From 23ccb2cb1bbffef35b679696afa5eb248ae25933 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Beno=C3=AEt=20Legat?= <benoit.legat@gmail.com>
Date: Thu, 8 Aug 2024 12:59:32 +0200
Subject: [PATCH] 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 <odow@users.noreply.github.com>
---
 src/file_formats.jl       | 15 ++++++++++-----
 test/test_file_formats.jl | 14 ++++++++++++++
 2 files changed, 24 insertions(+), 5 deletions(-)

diff --git a/src/file_formats.jl b/src/file_formats.jl
index 8dd0367bb0a..09931ea614c 100644
--- 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
index 6f3f12b78fd..5569c868d46 100644
--- 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