Parsing objective sense in MPS file

[stephenjmaher]

Fixes #655

This PR makes it possible to set the objective sense in an MPS file. Currently, the objective sense in the MPS file is ignored. The sense needs to be supplied to fromMPS as a parameter.

This change does the following:

• the sense parameter in LpProblem.fromMPS now defaults to None.
• the readMPS methods checks for the header OBJSENSE in the MPS file. If the header is encounter there are two options:

OBJSENSE   MAX

or

OBJSENSE
   MAX

both options are handled in the readMPS method.

• If no objective sense is specified in the MPS file, then sense defaults to LpMinimize.
• If an objective sense is passed to LpProblem.fromMPS, then this overrides the sense that is specified in the MPS file.

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[pchtsp]

Thanks for the update. I'm still unsure if we should where we should check for None and where to assign the mode of the line. I've left some comments.

[pchtsp]

Aren't you missing a mode=CORE_FILE_OBJSENSE_MODE here too?

[stephenjmaher]

Not in this case. This line is catching the case where you have the objective sense provided in the same line as the keyword OBJSENSE, such as

OBJSENSE MAX

In this case we don't need to enter the OBJSENSE mode.

[pchtsp]

I'm not sure why would we have the same mode regardless of the if clause. Maybe we should put the assignment before the len(line)>1 and take out the else clause? Or maybe I don't understand the idea.

[stephenjmaher]

Following on from the previous comment, we have to enter the CORE_FILE_OBJSENSE_MODE is the objective sense is not given in the same line as the OBJSENSE keyword. This is catching the case

OBJSENSE
  MAX

The check of len(line) > 1 differentiates between these two cases.

[pchtsp]

shouldn't we test if parameters['sense'] is None? or if we provided an argument to the function (i.e., via the sense argument?

[stephenjmaher]

We could put in a check here for whether parameters['sense'] is None. However, in the current code the check is not necessary since it is only possible to enter the CORE_FILE_OBJSENSE_MODE mode if parameters['sense'] is None.

We could put in an assert or throw an exception to protect against future code changes? Something like (after line 154)

if parameters['sense'] is not None
    raise Exception("The supplied objective sense will be overwritten by the MPS file objective sense")