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New Feature: Quadratic Constraints (QC) #61

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0881ba0
allow QCMATRIX section
Lhongpei Nov 26, 2025
3813a4c
modify README for
Lhongpei Nov 26, 2025
8551af2
fix a type in README
Lhongpei Nov 26, 2025
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19 changes: 12 additions & 7 deletions README.md
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Original file line number Diff line number Diff line change
Expand Up @@ -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 `.QPS`/`.mps` format have the form

<p align="center">
optimize &nbsp; c₀ + cᵀ x + ½ xᵀ Q x
optimize &nbsp; c₀ + cᵀ x + ½ xᵀ Q₀ x
&nbsp;&nbsp;
subject to &nbsp; L ≤ Ax ≤ U and ℓ ≤ x ≤ u,

subject to &nbsp; Lᵢ ≤ aᵢᵀ x + xᵀ Qᵢ x ≤ Uᵢ &nbsp; and &nbsp; ℓ ≤ x ≤ u,
</p>

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.

Expand Down Expand Up @@ -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
Expand Down
79 changes: 76 additions & 3 deletions src/readqps.jl
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Expand Up @@ -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
Expand Down Expand Up @@ -110,6 +113,7 @@ mutable struct QPSData
Int[],
Int[],
Float64[],
Dict{Int, Tuple{Vector{Int}, Vector{Int}, Vector{Float64}}}(),
Float64[],
Float64[],
Float64[],
Expand Down Expand Up @@ -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,
Expand All @@ -179,6 +184,7 @@ const SECTION_HEADERS = Dict{String, Int}(
"QUADOBJ" => QUADOBJ,
"QMATRIX" => QUADOBJ,
"OBJECT BOUND" => OBJECT_BOUND, # SIF only
"QCMATRIX" => QCMATRIX, # QPS only
)

"""
Expand Down Expand Up @@ -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

Expand Down Expand Up @@ -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
Expand Down Expand Up @@ -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)
Expand Down Expand Up @@ -787,14 +833,15 @@ 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)

card.nline += 1

card.iscomment && continue

if card.isheader
sec = section_header(card.f1)
if sec == NAME
Expand Down Expand Up @@ -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
Expand Down Expand Up @@ -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
Expand Down Expand Up @@ -904,4 +977,4 @@ function readqps(qps::IO; mpsformat::Symbol = :free)
end

return qpsdat
end
end
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