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1 %* glpk08.tex *% |
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2 |
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3 \chapter{MPS Format} |
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4 \label{champs} |
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5 |
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6 \section{Fixed MPS Format} |
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7 \label{secmps} |
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8 |
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9 The MPS format\footnote{The MPS format was developed in 1960's by IBM |
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10 as input format for their mathematical programming system MPS/360. |
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11 Today the MPS format is a most widely used format understood by most |
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12 mathematical programming packages. This appendix describes only the |
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13 features of the MPS format, which are implemented in the GLPK package.} |
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14 is intended for coding LP/MIP problem data. This format assumes the |
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15 formulation of LP/MIP problem (1.1)---(1.3) (see Section \ref{seclp}, |
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16 page \pageref{seclp}). |
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17 |
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18 {\it MPS file} is a text file, which contains two types of |
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19 cards\footnote{In 1960's MPS file was a deck of 80-column punched cards, |
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20 so the author decided to keep the word ``card'', which may be understood |
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21 as ``line of text file''.}: indicator cards and data cards. |
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22 |
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23 Indicator cards determine a kind of succeeding data. Each indicator card |
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24 has one word in uppercase letters beginning in column 1. |
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25 |
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26 Data cards contain problem data. Each data card is divided into six |
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27 fixed fields: |
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28 |
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29 \begin{center} |
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30 \begin{tabular}{lcccccc} |
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31 & Field 1 & Field 2 & Field 3 & Field 4 & Field 5 & Feld 6 \\ |
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32 \hline |
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33 Columns & 2---3 & 5---12 & 15---22 & 25---36 & 40---47 & 50---61 \\ |
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34 Contents & Code & Name & Name & Number & Name & Number \\ |
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35 \end{tabular} |
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36 \end{center} |
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37 |
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38 On a particular data card some fields may be optional. |
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39 |
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40 Names are used to identify rows, columns, and some vectors (see below). |
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41 |
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42 Aligning the indicator code in the field 1 to the left margin is |
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43 optional. |
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44 |
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45 All names specified in the fields 2, 3, and 5 should contain from 1 up |
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46 to 8 arbitrary characters (except control characters). If a name is |
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47 placed in the field 3 or 5, its first character should not be the dollar |
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48 sign `\verb|$|'. If a name contains spaces, the spaces are ignored. |
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49 |
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50 All numerical values in the fields 4 and 6 should be coded in the form |
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51 $sxx$\verb|E|$syy$, where $s$ is the plus `\verb|+|' or the minus |
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52 `\verb|-|' sign, $xx$ is a real number with optional decimal point, |
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53 $yy$ is an integer decimal exponent. Any number should contain up to 12 |
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54 characters. If the sign $s$ is omitted, the plus sign is assumed. The |
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55 exponent part is optional. If a number contains spaces, the spaces are |
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56 ignored. |
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57 |
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58 If a card has the asterisk `\verb|*|' in the column 1, this card is |
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59 considered as a comment and ignored. Besides, if the first character in |
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60 the field 3 or 5 is the dollar sign `\verb|$|', all characters from the |
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61 dollar sign to the end of card are considered as a comment and ignored. |
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62 |
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63 MPS file should contain cards in the following order: |
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64 |
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65 $\bullet$ NAME indicator card; |
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66 |
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67 $\bullet$ ROWS indicator card; |
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68 |
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69 $\bullet$ data cards specifying rows (constraints); |
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70 |
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71 $\bullet$ COLUMNS indicator card; |
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72 |
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73 $\bullet$ data cards specifying columns (structural variables) and |
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74 constraint coefficients; |
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75 |
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76 $\bullet$ RHS indicator card; |
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77 |
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78 $\bullet$ data cards specifying right-hand sides of constraints; |
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79 |
