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Fix: handle MPS OBJSENSE MAXIMIZE in reader #93

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Fix: handle MPS OBJSENSE MAXIMIZE in reader #93

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7 changes: 7 additions & 0 deletions include/cupdlpx_types.h
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Original file line number Diff line number Diff line change
Expand Up @@ -43,6 +43,12 @@ extern "C"
NORM_TYPE_L_INF = 1
} norm_type_t;

typedef enum
{
OBJECTIVE_SENSE_MINIMIZE = 0,
OBJECTIVE_SENSE_MAXIMIZE = 1
} objective_sense_t;

typedef struct
{
int num_variables;
Expand All @@ -51,6 +57,7 @@ extern "C"
double *variable_upper_bound;
double *objective_vector;
double objective_constant;
objective_sense_t objective_sense;

int *constraint_matrix_row_pointers;
int *constraint_matrix_col_indices;
Expand Down
1 change: 1 addition & 0 deletions internal/internal_types.h
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Expand Up @@ -43,6 +43,7 @@ typedef struct
double *variable_upper_bound;
double *objective_vector;
double objective_constant;
double objective_sign;
cu_sparse_matrix_csr_t *constraint_matrix;
cu_sparse_matrix_csr_t *constraint_matrix_t;
double *constraint_lower_bound;
Expand Down
31 changes: 18 additions & 13 deletions src/mps_parser.c
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Expand Up @@ -326,7 +326,7 @@ typedef struct
char *objective_row_name;
char *current_col_name;
double objective_constant;
bool is_maximize;
objective_sense_t objective_sense;
int error_flag;

} MpsParserState;
Expand Down Expand Up @@ -454,25 +454,28 @@ lp_problem_t *read_mps_file(const char *filename)
next_section = SEC_ENDATA;
}

if (current_section == SEC_ROWS && next_section != SEC_ROWS && !rows_finalized)
if (next_section != SEC_NONE)
{
if (finalize_rows(&state) != 0)
state.error_flag = 1;
rows_finalized = true;
}
if (current_section == SEC_ROWS && next_section != SEC_ROWS && !rows_finalized)
{
if (finalize_rows(&state) != 0)
state.error_flag = 1;
rows_finalized = true;
}

current_section = next_section;
if (current_section == SEC_ENDATA)
break;
continue;
current_section = next_section;
if (current_section == SEC_ENDATA)
break;
continue;
}
}

switch (current_section)
{
case SEC_OBJSENSE:
if (n_tokens > 0 && (strcmp(tokens[0], "MAX") == 0 || strcmp(tokens[0], "MAXIMIZE") == 0))
{
state.is_maximize = true;
state.objective_sense = OBJECTIVE_SENSE_MAXIMIZE;
}
break;
case SEC_ROWS:
Expand Down Expand Up @@ -515,7 +518,9 @@ lp_problem_t *read_mps_file(const char *filename)
prob->num_variables = state.col_map.size;
prob->num_constraints = state.row_map.size;
prob->constraint_matrix_num_nonzeros = state.coo_matrix.nnz;
prob->objective_constant = state.is_maximize ? -state.objective_constant : state.objective_constant;
prob->objective_constant =
(state.objective_sense == OBJECTIVE_SENSE_MAXIMIZE) ? -state.objective_constant : state.objective_constant;
prob->objective_sense = state.objective_sense;

prob->objective_vector = state.objective_coeffs;
prob->variable_lower_bound = state.var_lower_bounds;
Expand All @@ -532,7 +537,7 @@ lp_problem_t *read_mps_file(const char *filename)
state.constraint_lower_bounds = NULL;
state.constraint_upper_bounds = NULL;

if (state.is_maximize)
if (state.objective_sense == OBJECTIVE_SENSE_MAXIMIZE)
{
for (int i = 0; i < prob->num_variables; ++i)
{
Expand Down
6 changes: 4 additions & 2 deletions src/presolve.c
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Expand Up @@ -39,6 +39,7 @@ lp_problem_t *convert_pslp_to_cupdlpx(PresolvedProblem *reduced_prob, const lp_p
cupdlpx_prob->dual_start = NULL;

cupdlpx_prob->objective_constant = original_prob->objective_constant + reduced_prob->obj_offset;
cupdlpx_prob->objective_sense = original_prob->objective_sense;
cupdlpx_prob->objective_vector = reduced_prob->c;

cupdlpx_prob->constraint_lower_bound = reduced_prob->lhs;
Expand Down Expand Up @@ -216,8 +217,9 @@ void pslp_postsolve(const cupdlpx_presolve_info_t *info, cupdlpx_result_t *resul
obj += original_prob->objective_vector[i] * result->primal_solution[i];
}
obj += original_prob->objective_constant;
result->primal_objective_value = obj;
result->dual_objective_value = obj;
double objective_sign = (original_prob->objective_sense == OBJECTIVE_SENSE_MAXIMIZE) ? -1.0 : 1.0;
result->primal_objective_value = objective_sign * obj;
result->dual_objective_value = objective_sign * obj;
}
// if (info->presolver->stats != NULL) {
// result->presolve_stats = *(info->presolver->stats);
Expand Down
5 changes: 3 additions & 2 deletions src/solver.cu
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Expand Up @@ -327,6 +327,7 @@ static pdhg_solver_state_t *initialize_solver_state(const lp_problem_t *working_
state->num_variables = n_vars;
state->num_constraints = n_cons;
state->objective_constant = working_problem->objective_constant;
state->objective_sign = (working_problem->objective_sense == OBJECTIVE_SENSE_MAXIMIZE) ? -1.0 : 1.0;

state->constraint_matrix = (cu_sparse_matrix_csr_t *)safe_malloc(sizeof(cu_sparse_matrix_csr_t));
state->constraint_matrix_t = (cu_sparse_matrix_csr_t *)safe_malloc(sizeof(cu_sparse_matrix_csr_t));
Expand Down Expand Up @@ -1260,8 +1261,8 @@ static cupdlpx_result_t *create_result_from_state(pdhg_solver_state_t *state, co
results->cumulative_time_sec = state->cumulative_time_sec;
results->relative_primal_residual = state->relative_primal_residual;
results->relative_dual_residual = state->relative_dual_residual;
results->primal_objective_value = state->primal_objective_value;
results->dual_objective_value = state->dual_objective_value;
results->primal_objective_value = state->objective_sign * state->primal_objective_value;
results->dual_objective_value = state->objective_sign * state->dual_objective_value;
results->objective_gap = state->objective_gap;
results->relative_objective_gap = state->relative_objective_gap;
results->max_primal_ray_infeasibility = state->max_primal_ray_infeasibility;
Expand Down
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