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readmps Scilab Group Scilab Function readmps
NAME
readmps - reads a file in MPS format
CALLING SEQUENCE
mps= readmps (file-name,bounds [,maxsizes]);
PARAMETERS
file-name : character string, path of the MPS file
bounds : 2-vector [lowbound,upbound] , default lower ans upper bounds
maxsizes : 3-vector [maxm,maxn,maxnza] Maximum number of contraints and
variables, maximum number of nonzeros entries in the LP
constraint matrix. If omitted readmps reads the file once just
to compute these numbers.
mps : tlist with following fields
irobj : integer (index of the objective row).
namec : character string (Name of the objective).
nameb : character string (Name of the right hand side).
namran : character string (Name of the ranges section).
nambnd : character string (Name of the bounds section).
name : character string (Name of the LP problem).
rownames : character string column vector (Name of the rows).
colnames : character string row vector (Name of the
columns).
rowstat : integer vector, row types:
1 : row type is "="
2 : row type is ">="
3 : row type is "<="
4 : objective row
5 : other free row
rowcode : real matrix [hdrowcd,lnkrow] with
hdrowcd : real vector (Header to the linked list
of rows with the same codes).
lnkrow : integer vector (Linked list of rows with
the same codes).
colcode : real matrix [hdcolcd,lnkcol] with
hdcolcd : integer vector (Header to the linked
list of columns with the same codes).
lnkcol : integer vector (Linked list of columns
with the same codes).
rownmbs : integer vector (Row numbers of nonzeros in columns
of matrix A.)
colpnts : integer vector (Pointers to the beginning of
columns of matrix A).
acoeff : real vector (Array of nonzero elements for each
column).
rhs :real vector ( Right hand side of the linear
program).
ranges : real vector of constraint ranges.
bounds : real matrix [lbounds,ubounds] with
ubounds : full column vector of upper bounds
lbounds : full column vector of lower bounds
stavar : full column vector of variable status
0 :standard (non negative) variable
1 : upper bounded variable
2 : lower bounded variable
3 : lower and upper bounded variable
4 : minus infinity type variable i.e -inf<x<=u
5 : plus infinity type variable i.e l<=x< inf
6 : fixed type variable i.e l=x=u
-k : free variable
DESCRIPTION
readmps. Utility function: reads a file containing description of an LP
problem given in MPS format. It is an interface with the program
rdmps1.f of hopdm (J. Gondzio). For a description of the variables, see
the file rdmps1.f.
MPS format is a standard ASCII medium for LP codes. MPS format is
described in more detail in Murtagh's book:
Murtagh B. (1981). Advanced Linear Programming, McGrew-Hill, New York,
1981.
EXAMPLE
//Let the LP problem:
//objective:
// min XONE + 4 YTWO + 9 ZTHREE
//constraints:
// LIM1: XONE + YTWO < = 5
// LIM2: XONE + ZTHREE > = 10
// MYEQN: - YTWO + ZTHREE = 7
//Bounds
// 0 < = XONE < = 4
// -1 < = YTWO < = 1
//Generate MPS file
txt=['NAME TESTPROB'
'ROWS'
' N COST'
' L LIM1'
' G LIM2'
' E MYEQN'
'COLUMNS'
' XONE COST 1 LIM1 1'
' XONE LIM2 1'
' YTWO COST 4 LIM1 1'
' YTWO MYEQN -1'
' ZTHREE COST 9 LIM2 1'
' ZTHREE MYEQN 1'
'RHS'
' RHS1 LIM1 5 LIM2 10'
' RHS1 MYEQN 7'
'BOUNDS'
' UP BND1 XONE 4'
' LO BND1 YTWO -1'
' UP BND1 YTWO 1'
'ENDATA'];
u=file('open','/tmp/test.mps','unknown')
write(u,txt,'(a)');file('close',u)
//Read the MPS file
P=readmps('/tmp/test.mps',[0 10^30])
//Convert it to linpro format
LP=mps2linpro(P)
//Solve it with linpro
[x,lagr,f]=linpro(LP(2:$))
SEE ALSO
mps2linpro
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