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80 $\bullet$ RANGES indicator card; |
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81 |
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82 $\bullet$ data cards specifying ranges for double-bounded constraints; |
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83 |
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84 $\bullet$ BOUNDS indicator card; |
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85 |
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86 $\bullet$ data cards specifying types and bounds of structural |
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87 variables; |
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88 |
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89 $\bullet$ ENDATA indicator card. |
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90 |
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91 {\it Section} is a group of cards consisting of an indicator card and |
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92 data cards succeeding this indicator card. For example, the ROWS section |
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93 consists of the ROWS indicator card and data cards specifying rows. |
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94 |
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95 The sections RHS, RANGES, and BOUNDS are optional and may be omitted. |
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96 |
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97 \section{Free MPS Format} |
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98 |
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99 {\it Free MPS format} is an improved version of the standard (fixed) |
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100 MPS format described above.\footnote{This format was developed in the |
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101 beginning of 1990's by IBM as an alternative to the standard fixed MPS |
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102 format for Optimization Subroutine Library (OSL).} Note that all |
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103 changes in free MPS format concern only the coding of data while the |
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104 structure of data is the same for both fixed and free versions of the |
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105 MPS format. |
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106 |
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107 In free MPS format indicator and data records\footnote{{\it Record} in |
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108 free MPS format has the same meaning as {\it card} in fixed MPS format.} |
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109 may have arbitrary length not limited to 80 characters. Fields of data |
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110 records have no predefined positions, i.e. the fields may begin in any |
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111 position, except position 1, which must be blank, and must be separated |
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112 from each other by one or more blanks. However, the fields must appear |
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113 in the same order as in fixed MPS format. |
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114 |
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115 Symbolic names in fields 2, 3, and 5 may be longer than 8 |
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116 characters\footnote{GLPK allows symbolic names having up to 255 |
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117 characters.} |
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118 and must not contain embedded blanks. |
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119 |
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120 Numeric values in fields 4 and 6 are limited to 12 characters and must |
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121 not contain embedded blanks. |
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122 |
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123 Only six fields on each data record are used. Any other fields are |
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124 ignored. |
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125 |
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126 If the first character of any field (not necessarily fields 3 and 5) |
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127 is the dollar sign (\$), all characters from the dollar sign to the end |
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128 of record are considered as a comment and ignored. |
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129 |
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130 \section{NAME indicator card} |
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131 |
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132 The NAME indicator card should be the first card in the MPS file (except |
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133 optional comment cards, which may precede the NAME card). This card |
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134 should contain the word \verb|NAME| in the columns 1---4 and the problem |
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135 name in the field 3. The problem name is optional and may be omitted. |
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136 |
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137 \section{ROWS section} |
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138 \label{secrows} |
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139 |
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140 The ROWS section should start with the indicator card, which contains |
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141 the word \verb|ROWS| in the columns 1---4. |
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142 |
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143 Each data card in the ROWS section specifies one row (constraint) of the |
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144 problem. All these data cards have the following format. |
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145 |
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146 `\verb|N|' in the field 1 means that the row is free (unbounded): |
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147 $$-\infty < x_i = a_{i1}x_{m+1} + a_{i2}x_{m+2} + \dots + a_{in}x_{m+n} |
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148 < +\infty;$$ |
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149 |
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150 `\verb|L|' in the field 1 means that the row is of ``less than or equal |
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151 to'' type: |
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152 $$-\infty < x_i = a_{i1}x_{m+1} + a_{i2}x_{m+2} + \dots + a_{in}x_{m+n} |
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153 \leq b_i;$$ |
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154 |
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155 `\verb|G|' in the field 1 means that the row is of ``greater than or |
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156 equal to'' type: |
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157 $$b_i \leq x_i = a_{i1}x_{m+1} + a_{i2}x_{m+2} + \dots + a_{in}x_{m+n} |
