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Fix: MPS reader bound conventions, infinite bounds, and unsupported sections #102

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Merged
ZedongPeng merged 3 commits into from
Aug 22, 2026
Merged

Fix: MPS reader bound conventions, infinite bounds, and unsupported sections #102

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15955de
fix: MPS reader integer default bounds
ZedongPeng Aug 20, 2026
69ebf74
fix: MPS reader integer default bounds
ZedongPeng Aug 22, 2026
27ca1f2
fix: treat large bounds as infinite and warn on huge coefficients
ZedongPeng Aug 22, 2026
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1 change: 1 addition & 0 deletions include/cupdlpx_types.h
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Original file line number Diff line number Diff line change
Expand Up @@ -108,6 +108,7 @@ extern "C"
norm_type_t optimality_norm;
bool presolve;
double matrix_zero_tol;
double infinite_bound;
} pdhg_parameters_t;

typedef struct
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1 change: 1 addition & 0 deletions python/cupdlpx/PDLP.py
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Expand Up @@ -64,4 +64,5 @@
# presolve
"Presolve": "presolve",
"MatrixZeroTol": "matrix_zero_tol",
"InfiniteBound": "infinite_bound",
}
2 changes: 2 additions & 0 deletions python/cupdlpx/model.py
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Expand Up @@ -62,6 +62,7 @@
"eps_feas_polish_relative",
"sv_tol",
"matrix_zero_tol",
"infinite_bound",
}
)
_POSITIVE_FLOAT_PARAMS = frozenset(
Expand All @@ -70,6 +71,7 @@
"eps_feasible_relative",
"eps_feas_polish_relative",
"sv_tol",
"infinite_bound",
}
)
_NONNEGATIVE_FLOAT_PARAMS = frozenset({"time_sec_limit", "matrix_zero_tol"})
Expand Down
4 changes: 4 additions & 0 deletions python_bindings/_core_bindings.cpp
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Expand Up @@ -307,6 +307,7 @@ static py::dict get_default_params_py()
d["presolve"] = p.presolve;

d["matrix_zero_tol"] = p.matrix_zero_tol;
d["infinite_bound"] = p.infinite_bound;

return d;
}
Expand Down Expand Up @@ -416,6 +417,7 @@ static void parse_params_from_python(py::object params_obj, pdhg_parameters_t *p
getb("presolve", p->presolve);

getf("matrix_zero_tol", p->matrix_zero_tol);
getf("infinite_bound", p->infinite_bound);

if (p->termination_evaluation_frequency <= 0)
throw std::invalid_argument("termination_evaluation_frequency must be positive.");
Expand All @@ -435,6 +437,8 @@ static void parse_params_from_python(py::object params_obj, pdhg_parameters_t *p
throw std::invalid_argument("sv_tol must be positive.");
if (p->termination_criteria.time_sec_limit < 0.0)
throw std::invalid_argument("time_sec_limit must be nonnegative.");
if (p->infinite_bound <= 0.0)
throw std::invalid_argument("infinite_bound must be positive.");
if (p->matrix_zero_tol < 0.0)
throw std::invalid_argument("matrix_zero_tol must be nonnegative.");
}
Expand Down
7 changes: 7 additions & 0 deletions src/cli.c
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Expand Up @@ -212,6 +212,9 @@ void print_usage(const char *prog_name)
fprintf(stderr,
" --matrix_zero_tol <tolerance>. "
"Zero tolerance in constraint matrix.\n");
fprintf(stderr,
" --infinite_bound <value>. "
"Bounds at or beyond this are treated as infinite (default: 1e20).\n");
}

int main(int argc, char *argv[])
Expand All @@ -238,6 +241,7 @@ int main(int argc, char *argv[])
{"opt_norm", required_argument, 0, 1014},
{"no_presolve", no_argument, 0, 1015},
{"matrix_zero_tol", required_argument, 0, 1016},
{"infinite_bound", required_argument, 0, 1017},
{0, 0, 0, 0}};

int opt;
Expand Down Expand Up @@ -317,6 +321,9 @@ int main(int argc, char *argv[])
case 1016: // --matrix_zero_tol
params.matrix_zero_tol = atof(optarg);
break;
case 1017: // --infinite_bound
params.infinite_bound = atof(optarg);
break;
case '?': // Unknown option
return 1;
}
Expand Down
123 changes: 104 additions & 19 deletions src/mps_parser.c
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Expand Up @@ -319,6 +319,9 @@ typedef struct
double *var_upper_bounds;
double *constraint_lower_bounds;
double *constraint_upper_bounds;
unsigned char *col_binary_default;
unsigned char *col_has_lower;
int in_integer_block;

