Add mps support

.pylintdict

@@ -81,6 +81,7 @@ gurobi
 gurobioptimizer
 gurobipy
 gutmann
+gzip'ed
 hamilton
 hamiltonian
 hamiltonians
@@ -125,6 +126,7 @@ minimizer
 minimumeigenoptimizer
 mmp
 mpm
+mps
 multiset
 mypy
 nannicini
@@ -233,6 +235,7 @@ transpiling
 travelling
 troyer
 tsplib
+uncompress
 undirected
 upperbound
 variational

qiskit_optimization/problems/quadratic_program.py

@@ -12,12 +12,16 @@
 
 """Quadratic Program."""
 
+import os
 import logging
 from collections.abc import Sequence
 from enum import Enum
 from math import isclose
-from typing import Dict, List, Optional, Tuple, Union, cast
+from typing import Dict, List, Optional, Tuple, Union, cast, Callable
 from warnings import warn
+from gzip import open as gzip_open
+from pathlib import Path
+from tempfile import NamedTemporaryFile
 
 import numpy as np
 from docplex.mp.model_reader import ModelReader
@@ -922,15 +926,83 @@ def export_as_lp_string(self) -> str:
 
         return to_docplex_mp(self).export_as_lp_string()
 
+    @_optionals.HAS_CPLEX.require_in_call
+    def export_as_mps_string(self) -> str:
+        """Returns the quadratic program as a string of LP format.
+
+        Returns:
+            A string representing the quadratic program.
+        """
+        # pylint: disable=cyclic-import
+        from ..translators.docplex_mp import to_docplex_mp
+
+        return to_docplex_mp(self).export_as_mps_string()
+
+    @_optionals.HAS_CPLEX.require_in_call
+    def _read_from_file(
+        self, filename: str, extensions: List[str], name_parse_fun: Callable
+    ) -> None:
+        """Loads a quadratic program from an LP or MPS file. Also deals with
+        gzip'ed files.
+
+        Args:
+            filename: The filename of the file to be loaded.
+            name_parse_fun: Function that parses the model name from the input file.
+
+        Raises:
+            IOError: If the file type is not recognized, not supported or the file is not found.
+
+        Note:
+            This method requires CPLEX to be installed and present in ``PYTHONPATH``.
+        """
+
+        # check whether this file type is supported
+        extension = "".join(Path(filename).suffixes)
+        main_extension = extension
+        if main_extension.endswith(".gz"):
+            main_extension = main_extension[:-3]
+        if main_extension not in extensions:
+            raise IOError("File type not supported for model reading.")
+
+        # uncompress and parse
+        if extension.endswith(".gz"):
+            with gzip_open(filename, "rb") as compressed:
+                # requires delete=False to avoid permission issues under windows
+                with NamedTemporaryFile(suffix=extension[:-3], delete=False) as uncompressed:
+                    uncompressed.write(compressed.read())
+                    uncompressed.seek(0)
+                    uncompressed.flush()
+
+                    model = ModelReader().read(
+                        uncompressed.name,
+                        model_name=name_parse_fun(uncompressed.name)
+                        if name_parse_fun is not None
+                        else None,
+                    )
+                    uncompressed.close()
+                    os.unlink(uncompressed.name)
+
+        else:
+            model = ModelReader().read(
+                filename,
+                model_name=name_parse_fun(filename) if name_parse_fun is not None else None,
+            )
+
+        # pylint: disable=cyclic-import
+        from ..translators.docplex_mp import from_docplex_mp
+
+        other = from_docplex_mp(model)
+        self._copy_from(other, include_name=True)
+
     @_optionals.HAS_CPLEX.require_in_call
     def read_from_lp_file(self, filename: str) -> None:
-        """Loads the quadratic program from a LP file.
+        """Loads the quadratic program from a LP file (may be gzip'ed).
 
         Args:
             filename: The filename of the file to be loaded.
 
         Raises:
-            FileNotFoundError: If the file does not exist.
+            IOError: If the file type is not recognized, not supported or the file is not found.
 