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158 < +\infty;$$ |
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159 |
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160 `\verb|E|' in the field 1 means that the row is of ``equal to'' type: |
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161 $$x_i = a_{i1}x_{m+1} + a_{i2}x_{m+2} + \dots + a_{in}x_{m+n} \leq |
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162 b_i,$$ |
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163 where $b_i$ is a right-hand side. Note that each constraint has a |
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164 corresponding implictly defined auxiliary variable ($x_i$ above), whose |
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165 value is a value of the corresponding linear form, therefore row bounds |
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166 can be considered as bounds of such auxiliary variable. |
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167 |
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168 The filed 2 specifies a row name (which is considered as the name of |
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169 the corresponding auxiliary variable). |
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170 |
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171 The fields 3, 4, 5, and 6 are not used and should be empty. |
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172 |
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173 Numerical values of all non-zero right-hand sides $b_i$ should be |
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174 specified in the RHS section (see below). All double-bounded (ranged) |
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175 constraints should be specified in the RANGES section (see below). |
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176 |
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177 \section{COLUMNS section} |
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178 |
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179 The COLUMNS section should start with the indicator card, which contains |
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180 the word \verb|COLUMNS| in the columns 1---7. |
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181 |
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182 Each data card in the COLUMNS section specifies one or two constraint |
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183 coefficients $a_{ij}$ and also introduces names of columns, i.e. names |
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184 of structural variables. All these data cards have the following format. |
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185 |
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186 The field 1 is not used and should be empty. |
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187 |
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188 The field 2 specifies a column name. If this field is empty, the column |
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189 name from the immediately preceeding data card is assumed. |
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190 |
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191 The field 3 specifies a row name defined in the ROWS section. |
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192 |
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193 The field 4 specifies a numerical value of the constraint coefficient |
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194 $a_{ij}$, which is placed in the corresponding row and column. |
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195 |
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196 The fields 5 and 6 are optional. If they are used, they should contain |
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197 a second pair ``row name---constraint coefficient'' for the same column. |
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198 |
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199 Elements of the constraint matrix (i.e. constraint coefficients) should |
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200 be enumerated in the column wise manner: all elements for the current |
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201 column should be specified before elements for the next column. However, |
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202 the order of rows in the COLUMNS section may differ from the order of |
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203 rows in the ROWS section. |
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204 |
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205 Constraint coefficients not specified in the COLUMNS section are |
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206 considered as zeros. Therefore zero coefficients may be omitted, |
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207 although it is allowed to explicitly specify them. |
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208 |
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209 \section{RHS section} |
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210 |
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211 The RHS section should start with the indicator card, which contains the |
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212 word \verb|RHS| in the columns 1---3. |
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213 |
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214 Each data card in the RHS section specifies one or two right-hand sides |
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215 $b_i$ (see Section \ref{secrows}, page \pageref{secrows}). All these |
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216 data cards have the following format. |
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217 |
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218 The field 1 is not used and should be empty. |
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219 |
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220 The field 2 specifies a name of the right-hand side (RHS) |
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221 vector\footnote{This feature allows the user to specify several RHS |
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222 vectors in the same MPS file. However, before solving the problem a |
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223 particular RHS vector should be chosen.}. If this field is empty, the |
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224 RHS vector name from the immediately preceeding data card is assumed. |
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225 |
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226 The field 3 specifies a row name defined in the ROWS section. |
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227 |
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228 The field 4 specifies a right-hand side $b_i$ for the row, whose name is |
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229 specified in the field 3. Depending on the row type $b_i$ is a lower |
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230 bound (for the row of \verb|G| type), an upper bound (for the row of |
