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Add write_to_file and read_from_file (#2114)
* Add write_to_file and read_from_file * Update Project.toml and add file_formats.jl to runtests.jl * Add read/write to io streams * Update docstrings * Change to Base.read and Base.write * Updates for MathOptFormat v0.4 * Fixes for MathOptFormat 0.4 * Update docs and fix copy_to
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‎Project.toml‎

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@@ -8,6 +8,7 @@ Calculus = "49dc2e85-a5d0-5ad3-a950-438e2897f1b9"
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DataStructures = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8"
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ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
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LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
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MathOptFormat = "f4570300-c277-12e8-125c-4912f86ce65d"
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MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
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NaNMath = "77ba4419-2d1f-58cd-9bb1-8ffee604a2e3"
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Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
@@ -18,6 +19,7 @@ Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
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Calculus = "0.5"
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DataStructures = "0.17"
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ForwardDiff = "~0.5.0, ~0.6, ~0.7, ~0.8, ~0.9, ~0.10"
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MathOptFormat = "0.4"
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MathOptInterface = "~0.9.1"
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NaNMath = "0.3"
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OffsetArrays = "≥ 0.2.13"

‎docs/src/solvers.md‎

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@@ -112,3 +112,19 @@ set_time_limit_sec
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unset_time_limit_sec
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time_limit_sec
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```
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## File formats
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JuMP can write models to a variety of file-formats using [`write_to_file`](@ref)
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and [`Base.write`](@ref).
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```@docs
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write_to_file
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Base.write(::IO, ::Model; ::JuMP.MathOptFormat.FileFormat)
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```
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JuMP models can be created from file formats using [`read_from_file`](@ref) and
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[`Base.read`](@ref).
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```@docs
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read_from_file
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Base.read(::IO, ::Type{Model}; ::JuMP.MathOptFormat.FileFormat)
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```

‎src/JuMP.jl‎

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@@ -20,6 +20,7 @@ const MOIU = MOI.Utilities
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import Calculus
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import DataStructures.OrderedDict
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import ForwardDiff
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import MathOptFormat
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include("_Derivatives/_Derivatives.jl")
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using ._Derivatives
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@@ -38,8 +39,12 @@ Base.@deprecate(setlowerbound, JuMP.set_lower_bound)
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Base.@deprecate(setupperbound, JuMP.set_upper_bound)
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Base.@deprecate(linearterms, JuMP.linear_terms)
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writeLP(args...; kargs...) = error("writeLP has been removed from JuMP. Use `MathOptFormat.jl` instead.")
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writeMPS(args...; kargs...) = error("writeMPS has been removed from JuMP. Use `MathOptFormat.jl` instead.")
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function writeLP(args...; kargs...)
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error("writeLP has been removed from JuMP. Use `write_to_file` instead.")
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end
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function writeMPS(args...; kargs...)
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error("writeMPS has been removed from JuMP. Use `write_to_file` instead.")
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end
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include("utils.jl")
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@@ -787,6 +792,7 @@ include("nlp.jl")
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include("print.jl")
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include("lp_sensitivity.jl")
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include("callbacks.jl")
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include("file_formats.jl")
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# JuMP exports everything except internal symbols, which are defined as those
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# whose name starts with an underscore. If you don't want all of these symbols

‎src/copy.jl‎

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@@ -144,3 +144,11 @@ end
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function Base.deepcopy(::Model)
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error("`JuMP.Model` does not support `deepcopy` as the reference to the underlying solver cannot be deep copied, use `copy` instead.")
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end
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function MOI.copy_to(dest::MOI.ModelLike, src::Model)
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return MOI.copy_to(dest, backend(src))
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end
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function MOI.copy_to(dest::Model, src::MOI.ModelLike)
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return MOI.copy_to(backend(dest), src)
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end

