NAG C Library Function Document

nag_ip_mps_read (h02buc) reads data for a linear, quadratic, or integer programming problem from a file which is in standard or compatible MPSX input format.

2

Specification

#include <nag.h>

#include <nagh.h>

void	nag_ip_mps_read (const char mps_file, Nag_Boolean minimize, Integer n, Integer m, double a, double bl, double bu, Nag_Boolean intvar, double cvec, double x, Nag_H02_Opt options, NagError *fail)

3

Description

nag_ip_mps_read (h02buc) reads linear programming (LP), linear terms of quadratic programming (QP), or integer programming (IP) problem data from a file which is prepared in standard or compatible MPSX (IBM (1971)) input format and then initializes

n

(the number of variables),

m

(the number of general linear constraints), the

m

n

matrix

A

, and the vectors

l

u

and

c

for use with functions which are designed to solve problems of the form

\underset{x \in R^{n}}{minimize} f (x) subject to ​ l \leq \{\begin{matrix} x \\ Ax \end{matrix}\} \leq u,

where

f (x)

is a linear function (of the form

c^{T} x

) or a quadratic function (of the form

c^{T} x + \frac{1}{2} x^{T} H x

). Note that for quadratic problems, nag_ip_mps_read (h02buc) reads only the linear part of the objective; the quadratic part must be supplied separately to the solver. See the documentation for the appropriate solver for further details. (nag_ip_mps_read (h02buc) is primarily designed for use with nag_ip_bb (h02bbc), but may also be used in conjunction with nag_opt_lp (e04mfc), nag_opt_lin_lsq (e04ncc) and nag_opt_qp (e04nfc)).

Since, in general, the exact size of the problem defined by an MPSX file may not be known in advance, the arrays returned by nag_ip_mps_read (h02buc) are all allocated internally.

MPSX Input Format

The MPSX data file may only contain two types of line:

1.	Indicator lines (specifying the type of data which is to follow).
2.	Data lines (specifying the actual data).

The input file must not contain any blank lines. Any characters beyond column 80 are ignored. Indicator lines must not contain leading blank characters (in other words they must begin in column 1). The following displays the order in which the indicator lines must appear in the file:

NAME user-supplied name ROWS data line(s) COLUMNS data line(s) RHS data line(s) RANGES (optional) data line(s) BOUNDS (optional) data line(s) ENDATA

The ‘user-supplied name’ specifies a name for the problem and must occupy columns 15-22. The name can either be blank or up to a maximum of 8 characters.

A data line follows the same fixed format made up of fields defined below. The contents of the fields may have different significance depending upon the section of data in which they appear.

	Field 1	Field 2	Field 3	Field 4	Field 5	Field 6
Columns	2-3	5-12	15-22	25-36	40-47	50-61
Contents	Code	Name	Name	Value	Name	Value

The names and codes consist of ‘alphanumeric’ characters (i.e., a

-

z, A

-

0 - 9

+

-

, asterisk (*), blank ( ), colon (:), dollar sign ($) or full stop (.) only) and the names must not contain leading blank characters. Values may be entered in several equivalent forms. For example,

1.2345678

1.2345678e+0

123.45678e−2

and

12345678e−07

all represent the same number. It is safest to include an explicit decimal point. Note that the lower case ‘e’ exponential notation is not standard MPSX, and if compatibility with other MPSX readers is required then the upper case notation should be used. The lower case notation is supported by nag_ip_mps_read (h02buc) since this is the natural notation in a C programming language environment.

It is recommended that numeric values be right-justified in the 12-character field, with no trailing blanks. This is to ensure compatibility with other MPSX readers, some of which may, in certain situations, interpret trailing blanks as zeros. This can dramatically affect the interpretation of the value and is relevant if the value contains an exponent, or if it contains neither an exponent nor an explicit decimal point.

Comment lines are allowed in the data file. These must have an asterisk (*) in column 1 and any characters in columns 2-80. In any data line, a dollar sign ($) as the first character in field 3 or 5 indicates that the information from that point through column 80 consists of comments.

Columns outside the six fields must be blank, except for columns 72-80, whose contents are ignored by the function. These columns may be used to enter a sequence number. A non-blank character outside the predefined six fields and columns 72-80 is considered to be a major error unless it is part of a comment.

ROWS Data Lines

These lines specify row (constraint) names and their inequality types (i.e.,

=

\geq

\leq

Field 1:

defines the constraint type as follows (may be in column 2 or column 3):

N	free row, i.e., no constraint. It may be used to define the objective row.
G	greater than or equal to (i.e., $\geq$ ).
L	less than or equal to (i.e., $\leq$ ).
E	exactly equal to (i.e., $=$ ).

Field 2:

defines the row name.

Row type N stands for ‘Not binding’, also known as ‘Free’. It can be used to define the objective row. The objective row is a free row that specifies the vector

c

in the linear objective term

c^{T} x

. It is taken to be the first free row, unless some other free row name is specified by the optional parameter

options . obj_name

(see Section 11.2). Note that

c

is assumed to be zero if (for example) the line

%N%%DUMMYROW

(where % denotes a blank) appears in the ROWS section of the MPSX data file, and the row name DUMMYROW is omitted from the COLUMNS section.

