[FileFormats.NL] add support for MOI.Complements (#2916)

Author: odow

src/FileFormats/NL/NL.jl

@@ -146,6 +146,7 @@ mutable struct Model <: MOI.ModelLike
         MOI.Utilities.UniversalFallback{MOI.Utilities.Model{Float64}},
     }
     use_nlp_block::Bool
+    complementarity_constraints::Vector{Vector{Int}}
 
     function Model(; use_nlp_block::Bool = true)
         return new(
@@ -160,6 +161,7 @@ mutable struct Model <: MOI.ModelLike
             MOI.VariableIndex[],
             nothing,
             use_nlp_block,
+            Vector{Int}[],
         )
     end
 end
@@ -185,6 +187,7 @@ function MOI.empty!(model::Model)
     end
     empty!(model.order)
     model.model = nothing
+    empty!(model.complementarity_constraints)
     return
 end
 
@@ -222,6 +225,21 @@ function MOI.supports_constraint(
     return true
 end
 
+function MOI.supports_constraint(
+    ::Model,
+    ::Type{F},
+    ::Type{MOI.Complements},
+) where {
+    F<:Union{
+        MOI.VectorOfVariables,
+        MOI.VectorAffineFunction{Float64},
+        MOI.VectorQuadraticFunction{Float64},
+        MOI.VectorNonlinearFunction,
+    },
+}
+    return true
+end
+
 MOI.supports(::Model, ::MOI.ObjectiveSense) = true
 MOI.supports(::Model, ::MOI.ObjectiveFunction{<:_SCALAR_FUNCTIONS}) = true
 
@@ -493,6 +511,48 @@ function _process_constraint(
     return
 end
 
+_to_x(f) = convert(MOI.VariableIndex, f)
+
+function _to_x(f::MOI.ScalarNonlinearFunction)
+    # Hacky way to ensure that f is a standalone variable
+    @assert f isa MOI.ScalarNonlinearFunction
+    @assert f.head == :+ && length(f.args) == 1
+    @assert f.args[1] isa MOI.VariableIndex
+    return return f.args[1]
+end
+
+function _process_constraint(
+    dest::Model,
+    model,
+    ::Type{F},
+    ::Type{S},
+    mapping,
+) where {F,S<:MOI.Complements}
+    ci_src = MOI.get(model, MOI.ListOfConstraintIndices{F,S}())
+    for ci in ci_src
+        f_vec = MOI.get(model, MOI.ConstraintFunction(), ci)
+        f_scalars = MOI.Utilities.scalarize(f_vec)
+        n = div(MOI.output_dimension(f_vec), 2)
+        rows = Int[]
+        for i in 1:n
+            fi, xi = f_scalars[i], _to_x(f_scalars[i+n])
+            con = _NLConstraint(Float64(xi.value), Inf, 5, _NLExpr(fi))
+            if con.expr.is_linear
+                push!(dest.h, con)
+                push!(rows, -length(dest.h))
+            else
+                push!(dest.g, con)
+                push!(rows, length(dest.g))
+            end
+        end
+        push!(dest.complementarity_constraints, rows)
+        mapping[ci] =
+            MOI.ConstraintIndex{F,S}(length(dest.complementarity_constraints))
+    end
+    MOI.Utilities.pass_attributes(dest, model, mapping, ci_src)
+    return
+end
+
 function _str(x::Float64)
     if isinteger(x) && (typemin(Int) <= x <= typemax(Int))
         return string(round(Int, x))
@@ -571,8 +631,19 @@ function Base.write(io::IO, model::Model)
     # Line 3: nonlinear constraints, objectives
     # Notes:
     #  * We assume there is always one objective, even if it is just `min 0`.
+    #  * `Writing .nl Files` lies: there are four extra integers here
+    #     * Number of linear complementarity constraints
+    #     * Number of nonlinear complementarity constraints
+    #     * nd: I have no idea
+    #     * nzlb: I have no idea
     n_nlcon = length(model.g)
-    println(io, " ", n_nlcon, " ", 1)
+    ccon_lin = sum(c.opcode == 5 for c in model.h; init = 0)
+    ccon_nl = sum(c.opcode == 5 for c in model.g; init = 0)
+    if ccon_lin + ccon_nl > 0
+        println(io, " ", n_nlcon, " 1 ", ccon_lin, " ", ccon_nl, " 0 0")
+    else
+        println(io, " ", n_nlcon, " ", 1)
+    end
 