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231 \verb|L| type), or a fixed value (for the row of \verb|E| |
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232 type).\footnote{If the row is of {\tt N} type, $b_i$ is considered as |
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233 a constant term of the corresponding linear form. Should note, however, |
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234 this convention is non-standard.} |
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235 |
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236 The fields 5 and 6 are optional. If they are used, they should contain |
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237 a second pair ``row name---right-hand side'' for the same RHS vector. |
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238 |
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239 All right-hand sides for the current RHS vector should be specified |
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240 before right-hand sides for the next RHS vector. However, the order of |
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241 rows in the RHS section may differ from the order of rows in the ROWS |
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242 section. |
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243 |
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244 Right-hand sides not specified in the RHS section are considered as |
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245 zeros. Therefore zero right-hand sides may be omitted, although it is |
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246 allowed to explicitly specify them. |
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247 |
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248 \section{RANGES section} |
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249 |
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250 The RANGES section should start with the indicator card, which contains |
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251 the word \verb|RANGES| in the columns 1---6. |
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252 |
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253 Each data card in the RANGES section specifies one or two ranges for |
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254 double-side constraints, i.e. for constraints that are of the types |
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255 \verb|L| and \verb|G| at the same time: |
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256 $$l_i \leq x_i = a_{i1}x_{m+1} + a_{i2}x_{m+2} + \dots + a_{in}x_{m+n} |
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257 \leq u_i,$$ |
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258 where $l_i$ is a lower bound, $u_i$ is an upper bound. All these data |
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259 cards have the following format. |
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260 |
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261 The field 1 is not used and should be empty. |
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262 |
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263 The field 2 specifies a name of the range vector\footnote{This feature |
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264 allows the user to specify several range vectors in the same MPS file. |
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265 However, before solving the problem a particular range vector should be |
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266 chosen.}. If this field is empty, the range vector name from the |
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267 immediately preceeding data card is assumed. |
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268 |
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269 The field 3 specifies a row name defined in the ROWS section. |
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270 |
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271 The field 4 specifies a range value $r_i$ (see the table below) for the |
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272 row, whose name is specified in the field 3. |
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273 |
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274 The fields 5 and 6 are optional. If they are used, they should contain |
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275 a second pair ``row name---range value'' for the same range vector. |
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276 |
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277 All range values for the current range vector should be specified before |
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278 range values for the next range vector. However, the order of rows in |
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279 the RANGES section may differ from the order of rows in the ROWS |
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280 section. |
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281 |
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282 For each double-side constraint specified in the RANGES section its |
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283 lower and upper bounds are determined as follows: |
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284 |
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285 \begin{center} |
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286 \begin{tabular}{cccc} |
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287 Row type & Sign of $r_i$ & Lower bound & Upper bound \\ |
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288 \hline |
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289 {\tt G} & $+$ or $-$ & $b_i$ & $b_i + |r_i|$ \\ |
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290 {\tt L} & $+$ or $-$ & $b_i - |r_i|$ & $b_i$ \\ |
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291 {\tt E} & $+$ & $b_i$ & $b_i + |r_i|$ \\ |
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292 {\tt E} & $-$ & $b_i - |r_i|$ & $b_i$ \\ |
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293 \end{tabular} |
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294 \end{center} |
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295 |
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296 \noindent |
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297 where $b_i$ is a right-hand side specified in the RHS section (if $b_i$ |
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298 is not specified, it is considered as zero), $r_i$ is a range value |
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299 specified in the RANGES section. |
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300 |
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301 \section{BOUNDS section} |
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302 \label{secbounds} |
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303 |
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304 The BOUNDS section should start with the indicator card, which contains |
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305 the word \verb|BOUNDS| in the columns 1---6. |
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306 |
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307 Each data card in the BOUNDS section specifies one (lower or upper) |
