Create select function

src/classification.jl

@@ -1,15 +1,22 @@
 import JSON
 
 # Some enumerations and correspondance dicts
-const objtypes = [:none, :constant, :linear, :quadratic, :sum_of_squares, :other]
+const objtypes = ["none", "constant", "linear", "quadratic", "sum_of_squares", "other"]
 const classdb_objtype = [x=>objtypes[i] for (i,x) in enumerate("NCLQSO")]
 
-const contypes = [:unc, :only_fixed, :only_bounds, :network, :linear, :quadratic, :general]
+const contypes = ["unc", "fixed_vars", "bounds", "network", "linear", "quadratic", "general"]
 const classdb_contype = [x=>contypes[i] for (i,x) in enumerate("UXBNLQO")]
 
-const origins = [:academic, :modelling, :real]
+const origins = ["academic", "modelling", "real"]
 const classdb_origin = [x=>origins[i] for (i,x) in enumerate("AMR")]
 
+"""`create_class()`
+
+Creates the file `classf.json`, running each problem in `\$MASTSIF/CLASSF.DB` and
+extracting the necessary information. It should be left alone, unless you think
+it is not updated. If you do, please open an issue at
+[https://github.com/JuliaSmoothOptimizers/CUTEst.jl](https://github.com/JuliaSmoothOptimizers/CUTEst.jl)
+"""
 function create_class()
   classdb = open(readlines, joinpath(ENV["MASTSIF"], "CLASSF.DB"))
   problems = Dict()
@@ -43,15 +50,147 @@ function create_class()
           :ineq_below     => length(nlp.meta.jlow),
           :ineq_above     => length(nlp.meta.jupp),
           :ineq_both      => length(nlp.meta.jrng),
-          :linear         => length(nlp.meta.nlin),
-          :nonlinear      => length(nlp.meta.nnln)
+          :linear         => nlp.meta.nlin,
+          :nonlinear      => nlp.meta.nnln
         )
     )
-                                
+
     cutest_finalize(nlp)
     println("done")
   end
-  open("classf.json", "w") do jsonfile
+  open(joinpath(dirname(@__FILE__), "classf.json"), "w") do jsonfile
     JSON.print(jsonfile, problems)
   end
 end
+
+"""select(;min_var=0, max_var=Inf, min_con=0, max_con=Inf,
+    objtype=*, contype=*,
+    only_free_var=false, only_bnd_var=false,
+    only_linear_con=false, only_nonlinear_con=false,
+    only_equ_con=false, only_ineq_con=false,
+    custom_filter=*)
+
+Returns a subset of the CUTEst problems using the classification file
+`classf.json`. This file is export together with the package, so if you have an
+old CUTEst installation, it can lead to inconsistencies.
+
+- `min_var` and `max_var` set the number of variables in the problem;
+- `min_con` and `max_con` set the number of constraints in the problem
+(e.g., use `max_con=0` for unconstrained or `min_con=1` for constrained)
+- `only_*` flags are self-explaining. Note that they appear in conflicting
+pairs. Both can be false, but only one can be true.
+- `objtype` is the classification of the objective function according to the
+[MASTSIF classification file](http://www.cuter.rl.ac.uk//Problems/classification.shtml).
+It can be a number, a symbol, a string, or an array of those.
+
+    1, :none or "none" means there is no objective function;
+    2, :constant or "constant" means the objective function is a constant;
+    3, :linear or "linear" means the objective function is a linear functional;
+    4, :quadratic or "quadratic" means the objective function is quadratic;
+    5, :sum_of_squares or "sum_of_squares" means the objective function is a sum of squares
+    6, :other or "other" means the objective function is none of the above.
+
+- `contype` is the classification of the constraints according to the same
+  MASTSIF classification file.
+
+    1, :unc or "unc" means there are no constraints at all;
+    2, :fixed_vars or "fixed_vars" means the only constraints are fixed variables;
+    3, :bounds or "bounds" means the only constraints are bounded variables;
+    4, :network or "network" means the constraints represent the adjacency matrix of a (linear) network;
+    5, :linear or "linear" means the constraints are linear;
+    6, :quadratic or "quadratic" means the constraints are quadratic;
+    7, :other or "other" means the constraints are more general.
+
+- `custom_filter` is a function to be applied to the problem data, which is a
