FileFormats.NL: add reader

[odow]

The blocker for an NL reader has been a suitable data structure to read it into.

We should build on #1804 and add a NL reader. This would be a boon to JuMP benchmarking.

[jd-foster]

Would this wrap ASL_jll (à la AMPLNLReader.jl)?

[odow]

No, we'd probably just try to parse the file in pure Julia.

[jd-foster]

Is this open to contributing or have you already got a draft?

[odow]

I haven't started on this. My guess is we initially just want to consider read(io::IO)::Nonlinear.Model, and then we can think about how to incorporate it into MOI.FileFormats.

[odow]

Did you make a start @jd-foster? Otherwise I'm going to do this.

[jd-foster]

No. Go for it.

[odow]

Okay, I tried a few things but it got delicate. I still don't have a clear design.

A couple of issues:

• write wants a very particular model structure. It made sense to only implement copy_to so that we can deal with everything once, and not store additional copies of the model.
• read wants to return model that we can copy into something else. That doesn't fit with write
• .sol file parsing is annoying. Currently it lives in AmplNLWriter, but it relies on internal data of MOI.NL.Model, so it makes sense to move it here before refactoring write.

In particular, it's really annoying that the variable ordering in the NL file does not correspond to the ordering of variable indices in the MOI model!!! If binary/integer constraints were stored separately instead of depending on the order of variables, this would greatly simplify things. But alas, that's no what happens.

Some options:

• Keep everything the same and kludge read to store a model inside our current Model, then overload get for it. That would lead to problems because you couldn't ask for get if you copied a problem to Model, only if you called read.
• Make a new Model and have write create a second copy of the problem. This is probably the right way to go, but it breaks the assumptions in AmplNLWriter which currently has the sol file parsing.

[odow]

Closed by:

• [FileFormats.NL] fix ordering of integer variables #1848
• [FileFormats.NL] add read!(::IO, ::Model) #1846
• [FileFormats.NL] add .sol file reader #1843
• [FileFormats.NL] make read a private function #1842
• [FileFormats] add beginning of NL reader #1835