Allow changing coefficient type in read_from_file (#3801)

* Allow changing coefficient type in read_from_file * New approach * Mention MOF * Fix * Add test * Update test_file_formats.jl --------- Co-authored-by: Oscar Dowson <[email protected]>
jump-dev · Aug 8, 2024 · 23ccb2c · 23ccb2c
1 parent 629181a
commit 23ccb2c
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Showing 2 changed files with 24 additions and 5 deletions.
diff --git a/src/file_formats.jl b/src/file_formats.jl
@@ -88,6 +88,14 @@ function Base.write(
     return
 end
 
+_value_type(::MOI.Utilities.AbstractModelLike{T}) where {T} = T
+
+# This fallback may not get the correct value type. However, since
+# all models defined in `MOI.FileFormats` return a
+# `MOI.Utilities.GenericModel` except `NL` and `MOF` which only supports
+# `Float64`, this does the job for now.
+_value_type(::MOI.ModelLike) = Float64
+
 """
     read_from_file(
         filename::String;
@@ -107,12 +115,9 @@ function read_from_file(
     format::MOI.FileFormats.FileFormat = MOI.FileFormats.FORMAT_AUTOMATIC,
     kwargs...,
 )
-    src =
-        MOI.FileFormats.Model(; format = format, filename = filename, kwargs...)
+    src = MOI.FileFormats.Model(; format, filename, kwargs...)
     MOI.read_from_file(src, filename)
-    # TODO(odow): what number type to choose? Are there any non-Float64 file
-    # formats?
-    model = GenericModel{Float64}()
+    model = GenericModel{_value_type(src)}()
     MOI.copy_to(model, src)
     return model
 end

diff --git a/test/test_file_formats.jl b/test/test_file_formats.jl
@@ -8,6 +8,8 @@ module TestFileFormats
 using JuMP
 using Test
 
+import LinearAlgebra
+
 function test_mof_file()
     model = Model()
     @variable(model, x)
@@ -138,4 +140,16 @@ function test_nl_round_trip()
     return
 end
 
+function test_sdpa_bigfloat()
+    model = Model()
+    @variable(model, x)
+    @constraint(model, LinearAlgebra.Symmetric([1 x; x 1]) in PSDCone())
+    @objective(model, Max, 2x)
+    write_to_file(model, "model.dat-s")
+    model_2 = read_from_file("model.dat-s"; number_type = BigFloat)
+    @test model_2 isa GenericModel{BigFloat}
+    rm("model.dat-s")
+    return
+end
+
 end