size_t col_capacity;
size_t constraint_capacity;
Expand Down Expand Up @@ -365,12 +368,17 @@ static bool ensure_column_capacity(MpsParserState *state)
state->objective_coeffs = (double *)safe_realloc(state->objective_coeffs, new_cap * sizeof(double));
state->var_lower_bounds = (double *)safe_realloc(state->var_lower_bounds, new_cap * sizeof(double));
state->var_upper_bounds = (double *)safe_realloc(state->var_upper_bounds, new_cap * sizeof(double));
state->col_binary_default =
(unsigned char *)safe_realloc(state->col_binary_default, new_cap * sizeof(unsigned char));
state->col_has_lower = (unsigned char *)safe_realloc(state->col_has_lower, new_cap * sizeof(unsigned char));

for (size_t i = state->col_capacity; i < new_cap; ++i)
{
state->objective_coeffs[i] = 0.0;
state->var_lower_bounds[i] = 0.0;
state->var_upper_bounds[i] = INFINITY;
state->col_binary_default[i] = 0;
state->col_has_lower[i] = 0;
}

state->col_capacity = new_cap;
Expand All @@ -395,9 +403,27 @@ typedef enum
SEC_RANGES,
SEC_BOUNDS,
SEC_OBJSENSE,
SEC_SOS,
SEC_UNSUPPORTED,
SEC_ENDATA
} MpsSection;

/* Sections that change the model beyond an LP: refuse the file rather than
* silently dropping them (HiGHS does the same for the ones it cannot parse). */
static const char *const MPS_UNSUPPORTED_SECTIONS[] = {"QUADOBJ",
"QMATRIX",
"QSECTION",
"QCMATRIX",
"CSECTION",
"INDICATORS",
"DELAYEDROWS",
"MODELCUTS",
"USERCUTS",
"GENCONS",
"PWLOBJ",
"PWLNAM",
"PWLCON"};

lp_problem_t *read_mps_file(const char *filename)
{
MpsParserState state = {0};
Expand Down Expand Up @@ -437,22 +463,42 @@ lp_problem_t *read_mps_file(const char *filename)

if (isalpha((unsigned char)tokens[0][0]))
{
/* A section header is alone on its line; OBJSENSE may carry its value.
* Checking the token count first keeps this off the hot path. */
MpsSection next_section = SEC_NONE;
if (strcmp(tokens[0], "ROWS") == 0)
next_section = SEC_ROWS;
else if (strcmp(tokens[0], "COLUMNS") == 0)
next_section = SEC_COLUMNS;
else if (strcmp(tokens[0], "RHS") == 0)
next_section = SEC_RHS;
else if (strcmp(tokens[0], "RANGES") == 0)
next_section = SEC_RANGES;
else if (strcmp(tokens[0], "BOUNDS") == 0)
next_section = SEC_BOUNDS;
if (n_tokens == 1)
{
if (strcmp(tokens[0], "ROWS") == 0)
next_section = SEC_ROWS;
else if (strcmp(tokens[0], "COLUMNS") == 0)
next_section = SEC_COLUMNS;
else if (strcmp(tokens[0], "RHS") == 0)
next_section = SEC_RHS;
else if (strcmp(tokens[0], "RANGES") == 0)
next_section = SEC_RANGES;
else if (strcmp(tokens[0], "BOUNDS") == 0)
next_section = SEC_BOUNDS;
else if (strcmp(tokens[0], "OBJSENSE") == 0 || strcmp(tokens[0], "OBJSENS") == 0)
next_section = SEC_OBJSENSE;
else if (strcmp(tokens[0], "SOS") == 0 || strcmp(tokens[0], "SETS") == 0)
next_section = SEC_SOS;
else if (strcmp(tokens[0], "ENDATA") == 0)
next_section = SEC_ENDATA;
else
{
for (size_t k = 0; k < sizeof(MPS_UNSUPPORTED_SECTIONS) / sizeof(MPS_UNSUPPORTED_SECTIONS[0]); ++k)
{
if (strcmp(tokens[0], MPS_UNSUPPORTED_SECTIONS[k]) == 0)
{
next_section = SEC_UNSUPPORTED;
break;
}
}
}
}
else if (strcmp(tokens[0], "OBJSENSE") == 0 || strcmp(tokens[0], "OBJSENS") == 0)
next_section = SEC_OBJSENSE;
else if (strcmp(tokens[0], "ENDATA") == 0)
{
next_section = SEC_ENDATA;
next_section = SEC_OBJSENSE;
}

bool inline_max = next_section == SEC_OBJSENSE && n_tokens >= 2 &&
Expand All @@ -463,6 +509,12 @@ lp_problem_t *read_mps_file(const char *filename)

