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Restore function 'PNE_EcrireJeuDeDonneesMPS_avecNom' #5

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merged 5 commits into from
Nov 16, 2022
Merged

Restore function 'PNE_EcrireJeuDeDonneesMPS_avecNom' #5

merged 5 commits into from
Nov 16, 2022

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flomnes
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@flomnes flomnes commented Feb 15, 2022

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@flomnes flomnes linked an issue Apr 12, 2022 that may be closed by this pull request
Function SRSwritempsprob does not write MPS #4
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@flomnes flomnes requested a review from sgatto April 12, 2022 16:40
@klorel
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klorel commented May 23, 2022

Nothing to say on the code. From a design point of view, how to put the objoffset into the MPS ?

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flomnes commented May 23, 2022

If a row is not mentioned anywhere in the RHS section, that row takes a right-hand side value of 0. You may define an objective offset by setting the negative offset as right-hand side of the objective row. For example, if the linear objective row in the problem is called COST and you want to add an offset of 1000 to your objective function, you can add the following to the RHS section :

RHS
    RHS1      COST      -1000

Sources :
https://www.ibm.com/docs/en/icos/20.1.0?topic=standard-records-in-mps-format
https://www.gurobi.com/documentation/9.5/refman/mps_format.html

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flomnes commented Nov 8, 2022

@klorel Merged the objective offset feature, included it in the MPS write.
Please note that SPX_EcrireProblemeSpxAuFormatMPS, SPX_EcrireProblemeAuFormatMPS and SPX_EcrireJeuDeDonneesLineaireAuFormatMPS are not called in the SRS_PROBLEM API.

klorel
klorel reviewed Nov 10, 2022
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src/SRS/srs_problem.c
@@ -478,7 +480,7 @@ int SRSgetobjval(SRS_PROBLEM * problem_srs, double * objVal) {
if (problem_srs->maximize)
(*objVal) *= -1.;

*objVal += problem_srs->objective_offset;
*objVal += problem_mps->objective_offset;
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this line should be before line 480 to take into account the min/max

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As discussed, not really

argmax {a.x + b} = argmax {a.x} + b = -argmin {-a.x} + b

src/SRS/srs_problem.c
@@ -734,13 +736,13 @@ int SRSchgrangeval(SRS_PROBLEM * problem_srs, size_t nbRowIndexes, const int * r

int SRSsetobjoffset(SRS_PROBLEM* problem_srs, double value)
{
problem_srs->objective_offset = value;
problem_srs->problem_mps->objective_offset = value;
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should take into account the maximize attribute value

src/PNE/pne_ecrire_jeu_de_donnees_mps.c
// see https://www.ibm.com/docs/en/icos/20.1.0?topic=standard-records-in-mps-format
// NOTE: By convention, we write here the negative objective value
if (objective_offset != 0.0) {
fprintf(Flot," RHSVAL OBJECTIF %f\n", -objective_offset);
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take into account the maximize attribute value

@flomnes flomnes requested a review from klorel November 16, 2022 10:09
@flomnes flomnes merged commit 64f20d8 into antares_integration Nov 16, 2022
@flomnes flomnes deleted the antares-filename-mps branch November 16, 2022 10:10
flomnes added a commit that referenced this pull request Nov 23, 2022
@flomnes
Restore function 'PNE_EcrireJeuDeDonneesMPS_avecNom' (#5)
9df6a78 
* Restore function 'PNE_EcrireJeuDeDonneesMPS_avecNom'

* Remove useless printf notice

* Move objective_offset to PROBLEME_MPS, write to MPS

* Fix typo, include SRSsetobjoffset in TEST_API
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@sgatto sgatto Awaiting requested review from sgatto

@klorel klorel Awaiting requested review from klorel

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Function SRSwritempsprob does not write MPS
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@flomnes @klorel