add support for other model file formats than `.lp` (e.g. the `MPS` format)

[dlaehnemann]

Issues #73 and #72 demonstrate that the .lp file format is not very clearly specified. It might thus be more stable to use other more clearly file formats for any solvers that allow this. For solvers from the COIN-OR Suite (including cbc, but also see: https://coin-or.github.io/user_introduction), the best format is probably OSIL and according to slide 8 in this COIN-OR presentation, .nl might be another option.

OSIL

"an open, XML-based format used by the Optimization Services framework of COIN-OR"

This seems to be a very rigorously specified and very powerful format and all the tools in COIN-OR can handle it. It would require using some Rust xml parsing library and implementing the specification with it: there are some good hints in this recent blog post, so probably strong-xml or yaserde would be good. So implementing the format will be more involved.

All relevant info is on this webpage, including a link to the original paper describing it and the current stable specification:

• https://www.coin-or.org/OS/OSiL.html

.nl

"AMPL’s intermediate format that also supports non-linear modeling."

I guess, the complexity of implementing this would be somewhere in between the .lp file format and the OSIL .xml format. It might be a good compromise, as it seems that both COIN-OR and gurobi have capabilities of working with the .nl format.

Resources:

• Wikipedia page with general description of the .nl format
• description of an .nl file format reader in C++
• the above page also contains a link to a PDF describing how to write the .nl file format in more detail

What do others think? Further format suggestions? Or objections?

[dlaehnemann]

Just saw that minilp supports the MPS file format. So that would be something that shouldn't be too difficult to add or maybe simply move to a format parsing crate / module.

[jcavat]

As far as I know, MPS is well recognized by the main solvers (CBC, Gurobi, CPLEX...), such as LP. If it is better specified, MPS could be a good candidate.

[dlaehnemann]

I asked over at CoinUtils -- seeing that they handle the COIN-OR file format handling, they should know which formats are widely used and well-specified:
coin-or/CoinUtils#149

[dlaehnemann]

One of the CoinUtils developers gave his perspective on MILP file formats:
coin-or/CoinUtils#149 (comment)

From it, I take it that he would agree with you, in that the MPS format is the most useful to support beyond LP at the moment.

[jcavat]

ok, thank you for your research. We can consider using multiple formats.