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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 283<br />

Field Starting Maximum Re- Description<br />

position width quired<br />

[vname1] 5 8 Yes Variable name<br />

[vname2] 15 8 Yes Variable name<br />

[value1] 25 12 Yes Numerical value<br />

[vname3] 40 8 No Variable name<br />

[value2] 50 12 No Numerical value<br />

A record specifies one or two elements in the lower triangular part of the Q i matrix where [cname1]<br />

specifies the i . Hence, if the names [vname1] and [vname2] have been assigned to the k th and j th<br />

variable, then Q i kj<br />

is assigned the value given by [value1] An optional second element is specified in<br />

the same way by the fields [vname1], [vname3], and [value2].<br />

<strong>The</strong> example<br />

minimize − x 2 + 0.5(2x 2 1 − 2x 1 x 3 + 0.2x 2 2 + 2x 2 3)<br />

subject to x 1 + x 2 + x 3 ≥ 1,<br />

x ≥ 0<br />

has the following MPS file representation<br />

* File: qo1.mps<br />

NAME<br />

qo1<br />

ROWS<br />

N obj<br />

G c1<br />

COLUMNS<br />

x1 c1 1.0<br />

x2 obj -1.0<br />

x2 c1 1.0<br />

x3 c1 1.0<br />

RHS<br />

rhs c1 1.0<br />

QSECTION obj<br />

x1 x1 2.0<br />

x1 x3 -1.0<br />

x2 x2 0.2<br />

x3 x3 2.0<br />

ENDATA<br />

Regarding the QSECTIONs please note that:<br />

• Only one QSECTION is allowed for each constraint.<br />

• <strong>The</strong> QSECTIONs can appear in an arbitrary order after the COLUMNS section.<br />

• All variable names occurring in the QSECTION must already be specified in the COLUMNS section.<br />

• All entries specified in a QSECTION are assumed to belong to the lower triangular part of the<br />

quadratic term of Q .

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