+  dict with the following fields:
+
+    "objtype"           - String    one of the above objective function types
+    "contype"           - String    one of the above constraint types
+    "regular"           - Bool      whether the problem is regular or not
+    "derivative_order"  - Int       order of the highest derivative available
+    "origin"            - String    origin of the problem: "academic", "modelling" or "real"
+    "has_interval_var"  - Bool      whether it has interval variables
+    "variables"         - Dict with the following fields
+      "can_choose"      - Bool      whether you can change the number of variables via parameters
+      "number"          - Int       the number of variables (if `can_choose`, the default)
+      "fixed"           - Int       the number of fixed variables
+      "free"            - Int       the number of free variables
+      "bounded_below"   - Int       the number of variables bounded only from below
+      "bounded_above"   - Int       the number of variables bounded only from above
+      "bounded_both"    - Int       the number of variables bounded from below and above
+    "constraints"       - Dict with the following fields
+      "can_choose"      - Bool      whether you can change the number of constraints via parameters
+      "number"          - Int       the number of constraints (if `can_choose`, the default)
+      "equality"        - Int       the number of equality constraints
+      "ineq_below"      - Int       the number of inequalities of the form c(x) ≧ cl
+      "ineq_above"      - Int       the number of inequalities of the form c(x) ≦ cu
+      "ineq_both"       - Int       the number of inequalities of the form cl ≦ c(x) ≦ cu
+      "linear"          - Int       the number of linear constraints
+      "nonlinear"       - Int       the number of nonlinear constraints
+
+For instance, if you'd like to choose only problems with fixed number of
+  variables, you can pass
+
+    custom_filter=x->x["variables"]["can_choose"]==false
+"""
+function select(;min_var=0, max_var=Inf, min_con=0, max_con=Inf,
+    objtype=objtypes, contype=contypes,
+    only_free_var=false, only_bnd_var=false,
+    only_linear_con=false, only_nonlinear_con=false,
+    only_equ_con=false, only_ineq_con=false,
+    custom_filter::Function=x->true)
+  # Checks for conflicting option
+  @assert !only_free_var || !only_bnd_var
+  @assert !only_linear_con || !only_nonlinear_con
+  @assert !only_equ_con || !only_ineq_con
+
+  if typeof(objtype) == Int
+    objtype = [objtypes[objtype]]
+  elseif typeof(objtype) == Symbol
+    objtype = [string(objtype)]
+  elseif typeof(objtype) <: AbstractString
+    objtype = [objtype]
+  elseif typeof(objtype) == Vector{Int}
+    objtype = objtypes[objtype]
+  elseif typeof(objtype) == Vector{Symbol}
+    objtype = map(string, objtype)
+  end
+  if typeof(contype) == Int
+    contype = [contypes[contype]]
+  elseif typeof(contype) == Symbol
+    contype = [string(contype)]
+  elseif typeof(contype) <: AbstractString
+    contype = [contype]
+  elseif typeof(contype) == Vector{Int}
+    contype = contypes[contype]
+  elseif typeof(contype) == Vector{Symbol}
+    contype = map(string, contype)
+  end
+
+  @assert objtype ⊆ objtypes
+  @assert contype ⊆ contypes
+
+  data = JSON.parsefile(joinpath(dirname(@__FILE__), "classf.json"))
+  problems = keys(data)
+  selection = []
+  for p in problems
+    pv = data[p]["variables"]
+    pc = data[p]["constraints"]
+    nvar, ncon = pv["number"], pc["number"]
+    if nvar < min_var || nvar > max_var ||
+      ncon < min_con || ncon > max_con ||
+      (only_free_var && pv["free"] < nvar) ||
+      (only_bnd_var && pv["free"] > 0) ||
+      (only_linear_con && pc["linear"] < ncon) ||
+      (only_nonlinear_con && pc["linear"] > 0) ||
+      (only_equ_con && pc["equality"] < ncon) ||
+      (only_ineq_con && pc["equality"] > 0) ||
+      !(data[p]["objtype"] in objtype) ||
+      !(data[p]["contype"] in contype) ||
+      !(custom_filter(data[p]))
+      continue
+    end
+    push!(selection, p)
+  end
+  return selection
+end

