Package com.imsl.io

Class MPSReader

java.lang.Object
com.imsl.io.MPSReader
All Implemented Interfaces:
Serializable
public class MPSReader extends Object implements Serializable
Reads a linear programming problem from an MPS file.

An MPS file defines a linear or quadratic programming problem. Linear programming problems read using this class are assumed to be of the form:

$$\mathop {\min }\limits_{x\; \in \;R^n } c^T x$$

subject to

$$b_l \le Ax \le b_u$$

$$\,\,x_l \le x \le x_u$$

where c is the objective coefficient vector, A is the coefficient matrix, and the vectors \(b_l\), \(b_u\), \(x_l\), and \(x_u\) are the lower and upper bounds on the constraints and the variables, respectively.

The following table helps map this notation into the use of MPSReader.

CObjective
AConstraint matrix
\(b_l\)Lower Range
\(b_u\)Upper Range
\(x_l\)Lower Bound
\(x_u\)Upper Bound

If the MPS file specifies an equality constraint or bound, the corresponding lower and upper values will be exactly equal.

The problem formulation assumes that the constraints and bounds are two-sided. If a particular constraint or bound has no lower limit, then the corresponding entry in the structure is set to negative machine infinity. If the upper limit is missing, then the corresponding entry in the structure is set to positive machine infinity.

MPS File Format

There is some variability in the MPS format. This section describes the MPS format accepted by this reader.

An MPS file consists of a number of sections. Each section begins with a name in column 1. With the exception of the NAME section, the rest of this line is ignored. Lines with a '*' or '$' in column 1 are considered comment lines and are ignored.

The body of each section consists of lines divided into fields, as follows:

Field Number ColumnsContent
12-3Indicator
25-12Name
315-22Name
425-36Value
540-47Name
650-61Value

The format limits MPS names to 8 characters and values to 12 characters. The names in fields 2, 3 and 5 are case sensitive. Leading and trailing blanks are ignored, but internal spaces are significant.

The sections in an MPS file are as follows:

NAME

ROWS

COLUMNS

RHS

RANGES (optional)

BOUNDS (optional)

QUADRATIC (optional)

ENDATA

Sections must occur in the above order.

MPS keywords, section names and indicator values, are case insensitive. Row, column and set names are case sensitive.

NAME Section

The NAME section contains the single line. A problem name can occur anywhere on the line after NAME and before columns 62. The problem name is truncated to 8 characters.

ROWS Section

The ROWS section defines the name and type for each row. Field 1 contains the row type and field 2 contains the row name. Row type values are not case sensitive. Row names are case sensitive. The following row types are allowed:

Row TypeMeaning
EEquality constraint
LLess than or equal constraint
GGreater than or equal constraint
NObjective of a free row

COLUMNS Section

The COLUMNS section defines the nonzero entries in the objective and the constraint matrix. The row names here must have been defined in the ROWS section.

FieldContents
2Column name
3Row name
4Value for the entry whose row and column are given by fields 2 and 3
5Row name
6Value for the entry whose row and column are given by fields 2 and 5

Note: Fields 5 and 6 are optional.

The COLUMNS section can also contain markers. These are indicated by the name 'MARKER' (with the quotes) in field 3 and the marker type in field 4 or 5.

Marker type 'INTORG' (with the quotes) begins an integer group. The marker type 'INTEND' (with the quotes) ends this group. The variables corresponding to the columns defined within this group are required to be integer.

RHS Section

The RHS section defines the right-hand side of the constraints. An MPS file can contain more than one RHS set, distinguished by the RHS set name. The row names here must be defined in the ROWS section.

FieldContents
2RHS name
3Row name
4Value for the entry whose row and column are given by fields 2 and 3
5Row name
6Value for the entry whose row and column are given by fields 2 and 5

Note: Fields 5 and 6 are optional.

RANGES Section

The optional RANGES section defines two-sided constraints. An MPS file can contain more than one range set, distinguished by the range set name. The row names here must have been defined in the ROWS section.

