Model(
    ;
    format::FileFormat = FORMAT_AUTOMATIC,
    filename::Union{Nothing, String} = nothing,
    kwargs...
)

Return model corresponding to the FileFormat format, or, if format == FORMAT_AUTOMATIC, guess the format from filename.

The filename argument is only needed if format == FORMAT_AUTOMATIC.

kwargs are passed to the underlying model constructor.

FileFormat

List of accepted export formats.

• FORMAT_AUTOMATIC: try to detect the file format based on the file name
• FORMAT_CBF: the Conic Benchmark format
• FORMAT_LP: the LP file format
• FORMAT_MOF: the MathOptFormat file format
• FORMAT_MPS: the MPS file format
• FORMAT_NL: the AMPL .nl file format
• FORMAT_REW: the .rew file format, which is MPS with generic names
• FORMAT_SDPA: the SemiDefinite Programming Algorithm format

Model()

Create an empty instance of FileFormats.CBF.Model.

Model(; kwargs...)

Create an empty instance of FileFormats.LP.Model.

Keyword arguments are:

• maximum_length::Int=255: the maximum length for the name of a variable. lp_solve 5.0 allows only 16 characters, while CPLEX 12.5+ allow 255.

• warn::Bool=false: print a warning when variables or constraints are renamed.

Model(; kwargs...)

Create an empty instance of FileFormats.MOF.Model.

Keyword arguments are:

• print_compact::Bool=false: print the JSON file in a compact format without spaces or newlines.
• warn::Bool=false: print a warning when variables or constraints are renamed
• differentiation_backend::MOI.Nonlinear.AbstractAutomaticDifferentiation = MOI.Nonlinear.SparseReverseMode(): automatic differentiation backend to use when reading models with nonlinear constraints and objectives.
• use_nlp_block::Bool=true: if true parse "ScalarNonlinearFunction" into an MOI.NLPBlock. If false, "ScalarNonlinearFunction" are parsed as MOI.ScalarNonlinearFunction functions.

Model(; kwargs...)

Create an empty instance of FileFormats.MPS.Model.

Keyword arguments are:

• warn::Bool=false: print a warning when variables or constraints are renamed.
• print_objsense::Bool=false: print the OBJSENSE section when writing
• generic_names::Bool=false: strip all names in the model and replace them with the generic names C$i and R$i for the i'th column and row respectively.
• quadratic_format::QuadraticFormat = kQuadraticFormatGurobi: specify the solver-specific extension used when writing the quadratic components of the model. Options are kQuadraticFormatGurobi, kQuadraticFormatCPLEX, and kQuadraticFormatMosek.

Model(; use_nlp_block::Bool = true)

Create a new Optimizer object.

Model(; number_type::Type = Float64)

Create an empty instance of FileFormats.SDPA.Model{number_type}.

It is important to be aware that the SDPA file format is interpreted in geometric form and not standard conic form. The standard conic form and geometric conic form are two dual standard forms for semidefinite programs (SDPs). The geometric conic form of an SDP is as follows:

\[\begin{align} & \min_{y \in \mathbb{R}^m} & b^T y \\ & \;\;\text{s.t.} & \sum_{i=1}^m A_i y_i - C & \in \mathbb{K} \end{align}\]

where $\mathcal{K}$ is a cartesian product of nonnegative orthant and positive semidefinite matrices that align with a block diagonal structure shared with the matrices A_i and C.

In other words, the geometric conic form contains free variables and affine constraints in either the nonnegative orthant or the positive semidefinite cone. That is, in the MathOptInterface's terminology, MOI.VectorAffineFunction-in-MOI.Nonnegatives and MOI.VectorAffineFunction-in-MOI.PositiveSemidefiniteConeTriangle constraints.

The corresponding standard conic form of the dual SDP is as follows:

\[\begin{align} & \max_{X \in \mathbb{K}} & \text{tr}(CX) \\ & \;\;\text{s.t.} & \text{tr}(A_iX) & = b_i & i = 1, \ldots, m. \end{align}\]

In other words, the standard conic form contains nonnegative and positive semidefinite variables with equality constraints. That is, in the MathOptInterface's terminology, MOI.VectorOfVariables-in-MOI.Nonnegatives, MOI.VectorOfVariables-in-MOI.PositiveSemidefiniteConeTriangle and MOI.ScalarAffineFunction-in-MOI.EqualTo constraints.

If a model is in standard conic form, use Dualization.jl to transform it into the geometric conic form before writting it. Otherwise, the nonnegative (resp. positive semidefinite) variables will be bridged into free variables with affine constraints constraining them to belong to the nonnegative orthant (resp. positive semidefinite cone) by the MOI.Bridges.Constraint.VectorFunctionizeBridge. Moreover, equality constraints will be bridged into pairs of affine constraints in the nonnegative orthant by the MOI.Bridges.Constraint.SplitIntervalBridge and then the MOI.Bridges.Constraint.VectorizeBridge.

If a solver is in standard conic form, use Dualization.jl to transform the model read into standard conic form before copying it to the solver. Otherwise, the free variables will be bridged into pairs of variables in the nonnegative orthant by the MOI.Bridges.Variable.FreeBridge and affine constraints will be bridged into equality constraints by creating a slack variable by the MOI.Bridges.Constraint.VectorSlackBridge.

SolFileResults(
    filename::String,
    model::Model;
    suffix_lower_bound_duals::Vector{String} =
        ["ipopt_zL_out", "lower_bound_duals"],
    suffix_uuper_bound_duals::Vector{String} =
        ["ipopt_zU_out", "upper_bound_duals"],
)

Parse the .sol file filename created by solving model and return a SolFileResults struct.

The returned struct supports the MOI.get API for querying result attributes such as MOI.TerminationStatus, MOI.VariablePrimal, and MOI.ConstraintDual.

SolFileResults(
    raw_status::String,
    termination_status::MOI.TerminationStatusCode,
)

Return a SolFileResults struct with MOI.RawStatusString set to raw_status, MOI.TerminationStatus set to termination_status, and MOI.PrimalStatus and MOI.DualStatus set to NO_SOLUTION.

All other attributes are un-set.