reading MathOptFormat model with start values raises LoadError when optimizing

[brunompacheco]

Hi!

There's a weird bug when reading models in MathOptFormat when some variables have start values assigned. When trying to optimize the model read from the .mof.json file, a LoadError is raised with respect to the VariablePrimalStart attribute.

MRE:

using JuMP, SCIP

model = Model()
@variable(model, x >= 0, start=10.0)

JuMP.write_to_file(model, "test.mof.json")

loaded_model = JuMP.read_from_file("test.mof.json")

set_optimizer(loaded_model, SCIP.Optimizer)

optimize!(loaded_model)

This raises

ERROR: LoadError: MathOptInterface.SetAttributeNotAllowed{MathOptInterface.VariablePrimalStart}: Setting attribute MathOptInterface.VariablePrimalStart() cannot be performed. You may want to use a `CachingOptimizer` in `AUTOMATIC` mode or you may need to call `reset_optimizer` before doing this operation if the `CachingOptimizer` is in `MANUAL` mode.
Stacktrace:
  [1] throw_set_error_fallback(model::SCIP.Optimizer, attr::MathOptInterface.VariablePrimalStart, index::MathOptInterface.VariableIndex, value::Int64; error_if_supported::MathOptInterface.SetAttributeNotAllowed{MathOptInterface.VariablePrimalStart})
    @ MathOptInterface ~/.julia/packages/MathOptInterface/zRYzr/src/attributes.jl:601
  [2] throw_set_error_fallback(model::SCIP.Optimizer, attr::MathOptInterface.VariablePrimalStart, index::MathOptInterface.VariableIndex, value::Int64)
    @ MathOptInterface ~/.julia/packages/MathOptInterface/zRYzr/src/attributes.jl:593
  [3] set(::SCIP.Optimizer, ::MathOptInterface.VariablePrimalStart, ::MathOptInterface.VariableIndex, ::Int64)
    @ MathOptInterface ~/.julia/packages/MathOptInterface/zRYzr/src/attributes.jl:553
  [4] set(b::MathOptInterface.Bridges.LazyBridgeOptimizer{SCIP.Optimizer}, attr::MathOptInterface.VariablePrimalStart, index::MathOptInterface.VariableIndex, value::Int64)
    @ MathOptInterface.Bridges ~/.julia/packages/MathOptInterface/zRYzr/src/Bridges/bridge_optimizer.jl:1292
  [5] _pass_attribute(dest::MathOptInterface.Bridges.LazyBridgeOptimizer{SCIP.Optimizer}, src::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}, index_map::MathOptInterface.Utilities.IndexMap, vis_src::Vector{MathOptInterface.VariableIndex}, attr::MathOptInterface.VariablePrimalStart)
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/zRYzr/src/Utilities/copy.jl:93
  [6] pass_attributes(dest::MathOptInterface.Bridges.LazyBridgeOptimizer{SCIP.Optimizer}, src::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}, index_map::MathOptInterface.Utilities.IndexMap, vis_src::Vector{MathOptInterface.VariableIndex})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/zRYzr/src/Utilities/copy.jl:78
  [7] default_copy_to(dest::MathOptInterface.Bridges.LazyBridgeOptimizer{SCIP.Optimizer}, src::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/zRYzr/src/Utilities/copy.jl:389
  [8] copy_to
    @ ~/.julia/packages/MathOptInterface/zRYzr/src/Bridges/bridge_optimizer.jl:442 [inlined]
  [9] optimize!
    @ ~/.julia/packages/MathOptInterface/zRYzr/src/MathOptInterface.jl:121 [inlined]
 [10] optimize!(m::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.Bridges.LazyBridgeOptimizer{SCIP.Optimizer}, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/zRYzr/src/Utilities/cachingoptimizer.jl:321
 [11] optimize!(model::Model; ignore_optimize_hook::Bool, _differentiation_backend::MathOptInterface.Nonlinear.SparseReverseMode, kwargs::@Kwargs{})
    @ JuMP ~/.julia/packages/JuMP/xlp0s/src/optimizer_interface.jl:595
 [12] optimize!(model::Model)
    @ JuMP ~/.julia/packages/JuMP/xlp0s/src/optimizer_interface.jl:546

I have figured that a simple workaround is simply

set_start_value.(all_variables(loaded_model), start_value.(all_variables(loaded_model)))

before optimizing.

I am running JuMP 1.24.0.

[odow]

Thanks for reporting! It looks like this issue is

set(::SCIP.Optimizer, ::MathOptInterface.VariablePrimalStart, ::MathOptInterface.VariableIndex, ::Int64)

We're reading in the start values as Int64 instead of Float64.

[brunompacheco]

I've done some digging and it seems to be a JSON3 unresolved issue: quinnj/JSON3.jl#227. Their parsing converts round floats to ints.

Is it safe to just cast everything to Float64? Or maybe to T, where T is the type-parameter of the model?

An alternative they mention in the issue is using JSON.jl instead of JSON3.jl, but maybe that would be too big of a change.

[odow]

Yeah the issue is the automatic demotion of 10.0 to 10.

The fix is #2652