‎src/file_formats.jl‎

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# Copyright 2017, Iain Dunning, Joey Huchette, Miles Lubin, and contributors
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# This Source Code Form is subject to the terms of the Mozilla Public
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# License, v. 2.0. If a copy of the MPL was not distributed with this
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# file, You can obtain one at http://mozilla.org/MPL/2.0/.
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"""
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write_to_file(
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model::Model,
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filename::String;
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format::MathOptFormat.FileFormat = MathOptFormat.FORMAT_AUTOMATIC
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)
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Write the JuMP model `model` to `filename` in the format `format`.
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If the filename ends in `.gz`, it will be compressed using Gzip.
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If the filename ends in `.bz2`, it will be compressed using BZip2.
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"""
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function write_to_file(
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model::Model,
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filename::String;
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format::MathOptFormat.FileFormat = MathOptFormat.FORMAT_AUTOMATIC
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)
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dest = MathOptFormat.Model(format = format, filename = filename)
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# We add a `full_bridge_optimizer` here because MathOptFormat models may not
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# support all constraint types in a JuMP model.
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bridged_dest = MOI.Bridges.full_bridge_optimizer(dest, Float64)
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MOI.copy_to(bridged_dest, model)
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# `dest` will contain the underlying model, with constraints bridged if
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# necessary.
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MOI.write_to_file(dest, filename)
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return
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end
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"""
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Base.write(
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io::IO,
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model::Model;
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format::MathOptFormat.FileFormat = MathOptFormat.FORMAT_MOF
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)
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Write the JuMP model `model` to `io` in the format `format`.
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"""
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function Base.write(
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io::IO,
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model::Model;
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format::MathOptFormat.FileFormat = MathOptFormat.FORMAT_MOF
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)
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if format == MathOptFormat.FORMAT_AUTOMATIC
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error("Unable to infer the file format from an IO stream.")
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end
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dest = MathOptFormat.Model(format = format)
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# We add a `full_bridge_optimizer` here because MathOptFormat models may not
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# support all constraint types in a JuMP model.
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bridged_dest = MOI.Bridges.full_bridge_optimizer(dest, Float64)
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MOI.copy_to(bridged_dest, model)
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# `dest` will contain the underlying model, with constraints bridged if
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# necessary.
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write(io, dest)
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return
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end
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"""
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read_from_file(
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filename::String;
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format::MathOptFormat.FileFormat = MathOptFormat.FORMAT_AUTOMATIC
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)
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Return a JuMP model read from `filename` in the format `format`.
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If the filename ends in `.gz`, it will be uncompressed using Gzip.
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If the filename ends in `.bz2`, it will be uncompressed using BZip2.
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"""
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function read_from_file(
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filename::String;
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format::MathOptFormat.FileFormat = MathOptFormat.FORMAT_AUTOMATIC
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)
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src = MathOptFormat.Model(format = format, filename = filename)
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MOI.read_from_file(src, filename)
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model = Model()
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MOI.copy_to(model, src)
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return model
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end
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"""
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Base.read(io::IO, ::Type{Model}; format::MathOptFormat.FileFormat)
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Return a JuMP model read from `io` in the format `format`.
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"""
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function Base.read(io::IO, ::Type{Model}; format::MathOptFormat.FileFormat)
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if format == MathOptFormat.FORMAT_AUTOMATIC
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error("Unable to infer the file format from an IO stream.")
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end
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src = MathOptFormat.Model(format = format)
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read!(io, src)
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model = Model()
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MOI.copy_to(model, src)
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return model
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end

