From 0881ba03794b9e709142d0f96dd08bb7891b20b3 Mon Sep 17 00:00:00 2001
From: Lhongpei <1453244320@qq.com>
Date: Wed, 26 Nov 2025 07:32:07 +0000
Subject: [PATCH 1/3] allow QCMATRIX section
---
src/readqps.jl | 79 ++++++++++++++++++++++++++++++++++++++++++++++++--
1 file changed, 76 insertions(+), 3 deletions(-)
diff --git a/src/readqps.jl b/src/readqps.jl
index 77ffc04..8b1ff4f 100644
--- a/src/readqps.jl
+++ b/src/readqps.jl
@@ -70,6 +70,9 @@ mutable struct QPSData
acols::Vector{Int}
avals::Vector{Float64}
+ # Quadratic Constraints Data
+ qcdata::Dict{Int, Tuple{Vector{Int}, Vector{Int}, Vector{Float64}}}
+
lcon::Vector{Float64} # constraints lower bounds
ucon::Vector{Float64} # constraints upper bounds
lvar::Vector{Float64} # variables lower bounds
@@ -110,6 +113,7 @@ mutable struct QPSData
Int[],
Int[],
Float64[],
+ Dict{Int, Tuple{Vector{Int}, Vector{Int}, Vector{Float64}}}(),
Float64[],
Float64[],
Float64[],
@@ -166,6 +170,7 @@ const BOUNDS = 6
const RANGES = 7
const QUADOBJ = 8
const OBJECT_BOUND = 10
+const QCMATRIX = 11
const SECTION_HEADERS = Dict{String, Int}(
"ENDATA" => ENDATA,
@@ -179,6 +184,7 @@ const SECTION_HEADERS = Dict{String, Int}(
"QUADOBJ" => QUADOBJ,
"QMATRIX" => QUADOBJ,
"OBJECT BOUND" => OBJECT_BOUND, # SIF only
+ "QCMATRIX" => QCMATRIX, # QPS only
)
"""
@@ -231,8 +237,13 @@ function read_card!(card::MPSCard{FixedMPS}, ln::String)
else
error("Unrecognized section header: $ln")
end
+ elseif card.f1 == "QCMATRIX"
+ # QCMATRIX requires a row name as the second argument
+ if length(s) >= 2
+ card.f2 = String(s[2])
+ card.nfields = 2
+ end
end
-
return card
end
@@ -340,6 +351,12 @@ function read_card!(card::MPSCard{FreeMPS}, ln::String)
else
error("Unrecognized section header: $ln")
end
+ elseif card.f1 == "QCMATRIX"
+ # QCMATRIX requires a row name as the second argument
+ if length(s) >= 2
+ card.f2 = String(s[2])
+ card.nfields = 2
+ end
end
else
@@ -753,6 +770,35 @@ function read_quadobj_line!(qps::QPSData, card::MPSCard)
return nothing
end
+"""
+ read_qcmatrix_line!
+
+Reads a line from the QCMATRIX section.
+"""
+function read_qcmatrix_line!(qps::QPSData, card::MPSCard, row_idx::Int)
+ # Sanity check
+ card.nfields >= 3 || error("Line $(card.nline) contains only $(card.nfields) fields")
+
+ colname = card.f1
+ rowname = card.f2 # Note: In MPS matrix format, f2 is the second variable
+ val = parse(Float64, card.f3)
+
+ col = get(qps.varindices, colname, 0)
+ col > 0 || error("Unknown variable $colname in QCMATRIX")
+ row = get(qps.varindices, rowname, 0)
+ row > 0 || error("Unknown variable $rowname in QCMATRIX")
+
+ # Retrieve or initialize the storage vectors for this specific constraint
+ # qcdata stores (row_indices, col_indices, values)
+ (qr, qc, qv) = qps.qcdata[row_idx]
+
+ push!(qr, row) # Variable index 1
+ push!(qc, col) # Variable index 2
+ push!(qv, val) # Value
+
+ return nothing
+end
+
function readqps(filename::String; mpsformat::Symbol = :free)
open(filename, "r") do qps
return readqps(qps; mpsformat = mpsformat)
@@ -787,6 +833,7 @@ function readqps(qps::IO; mpsformat::Symbol = :free)
qpsdat = QPSData()
seekstart(qps)
+ current_qc_row_idx = -1 # To track which constraint we are reading in QCMATRIX
while !eof(qps)
line = readline(qps)
read_card!(card, line)
@@ -794,7 +841,7 @@ function readqps(qps::IO; mpsformat::Symbol = :free)
card.nline += 1
card.iscomment && continue
-
+
if card.isheader
sec = section_header(card.f1)
if sec == NAME
@@ -831,6 +878,30 @@ function readqps(qps::IO; mpsformat::Symbol = :free)
quadobj_section_read && error("more than one QUADOBJ section specified")
columns_section_read || error("COLUMNS section must come before QUADOBJ section")
quadobj_section_read = true
+ elseif sec == QCMATRIX
+ # QCMATRIX section handling
+ columns_section_read || error("COLUMNS section must come before QCMATRIX section")
+
+ # Extract row name from card.f2
+ rowname = card.f2
+ if isempty(rowname)
+ error("QCMATRIX section header missing constraint name at line $(card.nline)")
+ end
+
+ idx = get(qpsdat.conindices, rowname, -2)
+ if idx <= 0
+ error("Unknown constraint '$rowname' in QCMATRIX at line $(card.nline)")
+ end
+
+ current_qc_row_idx = idx
+
+ # Initialize the storage tuple for this constraint if it doesn't exist
+ if !haskey(qpsdat.qcdata, idx)
+ qpsdat.qcdata[idx] = (Int[], Int[], Float64[])
+ else
+ @warn "Duplicate QCMATRIX section for $rowname, appending data."
