Merge remote-tracking branch 'origin/v9-minor'

CHANGELOG

@@ -124,6 +124,8 @@ Known bugs
 Features
 --------
 
+- simplify expressions of nonlinear constraints in MPS and LP writing to increase chance that they are recognized as quadratic
+
 Performance improvements
 ------------------------
 

src/scip/reader_lp.c

@@ -3888,25 +3888,51 @@ SCIP_RETCODE SCIPwriteLp(
       else if( strcmp(conshdlrname, "nonlinear") == 0 )
       {
          SCIP_Bool isquadratic;
+         SCIP_EXPR* expr;
 
          /* check whether there is a quadratic representation of the nonlinear constraint */
          SCIP_CALL( SCIPcheckQuadraticNonlinear(scip, cons, &isquadratic) );
+         if( !isquadratic )
+         {
+            /* simplify expr and check again whether there is a quadratic representation */
+            SCIP_EXPR* exprcopy;
+            SCIP_Bool changed;
+            SCIP_Bool infeasible;
+
+            SCIP_CALL( SCIPduplicateExpr(scip, SCIPgetExprNonlinear(cons), &exprcopy, NULL, NULL, NULL, NULL) );
+            SCIP_CALL( SCIPsimplifyExpr(scip, exprcopy, &expr, &changed, &infeasible, NULL, NULL) );
+            SCIP_CALL( SCIPreleaseExpr(scip, &exprcopy) );
+            if( changed && !infeasible )
+            {
+               SCIP_CALL( SCIPcheckExprQuadratic(scip, expr, &isquadratic) );
+               isquadratic &= SCIPexprAreQuadraticExprsVariables(expr);
+            }
+         }
+         else
+         {
+            expr = SCIPgetExprNonlinear(cons);
+         }
 
          /* we cannot handle nonlinear constraint that are not quadratically representable */
          if( !isquadratic )
          {
-            SCIPwarningMessage(scip, "constraint handler <%s> cannot print constraint\n", SCIPconshdlrGetName(SCIPconsGetHdlr(cons)));
+            SCIPwarningMessage(scip, "nonlinear constraint <%s> not recognized as quadratic: cannot print as LP\n", SCIPconsGetName(cons));
             SCIPinfoMessage(scip, file, "\\ ");
             SCIP_CALL( SCIPprintCons(scip, cons, file) );
             SCIPinfoMessage(scip, file, ";\n");
          }
          else
          {
-            SCIP_CALL( printQuadraticCons(scip, file, consname, NULL, NULL, 0, SCIPgetExprNonlinear(cons),
+            SCIP_CALL( printQuadraticCons(scip, file, consname, NULL, NULL, 0, expr,
                SCIPgetLhsNonlinear(cons), SCIPgetRhsNonlinear(cons), transformed) );
 
             consExpr[nConsExpr++] = cons;
          }
+
+         if( expr != SCIPgetExprNonlinear(cons) )
+         {
+            SCIP_CALL( SCIPreleaseExpr(scip, &expr) );
+         }
       }
       else if( strcmp(conshdlrname, "and") == 0 )
       {

src/scip/reader_mps.c

@@ -3900,6 +3900,7 @@ SCIP_RETCODE SCIPwriteMps(
    SCIP_CONS** consSOS1;
    SCIP_CONS** consSOS2;
    SCIP_CONS** consQuadratic;
+   SCIP_EXPR** exprQuadratic;  /* expressions to quadratic constraints */
    int nConsIndicator;
    int nConsSOS1;
    int nConsSOS2;
@@ -3966,6 +3967,7 @@ SCIP_RETCODE SCIPwriteMps(
    SCIP_CALL( SCIPallocBufferArray(scip, &consSOS1, nconss) );
    SCIP_CALL( SCIPallocBufferArray(scip, &consSOS2, nconss) );
    SCIP_CALL( SCIPallocBufferArray(scip, &consQuadratic, nconss) );
+   SCIP_CALL( SCIPallocBufferArray(scip, &exprQuadratic, nconss) );
    SCIP_CALL( SCIPallocBufferArray(scip, &consIndicator, nconss) );
 
