The MOSEK command line tool Version 7.0 (Revision 141)

13.2. INTEGER VARIABLES 287
13.2 Integer variables
Using special bound keys in the BOUNDS section it is possible to specify that some or all of the variables
should be integer-constrained i.e. be members of J . However, an alternative method is available.
This method is available only for backward compatibility and we recommend that it is not used. This
method requires that markers are placed in the COLUMNS section as in the example:
COLUMNS
x1 obj -10.0 c1 0.7
x1 c2 0.5 c3 1.0
x1 c4 0.1
* Start of integer-constrained variables.
MARK000 ’MARKER’ ’INTORG’
x2 obj -9.0 c1 1.0
x2 c2 0.8333333333 c3 0.66666667
x2 c4 0.25
x3 obj 1.0 c6 2.0
MARK001 ’MARKER’ ’INTEND’
* End of integer-constrained variables.
Please note that special marker lines are used to indicate the start and the end of the integer variables.
Furthermore be aware of the following
• IMPORTANT: All variables between the markers are assigned a default lower bound of 0 and
a default upper bound of 1. This may not be what is intended. If it is not intended, the
correct bounds should be defined in the BOUNDS section of the MPS formatted file.
• MOSEK ignores field 1, i.e. MARK0001 and MARK001, however, other optimization systems require
them.
• Field 2, i.e. ’MARKER’, must be specified including the single quotes. This implies that no row
can be assigned the name ’MARKER’.
• Field 3 is ignored and should be left blank.
• Field 4, i.e. ’INTORG’ and ’INTEND’, must be specified.
• It is possible to specify several such integer marker sections within the COLUMNS section.
13.3 General limitations
• An MPS file should be an ASCII file.
13.4 Interpretation of the MPS format
Several issues related to the MPS format are not well-defined by the industry standard. However,
MOSEK uses the following interpretation: