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MathGroup Archive 2004

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MPS format, Linear Programming, and Optimization'MPSData

  • To: mathgroup at smc.vnet.net
  • Subject: [mg51739] MPS format, Linear Programming, and Optimization'MPSData
  • From: frankeye at cox.net (Frank Iannarilli)
  • Date: Sat, 30 Oct 2004 03:49:47 -0400 (EDT)
  • Sender: owner-wri-mathgroup at wolfram.com

Some time ago, a post asked about benchmarking LP problems in Mathematica. I
suggested he find standard problems described in MPS format and import
them.  MPS is Mathematical Programming System format, and Mathematica 5
reportedly imports this format (MPS can be either Mathematica
PostScript or the MPS I'm discussing; Mathematica supposedly disambiguates the
two -- however, see MPSData format below).

Unfortunately, AFAIK, there's no real documentation to speak of within
Mathematica or at the Wolfram site.  Thankfully, I came across an "OR/MS
Today" article (December 2003), a review of Mathematica 5 which has all the
goods.  (One can Google to find it).  I'll reproduce the essentials
below:


<< "Optimization`MPSData`"
p = Import["boeing1.mps", "MPSData"];
   out=MPSData[BOEING1, {351, 384}, <>]
{c, a, b, d} = ToLinearProgrammingData[p];
xo = LinearProgramming[c, a, b, d, Method -> "InteriorPoint"];
   
  here's the optimal value:
c.xo
   out=-335.214

Nice!

But I've never come across any word of the Optimization`MPSData
package.  What other goodies lurk??

----

PS - the boeing1.mps datafile along with others can be found at
www.netlib.org, under the lp/data directory.  See the readme file
there.  All the MPS files there are compressed in a homemade format,
that can be decompressed by using their emps.exe (or build it from .c)
program, which is also located there.


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