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The MOSEK command line tool Version 7.0 (Revision 141)

The MOSEK command line tool. Version 7.0 ... - Documentation

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13.1. MPS FILE STRUCTURE 279<br />

Extensions:<br />

<strong>The</strong> sections QSECTION and CSECTION are <strong>MOSEK</strong> specific extensions of the MPS format.<br />

<strong>The</strong> standard MPS format is a fixed format, i.e. everything in the MPS file must be within certain<br />

fixed positions. <strong>MOSEK</strong> also supports a free format. See Section 13.5 for details.<br />

13.1.1 Linear example lo1.mps<br />

A concrete example of a MPS file is presented below:<br />

* File: lo1.mps<br />

NAME<br />

lo1<br />

OBJSENSE<br />

MAX<br />

ROWS<br />

N obj<br />

E c1<br />

G c2<br />

L c3<br />

COLUMNS<br />

x1 obj 3<br />

x1 c1 3<br />

x1 c2 2<br />

x2 obj 1<br />

x2 c1 1<br />

x2 c2 1<br />

x2 c3 2<br />

x3 obj 5<br />

x3 c1 2<br />

x3 c2 3<br />

x4 obj 1<br />

x4 c2 1<br />

x4 c3 3<br />

RHS<br />

rhs c1 30<br />

rhs c2 15<br />

rhs c3 25<br />

RANGES<br />

BOUNDS<br />

UP bound x2 10<br />

ENDATA<br />

Subsequently each individual section in the MPS format is discussed.<br />

13.1.2 NAME<br />

In this section a name ([name]) is assigned to the problem.<br />

13.1.3 OBJSENSE (optional)<br />

This is an optional section that can be used to specify the sense of the objective function. <strong>The</strong> OBJSENSE<br />

section contains one <strong>line</strong> at most which can be one of the following

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