Merge pull request #8 from kibaekkim/kkim

Binary variable bounds

Author: kibaekkim

.gitignore

@@ -0,0 +1,2 @@
+
+*.mps

src/DSPCInterface.jl

@@ -239,12 +239,4 @@ setIntPtrParam(dsp::DSPProblem, name::String, n::Int, v::Vector{Int}) = @dsp_cca
     (Ptr{Cvoid}, Ptr{UInt8}, Cint, Ptr{Cint}),
     dsp.p, name, convert(Cint, n), convert(Vector{Cint}, v))
 
-###############################################################################
-# Other functions
-###############################################################################
-writeMps!(dsp::DSPProblem, filename::AbstractString) = @dsp_ccall(
-    "writeMps", Cvoid, 
-    (Ptr{Cvoid}, Ptr{UInt8}), 
-    dsp.p, "$filename.mps")
-
 # end # end of module

src/DSPopt.jl

@@ -54,23 +54,6 @@ function SJ.optimize!(m::SJ.StructuredModel; options...)
     return termination_status(m)
 end
 
-" write model into an MPS file "
-function writeMps!(m::SJ.StructuredModel, filename::AbstractString; options...)
-    # free any existing model pointer
-    freeModel(dspenv)
-
-    # set options
-    setoptions!(options)
-
-    # load problem
-    load_problem!(m)
-
-    # write problem into MPS file
-    writeMps!(dspenv, filename)
-
-    return
-end
-
 function get_model_data(m::SJ.StructuredModel)
 
     # Get a column-wise sparse matrix
@@ -91,8 +74,13 @@ function get_model_data(m::SJ.StructuredModel)
         else
             ctype = ctype * "C"
         end
-        clbd[vref.idx] = v.info.has_lb ? v.info.lower_bound : -Inf
-        cubd[vref.idx] = v.info.has_ub ? v.info.upper_bound : Inf
+        if v.info.binary
+            clbd[vref.idx] = 0.0
+            cubd[vref.idx] = 1.0
+        else
+            clbd[vref.idx] = v.info.has_lb ? v.info.lower_bound : -Inf
+            cubd[vref.idx] = v.info.has_ub ? v.info.upper_bound : Inf
+        end
         cname[vref.idx] = m.varnames[vref.idx]
     end
 

test/dcap.jl

@@ -33,6 +33,7 @@ Parameters (scenario):
 
 using StructJuMP
 using Random
+using MathOptInterface
 
 function DCAP(nR::Int, nN::Int, nT::Int, nS::Int, seed::Int=1)::StructuredModel
 
@@ -83,24 +84,20 @@ m = DCAP(2,2,3,3);
   @test length(m.variables) == 12
   @test length(m.constraints) == 6
   start, index, value, rlbd, rubd, obj, clbd, cubd, ctype, cname = DSPopt.get_model_data(m)
-  @show clbd
-  @show cubd
-  @show ctype
+  @test clbd == zeros(Float64, 12)
+  @test cubd == [Inf, Inf, Inf, Inf, Inf, Inf, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0]
+  @test ctype == "CCCCCCBBBBBB"
   # print(m)
 end
 
 @testset "Child model $i" for (i,subm) in m.children
   start, index, value, rlbd, rubd, obj, clbd, cubd, ctype, cname = DSPopt.get_model_data(subm)
-  @show clbd
-  @show cubd
-  @show ctype
-end
-
-@testset "write MPS" begin
-  DSPopt.writeMps!(m, "dcap")
-  @test isfile("dcap.mps")
+  @test clbd == zeros(Float64, 18)
+  @test cubd == ones(Float64, 18)
+  @test ctype == "BBBBBBBBBBBBBBBBBB"
 end
 
 @testset "optimize!: $j" for j in [DSPopt.ExtensiveForm]
   status = DSPopt.optimize!(m, solve_type = j, is_stochastic = true, param = "params.txt")
+  @test status == MathOptInterface.OPTIMAL
 end

test/farmer_stoc.jl

@@ -118,8 +118,3 @@ end
         @test dsp.solve_type == DSPopt.Dual
     end
 end
-
-@testset "writeMps" begin
-    DSPopt.writeMps!(m, "farmer", is_stochastic = true)
-    @test isfile("farmer.mps")
-end

test/runtests.jl

@@ -43,9 +43,9 @@ end
     include("farmer_block.jl")
 end
 
-# @testset "dcap" begin
-#     include("dcap.jl")
-# end
+@testset "dcap" begin
+    include("dcap.jl")
+end
 
 @testset "Freeing DSPopt" begin
     DSPopt.freeEnv(dsp)