[TEST] Now includes a test with QPS ranges

[FEATURE] Parser Reads but doesn't handle ranges in QPS files.

gtsam_unstable/linear/QPSParser.cpp

@@ -43,6 +43,12 @@ struct QPSParser::MPSGrammar: base_grammar {
       void(
           bf::vector<Chars, Chars, Chars, Chars, Chars, double, Chars, Chars,
               Chars, double>)> rhsDouble;
+  boost::function<
+      void(bf::vector<Chars, Chars, Chars, Chars, Chars, double, Chars> const &)> rangeSingle;
+  boost::function<
+      void(
+          bf::vector<Chars, Chars, Chars, Chars, Chars, double, Chars, Chars,
+              Chars, double>)> rangeDouble;
   boost::function<
       void(bf::vector<Chars, Chars, Chars, Chars, Chars, double, Chars>)> colSingle;
   boost::function<
@@ -61,7 +67,9 @@ struct QPSParser::MPSGrammar: base_grammar {
           boost::bind(&RawQP::setName, rqp, ::_1)), addRow(
           boost::bind(&RawQP::addRow, rqp, ::_1)), rhsSingle(
           boost::bind(&RawQP::addRHS, rqp, ::_1)), rhsDouble(
-          boost::bind(&RawQP::addRHSDouble, rqp, ::_1)), colSingle(
+          boost::bind(&RawQP::addRHSDouble, rqp, ::_1)), rangeSingle(
+          boost::bind(&RawQP::addRangeSingle, rqp, ::_1)), rangeDouble(
+          boost::bind(&RawQP::addRangeDouble, rqp, ::_1)), colSingle(
           boost::bind(&RawQP::addColumn, rqp, ::_1)), colDouble(
           boost::bind(&RawQP::addColumnDouble, rqp, ::_1)), addQuadTerm(
           boost::bind(&RawQP::addQuadTerm, rqp, ::_1)), addBound(
@@ -78,6 +86,10 @@ struct QPSParser::MPSGrammar: base_grammar {
         >> *blank][rhsSingle];
     rhs_double = lexeme[(*blank >> word >> +blank >> word >> +blank >> double_
         >> +blank >> word >> +blank >> double_)[rhsDouble] >> *blank];
+    range_single = lexeme[*blank >> word >> +blank >> word >> +blank >> double_
+        >> *blank][rangeSingle];
+    range_double = lexeme[(*blank >> word >> +blank >> word >> +blank >> double_
+        >> +blank >> word >> +blank >> double_)[rangeDouble] >> *blank];
     col_single = lexeme[*blank >> word >> +blank >> word >> +blank >> double_
         >> *blank][colSingle];
     col_double = lexeme[*blank
@@ -96,7 +108,8 @@ struct QPSParser::MPSGrammar: base_grammar {
         >> +((col_double | col_single) >> eol)];
     quad = lexeme[lit("QUADOBJ") >> *blank >> eol >> +(quad_l >> eol)];
     bounds = lexeme[lit("BOUNDS") >> +space >> +((bound | bound_fr) >> eol)];
-    ranges = lexeme[lit("RANGES") >> +space];
+    ranges = lexeme[lit("RANGES") >> +space
+        >> *((range_double | range_single) >> eol)];
     end = lexeme[lit("ENDATA") >> *space];
     start = lexeme[name >> rows >> cols >> rhs >> -ranges >> bounds >> quad
         >> end];
@@ -105,8 +118,8 @@ struct QPSParser::MPSGrammar: base_grammar {
   qi::rule<boost::spirit::basic_istream_iterator<char>, char()> character;
   qi::rule<boost::spirit::basic_istream_iterator<char>, Chars()> word, title;
   qi::rule<boost::spirit::basic_istream_iterator<char> > row, end, col_single,
-      col_double, rhs_single, rhs_double, ranges, bound, bound_fr, bounds, quad,
-      quad_l, rows, cols, rhs, name, start;
+      col_double, rhs_single, rhs_double, range_single, range_double, ranges,
+      bound, bound_fr, bounds, quad, quad_l, rows, cols, rhs, name, start;
 };
 
