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mps2linpro

convert lp problem given in MPS format to linpro format

Calling Sequence

lp = mps2linpro(mps)
[p,C,b,ci,cs,mi] = mps2linpro(mps)

Parameters

mps

either a character string, path of the MPS file, or an mps data structure returned by readmps

lp

a linpro data tlist with following fields:

p

real (column) vector (dimension n)

C

real matrix (dimension (mi + md) x n) (If no constraints are given, you can set C = [])

b

RHS vector (dimension 1 x (mi + md))

ci

(column) vector of lower-bounds (dimension n). If there are no lower bound constraints, put ci = []. If some components of x are bounded from below, set the other (unconstrained) values of ci to a very large negative number (e.g. ci(j) = -(% eps)^(-1).

cs

(column) vector of upper-bounds. (Same remarks as above).

mi

number of equality constraints (i.e. C(1:mi,:)*x = b(1:mi))

Description

mps2linpro forms Linear programing data compatible with linpro out of MPS data format.

See Also


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