    /* nfixedvars counts all variables with status SCIP_VARSTATUS_FIXED, SCIP_VARSTATUS_AGGREGATED, SCIP_VARSTATUS_MULTAGGR, but not SCIP_VARSTATUS_NEGATED */
@@ -4293,20 +4295,42 @@ SCIP_RETCODE SCIPwriteMps(
          int j;
 
          /* check if it is a quadratic constraint */
-         SCIP_CALL( SCIPcheckQuadraticNonlinear(scip, cons, &isquadratic) );
+         expr = SCIPgetExprNonlinear(cons);
+         SCIP_CALL( SCIPcheckExprQuadratic(scip, expr, &isquadratic) );
+         if( !isquadratic || !SCIPexprAreQuadraticExprsVariables(expr) )
+         {
+            SCIP_EXPR* exprcopy;
+            SCIP_Bool changed;
+            SCIP_Bool infeasible;
+
+            SCIP_CALL( SCIPduplicateExpr(scip, expr, &exprcopy, NULL, NULL, NULL, NULL) );
+            SCIP_CALL( SCIPsimplifyExpr(scip, exprcopy, &expr, &changed, &infeasible, NULL, NULL) );
+            SCIP_CALL( SCIPreleaseExpr(scip, &exprcopy) );
+            /* the corresponding releaseExpr is in the writing of the QCMATRIX sections at the end */
+            if( changed && !infeasible )
+            {
+               SCIP_CALL( SCIPcheckExprQuadratic(scip, expr, &isquadratic) );
+               isquadratic &= SCIPexprAreQuadraticExprsVariables(expr);
+            }
+         }
+
          if( !isquadratic )
          {
             /* unknown constraint type; mark this with SCIPinfinity(scip) */
             rhss[c] = SCIPinfinity(scip);
 
-            SCIPwarningMessage(scip, "constraint handler <%s> cannot print requested format\n", conshdlrname );
+            SCIPwarningMessage(scip, "nonlinear constraint <%s> not recognized as quadratic: cannot print as MPS\n", SCIPconsGetName(cons));
+            if( expr != SCIPgetExprNonlinear(cons) )
+            {
+               SCIP_CALL( SCIPreleaseExpr(scip, &expr) );
+            }
             continue;
          }
 
-         /* store constraint */
-         consQuadratic[nConsQuadratic++] = cons;
-
-         expr = SCIPgetExprNonlinear(cons);
+         /* store constraint and corresponding expression (may be the simplified one) */
+         consQuadratic[nConsQuadratic] = cons;
+         exprQuadratic[nConsQuadratic] = expr;
+         ++nConsQuadratic;
 
          /* collect linear coefficients of quadratic part */
          SCIPexprGetQuadraticData(expr, &constant, &nlinexprs, &linexprs, &lincoefs, &nquadexprs, NULL, NULL,
@@ -4752,7 +4776,7 @@ SCIP_RETCODE SCIPwriteMps(
          SCIP_EXPR* expr;
 
          cons = consQuadratic[c];
-         expr = SCIPgetExprNonlinear(cons);
+         expr = exprQuadratic[c];
 
          SCIPexprGetQuadraticData(expr, NULL, NULL, NULL, NULL, &nconsvars, &nbilin, NULL, NULL);
 
@@ -4828,6 +4852,11 @@ SCIP_RETCODE SCIPwriteMps(
             printRecord(scip, file, varname, valuestr, maxnamelen);
             SCIPinfoMessage(scip, file, "\n");
          }
+
+         if( expr != SCIPgetExprNonlinear(cons) )
+         {
+            SCIP_CALL( SCIPreleaseExpr(scip, &expr) );
+         }
       }
 
       SCIPfreeBufferArray(scip, &namestr);
@@ -4906,6 +4935,7 @@ SCIP_RETCODE SCIPwriteMps(
 
    /* free buffer arrays for SOS1, SOS2, and quadratic */
    SCIPfreeBufferArray(scip, &consIndicator);
+   SCIPfreeBufferArray(scip, &exprQuadratic);
    SCIPfreeBufferArray(scip, &consQuadratic);
    SCIPfreeBufferArray(scip, &consSOS2);
    SCIPfreeBufferArray(scip, &consSOS1);