The MOSEK Python optimizer API manual Version 7.0 (Revision 141)

Appendix F
Mosek file formats
MOSEK supports a range of problem and solution formats. The Task formats is MOSEK’s native
binary format and it supports all features that MOSEK supports. OPF is the corresponding ASCII
format and this supports nearly all features (everything except semidefinite problems). In general, the
text formats are significantly slower to read, but they can be examined and edited directly in any text
editor.
MOSEK supports GZIP compression of files. Problem files with an additional ”.gz” extension are
assumed to be compressed when read, and is automatically compressed when written. For example, a
file called
problem.mps.gz
will be read as a GZIP compressed MPS file.
F.1 The MPS file format
MOSEK supports the standard MPS format with some extensions. For a detailed description of the
MPS format see the book by Nazareth [2].
F.1.1
MPS file structure
The version of the MPS format supported by MOSEK allows specification of an optimization problem
on the form
l c ≤ Ax + q(x) ≤ u c ,
l x ≤ x ≤ u x ,
x ∈ C,
x J integer,
(F.1)
where
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