Optimisation Model File Formats

NAME          TESTPROB
ROWS
 N  COST
 L  LIM1
 G  LIM2
 E  MYEQN
COLUMNS
    XONE      COST                 1   LIM1                 1
    XONE      LIM2                 1
    YTWO      COST                 4   LIM1                 1
    YTWO      MYEQN               -1
    ZTHREE    COST                 9   LIM2                 1
    ZTHREE    MYEQN                1
RHS
    RHS1      LIM1                 5   LIM2                10
    RHS1      MYEQN                7
BOUNDS
 UP BND1      XONE                 4
 LO BND1      YTWO                -1
 UP BND1      YTWO                 1
ENDATA

import java.io.File;

import org.ojalgo.OjAlgoUtils;
import org.ojalgo.netio.BasicLogger;
import org.ojalgo.optimisation.Expression;
import org.ojalgo.optimisation.ExpressionsBasedModel;
import org.ojalgo.optimisation.Optimisation.Result;
import org.ojalgo.optimisation.Variable;

/**
 * A program that shows how to use an MPS file with ojAlgo
 *
 * @see https://www.ojalgo.org/2022/05/optimisation-model-file-formats/
 * @see https://github.com/optimatika/ojAlgo/wiki/Using-MPS
 */
public class UsingMPS {

    public static void main(final String[] args) {

        BasicLogger.debug();
        BasicLogger.debug(UsingMPS.class);
        BasicLogger.debug(OjAlgoUtils.getTitle());
        BasicLogger.debug(OjAlgoUtils.getDate());
        BasicLogger.debug();

        // Get a reference to the MPS-file
        File mpsFile = new File("./testprob.mps");

        // Instantiate the MPS-model
        ExpressionsBasedModel model = ExpressionsBasedModel.parse(mpsFile);

        // Optionally validate the model
        if (model.validate()) {
            BasicLogger.debug("MPS-model ok!");
        } else {
            BasicLogger.debug("MPS-model problem!");
        }
        BasicLogger.debug(model);

        // The MPS format does not include a standard way to specify if the
        // model/problem is meant to be minimised or maximised. There is a convention
        // to include an OBJSENSE section where this would be specified, but this
        // is not a requirement.
        Result minimiseResult = model.minimise();

        // Print the result
        BasicLogger.debug("Minimised => " + minimiseResult);
        // The solution variable values are returned in the order the columns/variables
        // were defined in the MPS-file.

        Result maximiseResult = model.maximise();

        BasicLogger.debug("Maximised => " + maximiseResult);

        /*
         * Reading an MPS creates an ExpressionsBasedModel just as if you'd created it programatically, and
         * you may continue work on that model.
         */

        BasicLogger.debug();
        BasicLogger.debug("=== Variables ===");
        for (Variable var : model.getVariables()) {
            BasicLogger.debug(var);
        }

        BasicLogger.debug();
        BasicLogger.debug("=== Expressions ===");
        for (Expression exp : model.getExpressions()) {
            BasicLogger.debug(exp);
        }
        BasicLogger.debug();

        // Alter the two inequalities to allow a slightly wider range
        model.getExpression("LIM1").upper(5.5); // Change from 5.0 to 5.5
        model.getExpression("LIM2").lower(9.5); // Change from 10.0 to 9.5
        BasicLogger.debug("Modified => " + model.minimise());
        // Now the solution is no longer integer valued (as it happened to be before),
        // but we can add that requirement to each of the variables...
        for (Variable var : model.getVariables()) {
            var.integer(true);
        }
        // We get the old solution back
        BasicLogger.debug("Integer constrained => " + model.minimise());

        File modifiedModel = new File("/Users/apete/Developer/data/testprob.ebm");
        /*
         * We can also write the model to file, but now we have to use the EBM file format.
         */
        model.writeTo(modifiedModel);
        /*
         * That model can be read back the same way we read the MPS file before.
         */
        model = ExpressionsBasedModel.parse(modifiedModel);

        BasicLogger.debug();
        BasicLogger.debug("Modified model");
        BasicLogger.debug(model);
    }

}