[FileFormats.NL] add support for other variable dual suffixes (#2567)

Author: odow

src/FileFormats/NL/sol.jl

@@ -19,7 +19,14 @@ struct SolFileResults <: MOI.ModelLike
 end
 
 """
-    SolFileResults(filename::String, model::Model)
+    SolFileResults(
+        filename::String,
+        model::Model;
+        suffix_lower_bound_duals::Vector{String} =
+            ["ipopt_zL_out", "lower_bound_duals"],
+        suffix_uuper_bound_duals::Vector{String} =
+            ["ipopt_zU_out", "upper_bound_duals"],
+    )
 
 Parse the `.sol` file `filename` created by solving `model` and return a
 `SolFileResults` struct.
@@ -28,8 +35,8 @@ The returned struct supports the `MOI.get` API for querying result attributes
 such as [`MOI.TerminationStatus`](@ref), [`MOI.VariablePrimal`](@ref), and
 [`MOI.ConstraintDual`](@ref).
 """
-function SolFileResults(filename::String, model::Model)
-    return open(io -> SolFileResults(io, model), filename, "r")
+function SolFileResults(filename::String, model::Model; kwargs...)
+    return open(io -> SolFileResults(io, model; kwargs...), filename, "r")
 end
 
 """
@@ -46,7 +53,8 @@ All other attributes are un-set.
 """
 function SolFileResults(
     raw_status::String,
-    termination_status::MOI.TerminationStatusCode,
+    termination_status::MOI.TerminationStatusCode;
+    kwargs...,
 )
     return SolFileResults(
         nothing,
@@ -261,7 +269,18 @@ end
 
 _readline(io::IO, T) = parse(T, _readline(io))
 
-function SolFileResults(io::IO, model::Model)
+function SolFileResults(
+    io::IO,
+    model::Model;
+    suffix_lower_bound_duals::Vector{String} = [
+        "ipopt_zL_out",
+        "lower_bound_duals",
+    ],
+    suffix_upper_bound_duals::Vector{String} = [
+        "ipopt_zU_out",
+        "upper_bound_duals",
+    ],
+)
     # This function is based on a Julia translation of readsol.c, available at
     # https://github.com/ampl/asl/blob/64919f75fa7a438f4b41bce892dcbe2ae38343ee/src/solvers/readsol.c
     # and under the following license:
@@ -345,21 +364,17 @@ function SolFileResults(io::IO, model::Model)
             items = split(line, " ")
             n_suffix = parse(Int, items[3])
             suffix = _readline(io)
-            if !(suffix == "ipopt_zU_out" || suffix == "ipopt_zL_out")
-                for _ in 1:n_suffix
-                    _ = readline(io)
-                end
-                continue
-            end
             for i in 1:n_suffix
-                items = split(_readline(io), " ")
-                x = model.order[parse(Int, items[1])+1]
-                dual = parse(Float64, items[2])
-                if suffix == "ipopt_zU_out"
-                    zU_out[x] = dual
+                if suffix in suffix_upper_bound_duals
+                    items = split(_readline(io), " ")
+                    x = model.order[parse(Int, items[1])+1]
+                    zU_out[x] = parse(Float64, items[2])
+                elseif suffix in suffix_lower_bound_duals
+                    items = split(_readline(io), " ")
+                    x = model.order[parse(Int, items[1])+1]
+                    zL_out[x] = parse(Float64, items[2])
                 else
-                    @assert suffix == "ipopt_zL_out"
-                    zL_out[x] = dual
+                    _ = _readline(io)
                 end
             end
         end

test/FileFormats/NL/data/hs071_uno.sol

@@ -0,0 +1,31 @@
+ 
+Ipopt 3.14.4: Optimal Solution Found
+
+Options
+3
+1
+1
+0
+2
+2
+4
+4
+0.1787618002239518
+0.9850008232874167
+1.0999999890876724
+1.5735520521364392
+2.674683791567438
+5.400000053551036
+objno 0 0
+suffix 4 4 13 0 0
+upper_bound_duals
+0 -6.26468441989811e-10
+1 -6.909508053112211e-10
+2 -9.54407535695046e-10
+3 -5.582550550861189
+suffix 4 4 13 0 0
+lower_bound_duals
+0 28.590703805487557
+1 6.713713035054837e-09
+2 1.8232874186951734e-09
+3 6.26437836105288e-10

test/FileFormats/NL/sol.jl

@@ -117,6 +117,47 @@ function test_sol_hs071_variable_dual()
     return
 end
 
+function test_sol_uno_hs071_variable_dual()
+    model, v = _hs071()
+    for (sign, sense) in [(1, MOI.MIN_SENSE), (-1, MOI.MAX_SENSE)]
+        MOI.set(model, MOI.ObjectiveSense(), sense)
+        nl_model = NL.Model()
+        index_map = MOI.copy_to(nl_model, model)
+        sol = NL.SolFileResults(
+            joinpath(@__DIR__, "data", "hs071_uno.sol"),
+            nl_model,
+        )
+        x1 = index_map[v[1]]
+        F = MOI.VariableIndex
+        dual = sign * 28.590703805487557
+        ci = MOI.ConstraintIndex{F,MOI.GreaterThan{Float64}}(x1.value)
+        @test ≈(MOI.get(sol, MOI.ConstraintDual(), ci), dual, atol = 1e-8)
+        ci = MOI.ConstraintIndex{F,MOI.LessThan{Float64}}(x1.value)
+        @test ≈(MOI.get(sol, MOI.ConstraintDual(), ci), 0.0, atol = 1e-8)
+        ci = MOI.ConstraintIndex{F,MOI.EqualTo{Float64}}(x1.value)
+        @test ≈(MOI.get(sol, MOI.ConstraintDual(), ci), dual, atol = 1e-8)
+        ci = MOI.ConstraintIndex{F,MOI.Interval{Float64}}(x1.value)
+        @test ≈(MOI.get(sol, MOI.ConstraintDual(), ci), dual, atol = 1e-8)
+    end
+    return
+end
+
+function test_sol_lower_bound_dual_args()
+    model, v = _hs071()
+    MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
+    nl_model = NL.Model()
+    index_map = MOI.copy_to(nl_model, model)
+    sol = NL.SolFileResults(
+        joinpath(@__DIR__, "data", "hs071_uno.sol"),
+        nl_model;
+        suffix_lower_bound_duals = String[],
+        suffix_upper_bound_duals = String[],
+    )
+    @test isempty(sol.zL_out)
+    @test isempty(sol.zU_out)
+    return
+end
+
 """
     test_sol_hs071_max_sense()