readmps

Reads a Linear Program from a MPS file.

Calling Sequence

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

Arguments

:file-name a string, the name of the mps file : :bounds 2-vector [lowbound,upbound] , default lower and upper

bounds

: :maxsizes 3-vector [maxm,maxn,maxnza] Maximum number of

constraints and variables, maximum number of nonzeros entries in the LP constraint matrix. If omitted readmps reads the file once just to compute these numbers.

: :mps a tlist, with type “mps” and with following fields

:irobj integer (index of the objective row). : :namec character string (Name of the objective). : :nameb character string (Name of the right hand side). : :namran character string (Name of the ranges section). : :nambnd character string (Name of the bounds section). : :name character string (Name of the LP problem). : :rownames character string column vector (Name of the rows). : :colnames character string row vector (Name of the columns). : :rowstat integer vector, row types:

:1 row type is “=” : :2 row type is “>=” : :3 row type is “<=” : :4 objective row : :5 other free row :

: :rowcode real matrix [hdrowcd,lnkrow] with

:hdrowcd real vector (Header to the linked list of rows with the same

codes).

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

: :colcode real matrix [hdcolcd,lnkcol] with

:hdcolcd integer vector (Header to the linked list of columns with the

same codes).

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

: :rownmbs integer vector (Row numbers of nonzeros in columns of

matrix A.)

: :colpnts integer vector (Pointers to the beginning of columns of

matrix A).

: :acoeff real vector (Array of nonzero elements for each column). : :rhs real vector ( Right hand side of the linear program). : :ranges real vector of constraint ranges. : :bounds real matrix [lbounds,ubounds] with

:ubounds full column vector of upper bounds : :lbounds full column vector of lower bounds :

: :stavar full column vector of variable status

:0 standard (non negative) variable : :1 upper bounded variable : :2 lower bounded variable : :3 lower and upper bounded variable : :4 minus infinity type variable i.e -inf<x<=u : :5 plus infinity type variable i.e l<=x< inf : :6 fixed type variable i.e l=x=u : :-k free variable :

:

:

Description

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

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

Examples

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

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

Implementation notes

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

References

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