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