     # Line 4: network constraints: nonlinear, linear
     # Notes:
@@ -694,9 +765,15 @@ function Base.write(io::IO, model::Model)
                 println(io, " ", _str(g.lower))
             elseif g.opcode == 3
                 println(io)
-            else
-                @assert g.opcode == 4
+            elseif g.opcode == 4
                 println(io, " ", _str(g.lower))
+            else
+                @assert g.opcode == 5
+                @assert !isfinite(g.upper)
+                x = MOI.VariableIndex(g.lower)
+                v = model.x[x]
+                k = (-Inf < v.lower) + 2 * (v.upper < Inf)
+                println(io, " ", k, " ", v.order + 1)
             end
         end
         # Linear constraints
@@ -710,9 +787,15 @@ function Base.write(io::IO, model::Model)
                 println(io, " ", _str(h.lower))
             elseif h.opcode == 3
                 println(io)
-            else
-                @assert h.opcode == 4
+            elseif h.opcode == 4
                 println(io, " ", _str(h.lower))
+            else
+                @assert h.opcode == 5
+                @assert !isfinite(h.upper)
+                x = MOI.VariableIndex(h.lower)
+                v = model.x[x]
+                k = (-Inf < v.lower) + 2 * (v.upper < Inf)
+                println(io, " ", k, " ", v.order + 1)
             end
         end
     end

src/FileFormats/NL/read.jl

@@ -16,6 +16,8 @@ mutable struct _CacheModel
     constraint_upper::Vector{Float64}
     objective::Expr
     sense::MOI.OptimizationSense
+    complements_map::Dict{Int,Int}
+
     function _CacheModel()
         return new(
             false,
@@ -29,6 +31,7 @@ mutable struct _CacheModel
             Float64[],
             :(),
             MOI.FEASIBILITY_SENSE,
+            Dict{Int,Int}(),
         )
     end
 end
@@ -208,6 +211,7 @@ function _to_model(data::_CacheModel; use_nlp_block::Bool)
         MOI.set(model, MOI.ObjectiveSense(), data.sense)
     end
     if use_nlp_block
+        @assert isempty(data.complements_map)
         nlp = MOI.Nonlinear.Model()
         if data.objective != :()
             MOI.Nonlinear.set_objective(nlp, data.objective)
@@ -234,6 +238,16 @@ function _to_model(data::_CacheModel; use_nlp_block::Bool)
             MOI.set(model, MOI.ObjectiveFunction{typeof(obj)}(), obj)
         end
         for (i, expr) in enumerate(data.constraints)
+            if haskey(data.complements_map, i)
+                g = MOI.Utilities.operate(
+                    vcat,
+                    Float64,
+                    _expr_to_function(expr),
+                    x[data.complements_map[i]],
+                )
+                MOI.add_constraint(model, g, MOI.Complements(2))
+                continue
+            end
             lb, ub = data.constraint_lower[i], data.constraint_upper[i]
             f = _expr_to_function(expr)
             if lb == ub
@@ -551,11 +565,15 @@ function _parse_section(io::IO, ::Val{'r'}, model::_CacheModel)
             model.constraint_lower[i] = _next(Float64, io, model)
         elseif type == Cchar('3')
             # Free constraint
-        else
-            @assert type == Cchar('4')
+        elseif type == Cchar('4')
             value = _next(Float64, io, model)
             model.constraint_lower[i] = value
             model.constraint_upper[i] = value
+        else
+            @assert type == Cchar('5')
+            _ = _next(Int, io, model)   # k
+            j = _next(Int, io, model)   # variable i-1
+            push!(model.complements_map, i => j)
         end
         _read_til_newline(io, model)
     end

