[FileFormats] error properly on vector-valued objectives

[SouthEndMusic]

When I take bi-objective example from here and try to use JuMP.write_to_file, I get (with JuMP v1.28.0 MultiObjectiveAlgorithms v.1.6.0)

ERROR: MethodError: no method matching _write_function(::IOStream, ::MathOptInterface.Utilities.GenericModel{…}, ::MathOptInterface.VectorAffineFunction{…}, ::Dict{…})
The function `_write_function` exists, but no method is defined for this combination of argument types.

Closest candidates are:
  _write_function(::IO, ::MathOptInterface.Utilities.GenericModel{T, MathOptInterface.Utilities.ObjectiveContainer{T}, MathOptInterface.Utilities.VariablesContainer{T}, MathOptInterface.FileFormats.LP.ModelFunctionConstraints{T}} where T, ::MathOptInterface.ScalarQuadraticFunction, ::Dict{MathOptInterface.VariableIndex, String}; print_half, kwargs...)
   @ MathOptInterface C:\ProgramData\DEVDrives\.julia\packages\MathOptInterface\vK6dk\src\FileFormats\LP\LP.jl:167
  _write_function(::IO, ::MathOptInterface.Utilities.GenericModel{T, MathOptInterface.Utilities.ObjectiveContainer{T}, MathOptInterface.Utilities.VariablesContainer{T}, MathOptInterface.FileFormats.LP.ModelFunctionConstraints{T}} where T, ::MathOptInterface.ScalarAffineFunction, ::Dict{MathOptInterface.VariableIndex, String}; print_one, kwargs...)
   @ MathOptInterface C:\ProgramData\DEVDrives\.julia\packages\MathOptInterface\vK6dk\src\FileFormats\LP\LP.jl:137
  _write_function(::IO, ::MathOptInterface.Utilities.GenericModel{T, MathOptInterface.Utilities.ObjectiveContainer{T}, MathOptInterface.Utilities.VariablesContainer{T}, MathOptInterface.FileFormats.LP.ModelFunctionConstraints{T}} where T, ::MathOptInterface.VariableIndex, ::Dict{MathOptInterface.VariableIndex, String}; kwargs...)
   @ MathOptInterface C:\ProgramData\DEVDrives\.julia\packages\MathOptInterface\vK6dk\src\FileFormats\LP\LP.jl:126

Stacktrace:
  [1] _write_objective(io::IOStream, model::MathOptInterface.Utilities.GenericModel{…}, variable_names::Dict{…})
    @ MathOptInterface.FileFormats.LP C:\ProgramData\DEVDrives\.julia\packages\MathOptInterface\vK6dk\src\FileFormats\LP\LP.jl:301
  [2] write(io::IOStream, model::MathOptInterface.Utilities.GenericModel{…})
    @ MathOptInterface.FileFormats.LP C:\ProgramData\DEVDrives\.julia\packages\MathOptInterface\vK6dk\src\FileFormats\LP\LP.jl:456
  [3] jump-dev/JuMP.jl#9
    @ C:\ProgramData\DEVDrives\.julia\packages\MathOptInterface\vK6dk\src\FileFormats\FileFormats.jl:144 [inlined]
  [4] open(::MathOptInterface.FileFormats.var"#9#10"{…}, ::String, ::Vararg{…}; kwargs::@Kwargs{})
    @ Base .\io.jl:410
  [5] open
    @ .\io.jl:407 [inlined]
  [6] compressed_open
    @ C:\ProgramData\DEVDrives\.julia\packages\MathOptInterface\vK6dk\src\FileFormats\utils.jl:282 [inlined]
  [7] compressed_open(f::MathOptInterface.FileFormats.var"#9#10"{…}, filename::String, mode::String, ::MathOptInterface.FileFormats.AutomaticCompression)
    @ MathOptInterface.FileFormats C:\ProgramData\DEVDrives\.julia\packages\MathOptInterface\vK6dk\src\FileFormats\utils.jl:320
  [8] write_to_file(model::MathOptInterface.Utilities.GenericModel{…}, filename::String)
    @ MathOptInterface.FileFormats C:\ProgramData\DEVDrives\.julia\packages\MathOptInterface\vK6dk\src\FileFormats\FileFormats.jl:143
  [9] write_to_file(model::Model, filename::String; format::MathOptInterface.FileFormats.FileFormat, kwargs::@Kwargs{})
    @ JuMP C:\ProgramData\DEVDrives\.julia\packages\JuMP\Ue9wj\src\file_formats.jl:138
 [10] write_to_file(model::Model, filename::String)
    @ JuMP C:\ProgramData\DEVDrives\.julia\packages\JuMP\Ue9wj\src\file_formats.jl:125
 [11] top-level scope
    @ REPL[14]:1

i.e. there is no method of _write_function for MathOptInterface.VectorAffineFunction. Maybe this is a problem in MathOptInterface?

[blegat]

Does the LP file format support multi-objective ?

[SouthEndMusic]

Looks like it does: https://docs.gurobi.com/projects/optimizer/en/current/reference/fileformats/modelformats.html#multi-objective-case

[odow]

Use write_to_file(model, "model.mof.json") to write to https://jump.dev/MathOptFormat

But this is a bug that we're not erroring properly.

Looks like it does

The LP file format is not standardized. That format is Gurobi's custom syntax for representing multiple objectives. I don't know if I want to start supporting it. Just use MathOptFormat instead.

[SouthEndMusic]

Thanks!

The LP file format is not standardized

That explains why I couldn't find it 😋

[odow]

I thought about adding support for multi-objective in LP. But there's limited motivation. We already have MathOptFormat for debugging etc. So having multi objective LP is of limited utility.

Closed by #2814.