readmps - reads a file in MPS format

Calling Sequence

mps= readmps (file-name,bounds [,maxsizes]);

Parameters

• file-name : character string, path of the MPS file
• bounds : 2-vector [lowbound,upbound] , default lower ans upper bounds
• maxsizes : 3-vector [maxm,maxn,maxnza] Maximum number of contraints 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 : tlist 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

readmps. Utility function: reads a file containing description of an LP problem given in MPS format. It is an interface with the program rdmps1.f of hopdm (J. Gondzio). For a description of the variables, see the file rdmps1.f.

MPS format is a standard ASCII medium for LP codes. MPS format is described in more detail in Murtagh's book:

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

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

//Generate MPS file 
txt=['NAME          TESTPROB'
     'ROWS'
     ' N  COST'
     ' L  LIM1'
     ' G  LIM2'
     ' E  MYEQN'
     'COLUMNS'
     '    XONE      COST                 1   LIM1                 1'
     '    XONE      LIM2                 1'
     '    YTWO      COST                 4   LIM1                 1'
     '    YTWO      MYEQN               -1'
     '    ZTHREE    COST                 9   LIM2                 1'
     '    ZTHREE    MYEQN                1'
     'RHS'
     '    RHS1      LIM1                 5   LIM2                10'
     '    RHS1      MYEQN                7'
     'BOUNDS'
     ' UP BND1      XONE                 4'
     ' LO BND1      YTWO                -1'
     ' UP BND1      YTWO                 1'
     'ENDATA'];
mputl(txt,TMPDIR+'/test.mps')
//Read the MPS file
P=readmps(TMPDIR+'/test.mps',[0 10^30])
//Convert it to linpro format
LP=mps2linpro(P)
//Solve it with linpro
[x,lagr,f]=linpro(LP(2:$))
 

See Also

mps2linpro