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

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292 CHAPTER 14. THE LP FILE FORMAT 14.1.3 Bounds Bounds on the variables can be specified in the bound section beginning with one of the keywords bound bounds The bounds section is optional but should, if present, follow the subject to section. All variables listed in the bounds section must occur in either the objective or a constraint. The default lower and upper bounds are 0 and +∞ . A variable may be declared free with the keyword free, which means that the lower bound is −∞ and the upper bound is +∞ . Furthermore it may be assigned a finite lower and upper bound. The bound definitions for a given variable may be written in one or two lines, and bounds can be any number or ±∞ (written as +inf/-inf/+infinity/-infinity) as in the example bounds x1 free x2

14.2. LP FORMAT PECULIARITIES 293 14.1.6 Linear example lo1.lp A simple example of an LP file is: \ File: lo1.lp maximize obj: 3 x1 + x2 + 5 x3 + x4 subject to c1: 3 x1 + x2 + 2 x3 = 30 c2: 2 x1 + x2 + 3 x3 + x4 >= 15 c3: 2 x2 + 3 x4

14.2. LP FORMAT PECULIARITIES 293<br />

14.1.6 Linear example lo1.lp<br />

A simple example of an LP file is:<br />

\ File: lo1.lp<br />

maximize<br />

obj: 3 x1 + x2 + 5 x3 + x4<br />

subject to<br />

c1: 3 x1 + x2 + 2 x3 = 30<br />

c2: 2 x1 + x2 + 3 x3 + x4 >= 15<br />

c3: 2 x2 + 3 x4

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