Merge pull request #3609 from dansplain/fix_writemps_quadobj

Fix how QUADOBJ section written to MPS files

Author: blnicho

pyomo/repn/plugins/mps.py

@@ -725,16 +725,14 @@ def yield_all_constraints():
                         % (var1_label, var2_label, _no_negative_zero(coef * 2))
                     )
                 else:
-                    # the matrix needs to be symmetric so split
-                    # the coefficient (but remember it is divided by 2)
+                    # The Q matrix is symmetric (but remember it is divided by 2).
+                    # For the QUADOBJ section we output only the upper (or lower)
+                    # triangle of the Q matrix, so a single element represents a pair
+                    # of non-zero elements.
                     output_file.write(
                         column_template
                         % (var1_label, var2_label, _no_negative_zero(coef))
                     )
-                    output_file.write(
-                        column_template
-                        % (var2_label, var1_label, _no_negative_zero(coef))
-                    )
 
         #
         # QCMATRIX section

pyomo/repn/tests/mps/column_ordering_quadratic.mps.baseline

@@ -23,12 +23,9 @@ BOUNDS
 QUADOBJ
      c c 2
      c b 1
-     b c 1
      c a 1
-     a c 1
      b b 2
      b a 1
-     a b 1
      a a 2
 QCMATRIX    c_u_con_
      c c 1

pyomo/repn/tests/mps/no_column_ordering_quadratic.mps.baseline

@@ -23,12 +23,9 @@ BOUNDS
 QUADOBJ
      a a 2
      a b 1
-     b a 1
      a c 1
-     c a 1
      b b 2
      b c 1
-     c b 1
      c c 2
 QCMATRIX    c_u_con_
      a a 1