         Note:
             This method requires CPLEX to be installed and present in ``PYTHONPATH``.
@@ -950,12 +1022,37 @@ def _parse_problem_name(filename: str) -> str:
                         break
             return model_name
 
-        # pylint: disable=cyclic-import
-        from ..translators.docplex_mp import from_docplex_mp
+        self._read_from_file(filename, [".lp"], _parse_problem_name)
 
-        model = ModelReader().read(filename, model_name=_parse_problem_name(filename))
-        other = from_docplex_mp(model)
-        self._copy_from(other, include_name=True)
+    @_optionals.HAS_CPLEX.require_in_call
+    def read_from_mps_file(self, filename: str) -> None:
+        """Loads the quadratic program from a MPS file (may be gzip'ed).
+
+        Args:
+            filename: The filename of the file to be loaded.
+
+        Raises:
+            FileNotFoundError: If the file does not exist.
+            IOError: If the file type is not recognized or not supported.
+
+        Note:
+            This method requires CPLEX to be installed and present in ``PYTHONPATH``.
+        """
+
+        def _parse_problem_name(filename: str) -> str:
+            # Because docplex model reader uses the base name as model name,
+            # we parse the model name in the LP file manually.
+            # https://ibmdecisionoptimization.github.io/docplex-doc/mp/docplex.mp.model_reader.html
+            prefix = "NAME "
+            model_name = ""
+            with open(filename, encoding="utf8") as file:
+                for line in file:
+                    if line.startswith(prefix):
+                        model_name = line[len(prefix) :].strip()
+                        break
+            return model_name
+
+        self._read_from_file(filename, [".mps"], _parse_problem_name)
 
     def write_to_lp_file(self, filename: str) -> None:
         """Writes the quadratic program to an LP file.
@@ -975,6 +1072,35 @@ def write_to_lp_file(self, filename: str) -> None:
         mdl = to_docplex_mp(self)
         mdl.export_as_lp(filename)
 
+    def write_to_mps_file(self, filename: str) -> None:
+        """Writes the quadratic program to an MPS file.
+
+        Args:
+            filename: The filename of the file the model is written to.
+              If filename is a directory, file name 'my_problem.mps' is appended.
+              If filename does not end with '.mps', suffix '.mps' is appended.
+
+        Raises:
+            OSError: If this cannot open a file.
+            DOcplexException: If filename is an empty string
+        """
+        # pylint: disable=cyclic-import
+        from ..translators.docplex_mp import to_docplex_mp
+
+        mdl = to_docplex_mp(self)
+        full_path = mdl.export_as_mps(filename)
+
+        # docplex does not write the model's name out, so we do this here manually
+        with open(full_path, "r", encoding="utf8") as mps_file:
+            txt = mps_file.read()
+
+        with open(full_path, "w", encoding="utf8") as mps_file:
+            for line in txt.splitlines():
+                if line.startswith("NAME"):
+                    mps_file.write(f"NAME {self._name}\n")
+                else:
+                    mps_file.write(line + "\n")
+
     def substitute_variables(
         self,
         constants: Optional[Dict[Union[str, int], float]] = None,

test/problems/resources/test_quadratic_program.mps

@@ -0,0 +1,62 @@
+* ENCODING=ISO-8859-1
+NAME my problem
+ROWS
+ N  obj1    
+ E  lin_eq  
+ L  lin_leq 
+ G  lin_geq 
+ E  quad_eq 
+ L  quad_leq
+ G  quad_geq
+COLUMNS
+    MARK0000  'MARKER'                 'INTORG'
+    x         obj1                            1
+    x         lin_eq                          1
+    x         lin_leq                         1
+    x         lin_geq                         1
+    x         quad_eq                         1
+    x         quad_leq                        1
+    x         quad_geq                        1
+    y         obj1                           -1
+    y         lin_eq                          2
+    y         lin_leq                         2
+    y         lin_geq                         2
+    y         quad_eq                         1
+    y         quad_leq                        1
+    y         quad_geq                        1
+    MARK0001  'MARKER'                 'INTEND'
+    z         obj1                           10
+RHS
+    rhs       obj1                           -1
+    rhs       lin_eq                          1
+    rhs       lin_leq                         1
+    rhs       lin_geq                         1
+    rhs       quad_eq                         1
+    rhs       quad_leq                        1
+    rhs       quad_geq                        1
+BOUNDS
+ BV bnd       x       
+ LO bnd       y                              -1
+ UP bnd       y                               5
+ LO bnd       z                              -1
+ UP bnd       z                               5
+QMATRIX
+    x         x                               1
+    y         z                              -1
+    z         y                              -1
+QCMATRIX   quad_eq
+    x         x                               1
+    y         z                            -0.5
+    z         y                            -0.5
+    z         z                               2
+QCMATRIX   quad_leq
+    x         x                               1
+    y         z                            -0.5
+    z         y                            -0.5
+    z         z                               2
+QCMATRIX   quad_geq
+    x         x                               1
+    y         z                            -0.5
+    z         y                            -0.5
+    z         z                               2
+ENDATA