[MSPFormat] Can't read Problem Instance 10 (Inventory Problem with Lead Time) from MSPLib-Library

[jk27182]

Using the collection of problem in the MSPLib-Library, I ran into some problems reading the problem instance 10, the Inventory Problem with lead time, using

model = SDDP.MSPFormat.read_from_file(path)

with the appropriate path, which lead to
ERROR: AssertionError: term["stage"] == stage - 1

It occurs on all problem instances for problem 10, for every discretization.
Other problems, such as 4, 9 or 18 work without a problem.

I used SDDP.jl v1.7.0

[odow]

This instance contains state variables from previous stages other than the prior stage:

julia> import JSON

julia> data = JSON.parsefile("/Users/Oscar/Downloads/Problem_10/(10_0)_100.problem.json")
Dict{String, Any} with 5 entries:
  "name"        => "(10_0)_100"
  "variables"   => Any[Dict{String, Any}("name"=>"buy", "obj"=>Any[-3.0], "lb"=>Any[0.0], "ub"=>Any[1000.0], "stage"=>0, "type"=>"CONTINUOUS"), Dict{String, Any}("name"=>"sell", "obj"=>Any[5.0], "lb"=>Any[0.0], "ub"=>Any[Dict{String, …
  "constraints" => Any[Dict{String, Any}("name"=>"", "rhs"=>Any[0.0], "lhs"=>Any[Dict{String, Any}("name"=>"sell", "stage"=>0, "coefficient"=>Any[1.0]), Dict{String, Any}("name"=>"inventory", "stage"=>0, "coefficient"=>Any[-1.0])], "t…
  "version"     => "MSMLP 1.1"
  "maximize"    => true

julia> stages = map(data["constraints"]) do c
           return unique([term["stage"] for term in c["lhs"]])
       end
100-element Vector{Vector{Int64}}:
 [0]
 [0]
 [1]
 [1, 0]
 [2]
 [2, 1]
 [3]
 [3, 2]
 [4]
 [4, 3]
 [5]
 [5, 4]
 [6]
 [6, 5]
 [7]
 [7, 6]
 [8]
 [8, 7]
 [9]
 [9, 8]
 [10]
 [10, 9, 0]
 [11]
 [11, 10, 1]
 [12]
 [12, 11, 2]
 [13]
 ⋮
 [37]
 [37, 36, 27]
 [38]
 [38, 37, 28]
 [39]
 [39, 38, 29]
 [40]
 [40, 39, 30]
 [41]
 [41, 40, 31]
 [42]
 [42, 41, 32]
 [43]
 [43, 42, 33]
 [44]
 [44, 43, 34]
 [45]
 [45, 44, 35]
 [46]
 [46, 45, 36]
 [47]
 [47, 46, 37]
 [48]
 [48, 47, 38]
 [49]
 [49, 48, 39]

julia> filter!(x -> length(x) > 1, stages)
49-element Vector{Vector{Int64}}:
 [1, 0]
 [2, 1]
 [3, 2]
 [4, 3]
 [5, 4]
 [6, 5]
 [7, 6]
 [8, 7]
 [9, 8]
 [10, 9, 0]
 [11, 10, 1]
 [12, 11, 2]
 [13, 12, 3]
 [14, 13, 4]
 [15, 14, 5]
 [16, 15, 6]
 [17, 16, 7]
 [18, 17, 8]
 [19, 18, 9]
 [20, 19, 10]
 [21, 20, 11]
 [22, 21, 12]
 [23, 22, 13]
 [24, 23, 14]
 [25, 24, 15]
 [26, 25, 16]
 [27, 26, 17]
 [28, 27, 18]
 [29, 28, 19]
 [30, 29, 20]
 [31, 30, 21]
 [32, 31, 22]
 [33, 32, 23]
 [34, 33, 24]
 [35, 34, 25]
 [36, 35, 26]
 [37, 36, 27]
 [38, 37, 28]
 [39, 38, 29]
 [40, 39, 30]
 [41, 40, 31]
 [42, 41, 32]
 [43, 42, 33]
 [44, 43, 34]
 [45, 44, 35]
 [46, 45, 36]
 [47, 46, 37]
 [48, 47, 38]
 [49, 48, 39]

For example, one constraint contains variables from stage 10, stage 9, and stage 0.

SDDP.jl cannot read these files.

I'll improve the error message.

[odow]

I've marked #786 as "closing" this issue.

I have no plans to complicate the MSPFormat reader to handle state variables from other nodes.