test/REQUIRE

@@ -1,2 +1,3 @@
+FactCheck
 MathProgBase
 Ipopt

test/runtests.jl

@@ -1,3 +1,5 @@
+using FactCheck
+
 for problem in ["HS32", "HS4"]
   global problem
   include("$(lowercase(problem)).jl")
@@ -9,6 +11,7 @@ for problem in ["HS32", "HS4"]
 end
 
 include("test_mpb.jl")
+include("test_select.jl")
 
 problems = randsubseq(readdir(get(ENV, "MASTSIF", "") ), 0.05)
 

test/test_select.jl

@@ -0,0 +1,158 @@
+small_problem = "HS4"
+large_problem = "AUG3D"
+unc_problem = "BARD"
+con_problem = "HS51"
+equ_problem = "BT1"
+ineq_problem = "HS15"
+lin_problem = "ANTWERP"
+nln_problem = "HS99"
+free_problem = "ROSENBR"
+bnd_problem = "HS99"
+
+objtypes_problems = ["CHANDHEQ", "HS8", "TRO5X5", "BT8", "HIMMELBF", "JIMACK"]
+contypes_problems = ["DIXMAANI", "AIRCRFTB", "BQPGAUSS", "DALLASM", "HS54", "HANGING", "SYNTHES1"]
+
+facts("CUTEst selection tool") do
+  problems = filter(x->ismatch(r"SIF$",x), readdir(ENV["MASTSIF"]))
+  np = length(problems)
+  @fact np --> length(CUTEst.select())
+  context("Variables") do
+    selection = CUTEst.select(max_var=10)
+    n = length(selection)
+    @fact small_problem in selection --> true
+    @fact large_problem in selection --> false
+    selection = CUTEst.select(min_var=11)
+    @fact small_problem in selection --> false
+    @fact large_problem in selection --> true
+    @fact np --> n + length(selection)
+    selection = CUTEst.select(only_free_var=true)
+    @fact free_problem in selection --> true
+    @fact bnd_problem in selection --> false
+    selection = CUTEst.select(only_bnd_var=true)
+    @fact free_problem in selection --> false
+    @fact bnd_problem in selection --> true
+  end
+
+  context("Constraints") do
+    selection = CUTEst.select(max_con = 0)
+    n = length(selection)
+    @fact unc_problem in selection --> true
+    @fact con_problem in selection --> false
+    @fact equ_problem in selection --> false
+    @fact ineq_problem in selection --> false
+    selection = CUTEst.select(min_con = 1)
+    @fact unc_problem in selection --> false
+    @fact con_problem in selection --> true
+    @fact equ_problem in selection --> true
+    @fact ineq_problem in selection --> true
+    @fact np --> n + length(selection)
+
+    selection = CUTEst.select(only_equ_con=true)
+    @fact equ_problem in selection --> true
+    @fact ineq_problem in selection --> false
+    selection = CUTEst.select(only_ineq_con=true)
+    @fact equ_problem in selection --> false
+    @fact ineq_problem in selection --> true
+
+    selection = CUTEst.select(only_linear_con=true)
+    @fact lin_problem in selection --> true
+    @fact nln_problem in selection --> false
+    selection = CUTEst.select(only_nonlinear_con=true)
+    @fact lin_problem in selection --> false
+    @fact nln_problem in selection --> true
+  end
+
+  context("Objective function types") do
+    n = length(CUTEst.objtypes)
+    npi = 0
+    for i = 1:n
+      selection = CUTEst.select(objtype=i)
+      npi += length(selection)
+      @fact objtypes_problems[i] in selection --> true
+      for j = setdiff(1:n, i)
+        @fact objtypes_problems[j] in selection --> false
