export to MPS file

Bruno Luong — Sat, 22 Mar 2008 14:10:04 -0400

Hello,

is there any ready-to-use MPS-format exporting tool for MATLAB?

Thanks,

Bruno

Re: export to MPS file

Bruno Luong — Sun, 23 Mar 2008 10:56:02 -0400

Oh well, never mind, I have made my own routine of exporting.

Bruno

Re: export to MPS file

Bruno Luong — Wed, 16 Apr 2008 23:11:02 -0400

Hello,

From a private request, I put my beta version of my code for
conversion of LP to MPS below. Any suggestion and Bug
reporting are welcome. When the code becomes more stable,
I'll submit to FEX.

Thanks,

Bruno

function Contain=BuildMPS(A, b, Aeq, beq, cost, L, U, PbName)
%
% function Contain=BuildMPS(A, b, Aeq, beq, cost, L, U, PbName)
%
% Build MPS string cell that contains linear programming
problem:
%
% Minimizing cost'*c, subject to
% A*x <= b
% Aeq*x = beq
% L <= x <= U
%
% Optional: PbName is a string of problem name [GENERIC]
%
% To learn about mps format, please see:
% http://lpsolve.sourceforge.net/5.5/mps-format.htm
%
http://www-fp.mcs.anl.gov/OTC/Guide/OptWeb/continuous/constrained/linearprog/mps.html
%
% Author: Bruno Luong
% Last update: 17/April/2008

if nargin<8 || isempty(PbName)
    PbName='GENERIC';
end

idx1=02:03;
idx2=05:12;
idx3=15:22;
idx4=25:36;
idx5=40:47;
idx6=50:61;
idxlist={idx1 idx2 idx3 idx4 idx5 idx6};

[neq nvar]=size(Aeq);
[nle sizeA2]=size(A);

if neq==0 % Aeq is empty, i.e., no equality constraint
    nvar=sizeA2;
    Aeq=zeros(0,nvar);
elseif nle==0 % A is empty, i.e., no LE constraint
    sizeA2=nvar;
    A=zeros(0,nvar);
end
elenames=arrayfun(@elename, (1:nle), 'UniformOutput', false);
eqtnames=arrayfun(@eqtname, (1:neq), 'UniformOutput', false);
varnames=arrayfun(@varname, (1:nvar), 'UniformOutput', false);

if nargin<6 || isempty(L)
    L=-inf(1,nvar);
elseif isscalar(L) % extend L if it's a scalar input
    Lval=L;
    L=zeros(1,nvar);
    L(:)=Lval;
end
if nargin<7 || isempty(U)
    U=+inf(1,nvar);
elseif isscalar(U) % extend U if it's a scalar input
    Uval=U;
    U=zeros(1,nvar);
    U(:)=Uval;
end

%
% Dimension check
%
if length(beq)~=neq || length(b)~=nle || ...
   length(cost)~=nvar || ...
   length(L)~=nvar || length(U)~=nvar || ...
   sizeA2~=nvar
    error('BuildMPS: dimensions do not match');
end

l_name=setfields([],0,'NAME');
l_name=setfields(l_name,3,PbName);

l_rows=setfields([],0,'ROWS');

l_cost=setfields([],1,'N',2,'COST');

l_rows_eq=emptyline(neq);
for m=1:neq

l_rows_eq(m,:)=setfields(l_rows_eq(m,:),1,'E',2,eqtnames{m});
end

l_rows_le=emptyline(nle);
for m=1:nle

l_rows_le(m,:)=setfields(l_rows_le(m,:),1,'L',2,elenames{m});
end

CostAeq = [cost(:)'; Aeq; A];
MustWrite = (CostAeq ~= 0);
NWrite = sum(MustWrite,1);
NLines = sum(ceil(NWrite/2));

l_columns=setfields([],0,'COLUMNS');
l_columnsbody=emptyline(NLines);

c=0;
for n=1:nvar
    var=varnames{n};
    field=3;
    for m=1:1+neq+nle
        if ~MustWrite(m,n)
            continue
        end
        if m==1
            colname='COST';
            val = cost(n);
        elseif m<=1+neq
            colname=eqtnames{m-1};
            val=Aeq(m-1,n);
        else
            colname=elenames{m-(1+neq)};
            val=A(m-(1+neq),n);
        end
        if field==3
            c=c+1;
            l_columnsbody(c,:)=setfields(l_columnsbody(c,:),...
                2,var,...
                field,colname, ...
                field+1,val);
            field=5;
        else % field==5
            l_columnsbody(c,:)=setfields(l_columnsbody(c,:),...
                field,colname, ...
                field+1,val);
            field=3;
        end
    end
end
l_columnsbody(c+1:end,:)=[];

rhs=[beq(:); b(:)];
MustWrite = (rhs ~= 0);
NWrite = sum(MustWrite);
NLines = ceil(NWrite/2);

l_rhs=setfields([],0,'RHS');
l_rhsbody=emptyline(NLines);
c=0;
field=3;
for m=1:neq+nle
    if ~MustWrite(m)
        continue
    end
    if m<=neq
        colname=eqtnames{m};
        val=rhs(m);
    else
        colname=elenames{m-neq};
        val=rhs(m);
    end
    if field==3
        c=c+1;
        l_rhsbody(c,:)=setfields(l_rhsbody(c,:),...
            2,'RHS',...
            field,colname, ...
            field+1,val);
        field=5;
    else
        l_rhsbody(c,:)=setfields(l_rhsbody(c,:),...
            field,colname, ...
            field+1,val);
        field=3;
    end
end
l_rhsbody(c+1:end,:)=[];

l_bound=setfields([],0,'BOUNDS');

upinf=(U==inf);
loinf=(L==-inf);
lonz=(L~=0) & ~loinf;

