FileFormats.LP reader is broken

[MarieJC]

The original .lp being written into Julia is perfectly feasible.
The following code lines in Julia produce infeasible solution

    model = read_from_file(probPath)  #probPath is a path to .lp 
    set_optimizer(model, ()->Xpress.Optimizer(DEFAULTALG = 2, PRESOLVE = 1, logfile = "lp.log"))
    optimize!(model)

I‘ve tried various options for the Optimizer.
I’ve also written the model back from Julia into an .lp. Compared with original .lp and found diffs in constraint rows. The .lp from Julia is also infeasible with IVE.

And then attempt to enforce model in LP format – produces the model that is incompatible with set_optimizer method:

model = MOI.FileFormats.Model(format = MOI.FileFormats.FORMAT_LP)
MOI.read_from_file(model, probPath)
set_optimizer(….) – given that model doesn’t work.

[odow]

Can you provide the LP file? Our LP reader is quite new, so there might be some bug. You can upload a file by clicking the "Attach files ..." sentence at the bottom of the text-box when creating a new comment.

You'll probably have to rename the file extension from problem.lp to problem.txt.

[joaquimg]

Something that is very common is writing the LP generates infeasible stuff due to truncations.

[djunglas]

This code

using Xpress, JuMP
model = read_from_file("lpreadbug.lp")
print(model)

reads these constraints

Minimize
 obj: x1 + x2 + x3 + x4
Subject To
 c1: x1 + x2 <= 2
 c2: x3 + x4 <= 3
End

as

Min x4 + x3 + x2 + x1
Subject to
 c1 : 0 ≤ 2.0
 c2 : x2 + x1 ≤ 3.0

I have checked the source of the LP reader and the problem seems to be in the function that reads constraints: The function reads the tokens from right to left (via pop()) and commits a constraints as soon as it sees a <=, >=, or = operator. This happens before the left-hand side of the constraint is handled, so the left-hand side ends up with the next constraint.

[odow]

Oooof. That's an embarrassing one. We only implemented the LP reader recently, #1713, so it hasn't had much testing.

[odow]

Here's my old implementation. I guess we didn't transfer across the tests to catch this.
https://github.com/odow/LPWriter.jl/blob/master/src/reader.jl
https://github.com/odow/LPWriter.jl/blob/master/test/reader.jl

[MarieJC]

Thank you all for looking into this. Hopefully will be addressed shortly. I will need to re-install MathOptInterface package once the fix is in - correct?

[blegat]

You will just need to update with using Pkg; Pkg.update() and check that it updates to the new version. Then restart Julia, i.e., close the terminal and open a new one.

[odow]

I'll fix this today.

[MarieJC]

Thank you, Oscar, for such an amazingly quick response. I'll test the fix myself once an update is out there.

[odow]

It's still a work-in-progress, but you can test the current draft in a clean session of Julia with:

import Pkg
pkg"add MathOptInterface#master"

# ... run your code ...

pkg"free MathOptInterface"

[odow]

Closed by #1790

@MarieJC this still needs to be officially released, so you'll have to use #master if you want to test this. (I have a few other changes to make, then I'll release a new version.)