+      end
+      selection_alt = CUTEst.select(objtype=CUTEst.objtypes[i])
+      @fact sort(selection_alt) --> sort(selection)
+      selection_alt = CUTEst.select(objtype=symbol(CUTEst.objtypes[i]))
+      @fact sort(selection_alt) --> sort(selection)
+    end
+    @fact npi --> np
+    for i = 1:n-1
+      for subset in combinations(1:n, i)
+        selection = CUTEst.select(objtype=subset)
+        for j in subset
+          @fact objtypes_problems[j] in selection --> true
+        end
+        for j in setdiff(1:n, subset)
+          @fact objtypes_problems[j] in selection --> false
+        end
+      end
+    end
+  end
+
+  context("Constraints types") do
+    n = length(CUTEst.contypes)
+    npi = 0
+    for i = 1:n
+      selection = CUTEst.select(contype=i)
+      npi += length(selection)
+      @fact contypes_problems[i] in selection --> true
+      for j = setdiff(1:n, i)
+        @fact contypes_problems[j] in selection --> false
+      end
+      selection_alt = CUTEst.select(contype=CUTEst.contypes[i])
+      @fact sort(selection_alt) --> sort(selection)
+      selection_alt = CUTEst.select(contype=symbol(CUTEst.contypes[i]))
+      @fact sort(selection_alt) --> sort(selection)
+    end
+    @fact npi --> np
+    for i = 1:n-1
+      for subset in combinations(1:n, i)
+        selection = CUTEst.select(contype=subset)
+        for j in subset
+          @fact contypes_problems[j] in selection --> true
+        end
+        for j in setdiff(1:n, subset)
+          @fact contypes_problems[j] in selection --> false
+        end
+      end
+    end
+  end
+
+  context("Consistency") do
+    set1 = CUTEst.select(contype=["unc"])
+    set2 = CUTEst.select(max_con=0, only_free_var=true)
+    println("Mastsif says U but are not unc free")
+    println(setdiff(set1, set2))
+    println("Are unc and free but Mastsif is not U")
+    println(setdiff(set2, set1))
+    #@fact sort(set1) --> sort(set2)
+
+    set1 = CUTEst.select(contype=["fixed_vars"])
+    set2 = CUTEst.select(max_con=0, custom_filter=x ->(
+      x["variables"]["fixed"] > 0) && (x["variables"]["fixed"] +
+      x["variables"]["free"] == x["variables"]["number"]))
+    println("Mastsif says X but aren't")
+    println(setdiff(set1, set2))
+    println("Unconstrained with some fixed variables, no bounds but not X")
+    println(setdiff(set2, set1))
+    #@fact sort(set1) --> sort(set2)
+
+    set1 = CUTEst.select(contype=["unc", "fixed_vars", "bounds"])
+    set2 = CUTEst.select(max_con=0)
+    println("Mastsif says U, X or B, but are not unconstrained")
+    println(setdiff(set1, set2))
+    println("Unconstrained problems, but not U, X or B")
+    println(setdiff(set2, set1))
+    #@fact sort(set1) --> sort(set2)
+
+    set1 = CUTEst.select(contype=["linear"])
+    set2 = CUTEst.select(min_con=1, only_linear_con=true)
+    println("Mastsif says L, but decoding gives otherwise")
+    println(setdiff(set1, set2))
+    println("Decoding gives linear, but Mastsif disagrees")
+    println(setdiff(set2, set1))
+    #@fact sort(set1) --> sort(set2)
+  end
+end