Reading MPS files

[Mark]

It's been a while since I've used pyomo and I see there's been a lot of development progress - great work!

Is it now possible to read a MIP in .mps format, modify it using the normal pyomo api and solve it using CBC?

[Bynum, Michael Lee]

I could be wrong, but I don’t think this is quite possible.

Michael

On Jul 12, 2018, at 6:31 PM, Mark <slash...@gmail.com> wrote:

It's been a while since I've used pyomo and I see there's been a lot of development progress - great work!

Is it now possible to read a MIP in .mps format, modify it using the normal pyomo api and solve it using CBC?

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[Watson, Jean-Paul]

I concur - to the best of my knowledge, there is no such capability. Although, to contradict Michael, it is “possible” :)

One of the reasons we haven’t developed this capability is that the model would be “flat” and therefore almost impossible to manipulate - basically, of the form Ax>=b, lacking all symbolics. Which, perhaps arguably, moves it outside the realm of an algebraic modeling language. So we can think about this more, can you provide a sketch of your use case?

Jpw

[Mark]

It's very common for me to have model instances stored in either .lp or .mps format from project to project.

I was hoping that it would be possible to work with these in pyomo similar to how one can load them into CPLEX or Gurobi, but with using an open-source solver such as CBC.

Honestly, 90+% of the time I wouldn't need to do much in the way of manipulation; I'd mostly just be looking to solve the model using different solver hyper-parameters and runtimes.

It would be useful if one could preserve the same variable names and constraint names though.  It seems to me that shouldn't be too difficult a thing to do.