test/FileFormats/NL/NL.jl

@@ -1394,6 +1394,144 @@ function test_unsupported_objectives()
     return
 end
 
+function test_write_complements_VectorOfVariables()
+    for (set, k, b) in (
+        (MOI.GreaterThan(0.0), 1, "2 0"),
+        (MOI.LessThan(1.0), 2, "1 1"),
+        (MOI.EqualTo(1.0), 3, "4 1"),
+        (MOI.Interval(0.0, 1.0), 3, "0 0 1"),
+    )
+        src = MOI.Utilities.Model{Float64}()
+        x = MOI.add_variable(src)
+        y, _ = MOI.add_constrained_variable(src, MOI.Interval(0.0, 1.0))
+        MOI.add_constraint(src, x, set)
+        MOI.add_constraint(
+            src,
+            MOI.Utilities.vectorize([y, x]),
+            MOI.Complements(2),
+        )
+        dest = NL.Model()
+        MOI.copy_to(dest, src)
+        @test sprint(write, dest) == """
+        g3 1 1 0
+         2 1 1 0 0 0
+         0 1 1 0 0 0
+         0 0
+         0 0 0
+         0 0 0 1
+         0 0 0 0 0
+         1 0
+         0 0
+         0 0 0 0 0
+        C0
+        n0
+        O0 0
+        n0
+        x2
+        0 0
+        1 0
+        r
+        5 $k 1
+        b
+        $b
+        0 0 1
+        k1
+        0
+        J0 1
+        1 1
+        """
+    end
+    return
+end
+
+function test_write_complements_VectorAffineFunction()
+    for (set, k, b) in (
+        (MOI.GreaterThan(0.0), 1, "2 0"),
+        (MOI.LessThan(1.0), 2, "1 1"),
+        (MOI.EqualTo(1.0), 3, "4 1"),
+        (MOI.Interval(0.0, 1.0), 3, "0 0 1"),
+    )
+        src = MOI.Utilities.Model{Float64}()
+        x = MOI.add_variable(src)
+        MOI.add_constraint(src, x, set)
+        MOI.add_constraint(
+            src,
+            MOI.Utilities.vectorize([1.0 - x, x]),
+            MOI.Complements(2),
+        )
+        dest = NL.Model()
+        MOI.copy_to(dest, src)
+        @test sprint(write, dest) == """
+        g3 1 1 0
+         1 1 1 0 0 0
+         0 1 1 0 0 0
+         0 0
+         0 0 0
+         0 0 0 1
+         0 0 0 0 0
+         1 0
+         0 0
+         0 0 0 0 0
+        C0
+        n1
+        O0 0
+        n0
+        x1
+        0 0
+        r
+        5 $k 1
+        b
+        $b
+        k0
+        J0 1
+        0 -1
+        """
+    end
+    return
+end
+
+function test_write_complements_VectorNonlinearFunction()
+    src = MOI.Utilities.Model{Float64}()
+    x, _ = MOI.add_constrained_variable(src, MOI.Interval(0.0, 1.0))
+    MOI.add_constraint(
+        src,
+        MOI.VectorNonlinearFunction([
+            MOI.ScalarNonlinearFunction(:sin, Any[x]),
+            MOI.ScalarNonlinearFunction(:+, Any[x]),
+        ]),
+        MOI.Complements(2),
+    )
+    dest = NL.Model()
+    MOI.copy_to(dest, src)
+    @test sprint(write, dest) == """
+    g3 1 1 0
+     1 1 1 0 0 0
+     1 1 0 1 0 0
+     0 0
+     1 0 0
+     0 0 0 1
+     0 0 0 0 0
+     1 0
+     0 0
+     0 0 0 0 0
+    C0
+    o41
+    v0
+    O0 0
+    n0
+    x1
+    0 0
+    r
+    5 3 1
+    b
+    0 0 1
+    k0
+    J0 1
+    0 0
+    """
+    return
+end
+
 end
 
 TestNLModel.runtests()