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

F.1. THE MPS FILE FORMAT 597
Please note that a quadratic cone must have at least one member whereas a rotated quadratic cone
must have at least two members. A record in the CSECTION has the format
[vname1]
where the requirements for each field are
Field Starting Maximum Re- Description
position width quired
[vname1] 2 8 Yes A valid variable name
The most important restriction with respect to the CSECTION is that a variable must occur in only one
CSECTION.
F.1.1.12
ENDATA
This keyword denotes the end of the MPS file.
F.1.2
Integer variables
Using special bound keys in the BOUNDS section it is possible to specify that some or all of the variables
should be integer-constrained i.e. be members of J . However, an alternative method is available.
This method is available only for backward compatibility and we recommend that it is not used. This
method requires that markers are placed in the COLUMNS section as in the example:
COLUMNS
x1 obj -10.0 c1 0.7
x1 c2 0.5 c3 1.0
x1 c4 0.1
* Start of integer-constrained variables.
MARK000 ’MARKER’ ’INTORG’
x2 obj -9.0 c1 1.0
x2 c2 0.8333333333 c3 0.66666667
x2 c4 0.25
x3 obj 1.0 c6 2.0
MARK001 ’MARKER’ ’INTEND’
* End of integer-constrained variables.
Please note that special marker lines are used to indicate the start and the end of the integer variables.
Furthermore be aware of the following
• IMPORTANT: All variables between the markers are assigned a default lower bound of 0 and
a default upper bound of 1. This may not be what is intended. If it is not intended, the
correct bounds should be defined in the BOUNDS section of the MPS formatted file.
• MOSEK ignores field 1, i.e. MARK0001 and MARK001, however, other optimization systems require
them.
• Field 2, i.e. ’MARKER’, must be specified including the single quotes. This implies that no row
can be assigned the name ’MARKER’.