Reading and writing MPS files
Describes reading and writing pools of user cuts or lazy constraints from MPS files.
CPLEX extends the MPS file format with additional optional
sections to accommodate user defined cuts and lazy constraints. The
usual routines of the Callable Library and
methods of Concert Technology to
read and write MPS files also read and write these optional sections.
These additional sections follow the ROWS
section of an MPS file in this order:
ROWS
USERCUTS
LAZYCONS
The syntax of these additional sections conforms to the
syntax of the ROWS
section with this exception:
the type R cannot appear in USERCUTS
nor
in LAZYCONS
. For details about the format
of the ROWS section in the MPS file format, see the CPLEX File Format Reference Manual,
especially these sections:
Here is an example of an MPS file extended to include lazy constraints.
NAME extra.mps
ROWS
N obj
L c2
L c3
LAZYCONS
L c1
COLUMNS
MARK0000 'MARKER' 'INTORG'
x1 obj -12
x1 c2 2
x1 c3 3
x1 c1 5
x2 obj -5
x2 c2 3
x2 c3 2
x2 c1 1
x3 obj -15
x3 c2 4
x3 c3 4
x3 c1 9
x4 obj -10
x4 c2 1
x4 c3 10
x4 c1 12
MARK0001 'MARKER' 'INTEND'
RHS
rhs c2 10
rhs c3 8
rhs c1 15
BOUNDS
UP bnd x1 5
UP bnd x2 5
UP bnd x3 5
UP bnd x4 5
ENDATA