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308 bound for one structural variable (column). All these data cards have |
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309 the following format. |
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310 |
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311 The indicator in the field 1 specifies the bound type: |
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312 |
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313 \begin{tabular}{@{}ll} |
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314 \verb|LO| & lower bound; \\ |
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315 \verb|UP| & upper bound; \\ |
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316 \verb|FX| & fixed variable (lower and upper bounds are equal); \\ |
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317 \verb|FR| & free variable (no bounds); \\ |
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318 \verb|MI| & no lower bound (lower bound is ``minus infinity''); \\ |
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319 \verb|PL| & no upper bound (upper bound is ``plus infinity''); \\ |
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320 \end{tabular} |
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321 |
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322 The field 2 specifies a name of the bound vector\footnote{This feature |
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323 allows the user to specify several bound vectors in the same MPS file. |
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324 However, before solving the problem a particular bound vector should be |
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325 chosen.}. If this field is empty, the bound vector name from the |
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326 immediately preceeding data card is assumed. |
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327 |
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328 The field 3 specifies a column name defined in the COLUMNS section. |
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329 |
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330 The field 4 specifies a bound value. If the bound type in the field 1 |
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331 differs from \verb|LO|, \verb|UP|, and \verb|FX|, the value in the field |
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332 4 is ignored and may be omitted. |
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333 |
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334 The fields 5 and 6 are not used and should be empty. |
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335 |
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336 All bound values for the current bound vector should be specified before |
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337 bound values for the next bound vector. However, the order of columns in |
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338 the BOUNDS section may differ from the order of columns in the COLUMNS |
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339 section. Specification of a lower bound should precede specification of |
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340 an upper bound for the same column (if both the lower and upper bounds |
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341 are explicitly specified). |
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342 |
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343 By default, all columns (structural variables) are non-negative, i.e. |
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344 have zero lower bound and no upper bound. Lower ($l_j$) and upper |
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345 ($u_j$) bounds of some column (structural variable $x_j$) are set in the |
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346 following way, where $s_j$ is a corresponding bound value explicitly |
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347 specified in the BOUNDS section: |
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348 |
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349 \begin{tabular}{@{}ll} |
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350 \verb|LO| & sets $l_j$ to $s_j$; \\ |
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351 \verb|UP| & sets $u_j$ to $s_j$; \\ |
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352 \verb|FX| & sets both $l_j$ and $u_j$ to $s_j$; \\ |
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353 \verb|FR| & sets $l_j$ to $-\infty$ and $u_j$ to $+\infty$; \\ |
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354 \verb|MI| & sets $l_j$ to $-\infty$; \\ |
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355 \verb|PL| & sets $u_j$ to $+\infty$. \\ |
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356 \end{tabular} |
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357 |
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358 \section{ENDATA indicator card} |
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359 |
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360 The ENDATA indicator card should be the last card of MPS file (except |
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361 optional comment cards, which may follow the ENDATA card). This card |
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362 should contain the word \verb|ENDATA| in the columns 1---6. |
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363 |
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364 \section{Specifying objective function} |
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365 |
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366 It is impossible to explicitly specify the objective function and |
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367 optimization direction in the MPS file. However, the following implicit |
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368 rule is used by default: the first row of \verb|N| type is considered |
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369 as a row of the objective function (i.e. the objective function is the |
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370 corresponding auxiliary variable), which should be {\it minimized}. |
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371 |
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372 GLPK also allows specifying a constant term of the objective function |
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373 as a right-hand side of the corresponding row in the RHS section. |
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374 |
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375 \section{Example of MPS file} |
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376 \label{secmpsex} |
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377 |
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378 In order to illustrate what the MPS format is, consider the following |
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379 example of LP problem: |
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380 |
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381 \medskip |
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382 \noindent minimize |
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383 $$ |
