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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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284 CHAPTER 13. THE MPS FILE FORMAT<br />

13.1.10 BOUNDS (optional)<br />

In the BOUNDS section changes to the default bounds vectors l x and u x are specified. <strong>The</strong> default<br />

bounds vectors are l x = 0 and u x = ∞ . Moreover, it is possible to specify several sets of bound<br />

vectors. A record in this section has the form<br />

?? [name] [vname1] [value1]<br />

where the requirements for each field are:<br />

Field Starting Maximum Re- Description<br />

position width quired<br />

?? 2 2 Yes Bound key<br />

[name] 5 8 Yes Name of the BOUNDS vector<br />

[vname1] 15 8 Yes Variable name<br />

[value1] 25 12 No Numerical value<br />

Hence, a record in the BOUNDS section has the following interpretation: [name] is the name of the<br />

bound vector and [vname1] is the name of the variable which bounds are modified by the record. ??<br />

and [value1] are used to modify the bound vectors according to the following table:<br />

v 1 is the value specified by [value1].<br />

?? lj x u x j Made integer<br />

(added to J )<br />

FR −∞ ∞ No<br />

FX v 1 v 1 No<br />

LO v 1 unchanged No<br />

MI −∞ unchanged No<br />

PL unchanged ∞ No<br />

UP unchanged v 1 No<br />

BV 0 1 Yes<br />

LI ⌈v 1 ⌉ unchanged Yes<br />

UI unchanged ⌊v 1 ⌋ Yes<br />

13.1.11 CSECTION (optional)<br />

<strong>The</strong> purpose of the CSECTION is to specify the constraint<br />

in (13.1).<br />

x ∈ C.<br />

It is assumed that C satisfies the following requirements. Let<br />

x t ∈ R nt , t = 1, . . . , k<br />

be vectors comprised of parts of the decision variables x so that each decision variable is a member of<br />

exactly one vector x t , for example

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