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: Sun, 31 Oct 2004 01:16:51 -0500 (EST)
- 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.