The MOSEK command line tool Version 7.0 (Revision 141)

294 CHAPTER 14. THE LP FILE FORMAT
The algorithm for making names LP valid works as follows: The name is interpreted as an utf-8
string. For a unicode character c:
• If c==‘ ’ (underscore), the output is ‘
’ (two underscores).
• If c is a valid LP name character, the output is just c.
• If c is another character in the ASCII range, the output is XX, where XX is the hexadecimal code
for the character.
• If c is a character in the range 127—65535, the output is uXXXX, where XXXX is the hexadecimal
code for the character.
• If c is a character above 65535, the output is UXXXXXXXX, where XXXXXXXX is the hexadecimal
code for the character.
Invalid utf-8 substrings are escaped as ‘ XX’, and if a name starts with a period, ‘e’ or ‘E’, that
character is escaped as ‘ XX’.
14.2.3 Variable bounds
Specifying several upper or lower bounds on one variable is possible but MOSEK uses only the tightest
bounds. If a variable is fixed (with =), then it is considered the tightest bound.
14.2.4 MOSEK specific extensions to the LP format
Some optimization software packages employ a more strict definition of the LP format that the one
used by MOSEK. The limitations imposed by the strict LP format are the following:
• Quadratic terms in the constraints are not allowed.
• Names can be only 16 characters long.
• Lines must not exceed 255 characters in length.
If an LP formatted file created by MOSEK should satisfies the strict definition, then the parameter
MSK IPAR WRITE LP STRICT FORMAT
should be set; note, however, that some problems cannot be written correctly as a strict LP formatted
file. For instance, all names are truncated to 16 characters and hence they may loose their uniqueness
and change the problem.
To get around some of the inconveniences converting from other problem formats, MOSEK allows lines
to contain 1024 characters and names may have any length (shorter than the 1024 characters).
Internally in MOSEK names may contain any (printable) character, many of which cannot be used in
LP names. Setting the parameters