));
if(!previousColumnName.equalsIgnoreCase(columnName)){
n++;
previousColumnName = columnName;
}
columnList.add(columnList.size(), line);
break;
case SECTION_RHS:
rhsList.add(rhsList.size(), line);
break;
case SECTION_BOUNDS:
boundsList.add(boundsList.size(), line);
break;
}
}
in.close();
//define vectors and matrices
c = F1.make(n);
//A = new double[meq][n];
A = (useSparsity)? new SparseDoubleMatrix2D(meq, n) : F2.make(meq, n);
b = F1.make(meq);
//G = new double[mieq][n];
G = (useSparsity)? new SparseDoubleMatrix2D(mieq, n) : F2.make(mieq, n);
h = F1.make(mieq);
lb = F1.make(n, unspecifiedLBValue);
ub = F1.make(n, unspecifiedUBValue);
//Arrays.fill(lb, unspecifiedLBValue);
//Arrays.fill(ub, unspecifiedUBValue);
//look into the lines
previousColumnName = "NOT_YET_SET";
int colIndex = -1;
for(int i=0; i3)? tokens[2] : tokens[1];
int columnIndex = columnsIndexMap.get(columnName);
lb.setQuick(columnIndex, new Double(tokens[nOfTokens-1]).doubleValue());
}else if(UPPER_BOUND.equals(type)){
String columnName = (nOfTokens>3)? tokens[2] : tokens[1];
int columnIndex = columnsIndexMap.get(columnName);
ub.setQuick(columnIndex, new Double(tokens[nOfTokens-1]).doubleValue());
}else if(FX_BOUND.equals(type)){
//not-ignorable bound: b3)? tokens[2] : tokens[1];
int columnIndex = columnsIndexMap.get(columnName);
lb.setQuick(columnIndex, new Double(tokens[nOfTokens-1]).doubleValue());
ub.setQuick(columnIndex, new Double(tokens[nOfTokens-1]).doubleValue());
}else if(FR_BOUND.equals(type)){
//ignorable bound: -oo getVariablesNames(){
return new ArrayList(this.columnsIndexMap.keySet());
}
public int getMieq() {
return mieq;
}
public int getMeq() {
return meq;
}
public int getNzG() {
return nzG;
}
public int getNzA() {
return nzA;
}
public DoubleMatrix1D getC() {
return c;
}
public DoubleMatrix2D getG() {
return G;
}
public DoubleMatrix1D getH() {
return h;
}
public DoubleMatrix2D getA() {
return A;
}
public DoubleMatrix1D getB() {
return b;
}
public DoubleMatrix1D getLb() {
return lb;
}
public DoubleMatrix1D getUb() {
return ub;
}
protected boolean isLbUnbounded(Double lb){
return Double.compare(unboundedLBValue, lb)==0;
}
protected boolean isUbUnbounded(Double ub){
return Double.compare(unboundedUBValue, ub)==0;
}
}