Ways to save and load JuMP models from/to disk or memory

Dear team,

Is there a way to save JuMP models to disk and then load them back and then just perform some modifications?

Thank you!

In short (and in general), no. Because of the reliance on the underlying solver which is often not written in Julia.

However, in the next JuMP release (which will be 0.21) (or now if you run ] add JuMP#master), support is added for reading and writing to a variety of file formats.

See https://www.juliaopt.org/JuMP.jl/dev/solvers/#File-formats-1

In particular, if you want to read/write MPS files, you will be able to go:

model = Model()
# ...
write_to_file(model, "my_file.mps")

# Then, in a new session
new_model = read_from_file("my_file.mps")

If you have a model with more general constraints (e.g., complementarity, or cones + quadratics), you can try our new “MathOptFormat” file type:

model = Model()
# ...
write_to_file(model, "my_file.mof.json"; format = MOI.FORMAT_MOF)

# Then, in a new session
new_model = read_from_file("my_file.mof.json"; format = MOI.FORMAT_MOF)

There is apparently something wrong when installing MathOptFormat. See below for a computer where neither HTTP.jl nor JuMP.jl are installed…

julia> Pkg.add(“MathOptFormat”)
Resolving package versions…
ERROR: Unsatisfiable requirements detected for package HTTP [cd3eb016]:
HTTP [cd3eb016] log:
├─possible versions are: 0.8.0 or uninstalled
└─found to have no compatible versions left with MathOptFormat [f4570300]
└─MathOptFormat [f4570300] log:
├─possible versions are: [0.1.0-0.1.1, 0.2.0-0.2.2] or uninstalled
└─restricted to versions * by an explicit requirement, leaving only versions [0.1.0-0.1.1, 0.2.0-0.2.2]
[1] #propagate_constraints!#61(::Bool, ::typeof(Pkg.GraphType.propagate_constraints!), ::Pkg.GraphType.Graph, ::Set{Int64}) at C:\Users\julia\AppData\Local\Julia-1.2.0\share\julia\stdlib\v1.2\Pkg\src\GraphType.jl:1005
[2] propagate_constraints! at C:\Users\julia\AppData\Local\Julia-1.2.0\share\julia\stdlib\v1.2\Pkg\src\GraphType.jl:946 [inlined]
[3] #simplify_graph!#121(::Bool, ::typeof(Pkg.GraphType.simplify_graph!), ::Pkg.GraphType.Graph, ::Set{Int64}) at C:\Users\julia\AppData\Local\Julia-1.2.0\share\julia\stdlib\v1.2\Pkg\src\GraphType.jl:1460
[4] simplify_graph! at C:\Users\julia\AppData\Local\Julia-1.2.0\share\julia\stdlib\v1.2\Pkg\src\GraphType.jl:1460 [inlined] (repeats 2 times)
[5] resolve_versions!(::Pkg.Types.Context, ::Array{Pkg.Types.PackageSpec,1}, ::Nothing) at C:\Users\julia\AppData\Local\Julia-1.2.0\share\julia\stdlib\v1.2\Pkg\src\Operations.jl:388
[6] resolve_versions! at C:\Users\julia\AppData\Local\Julia-1.2.0\share\julia\stdlib\v1.2\Pkg\src\Operations.jl:328 [inlined]
[7] #add_or_develop#63(::Array{Base.UUID,1}, ::Symbol, ::typeof(Pkg.Operations.add_or_develop), ::Pkg.Types.Context, ::Array{Pkg.Types.PackageSpec,1}) at C:\Users\julia\AppData\Local\Julia-1.2.0\share\julia\stdlib\v1.2\Pkg\src\Operations.jl:1235
[8] #add_or_develop at .\none:0 [inlined]
[9] #add_or_develop#17(::Symbol, ::Bool, ::Base.Iterators.Pairs{Union{},Union{},Tuple{},NamedTuple{(),Tuple{}}}, ::typeof(Pkg.API.add_or_develop), ::Pkg.Types.Context, ::Array{Pkg.Types.PackageSpec,1}) at C:\Users\julia\AppData\Local\Julia-1.2.0\share\julia\stdlib\v1.2\Pkg\src\API.jl:59
[10] #add_or_develop at .\none:0 [inlined]
[11] #add_or_develop#16 at C:\Users\julia\AppData\Local\Julia-1.2.0\share\julia\stdlib\v1.2\Pkg\src\API.jl:36 [inlined]
[12] #add_or_develop at .\none:0 [inlined]
[13] #add_or_develop#13 at C:\Users\julia\AppData\Local\Julia-1.2.0\share\julia\stdlib\v1.2\Pkg\src\API.jl:34 [inlined]
[14] #add_or_develop at .\none:0 [inlined]
[15] #add_or_develop#12(::Base.Iterators.Pairs{Symbol,Symbol,Tuple{Symbol},NamedTuple{(:mode,),Tuple{Symbol}}}, ::typeof(Pkg.API.add_or_develop), ::String) at C:\Users\julia\AppData\Local\Julia-1.2.0\share\julia\stdlib\v1.2\Pkg\src\API.jl:33
[16] #add_or_develop at .\none:0 [inlined]
[17] #add#22 at C:\Users\julia\AppData\Local\Julia-1.2.0\share\julia\stdlib\v1.2\Pkg\src\API.jl:64 [inlined]
[18] add(::String) at C:\Users\julia\AppData\Local\Julia-1.2.0\share\julia\stdlib\v1.2\Pkg\src\API.jl:64
[19] top-level scope at none:0

You have a conflict between HTTP and another package. What’s the output of

import Pkg

[ Info: Loading DataFrames support into Gadfly.jl
Status C:\Users\DiegoLucadeTena\.juliapro\JuliaPro_v1.2.0-1\environments\v1.2\Project.toml
[c52e3926] Atom v0.11.3
[336ed68f] CSV v0.5.18
[a93c6f00] DataFrames v0.20.0
[c91e804a] Gadfly v1.0.1
[7073ff75] IJulia v1.19.0
[c601a237] Interact v0.10.3
[4076af6c] JuMP v0.19.2
[e5e0dc1b] Juno v0.7.1
[f8899e07] LinQuadOptInterface v0.6.0
[b8f27783] MathOptInterface v0.8.4
[9e70acf3] Xpress v0.9.1
[ade2ca70] Dates
[8bb1440f] DelimitedFiles
[8ba89e20] Distributed
[cd3eb016] HTTP

Unfortunately you cannot use MathOptFormat and Xpress at the same time.

Xpress is being updated (https://github.com/JuliaOpt/Xpress.jl/pull/44). Once that PR is merged, you will be able to.

Great to know Oscar, thank you for the prompt response.

By the way Oscar, are other commertial solvers, such as Gurobi, compatible with this feature?

Yes, Gurobi.jl and CPLEX.jl should both work.