Add support for complementarity constraints

src/AmplNLReader.jl

@@ -12,5 +12,6 @@ const libasl = joinpath(dirname(ASL_jll.libasl_path), "libasl." * dlext)
 
 include("ampl_meta.jl")
 include("ampl_model.jl")
+include("ampl_mpec_model.jl")
 
 end  # Module AmplNLReader

src/ampl_meta.jl

@@ -58,6 +58,8 @@ The following keyword arguments are accepted:
 - `minimize`: true if optimize == minimize
 - `nlo`: number of nonlinear objectives
 - `islp`: true if the problem is a linear program
+- `n_cc`: number of complementarity constraints
+- `cvar`: indices of variables appearing in complementarity constraints (0 if constraint is regular)
 - `name`: problem name
 """
 struct AmplNLPMeta <: AbstractNLPModelMeta{Float64, Vector{Float64}}
@@ -114,6 +116,8 @@ struct AmplNLPMeta <: AbstractNLPModelMeta{Float64, Vector{Float64}}
   minimize::Bool
   nlo::Int
   islp::Bool
+  n_cc::Int
+  cvar::Vector{Int}
   name::String
 
   function AmplNLPMeta(
@@ -148,6 +152,8 @@ struct AmplNLPMeta <: AbstractNLPModelMeta{Float64, Vector{Float64}}
     minimize = true,
     nlo = 1,
     islp = false,
+    n_cc = 0,
+    cvar = Int[],
     name = "Generic",
   )
     if (nvar < 1) || (ncon < 0)
@@ -159,6 +165,9 @@ struct AmplNLPMeta <: AbstractNLPModelMeta{Float64, Vector{Float64}}
     @lencheck nnnet nnet
     @lencheck nlnet lnet
     @rangecheck 1 ncon lin nln nnet lnet
+    if n_cc > 0
+        @lencheck ncon cvar
+    end
 
     ifix = findall(lvar .== uvar)
     ilow = findall((lvar .> -Inf) .& (uvar .== Inf))
@@ -226,6 +235,8 @@ struct AmplNLPMeta <: AbstractNLPModelMeta{Float64, Vector{Float64}}
       minimize,
       nlo,
       islp,
+      n_cc,
+      cvar,
       name,
     )
   end

src/ampl_model.jl

@@ -81,6 +81,7 @@
     nlvci = Int(@asl_call(:asl_nlvci, Int32, (Ptr{Nothing},), asl))
     nlvoi = Int(@asl_call(:asl_nlvoi, Int32, (Ptr{Nothing},), asl))
     nwv = Int(@asl_call(:asl_nwv, Int32, (Ptr{Nothing},), asl))
+    n_cc = Int(@asl_call(:asl_n_cc, Int32, (Ptr{Nothing},), asl))
 
     lcon = unsafe_wrap(
       Array,
@@ -95,6 +96,16 @@
       own = false,
     )
 
+    if n_cc > 0
+      cvar = unsafe_wrap(Array, @asl_call(:asl_cvar, Ptr{Int32}, (Ptr{Nothing},), asl),(ncon,), own=false)
+      # Check complementarity constraints are well specified:
+      cc_cons = cvar .> 0
+      @assert all(isinf, ucon[cc_cons])
+      @assert all(isfinite, lcon[cc_cons])
+    else
+      cvar = Int[]
+    end
+
     nlnet = Int(@asl_call(:asl_lnc, Int32, (Ptr{Nothing},), asl))
     nnnet = Int(@asl_call(:asl_nlnc, Int32, (Ptr{Nothing},), asl))
     nnln = Int(@asl_call(:asl_nlc, Int32, (Ptr{Nothing},), asl)) - nnnet
@@ -148,6 +159,8 @@
       nlnet = nlnet,
       minimize = minimize,
       islp = islp,
+      n_cc = n_cc,
+      cvar = cvar,
       name = split(fname, ".")[1],  # do not include path or extension in model name
     )