BoundType=zeros(size(U));

BoundType(:)=3; % Default, 0<=x:
BoundType(upinf & loinf) = 1; % free variable
BoundType(upinf & lonz) = 2; % lo<=x (lo ~= 0)
BoundType(~upinf & lonz) = 4; % lo<=x<=up
BoundType(~upinf & loinf) = 5; % x<=up
BoundType(~upinf & ~loinf & ~lonz) = 6; % 0<=x<=up

NLines = sum(ismember(BoundType,[1 2 6])) + ...
         sum(ismember(BoundType,[4 5]))*2;
l_boundbody=emptyline(NLines);
c=0;
for n=1:nvar
    var=varnames{n};
    lo=L(n);
    up=U(n);
    if (up==inf)
        if (lo==-inf) % Type1, Free variable, one line
            c=c+1;
            l_boundbody(c,:)=setfields(l_boundbody(c,:),...
                1, 'FR', ...
                2, 'BND1', ...
                3, var, ...
                4, 0);
        elseif lo~=0 % Type2, lo<=x, one line
            c=c+1;
            l_boundbody(c,:)=setfields(l_boundbody(c,:),...
                1, 'LO', ...
                2, 'BND1', ...
                3, var, ...
                4, lo);
        % else 0<=x<=inf: Type3, nothing to write
        end
    else % up<inf
        if lo>-inf
            if lo~=0 % Type 4, lo<=x<=up
                c=c+1;
                l_boundbody(c,:)=setfields(l_boundbody(c,:),...
                    1, 'LO', ...
                    2, 'BND1', ...
                    3, var, ...
                    4, lo);
            %else % 0<=x<=up % Type 6
            end
        else % if lo==-inf % Type 5, x<=up
            c=c+1;
            l_boundbody(c,:)=setfields(l_boundbody(c,:),...
                1, 'MI', ...
                2, 'BND1', ...
                3, var, ...
                4, 0);
        end
        % Common Type 4, 5, or 6
        % Type 6 is 0<=x<=up
        c=c+1;
        l_boundbody(c,:)=setfields(l_boundbody(c,:),...
            1, 'UP', ...
            2, 'BND1', ...
            3, var, ...
            4, up);
    end
end
l_boundbody(c+1:end,:)=[];

l_end=setfields([],0,'ENDATA');

Contain=[l_name; ...
    l_rows; ...
    l_cost; ...
    l_rows_eq; ...
    l_rows_le; ...
    l_columns; ...
    l_columnsbody; ...
    l_rhs; ...
    l_rhsbody; ...
    l_bound; ...
    l_boundbody; ...
    l_end];

return

    function l=emptyline(n)
        if nargin<1 || isempty(n)
            n=1;
        end
        l=char(zeros(n,61));
        l(:)=' ';
    end

    function l=setfield(l,field,var)

        if isnumeric(var)
            var=num2str(var,'%G');
            while length(var)>12
                i=strfind(var,'+0');
                if ~isempty(i)
                    var(i+1)=[];
                    continue
                end
                idot=find(var=='.',1,'first');
                iE=find(var=='E',1,'first');
                if ~isempty(idot) && ~isempty(iE)
                    var(iE-1)=[];
                    continue
                end
                error('BuildMPS: there is overflow number');
            end
        end

        if isempty(l)
            l=emptyline;
        end
        if ~isempty(field) && field>0
            idx=idxlist{field};
        else
            idx=1:61;
        end
        if length(var)>length(idx)
            var=var(1:length(idx));
        else
            idx=idx(1:length(var));
        end
        l(idx)=var;

    end

    function l=setfields(l, varargin)
        for k=1:2:length(varargin)
            l=setfield(l, varargin{k}, varargin{k+1});
        end
    end

    function name=elename(m)
        name=['LE' num2str(m)];
    end

    function name=eqtname(m)
        name=['EQ' num2str(m)];
    end

    function name=varname(n)
        name=['X' num2str(n)];
    end

end

Re: export to MPS file

Bruno Luong — Wed, 16 Apr 2008 23:26:02 -0400

Saver:

function OK=SaveMPS(filename, Contain)
%
% OK=SaveMPS(filename, Contain)
%
% Save cell sring Contain in file "filename"
%
% See BuildMPS
%
% Author: Bruno Luong
% Last update: 17/April/2008

OK=0;
fid=fopen(filename,'w');
if fid==-1
return
end

for n=1:size(Contain,1)
fprintf(fid,'%s\n', Contain(n,:));
end

fclose(fid);
OK=1;

Re: export to MPS file

Bruno Luong — Wed, 16 Apr 2008 23:29:01 -0400

Example:

Bruno

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

A=[1 1 0; -1 0 -1]
b=[5; -10]
L=[0; -1; 0]
U=[4; +1; +inf]
Aeq=[0 -1 1]
beq=7
cost=[1 4 9]

Contain=BuildMPS(A, b, Aeq, beq, cost, L, U)
OK=SaveMPS('Pbtest.mps', Contain)

Re: export to MPS file

Bruno Luong — Tue, 22 Apr 2008 19:53:02 -0400

Hello,

FYI the MPS exporting routine is now on FEX.

Bruno

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