‎test/file_formats.jl‎

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# Copyright 2017, Iain Dunning, Joey Huchette, Miles Lubin, and contributors
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# This Source Code Form is subject to the terms of the Mozilla Public
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# License, v. 2.0. If a copy of the MPL was not distributed with this
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# file, You can obtain one at http://mozilla.org/MPL/2.0/.
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using JuMP
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using MathOptFormat
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using Test
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@testset "File formats" begin
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@testset "MOF" begin
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model = Model()
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@variable(model, x)
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@constraint(model, my_c, 3 * x >= 1)
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@objective(model, Min, 2 * x^2 + x + 1)
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write_to_file(model, "my_model.mof.json")
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model_2 = read_from_file("my_model.mof.json")
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@test sprint(print, model) == sprint(print, model_2)
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rm("my_model.mof.json")
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end
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@testset "MPS" begin
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model = Model()
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@variable(model, x >= 0)
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@constraint(model, my_c, 3 * x >= 1)
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@objective(model, Min, 2 * x)
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write_to_file(model, "my_model.mps")
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model_2 = read_from_file("my_model.mps")
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@test sprint(print, model) == sprint(print, model_2)
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rm("my_model.mps")
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end
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@testset "LP" begin
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model = Model()
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@variable(model, x >= 0)
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@constraint(model, my_c, 3 * x >= 1)
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@objective(model, Min, 2 * x)
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write_to_file(model, "my_model.lp")
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@test read("my_model.lp", String) ==
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"minimize\nobj: 2 x\nsubject to\nmy_c: 3 x >= 1\nBounds\nx >= 0\nEnd\n"
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@test_throws(
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ErrorException("read! is not implemented for LP files."),
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read_from_file("my_model.lp")
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)
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rm("my_model.lp")
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end
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@testset "CBF" begin
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model = Model()
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@variable(model, X[1:2, 1:2], PSD)
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@constraint(model, my_c, sum(X) >= 1)
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@objective(model, Min, sum(X))
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write_to_file(model, "my_model.cbf")
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@test read("my_model.cbf", String) ==
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"VER\n3\n\nOBJSENSE\nMIN\n\nVAR\n3 1\nF 3\n\nOBJACOORD\n3\n0 1.0\n1 2.0\n2 1.0\n\nCON\n1 1\nL+ 1\n\nACOORD\n3\n0 0 1.0\n0 1 2.0\n0 2 1.0\n\nBCOORD\n1\n0 -1.0\n\nPSDCON\n1\n2\n\nHCOORD\n3\n0 0 0 0 1.0\n0 1 1 0 1.0\n0 2 1 1 1.0\n\n"
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model_2 = read_from_file("my_model.cbf")
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# Note: we replace ' in ' => ' ∈ ' because the unicode doesn't print on
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# Windows systems for some reason.
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@test replace(sprint(print, model_2), " in " => " ∈ ") ==
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"Min noname + 2 noname + noname\nSubject to\n [noname + 2 noname + noname - 1] ∈ MathOptInterface.Nonnegatives(1)\n [noname, noname, noname] ∈ MathOptInterface.PositiveSemidefiniteConeTriangle(2)\n"
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rm("my_model.cbf")
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end
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@testset "Base read/write via io" begin
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model = Model()
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@variable(model, x)
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@constraint(model, my_c, 3 * x >= 1)
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@objective(model, Min, 2 * x^2 + x + 1)
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io = IOBuffer()
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@test_throws(
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ErrorException("Unable to infer the file format from an IO stream."),
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write(io, model; format = MathOptFormat.FORMAT_AUTOMATIC)
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)
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write(io, model; format = MathOptFormat.FORMAT_MOF)
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seekstart(io)
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@test_throws(
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ErrorException("Unable to infer the file format from an IO stream."),
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read(io, Model; format = MathOptFormat.FORMAT_AUTOMATIC)
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)
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seekstart(io)
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model_2 = read(io, Model; format = MathOptFormat.FORMAT_MOF)
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@test sprint(print, model) == sprint(print, model_2)
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end
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end

‎test/runtests.jl‎

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@@ -40,5 +40,6 @@ include("operator.jl")
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include("macros.jl")
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include("lp_sensitivity.jl")
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include("callbacks.jl")
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include("file_formats.jl")
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# TODO: The hygiene test should run in a separate Julia instance where JuMP hasn't been loaded via `using`.
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include("hygiene.jl")

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