The MOSEK command line tool Version 7.0 (Revision 141)
The MOSEK command line tool. Version 7.0 ... - Documentation The MOSEK command line tool. Version 7.0 ... - Documentation
280 CHAPTER 13. THE MPS FILE FORMAT MIN MINIMIZE MAX MAXIMIZE It should be obvious what the implication is of each of these four lines. 13.1.4 OBJNAME (optional) This is an optional section that can be used to specify the name of the row that is used as objective function. The OBJNAME section contains one line at most which has the form objname objname should be a valid row name. 13.1.5 ROWS A record in the ROWS section has the form ? [cname1] where the requirements for the fields are as follows: Field Starting Maximum Re- Description position width quired ? 2 1 Yes Constraint key [cname1] 5 8 Yes Constraint name Hence, in this section each constraint is assigned an unique name denoted by [cname1]. Please note that [cname1] starts in position 5 and the field can be at most 8 characters wide. An initial key (?) must be present to specify the type of the constraint. The key can have the values E, G, L, or N with the following interpretation: Constraint type li c u c i E finite li c G finite ∞ L −∞ finite N −∞ ∞ In the MPS format an objective vector is not specified explicitly, but one of the constraints having the key N will be used as the objective vector c . In general, if multiple N type constraints are specified, then the first will be used as the objective vector c . 13.1.6 COLUMNS In this section the elements of A are specified using one or more records having the form
13.1. MPS FILE STRUCTURE 281 [vname1] [cname1] [value1] [cname2] [value2] where the requirements for each field are as follows: Field Starting Maximum Re- Description position width quired [vname1] 5 8 Yes Variable name [cname1] 15 8 Yes Constraint name [value1] 25 12 Yes Numerical value [cname2] 40 8 No Constraint name [value2] 50 12 No Numerical value Hence, a record specifies one or two elements a ij of A using the principle that [vname1] and [cname1] determines j and i respectively. Please note that [cname1] must be a constraint name specified in the ROWS section. Finally, [value1] denotes the numerical value of a ij . Another optional element is specified by [cname2], and [value2] for the variable specified by [vname1]. Some important comments are: • All elements belonging to one variable must be grouped together. • Zero elements of A should not be specified. • At least one element for each variable should be specified. 13.1.7 RHS (optional) A record in this section has the format [name] [cname1] [value1] [cname2] [value2] where the requirements for each field are as follows: Field Starting Maximum Re- Description position width quired [name] 5 8 Yes Name of the RHS vector [cname1] 15 8 Yes Constraint name [value1] 25 12 Yes Numerical value [cname2] 40 8 No Constraint name [value2] 50 12 No Numerical value The interpretation of a record is that [name] is the name of the RHS vector to be specified. In general, several vectors can be specified. [cname1] denotes a constraint name previously specified in the ROWS section. Now, assume that this name has been assigned to the i th constraint and v 1 denotes the value specified by [value1], then the interpretation of v 1 is:
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280 CHAPTER 13. THE MPS FILE FORMAT<br />
MIN<br />
MINIMIZE<br />
MAX<br />
MAXIMIZE<br />
It should be obvious what the implication is of each of these four <strong>line</strong>s.<br />
13.1.4 OBJNAME (optional)<br />
This is an optional section that can be used to specify the name of the row that is used as objective<br />
function. <strong>The</strong> OBJNAME section contains one <strong>line</strong> at most which has the form<br />
objname<br />
objname should be a valid row name.<br />
13.1.5 ROWS<br />
A record in the ROWS section has the form<br />
? [cname1]<br />
where the requirements for the fields are as follows:<br />
Field Starting Maximum Re- Description<br />
position width quired<br />
? 2 1 Yes Constraint key<br />
[cname1] 5 8 Yes Constraint name<br />
Hence, in this section each constraint is assigned an unique name denoted by [cname1]. Please note<br />
that [cname1] starts in position 5 and the field can be at most 8 characters wide. An initial key (?)<br />
must be present to specify the type of the constraint. <strong>The</strong> key can have the values E, G, L, or N with<br />
the following interpretation:<br />
Constraint<br />
type<br />
li c u c i<br />
E finite li<br />
c<br />
G finite ∞<br />
L −∞ finite<br />
N −∞ ∞<br />
In the MPS format an objective vector is not specified explicitly, but one of the constraints having the<br />
key N will be used as the objective vector c . In general, if multiple N type constraints are specified,<br />
then the first will be used as the objective vector c .<br />
13.1.6 COLUMNS<br />
In this section the elements of A are specified using one or more records having the form