FieldContents
2Range set name
3Row name
4Value for the entry whose row and column are given by fields 2 and 3
5Row name
6Value for the entry whose row and column are given by fields 2 and 5

Note: Fields 5 and 6 are optional.

Ranges change one-sided constraints, defined in the RHS section, into two-sided constraints. The two-sided constraint for row i depends on the range value, \(r_i\), defined in this section. The right-hand side value, \(b_i\) , is defined in the RHS section. The two-sided constraints for row i are given in the following table:

Row Type Lower ConstraintUpper Constraint
G\(b_i\)\(b_i + |r_i|\)
L\(b_i - |r_i|\)\(b_i\)
E\(b_i + min(0, r_i)\)\(b_i + max(0, r_i)\)

BOUNDS Section

The optional BOUNDS section defines bounds on the variables. By default, the bounds are \(0 \le x_i \le \infty\). The bounds can also be used to indicate that a variable must be an integer.

More than one bound can be set for a single variable. For example, to set \(2 \le x_i \le 6\) use a LO bound with value 2 to set \(2 \le x_i\) and an UP bound with value 6 to add the condition \(x_i \le 6\).

An MPS file can contain more than one bounds set, distinguished by the bound set name.

FieldContents
1Bounds type
2Bounds set name
3Column name
4Value for the entry whose set and column are given by fields 2 and 3
5Column name
6Value for the entry whose set and column are given by fields 2 and 5

Note: Fields 5 and 6 are optional.

The bound types are as follows. Here \(b_i\) are the bound values defined in this section, the \(x_i\) are the variables, and I is the set of integers.

Bound Type DefinintionFormula
LOLower bound\(b_i \le x_i\)
UPUpper bound\(x_i \le b_i\)
FXFixed Variable\(x_i = b_i\)
FRFree variable\(-\infty \le x_i \le \infty \)
MILower bound is minus infinity\(-\infty \le x_i\)
PLUpper bound is positive infinity\(x_i \le \infty\)
BVBinary variable (variable must be 0 or 1)\(x_i \in \{0,1\}\)
UIUpper bound and integer\(x_i \le b_i\) and \(x_i \in I\)
LILower bound and integer\(b_i \le x_i\) and \(x_i \in I\)
SCSemicontinuous0 or \(b_i \le x_i\)

The bound type names are not case sensitive.

If the bound type is UP or UI and \(b_i \le x_i\) then the lower bound is set to \(-\infty\).

ENDATA Section

The ENDATA section ends the MPS file.

See Also:

  • Field Details

    • CONTINUOUS_VARIABLE

      public static final int CONTINUOUS_VARIABLE
      Variable is a real number.
      See Also:

    • INTEGER_VARIABLE

      public static final int INTEGER_VARIABLE
      Variable must be an integer.
      See Also:

    • BINARY_VARIABLE

      public static final int BINARY_VARIABLE
      Variable must be either 0 or 1.
      See Also:

  • Constructor Details

    • MPSReader

      public MPSReader()

  • Method Details

    • read

      public void read(Reader reader) throws IOException, MPSReader.InvalidMPSFileException
      Reads and parses the MPS file.
      Throws:
      IOException
      MPSReader.InvalidMPSFileException

    • processCommand

      protected String processCommand(String command, String line) throws IOException, MPSReader.InvalidMPSFileException
      Process a section of the MPS file.
      Returns:
      the next line to be processed. This line was read, but was not part of the section being processed.
      Throws:
      IOException
      MPSReader.InvalidMPSFileException

    • getName

      public String getName()
      Returns the name of the MPS problem. This is the value of the NAME field.

    • getObjective

      public MPSReader.Row getObjective()
      Returns the objective as a Row.

    • getObjectiveCoefficients

      public double[] getObjectiveCoefficients()
      Returns the coefficents of the objective row.

