readmps

Arguments

file-name

a string, the name of the mps file

bounds

2-vector [lowbound,upbound] , default lower and upper bounds

maxsizes

3-vector [maxm,maxn,maxnza] Maximum number of constraints and variables, maximum number of nonzeros entries in the LP constraint matrix. If omitted readmps reads the file once just to compute these numbers.

mps

a tlist, with type "mps" and with following fields

irobj

integer (index of the objective row).

namec

character string (Name of the objective).

nameb

character string (Name of the right hand side).

namran

character string (Name of the ranges section).

nambnd

character string (Name of the bounds section).

name

character string (Name of the LP problem).

rownames

character string column vector (Name of the rows).

colnames

character string row vector (Name of the columns).

rowstat

integer vector, row types:

1

row type is "="

2

row type is ">="

3

row type is "<="

4

objective row

5

other free row

rowcode

real matrix [hdrowcd,lnkrow] with

hdrowcd

real vector (Header to the linked list of rows with the same codes).

lnkrow

integer vector (Linked list of rows with the same codes).

colcode

real matrix [hdcolcd,lnkcol] with

hdcolcd

integer vector (Header to the linked list of columns with the same codes).

lnkcol

integer vector (Linked list of columns with the same codes).

rownmbs

integer vector (Row numbers of nonzeros in columns of matrix A.)

colpnts

integer vector (Pointers to the beginning of columns of matrix A).

acoeff

real vector (Array of nonzero elements for each column).

rhs

real vector ( Right hand side of the linear program).

ranges

real vector of constraint ranges.

bounds

real matrix [lbounds,ubounds] with

ubounds

full column vector of upper bounds

lbounds

full column vector of lower bounds

stavar

full column vector of variable status

0

standard (non negative) variable

1

upper bounded variable

2

lower bounded variable

3

lower and upper bounded variable

4

minus infinity type variable i.e -inf<x<=u

5

plus infinity type variable i.e l<=x< inf

6

fixed type variable i.e l=x=u

-k

free variable

Description

Reads a file containing description of an LP problem given in MPS format and returns a tlist which describes the problem.

MPS format is a standard ASCII medium for Linear Programs. MPS format is described in more detail in Murtagh's book "Advanced Linear Programming".

Examples

//Let the LP problem:
//objective:
//   min     XONE + 4 YTWO + 9 ZTHREE
//constraints:
//  LIM1:    XONE +   YTWO            < = 5
//  LIM2:    XONE +            ZTHREE > = 10
// MYEQN:         -   YTWO  +  ZTHREE   = 7
//Bounds
//  0 < = XONE < = 4
// -1 < = YTWO < = 1

path = fullfile(SCI,"modules","optimization","tests","unit_tests");
filename = fullfile(path,"test1.mps");
//Read the MPS file
P=readmps(filename,[0 10^30])
disp(P)
//
// Loads the 25FV47 problem.
// An LP, contributed by John Reid.
// Source: The NETLIB collection of test problems.
path = fullfile(SCI,"modules","optimization","tests","unit_tests");
filename = fullfile(path,"25FV47.SIF");
huge = number_properties("huge");
P=readmps(filename,[-huge huge])

Implementation notes

This function provides an interface to the program rdmps1.f of hopdm (J. Gondzio).

References

"Advanced Linear Programming", Murtagh B. (1981). McGrew-Hill, New York, 1981.