Objective sense, name, and offset in MPS files

The CPLEX extension of MPS files supports name and sense of an objective function.

CPLEX extends the MPS standard by allowing two additional sections: OBJSEN and OBJNAME. They may be specified after the NAME section. OBJSEN sets the objective function sense, and OBJNAME selects an objective function from among the free rows within the file. If neither of these sections appears in the MPS file, CPLEX assumes that the problem is a minimization and that the objective function is the first free row encountered in the ROWS section. If these options are used, they must appear in order and as the first and second sections after the NAME section. The values for OBJSENSE can be MAX or MIN.

Here is an example of these optional sections:


NAME          example.mps
OBJSENSE      
  MAX
OBJNAME
  rowname

CPLEX has also extended the MPS file format to support an objective offset as the negative value of the right hand side (RHS) of the objective function in the RHS section of an MPS file. For example, the following line in the RHS section declares an offset of the objective function as -25. (Notice the change of sign.)


 rhs       obj     25