External QPS reader

Question

External QPS reader

mtanneau opened this issue 5 years ago · comments

Mathieu Tanneau commented 5 years ago

Waiting for update on JuliaSmoothOptimizers/QPSReader.jl#11 so we don't need to re-write an MPS parser.

Oscar Dowson · Answer 1 · Thu Jan 30 2020 03:32:40 GMT+0800 (China Standard Time)

Is there any reason to not depend upon MOI and just use the MOI.FileFormats.MPS reader?

Mathieu Tanneau · Answer 2 · Thu Jan 30 2020 03:52:18 GMT+0800 (China Standard Time)

The main issue with depending on MOI (besides performance, which isn't a real issue anyway) is that any change to the MPS reader, e.g., to support Free MPS format, or quadratic terms, would be contingent on making a new MOI release.

Oscar Dowson · Answer 3 · Thu Jan 30 2020 05:46:23 GMT+0800 (China Standard Time)

We can upstream patch releases of MOI with these changes. The reader should support free and fixed, but it probably isn't well tested. QP terms are annoying due to different MPS implementations, e.g., Gurobi != MOSEK.