Support for reading mps files into matrices or glp_prob structs

glpk/__init__.py

@@ -1,4 +1,4 @@
 
 from ._glpk import glpk
+from ._utils import mpsread, mpswrite
 from ._glpk_defines import GLPK
-from ._set_env import glpk_set_env

glpk/_glpk_defines.py

@@ -1,5 +1,7 @@
 
 import ctypes
+import os
+import pathlib
 
 from numpy.ctypeslib import ndpointer
 
@@ -33,6 +35,9 @@ class glp_iptcp(ctypes.Structure):
         ('foo_bar', ctypes.c_double*48),
     ]
 
+class glp_mpscp(ctypes.Structure):
+    _fields_ = []
+
 # LP problem structure
 class glp_prob(ctypes.Structure):
     class DMP(ctypes.Structure):
@@ -191,14 +196,20 @@ class GLPK:
     GLP_ORD_AMD = 2
     GLP_ORD_SYMAMD = 3
 
-    def __init__(self, libpath):
+    # MPS formats
+    GLP_MPS_DECK = 1  # fixed (ancient)
+    GLP_MPS_FILE = 2  # free (modern)
 
-        #glp_prob = self.glp_prob
-        #glp_smcp = self.glp_smcp
+    def __init__(self, libpath):
 
-        # Load the shared library
-        #so = '/home/nicholas/Downloads/glpk-4.65/src/.libs/libglpk.so'
+        # Load the shared library;
+        # Windows Octave installs require that we load from
+        # the same directory as libglpk.dll is found
+        cwd = os.getcwd()
+        os.chdir(pathlib.Path(libpath).parent)
         _lib = ctypes.cdll.LoadLibrary(libpath)
+        os.chdir(cwd)
+
         _lib.glp_version.restype = ctypes.c_char_p
 
         _lib.glp_create_prob.restype = ctypes.POINTER(glp_prob)
@@ -277,6 +288,9 @@ def __init__(self, libpath):
         _lib.glp_get_obj_coef.restype = ctypes.c_double
         _lib.glp_get_obj_coef.argtypes = [ctypes.POINTER(glp_prob), ctypes.c_int]
 
+        _lib.glp_get_num_cols.restype = ctypes.c_int
+        _lib.glp_get_num_cols.argtypes = [ctypes.POINTER(glp_prob)]
+
         _lib.glp_get_col_name.restype = ctypes.c_char_p
         _lib.glp_get_col_name.argtypes = [ctypes.POINTER(glp_prob), ctypes.c_int]
 
@@ -286,6 +300,50 @@ def __init__(self, libpath):
         _lib.glp_get_num_nz.restype = ctypes.c_int
         _lib.glp_get_num_nz.argtypes = [ctypes.POINTER(glp_prob)]
 
+        _lib.glp_get_mat_row.restype = ctypes.c_int # len of col indices and values
+        _lib.glp_get_mat_row.argtypes = [
+            ctypes.POINTER(glp_prob),
+            ctypes.c_int, # ith row
+            ctypes.POINTER(ctypes.c_int), # col indices
+            ctypes.POINTER(ctypes.c_double), # values
+        ]
+
+        _lib.glp_get_row_type.restype = ctypes.c_int
+        _lib.glp_get_row_type.argtypes = [
+            ctypes.POINTER(glp_prob),
+            ctypes.c_int, # ith row
+        ]
+
+        _lib.glp_get_row_lb.restype = ctypes.c_double
+        _lib.glp_get_row_lb.argtypes = [
+            ctypes.POINTER(glp_prob),
+            ctypes.c_int, # ith row
+        ]
+
+        _lib.glp_get_row_ub.restype = ctypes.c_double
+        _lib.glp_get_row_ub.argtypes = [
+            ctypes.POINTER(glp_prob),
+            ctypes.c_int, # ith row
+        ]
+
+        _lib.glp_get_col_type.restype = ctypes.c_int
+        _lib.glp_get_col_type.argtypes = [
+            ctypes.POINTER(glp_prob),
+            ctypes.c_int, # jth col
+        ]
+
+        _lib.glp_get_col_lb.restype = ctypes.c_double
+        _lib.glp_get_col_lb.argtypes = [
+            ctypes.POINTER(glp_prob),
+            ctypes.c_int, # jth col
+        ]
+
+        _lib.glp_get_col_ub.restype = ctypes.c_double
+        _lib.glp_get_col_ub.argtypes = [
+            ctypes.POINTER(glp_prob),
+            ctypes.c_int, # jth col
+        ]
+
         _lib.glp_get_status.restype = ctypes.c_int
         _lib.glp_get_status.argtypes = [ctypes.POINTER(glp_prob)]
 
@@ -346,5 +404,23 @@ def __init__(self, libpath):
         _lib.glp_delete_prob.restype = None
         _lib.glp_delete_prob.argtypes = [ctypes.POINTER(glp_prob)]
 
+        # Utility
+        _lib.glp_read_mps.restype = ctypes.c_int
+        _lib.glp_read_mps.argtypes = [
+            ctypes.POINTER(glp_prob),
+            ctypes.c_int,              # format (GLP_MPS_DECK or GLP_MPS_FILE)
+            ctypes.POINTER(glp_mpscp), # should be NULL
+            ctypes.c_char_p,           # filename
+        ]
+
+        _lib.glp_write_mps.restype = ctypes.c_int
+        _lib.glp_write_mps.argtypes = [
+            ctypes.POINTER(glp_prob),
+            ctypes.c_int,              # format (GLP_MPS_DECK or GLP_MPS_FILE)
+            ctypes.POINTER(glp_mpscp), # should be NULL
+            ctypes.c_char_p,           # filename
+        ]
+
+
         # Make accessible for front-end interface
         self._lib = _lib

test_mps.py

@@ -0,0 +1,26 @@
+'''Example showing how to use mpsread/write.'''
+
+from scipy.optimize import linprog
+
+from glpk import mpsread
+
+if __name__ == '__main__':
+
+    libpath = '/home/nicholas/Downloads/glpk-4.65/src/.libs/libglpk.so'
+
+    filename = '~/Documents/HiGHS/check/instances/25fv47.mps'
+
+    lp = mpsread(filename, libpath=libpath)
+    c, A_ub, b_ub, A_eq, b_eq, bounds = lp
+
+    if A_ub is not None:
+        print(A_ub.nnz)
+        A_ub = A_ub.todense()
+        print(A_ub)
+        print(len(b_ub), c.shape)
+        print(A_ub.shape)
+    if A_eq is not None:
+        A_eq = A_eq.todense()
+
+    res = linprog(c, A_ub, b_ub, A_eq, b_eq, bounds)
+    print(res)