if (is_header)
{
if (next_section == SEC_UNSUPPORTED)
{
fprintf(stderr, "ERROR: MPS file reader cannot parse %s section.\n", tokens[0]);
state.error_flag = 1;
break;
}
if (current_section == SEC_ROWS && next_section != SEC_ROWS && !rows_finalized)
{
if (finalize_rows(&state) != 0)
Expand Down Expand Up @@ -515,6 +567,8 @@ lp_problem_t *read_mps_file(const char *filename)
if (parse_bounds_section(&state, tokens, n_tokens) != 0)
state.error_flag = 1;
break;
case SEC_SOS:
break;
default:

break;
Expand All @@ -530,6 +584,15 @@ lp_problem_t *read_mps_file(const char *filename)
return NULL;
}

for (size_t i = 0; i < state.col_map.size; ++i)
{
if (state.col_binary_default[i])
{
state.var_lower_bounds[i] = 0.0;
state.var_upper_bounds[i] = 1.0;
}
}

lp_problem_t *prob = safe_calloc(1, sizeof(lp_problem_t));

prob->num_variables = state.col_map.size;
Expand Down Expand Up @@ -600,10 +663,8 @@ static int finalize_rows(MpsParserState *state)
}
}

if (obj_idx == -1 && state->num_buffered_rows > 0)
{
obj_idx = 0;
}
if (obj_idx == -1)
fprintf(stderr, "WARNING: No objective (N) row found in ROWS section; objective is zero.\n");

if (obj_idx != -1)
{
Expand Down Expand Up @@ -667,6 +728,13 @@ static int parse_columns_section(MpsParserState *state, char **tokens, int n_tok

if (n_tokens >= 2 && strcmp(tokens[1], "'MARKER'") == 0)
{
if (n_tokens >= 3)
{
if (strcmp(tokens[2], "'INTORG'") == 0)
state->in_integer_block = 1;
else if (strcmp(tokens[2], "'INTEND'") == 0)
state->in_integer_block = 0;
}
return 0;
}

Expand Down Expand Up @@ -697,9 +765,12 @@ static int parse_columns_section(MpsParserState *state, char **tokens, int n_tok
if (!ensure_column_capacity(state))
return -1;

size_t n_cols_before = state->col_map.size;
int col_idx = namemap_put(&state->col_map, col_name);
if (col_idx == -1)
return -1;
if (state->col_map.size > n_cols_before && state->in_integer_block)
state->col_binary_default[col_idx] = 1;

for (int i = pair_start_index; i + 1 < n_tokens; i += 2)
{
Expand Down Expand Up @@ -811,27 +882,38 @@ static int parse_bounds_section(MpsParserState *state, char **tokens, int n_toke
if (col_idx == -1)
return 0;

if (strcmp(bound_type, "LO") == 0)
/* Any BOUNDS entry cancels the implicit [0, 1] default of an integer column. */
state->col_binary_default[col_idx] = 0;

if (strcmp(bound_type, "LO") == 0 || strcmp(bound_type, "LI") == 0)
{
state->var_lower_bounds[col_idx] = value;
state->col_has_lower[col_idx] = 1;
}
else if (strcmp(bound_type, "UP") == 0)
else if (strcmp(bound_type, "UP") == 0 || strcmp(bound_type, "UI") == 0)
{
state->var_upper_bounds[col_idx] = value;
/* A negative upper bound on a column with no explicit lower bound means
* the lower bound is -infinity (CPLEX/Gurobi/SCIP convention). */
if (value < 0.0 && !state->col_has_lower[col_idx])
state->var_lower_bounds[col_idx] = -INFINITY;
}
else if (strcmp(bound_type, "FX") == 0)
{
state->var_lower_bounds[col_idx] = value;
state->var_upper_bounds[col_idx] = value;
state->col_has_lower[col_idx] = 1;
}
else if (strcmp(bound_type, "FR") == 0)
{
state->var_lower_bounds[col_idx] = -INFINITY;
state->var_upper_bounds[col_idx] = INFINITY;
state->col_has_lower[col_idx] = 1;
}
else if (strcmp(bound_type, "MI") == 0)
{
state->var_lower_bounds[col_idx] = -INFINITY;
state->col_has_lower[col_idx] = 1;
}
else if (strcmp(bound_type, "PL") == 0)
{
Expand All @@ -841,6 +923,7 @@ static int parse_bounds_section(MpsParserState *state, char **tokens, int n_toke
{
state->var_lower_bounds[col_idx] = 0.0;
state->var_upper_bounds[col_idx] = 1.0;
state->col_has_lower[col_idx] = 1;
}
return 0;
}
Expand Down Expand Up @@ -905,6 +988,8 @@ static void free_parser_state(MpsParserState *state)
free(state->objective_coeffs);
free(state->var_lower_bounds);
free(state->var_upper_bounds);
free(state->col_binary_default);
free(state->col_has_lower);
free(state->constraint_lower_bounds);
free(state->constraint_upper_bounds);
free(state->objective_row_name);
Expand Down
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