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.