    • getNumberOfRows

      public int getNumberOfRows()
      Returns the number of rows in the constraint matrix.

    • getNumberOfColumns

      public int getNumberOfColumns()
      Returns the number of columns in the constraint matrix.

    • getNumberOfNonZeros

      public int getNumberOfNonZeros()
      Returns the number of nonzeros in the constraint matrix.

    • getNumberOfIntegerConstraints

      public int getNumberOfIntegerConstraints()
      Returns the number of integer constraints. An integer constraint is the requirment that a variable be an integer.

    • getNumberOfBinaryConstraints

      public int getNumberOfBinaryConstraints()
      Returns the number of binary constraints. An binary constraint is the requirment that a variable be either 0 or 1. Binary constraints are also integer contraints.

    • getLowerRange

      public double getLowerRange(int iRow)
      Returns the lower range value for a constraint equation.
      Parameters:
      iRow - is the row number of the equation.

    • getUpperRange

      public double getUpperRange(int iRow)
      Returns the upper range value for a constraint equation.
      Parameters:
      iRow - is the row number of the equation.

    • getLowerBound

      public double getLowerBound(int iVariable)
      Returns the lower bound for a variable.
      Parameters:
      iVariable - is the number of the variable.

    • getUpperBound

      public double getUpperBound(int iVariable)
      Returns the upper bound for a variable.
      Parameters:
      iVariable - is the number of the variable.

    • getTypeVariable

      public int getTypeVariable(int iVariable)
      Returns the type of a variable. The variable types are CONTINUOUS_VARIABLE, BINARY_VARIABLE or INTEGER_VARIABLE.
      Parameters:
      iVariable - is the number of the variable.

    • setNameObjective

      public void setNameObjective(String nameObjective)
      Sets the name of the free row containing the objective. An MPS file can contain free rows, but only one is retained by this reader as the objective. If not set name is set, then the first free row in the file is used as the objective.

    • getNameObjective

      public String getNameObjective()
      Returns the name of the free row containing the objective.

    • setNameRHS

      public void setNameRHS(String nameRHS)
      Sets the name of the RHS set to be used. An MPS file can contain multiple sets of RHS values, but only one is retained by this reader. If not set name is set, then the first set in the file is used.

    • getNameRHS

      public String getNameRHS()
      Returns the name of the RHS section.

    • setNameRanges

      public void setNameRanges(String nameRanges)
      Sets the name of the RANGES set to be used. An MPS file can contain multiple sets of RANGES, but only one is retained by this reader. If not set name is set, then the first set in the file is used.

    • getNameRanges

      public String getNameRanges()
      Returns the name of the RANGES set. An MPS file can contain multiple sets of RANGES, but only one is retained by this reader. Returns null if there is no RANGES set.

    • setNameBounds

      public void setNameBounds(String nameBounds)
      Sets the name of the BOUNDS set to be used. An MPS file can contain multiple sets of BOUNDS, but only one is retained by this reader. If not set name is set, then the first set in the file is used.

    • getNameBounds

      public String getNameBounds()
      Returns the name of the BOUNDS set. An MPS file can contain multiple sets of BOUNDS, but only one is retained by this reader. Returns null if there is no BOUNDS set.

    • getNameRow

      public String getNameRow(int iRow)
      Returns the name of a contraint row.

    • getNameColumn

      public String getNameColumn(int iColumn) throws MPSReader.InvalidMPSFileException
      Returns the name of a constraint column. Constraint column names are also variable names.
      Parameters:
      iColumn - is the number of the column.
      Throws:
      MPSReader.InvalidMPSFileException

    • getRow

      public MPSReader.Row getRow(int iRow)
      Returns a row of the constraint matrix or a free row.
      Parameters:
      iRow - is the number of the row.

    • getRowCoefficients

      public double[] getRowCoefficients(int iRow)
      Returns the coefficents of a row.
      Parameters:
      iRow - is the number of the row.