+ end
+
elseif sec == ENDATA
endata_read && error("more than one ENDATA section specified")
endata_read = true
@@ -868,6 +939,8 @@ function readqps(qps::IO; mpsformat::Symbol = :free)
read_ranges_line!(qpsdat, card)
elseif sec == QUADOBJ
read_quadobj_line!(qpsdat, card)
+ elseif sec == QCMATRIX
+ read_qcmatrix_line!(qpsdat, card, current_qc_row_idx)
else
error("Unexpected section $sec in line\n$line")
end
@@ -904,4 +977,4 @@ function readqps(qps::IO; mpsformat::Symbol = :free)
end
return qpsdat
-end
+end
\ No newline at end of file
From 3813a4cfa2e92992347957dd0e11876c9c30559c Mon Sep 17 00:00:00 2001
From: Lhongpei <1453244320@qq.com>
Date: Wed, 26 Nov 2025 07:38:26 +0000
Subject: [PATCH 2/3] modify README for QCQP
---
README.md | 19 ++++++++++++-------
1 file changed, 12 insertions(+), 7 deletions(-)
diff --git a/README.md b/README.md
index 2a88a83..03df6af 100644
--- a/README.md
+++ b/README.md
@@ -13,20 +13,22 @@ A package to read linear optimization problems in MPS format and quadratic optim
If you use QPSReader.jl in your work, please cite using the format given in [CITATION.bib](https://github.com/JuliaSmoothOptimizers/QPSReader.jl/blob/main/CITATION.bib).
-The problems represented by the QPS format have the form
+The problems represented by the QCP format have the form
-optimize c₀ + cᵀ x + ½ xᵀ Q x
+optimize c₀ + cᵀ x + ½ xᵀ Q₀ x
-subject to L ≤ Ax ≤ U and ℓ ≤ x ≤ u,
-
+subject to Lᵢ ≤ aᵢᵀ x + xᵀ Qᵢ x ≤ Uᵢ and ℓ ≤ x ≤ u,
where:
* "optimize" means either "minimize" or "maximize"
-* `c₀` ∈ ℝ is a constant term, `c` ∈ ℝⁿ is the linear term, `Q = Qᵀ` is the *n×n* quadratic term,
-* `A` is the *m×n* constraint matrix, `L`, `U` are constraint lower and upper bounds, respectively
-* `ℓ`, `u` are variable lower and upper bounds, respectively
+* `c₀` ∈ ℝ is a constant term, `c` ∈ ℝⁿ is the linear term, `Q₀ = Q₀ᵀ` is the *n×n* objective quadratic term,
+* `aᵢ` is the *i*-th row of the constraint matrix, `Qᵢ = Qᵢᵀ` is the *n×n* quadratic term for constraint *i*,
+* `L`, `U` ∈ ℝᵐ are constraint lower and upper bounds, respectively
+* `ℓ`, `u` ∈ ℝⁿ are variable lower and upper bounds, respectively
+
+Mixed-integer problems are supported, but semi-continuous and semi-integer variables are not.
Mixed-integer problems are supported, but semi-continuous and semi-integer variables are not.
@@ -87,6 +89,9 @@ mutable struct QPSData
acols::Vector{Int}
avals::Vector{Float64}
+ # Quadratic Constraints Data
+ qcdata::Dict{Int, Tuple{Vector{Int}, Vector{Int}, Vector{Float64}}}
+
lcon::Vector{Float64} # constraints lower bounds
ucon::Vector{Float64} # constraints upper bounds
lvar::Vector{Float64} # variables lower bounds
From 8551af2014ee2fc6916f550f61827939b9838bfa Mon Sep 17 00:00:00 2001
From: Lhongpei <1453244320@qq.com>
Date: Wed, 26 Nov 2025 07:39:55 +0000
Subject: [PATCH 3/3] fix a type in README
---
README.md | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
diff --git a/README.md b/README.md
index 03df6af..86fdfb5 100644
--- a/README.md
+++ b/README.md
@@ -13,7 +13,7 @@ A package to read linear optimization problems in MPS format and quadratic optim
If you use QPSReader.jl in your work, please cite using the format given in [CITATION.bib](https://github.com/JuliaSmoothOptimizers/QPSReader.jl/blob/main/CITATION.bib).
-The problems represented by the QCP format have the form
+The problems represented by the `.QPS`/`.mps` format have the form
optimize c₀ + cᵀ x + ½ xᵀ Q₀ x