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384 value = .03\ bin_1 + .08\ bin_2 + .17\ bin_3 + .12\ bin_4 + .15\ bin_5 |
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385 + .21\ al + .38\ si |
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386 $$ |
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387 |
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388 \noindent subject to linear constraints |
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389 $$ |
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390 \begin{array}{@{}l@{\:}l@{}} |
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391 yield &= \ \ \ \ \;bin_1 + \ \ \ \ \;bin_2 + \ \ \ \ \;bin_3 + |
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392 \ \ \ \ \;bin_4 + \ \ \ \ \;bin_5 + \ \ \ \ \;al + |
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393 \ \ \ \ \;si \\ |
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394 FE &= .15\ bin_1 + .04\ bin_2 + .02\ bin_3 + .04\ bin_4 + .02\ bin_5 |
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395 + .01\ al + .03\ si \\ |
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396 CU &= .03\ bin_1 + .05\ bin_2 + .08\ bin_3 + .02\ bin_4 + .06\ bin_5 |
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397 + .01\ al \\ |
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398 MN &= .02\ bin_1 + .04\ bin_2 + .01\ bin_3 + .02\ bin_4 + .02\ bin_5 |
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399 \\ |
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400 MG &= .02\ bin_1 + .03\ bin_2 |
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401 \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ + .01\ bin_5 \\ |
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402 AL &= .70\ bin_1 + .75\ bin_2 + .80\ bin_3 + .75\ bin_4 + .80\ bin_5 |
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403 + .97\ al \\ |
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404 SI &= .02\ bin_1 + .06\ bin_2 + .08\ bin_3 + .12\ bin_4 + .02\ bin_5 |
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405 + .01\ al + .97\ si \\ |
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406 \end{array} |
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407 $$ |
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408 and bounds of (auxiliary and structural) variables |
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409 $$ |
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410 \begin{array}{r@{\ }l@{\ }l@{\ }l@{\ }rcr@{\ }l@{\ }l@{\ }l@{\ }r} |
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411 &&yield&=&2000&&0&\leq&bin_1&\leq&200\\ |
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412 -\infty&<&FE&\leq&60&&0&\leq&bin_2&\leq&2500\\ |
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413 -\infty&<&CU&\leq&100&&400&\leq&bin_3&\leq&800\\ |
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414 -\infty&<&MN&\leq&40&&100&\leq&bin_4&\leq&700\\ |
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415 -\infty&<&MG&\leq&30&&0&\leq&bin_5&\leq&1500\\ |
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416 1500&\leq&AL&<&+\infty&&0&\leq&al&<&+\infty\\ |
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417 250&\leq&SI&\leq&300&&0&\leq&si&<&+\infty\\ |
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418 \end{array} |
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419 $$ |
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420 |
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421 A complete MPS file which specifies data for this example is shown |
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422 below (the first two comment lines show card positions). |
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423 |
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424 \begin{verbatim} |
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425 *000000001111111111222222222233333333334444444444555555555566 |
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426 *234567890123456789012345678901234567890123456789012345678901 |
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427 NAME PLAN |
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428 ROWS |
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429 N VALUE |
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430 E YIELD |
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431 L FE |
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432 L CU |
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433 L MN |
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434 L MG |
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435 G AL |
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436 L SI |
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437 COLUMNS |
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438 BIN1 VALUE .03000 YIELD 1.00000 |
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439 FE .15000 CU .03000 |
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440 MN .02000 MG .02000 |
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441 AL .70000 SI .02000 |
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442 BIN2 VALUE .08000 YIELD 1.00000 |
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443 FE .04000 CU .05000 |
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444 MN .04000 MG .03000 |
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445 AL .75000 SI .06000 |
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446 BIN3 VALUE .17000 YIELD 1.00000 |
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447 FE .02000 CU .08000 |
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448 MN .01000 AL .80000 |
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449 SI .08000 |
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450 BIN4 VALUE .12000 YIELD 1.00000 |
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451 FE .04000 CU .02000 |
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452 MN .02000 AL .75000 |
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453 SI .12000 |
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454 BIN5 VALUE .15000 YIELD 1.00000 |
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455 FE .02000 CU .06000 |
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456 MN .02000 MG .01000 |
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457 AL .80000 SI .02000 |
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458 ALUM VALUE .21000 YIELD 1.00000 |
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459 FE .01000 CU .01000 |
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460 AL .97000 SI .01000 |
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461 SILICON VALUE .38000 YIELD 1.00000 |
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462 FE .03000 SI .97000 |
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463 RHS |
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464 RHS1 YIELD 2000.00000 FE 60.00000 |
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465 CU 100.00000 MN 40.00000 |
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466 SI 300.00000 |
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467 MG 30.00000 AL 1500.00000 |
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468 RANGES |
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469 RNG1 SI 50.00000 |
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470 BOUNDS |
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471 UP BND1 BIN1 200.00000 |
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472 UP BIN2 2500.00000 |
