Fix: handle MPS OBJSENSE MAXIMIZE in reader

Author: LucasBoTang

include/cupdlpx_types.h

@@ -43,6 +43,12 @@ extern "C"
         NORM_TYPE_L_INF = 1
     } norm_type_t;
 
+    typedef enum
+    {
+        OBJECTIVE_SENSE_MINIMIZE = 0,
+        OBJECTIVE_SENSE_MAXIMIZE = 1
+    } objective_sense_t;
+
     typedef struct
     {
         int num_variables;
@@ -51,6 +57,7 @@ extern "C"
         double *variable_upper_bound;
         double *objective_vector;
         double objective_constant;
+        objective_sense_t objective_sense;
 
         int *constraint_matrix_row_pointers;
         int *constraint_matrix_col_indices;

internal/internal_types.h

@@ -43,6 +43,7 @@ typedef struct
     double *variable_upper_bound;
     double *objective_vector;
     double objective_constant;
+    double objective_sign;
     cu_sparse_matrix_csr_t *constraint_matrix;
     cu_sparse_matrix_csr_t *constraint_matrix_t;
     double *constraint_lower_bound;

src/mps_parser.c

@@ -326,7 +326,7 @@ typedef struct
     char *objective_row_name;
     char *current_col_name;
     double objective_constant;
-    bool is_maximize;
+    objective_sense_t objective_sense;
     int error_flag;
 
 } MpsParserState;
@@ -454,25 +454,28 @@ lp_problem_t *read_mps_file(const char *filename)
                 next_section = SEC_ENDATA;
             }
 
-            if (current_section == SEC_ROWS && next_section != SEC_ROWS && !rows_finalized)
+            if (next_section != SEC_NONE)
             {
-                if (finalize_rows(&state) != 0)
-                    state.error_flag = 1;
-                rows_finalized = true;
-            }
+                if (current_section == SEC_ROWS && next_section != SEC_ROWS && !rows_finalized)
+                {
+                    if (finalize_rows(&state) != 0)
+                        state.error_flag = 1;
+                    rows_finalized = true;
+                }
 
-            current_section = next_section;
-            if (current_section == SEC_ENDATA)
-                break;
-            continue;
+                current_section = next_section;
+                if (current_section == SEC_ENDATA)
+                    break;
+                continue;
+            }
         }
 
         switch (current_section)
         {
             case SEC_OBJSENSE:
                 if (n_tokens > 0 && (strcmp(tokens[0], "MAX") == 0 || strcmp(tokens[0], "MAXIMIZE") == 0))
                 {
-                    state.is_maximize = true;
+                    state.objective_sense = OBJECTIVE_SENSE_MAXIMIZE;
                 }
                 break;
             case SEC_ROWS:
@@ -515,7 +518,9 @@ lp_problem_t *read_mps_file(const char *filename)
     prob->num_variables = state.col_map.size;
     prob->num_constraints = state.row_map.size;
     prob->constraint_matrix_num_nonzeros = state.coo_matrix.nnz;
-    prob->objective_constant = state.is_maximize ? -state.objective_constant : state.objective_constant;
+    prob->objective_constant =
+        (state.objective_sense == OBJECTIVE_SENSE_MAXIMIZE) ? -state.objective_constant : state.objective_constant;
+    prob->objective_sense = state.objective_sense;
 
     prob->objective_vector = state.objective_coeffs;
     prob->variable_lower_bound = state.var_lower_bounds;
@@ -532,7 +537,7 @@ lp_problem_t *read_mps_file(const char *filename)
     state.constraint_lower_bounds = NULL;
     state.constraint_upper_bounds = NULL;
 
-    if (state.is_maximize)
+    if (state.objective_sense == OBJECTIVE_SENSE_MAXIMIZE)
     {
         for (int i = 0; i < prob->num_variables; ++i)
         {

src/presolve.c

@@ -39,6 +39,7 @@ lp_problem_t *convert_pslp_to_cupdlpx(PresolvedProblem *reduced_prob, const lp_p
     cupdlpx_prob->dual_start = NULL;
 
     cupdlpx_prob->objective_constant = original_prob->objective_constant + reduced_prob->obj_offset;
+    cupdlpx_prob->objective_sense = original_prob->objective_sense;
     cupdlpx_prob->objective_vector = reduced_prob->c;
 
     cupdlpx_prob->constraint_lower_bound = reduced_prob->lhs;
@@ -216,8 +217,9 @@ void pslp_postsolve(const cupdlpx_presolve_info_t *info, cupdlpx_result_t *resul
             obj += original_prob->objective_vector[i] * result->primal_solution[i];
         }
         obj += original_prob->objective_constant;
-        result->primal_objective_value = obj;
-        result->dual_objective_value = obj;
+        double objective_sign = (original_prob->objective_sense == OBJECTIVE_SENSE_MAXIMIZE) ? -1.0 : 1.0;
+        result->primal_objective_value = objective_sign * obj;
+        result->dual_objective_value = objective_sign * obj;
     }
     // if (info->presolver->stats != NULL) {
     //     result->presolve_stats = *(info->presolver->stats);

src/solver.cu

@@ -327,6 +327,7 @@ static pdhg_solver_state_t *initialize_solver_state(const lp_problem_t *working_
     state->num_variables = n_vars;
     state->num_constraints = n_cons;
     state->objective_constant = working_problem->objective_constant;
+    state->objective_sign = (working_problem->objective_sense == OBJECTIVE_SENSE_MAXIMIZE) ? -1.0 : 1.0;
 
     state->constraint_matrix = (cu_sparse_matrix_csr_t *)safe_malloc(sizeof(cu_sparse_matrix_csr_t));
     state->constraint_matrix_t = (cu_sparse_matrix_csr_t *)safe_malloc(sizeof(cu_sparse_matrix_csr_t));
@@ -1260,8 +1261,8 @@ static cupdlpx_result_t *create_result_from_state(pdhg_solver_state_t *state, co
     results->cumulative_time_sec = state->cumulative_time_sec;
     results->relative_primal_residual = state->relative_primal_residual;
     results->relative_dual_residual = state->relative_dual_residual;
-    results->primal_objective_value = state->primal_objective_value;
-    results->dual_objective_value = state->dual_objective_value;
+    results->primal_objective_value = state->objective_sign * state->primal_objective_value;
+    results->dual_objective_value = state->objective_sign * state->dual_objective_value;
     results->objective_gap = state->objective_gap;
     results->relative_objective_gap = state->relative_objective_gap;
     results->max_primal_ray_infeasibility = state->max_primal_ray_infeasibility;