The MOSEK command line tool Version 7.0 (Revision 141)

278 CHAPTER 13. THE MPS FILE FORMAT
Q i = (Q i ) T .
Please note the explicit 1/2 in the quadratic term and that Q i is required to be symmetric.
• C is a convex cone.
• J ⊆ {1, 2, . . . , n} is an index set of the integer-constrained variables.
An MPS file with one row and one column can be illustrated like this:
* 1 2 3 4 5 6
*23456789012345678901234567890123456789012345678901234567890
NAME
[name]
OBJSENSE
[objsense]
OBJNAME
[objname]
ROWS
? [cname1]
COLUMNS
[vname1] [cname1] [value1] [vname3] [value2]
RHS
[name] [cname1] [value1] [cname2] [value2]
RANGES
[name] [cname1] [value1] [cname2] [value2]
QSECTION [cname1]
[vname1] [vname2] [value1] [vname3] [value2]
BOUNDS
?? [name] [vname1] [value1]
CSECTION [kname1] [value1] [ktype]
[vname1]
ENDATA
Here the names in capitals are keywords of the MPS format and names in brackets are custom defined
names or values. A couple of notes on the structure:
Fields:
All items surrounded by brackets appear in fields. The fields named ”valueN” are numerical
values. Hence, they must have the format
[+|-]XXXXXXX.XXXXXX[[e|E][+|-]XXX]
where
Sections:
X = [0|1|2|3|4|5|6|7|8|9].
The MPS file consists of several sections where the names in capitals indicate the beginning of a
new section. For example, COLUMNS denotes the beginning of the columns section.
Comments:
Keys:
Lines starting with an ”*” are comment lines and are ignored by MOSEK.
The question marks represent keys to be specified later.