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473 LO BIN3 400.00000 |
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474 UP BIN3 800.00000 |
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475 LO BIN4 100.00000 |
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476 UP BIN4 700.00000 |
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477 UP BIN5 1500.00000 |
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478 ENDATA |
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479 \end{verbatim} |
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480 |
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481 \section{MIP features} |
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482 |
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483 The MPS format provides two ways for introducing integer variables into |
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484 the problem. |
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485 |
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486 The first way is most general and based on using special marker cards |
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487 INTORG and INTEND. These marker cards are placed in the COLUMNS section. |
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488 The INTORG card indicates the start of a group of integer variables |
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489 (columns), and the card INTEND indicates the end of the group. The MPS |
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490 file may contain arbitrary number of the marker cards. |
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491 |
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492 The marker cards have the same format as the data cards (see Section |
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493 \ref{secmps}, page \pageref{secmps}). |
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494 |
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495 The fields 1, 2, and 6 are not used and should be empty. |
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496 |
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497 The field 2 should contain a marker name. This name may be arbitrary. |
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498 |
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499 The field 3 should contain the word \verb|'MARKER'| (including |
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500 apostrophes). |
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501 |
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502 The field 5 should contain either the word \verb|'INTORG'| (including |
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503 apostrophes) for the marker card, which begins a group of integer |
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504 columns, or the word \verb|'INTEND'| (including apostrophes) for the |
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505 marker card, which ends the group. |
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506 |
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507 The second way is less general but more convenient in some cases. It |
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508 allows the user declaring integer columns using three additional types |
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509 of bounds, which are specified in the field 1 of data cards in the |
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510 BOUNDS section (see Section \ref{secbounds}, page \pageref{secbounds}): |
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511 |
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512 \begin{tabular}{@{}lp{112.3mm}@{}} |
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513 \verb|LI| & lower integer. This bound type specifies that the |
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514 corresponding column (structural variable), whose name is specified in |
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515 field 3, is of integer kind. In this case an lower bound of the |
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516 column should be specified in field 4 (like in the case of \verb|LO| |
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517 bound type). \\ |
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518 \verb|UI| & upper integer. This bound type specifies that the |
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519 corresponding column (structural variable), whose name is specified in |
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520 field 3, is of integer kind. In this case an upper bound of the |
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521 column should be specified in field 4 (like in the case of \verb|UP| |
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522 bound type). \\ |
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523 \end{tabular} |
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524 |
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525 \pagebreak |
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526 |
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527 \begin{tabular}{@{}lp{112.3mm}@{}} |
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528 \verb|BV| & binary variable. This bound type specifies that the |
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529 corresponding column (structural variable), whose name is specified in |
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530 the field 3, is of integer kind, its lower bound is zero, and its upper |
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531 bound is one (thus, such variable being of integer kind can have only |
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532 two values zero and one). In this case a numeric value specified in the |
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533 field 4 is ignored and may be omitted.\\ |
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534 \end{tabular} |
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535 |
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536 Consider the following example of MIP problem: |
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537 |
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538 \medskip |
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539 |
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540 \noindent |
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541 \hspace{1in} minimize |
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542 $$Z = 3 x_1 + 7 x_2 - x_3 + x4$$ |
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543 \hspace{1in} subject to linear constraints |
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544 $$ |
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545 \begin{array}{c} |
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546 \nonumber r_1 = 2 x_1 - \ \ x_2 + \ \ x_3 - \ \;x_4 \\ |
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547 \nonumber r_2 = \ \;x_1 - \ \;x_2 - 6 x_3 + 4 x_4 \\ |
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548 \nonumber r_3 = 5 x_1 + 3 x_2 \ \ \ \ \ \ \ \ \ + \ \ x_4 \\ |
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549 \end{array} |
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550 $$ |
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551 \hspace{1in} and bound of variables |