 QP QPSParser::Parse() {

gtsam_unstable/linear/RawQP.cpp

@@ -77,6 +77,19 @@ void RawQP::addColumnDouble(
     (*row_to_constraint_v[row2_])[row2_][varname_to_key[var_]] = coefficient2;
 }
 
+void RawQP::addRangeSingle(
+    boost::fusion::vector<std::vector<char>, std::vector<char>,
+        std::vector<char>, std::vector<char>, std::vector<char>, double,
+        std::vector<char>> const & vars) {
+  std::cout << "SINGLE RANGE ADDED" << std::endl;
+}
+void RawQP::addRangeDouble(
+    boost::fusion::vector<std::vector<char>, std::vector<char>,
+        std::vector<char>, std::vector<char>, std::vector<char>, double,
+        std::vector<char>, std::vector<char>, std::vector<char>, double> const & vars) {
+  std::cout << "DOUBLE RANGE ADDED" << std::endl;
+}
+
 void RawQP::addRHS(
     boost::fusion::vector<std::vector<char>, std::vector<char>,
         std::vector<char>, std::vector<char>, std::vector<char>, double,

gtsam_unstable/linear/RawQP.h

@@ -30,6 +30,10 @@
 #include <boost/fusion/include/vector.hpp>
 
 namespace gtsam {
+/**
+ * This class is responsible for collecting a QP problem as the parser parses a QPS file
+ * and then generating a QP problem.
+ */
 class RawQP {
 private:
   typedef std::unordered_map<Key, Matrix11> coefficient_v;
@@ -56,7 +60,7 @@ public:
   RawQP() :
       row_to_constraint_v(), E(), IG(), IL(), varNumber(1), b(), g(), varname_to_key(), H(), f(), obj_name(), name_(), up(), lo(), Free() {
   }
-
+  
   void setName(
       boost::fusion::vector<std::vector<char>, std::vector<char>,
           std::vector<char>> const & name);
@@ -81,6 +85,16 @@ public:
           std::vector<char>, std::vector<char>, std::vector<char>, double,
           std::vector<char>, std::vector<char>, std::vector<char>, double> const & vars);
 
+  void addRangeSingle(
+      boost::fusion::vector<std::vector<char>, std::vector<char>,
+          std::vector<char>, std::vector<char>, std::vector<char>, double,
+          std::vector<char>> const & vars);
+
+  void addRangeDouble(
+      boost::fusion::vector<std::vector<char>, std::vector<char>,
+          std::vector<char>, std::vector<char>, std::vector<char>, double,
+          std::vector<char>, std::vector<char>, std::vector<char>, double> const & vars);
+
   void addRow(
       boost::fusion::vector<std::vector<char>, char, std::vector<char>,
           std::vector<char>, std::vector<char>> const & vars);

gtsam_unstable/linear/tests/testQPSolver.cpp

@@ -281,6 +281,18 @@ TEST(QPSolver, HS21) {
   CHECK(assert_equal(expectedSolution, actualSolution))
 }
 
+TEST(QPSolver, HS118) {
+  QP problem = QPSParser("HS118.QPS").Parse();
+  VectorValues actualSolution;
+  VectorValues expectedSolution;
+//  expectedSolution.insert(Symbol('X',1), 2.0*I_1x1);
+//  expectedSolution.insert(Symbol('X',2), 0.0*I_1x1);
+  boost::tie(actualSolution, boost::tuples::ignore) = QPSolver(problem).optimize();
+  double error_actual = problem.cost.error(actualSolution);
+  CHECK(assert_equal(6.64820452e2,error_actual, 1e-7))
+//  CHECK(assert_equal(expectedSolution, actualSolution))
+}
+
 /* ************************************************************************* */
 // Create Matlab's test graph as in http://www.mathworks.com/help/optim/ug/quadprog.html
 QP createTestMatlabQPEx() {