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552 $$ |
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553 \begin{array}{cccl} |
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554 \nonumber 1 \leq r_1 < +\infty && 0 \leq x_1 \leq 4 &{\rm(continuous)}\\ |
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555 \nonumber 8 \leq r_2 < +\infty && 2 \leq x_2 \leq 5 &{\rm(integer)} \\ |
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556 \nonumber 5 \leq r_3 < +\infty && 0 \leq x_3 \leq 1 &{\rm(integer)} \\ |
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557 \nonumber && 3 \leq x_4 \leq 8 &{\rm(continuous)}\\ |
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558 \end{array} |
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559 $$ |
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560 |
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561 The corresponding MPS file may look like the following: |
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562 |
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563 \begin{verbatim} |
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564 NAME SAMP1 |
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565 ROWS |
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566 N Z |
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567 G R1 |
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568 G R2 |
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569 G R3 |
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570 COLUMNS |
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571 X1 R1 2.0 R2 1.0 |
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572 X1 R3 5.0 Z 3.0 |
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573 MARK0001 'MARKER' 'INTORG' |
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574 X2 R1 -1.0 R2 -1.0 |
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575 X2 R3 3.0 Z 7.0 |
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576 X3 R1 1.0 R2 -6.0 |
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577 X3 Z -1.0 |
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578 MARK0002 'MARKER' 'INTEND' |
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579 X4 R1 -1.0 R2 4.0 |
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580 X4 R3 1.0 Z 1.0 |
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581 RHS |
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582 RHS1 R1 1.0 |
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583 RHS1 R2 8.0 |
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584 RHS1 R3 5.0 |
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585 BOUNDS |
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586 UP BND1 X1 4.0 |
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587 LO BND1 X2 2.0 |
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588 UP BND1 X2 5.0 |
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589 UP BND1 X3 1.0 |
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590 LO BND1 X4 3.0 |
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591 UP BND1 X4 8.0 |
|
592 ENDATA |
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593 \end{verbatim} |
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594 |
|
595 The same example may be coded without INTORG/INTEND markers using the |
|
596 bound type UI for the variable $x_2$ and the bound type BV for the |
|
597 variable $x_3$: |
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598 |
|
599 \begin{verbatim} |
|
600 NAME SAMP2 |
|
601 ROWS |
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602 N Z |
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603 G R1 |
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604 G R2 |
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605 G R3 |
|
606 COLUMNS |
|
607 X1 R1 2.0 R2 1.0 |
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608 X1 R3 5.0 Z 3.0 |
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609 X2 R1 -1.0 R2 -1.0 |
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610 X2 R3 3.0 Z 7.0 |
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611 X3 R1 1.0 R2 -6.0 |
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612 X3 Z -1.0 |
|
613 X4 R1 -1.0 R2 4.0 |
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614 X4 R3 1.0 Z 1.0 |
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615 RHS |
|
616 RHS1 R1 1.0 |
|
617 RHS1 R2 8.0 |
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618 RHS1 R3 5.0 |
|
619 BOUNDS |
|
620 UP BND1 X1 4.0 |
|
621 LO BND1 X2 2.0 |
|
622 UI BND1 X2 5.0 |
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623 BV BND1 X3 |
|
624 LO BND1 X4 3.0 |
|
625 UP BND1 X4 8.0 |
|
626 ENDATA |
|
627 \end{verbatim} |
|
628 |
|
629 %\section{Specifying predefined basis} |
|
630 %\label{secbas} |
|
631 % |
|
632 %The MPS format can also be used to specify some predefined basis for an |
|
633 %LP problem, i.e. to specify which rows and columns are basic and which |
|
634 %are non-basic. |
|
635 % |
|
636 %The order of a basis file in the MPS format is: |
|
637 % |
|
638 %$\bullet$ NAME indicator card; |
|
639 % |
|
640 %$\bullet$ data cards (can appear in arbitrary order); |
|
641 % |
|
642 %$\bullet$ ENDATA indicator card. |
|
643 % |
|
644 %Each data card specifies either a pair "basic column---non-basic row" |
|
645 %or a non-basic column. All the data cards have the following format. |
|
646 % |
|
647 %`\verb|XL|' in the field 1 means that a column, whose name is given in |
|
648 %the field 2, is basic, and a row, whose name is given in the field 3, |
|
649 %is non-basic and placed on its lower bound. |
|
650 % |
|
651 %`\verb|XU|' in the field 1 means that a column, whose name is given in |
|
652 %the field 2, is basic, and a row, whose name is given in the field 3, |
|
653 %is non-basic and placed on its upper bound. |
|
654 % |
|
655 %`\verb|LL|' in the field 1 means that a column, whose name is given in |
|
656 %the field 3, is non-basic and placed on its lower bound. |
|
657 % |
|
658 %`\verb|UL|' in the field 1 means that a column, whose name is given in |
|
659 %the field 3, is non-basic and placed on its upper bound. |
|
660 % |
|
661 %The field 2 contains a column name. |
|
662 % |
|
663 %If the indicator given in the field 1 is `\verb|XL|' or `\verb|XU|', |
|
664 %the field 3 contains a row name. Otherwise, if the indicator is |
|
665 %`\verb|LL|' or `\verb|UL|', the field 3 is not used and should be |
|
666 %empty. |
|
667 % |
|
668 %The field 4, 5, and 6 are not used and should be empty. |
|
669 % |
|
670 %A basis file in the MPS format acts like a patch: it doesn't specify |
|
671 %a basis completely, instead that it is just shows in what a given basis |
|
672 %differs from the "standard" basis, where all rows (auxiliary variables) |
|
673 %are assumed to be basic and all columns (structural variables) are |
|
674 %assumed to be non-basic. |
|
675 % |
|
676 %As an example here is a basis file that specifies an optimal basis |
|
677 %for the example LP problem given in Section \ref{secmpsex}, |
|
678 %Page \pageref{secmpsex}: |
|
679 % |
|
680 %\pagebreak |
|
681 % |
|
682 %\begin{verbatim} |
|
683 %*000000001111111111222222222233333333334444444444555555555566 |
|
684 %*234567890123456789012345678901234567890123456789012345678901 |
|
685 %NAME PLAN |
|
686 % XL BIN2 YIELD |
|
687 % XL BIN3 FE |
|
688 % XL BIN4 MN |
|
689 % XL ALUM AL |
|
690 % XL SILICON SI |
|
691 % LL BIN1 |
|
692 % LL BIN5 |
|
693 %ENDATA |
|
694 %\end{verbatim} |
|
695 |
|
696 %* eof *% |