COLUMNS Data Lines

These lines specify the names to be assigned to the variables (columns) in the general linear constraint matrix

A

, and define, in terms of column vectors, the actual values of the corresponding matrix elements.

Field 1:	blank (ignored).
Field 2:	gives the name of the column associated with the elements specified in the following fields.
Field 3:	contains the name of a row.
Field 4:	used in conjunction with field 3; contains the value of the matrix element.
Field 5:	is optional (may be used like field 3).
Field 6:	is optional (may be used like field 4).

Note that only the nonzero elements of

A

and

c

need to be specified in the COLUMNS section, as any unspecified elements of

A

and

c

are assumed to be zero. In addition, any nonzero elements in the

j

th column of

A

must be grouped together before those in the

(j + 1)

th column, for

j = 1, 2, \dots, n - 1

. Nonzero elements within a column may however appear in any order.

RHS Data Lines

This section specifies the right-hand side values of the general linear constraint matrix

A

(if any). The lines specify the name to be given to the right-hand side (RHS) vector along with the numerical values of the elements of the vector, which may appear in any order. The data lines have exactly the same format as the COLUMNS data lines, except that the column name is replaced by the RHS name. Only the nonzero elements need be specified. Note that this section may be empty, in which case the RHS vector is assumed to be zero.

RANGES Data Lines (optional)

Ranges are used for constraints of the form

l \leq A x \leq u

, where both

l

and

u

are finite. The effect of specifying a range

r_{j}

for constraint

j

depends on the type of the constraint (i.e., G, L or E), the sign of

r_{j}

, and the bound associated with the constraint in the RHS section. (Recall that this bound is taken to be zero if the constraint has no entry in the RHS section.) The various possibilities may be summarised as follows.

Row Type	Sign of $r_{j}$	Bound from RHS	Resultant $l_{j}$	Resultant $u_{j}$
G	$+$ or $-$	$l_{j}$	$l_{j}$	$l_{j} + \|r_{j}\|$
L	$+$ or $-$	$u_{j}$	$u_{j} - \|r_{j}\|$	$u_{j}$
E	$+$	$l_{j}$	$l_{j}$	$l_{j} + r_{j}$
E	$-$	$u_{j}$	$u_{j} - \|r_{j}\|$	$u_{j}$

The data lines have exactly the same format as the COLUMNS data lines, except that the column name is replaced by the RANGE name.

BOUNDS Data Lines (optional)

These lines specify limits on the values of the variables (

l

and

u

l \leq x \leq u

). If the variable is not specified in the bound set then it is automatically assumed to lie between default lower and upper bounds (usually 0 and

+ \infty

). (These default bounds may be reset to the values specified by the optional parameters

options . col_lo_default

and

options . col_up_default

; see Section 11.2.) Like an RHS column which is given a name, the set of variables in one bound set is also given a name.

Field 1:

specifies the type of bound or defines the variable type as follows:

LO	lower bound.
UP	upper bound.
FX	fixed variable.
FR	free variable ( $- \infty$ to $+ \infty$ ).
MI	lower bound is $- \infty$ .
PL	upper bound is $+ \infty$ . This is the default variable type.

Field 2:

identifies a name for the bound set.

Field 3:

identifies the column name of the variable belonging to this set.

Field 4:

identifies the value of the bound; this has a numerical value only in association with LO, UP, FX in field 1, otherwise it is blank.

Field 5:

is blank and ignored.

Field 6:

is blank and ignored.

Note that if RANGES and BOUNDS sections are both present, the RANGES section must appear first.

Integer Programming Problems

In IP problems there are two common integer variable types: (a) 0–1 integer variables (or ‘binary’ variables) which represent ‘on’ or ‘off’ situations and (b) general integer variables which are forced to take an integer value, in a specified range, at the optimal integer solution. Integer variables can be defined in the following compatible and standard MPSX forms.

In the compatible MPSX format, the type of integer variables are defined in field 1 of the BOUNDS section, that is:

Field 1:

specifies the type of the integer variable as follows:

BV	0-1 integer variable (bound value is $1.0$ ).
UI	general integer variable (bound value is in field 4).

In the standard MPSX format, the integer variables are treated the same as ‘ordinary’ bounded variables, in the BOUNDS section. Integer markers are, however, introduced in the COLUMNS section to specify the integer variables. The indicator lines for these markers are:

	Field 1	Field 2	Field 3	Field 4	Field 5	Field 6
Columns	2-3	5-12	15-22	25-36	40-47	50-61
Contents		name	'MARKER'		'INTORG'

to mark the beginning of the integer variables and

	Field 1	Field 2	Field 3	Field 4	Field 5	Field 6
Columns	2-3	5-12	15-22	25-36	40-47	50-61
Contents		name	'MARKER'		'INTEND'

to mark the end. That is, any variables between these markers are treated as integer variables. The name in Field 2 may be any name different from the preceding and following column names, the other entries in the indicator lines must be exactly as described above (including quotation marks). Note that if the INTEND indicator line is not specified then all columns between the INTORG indicator line and the end of the COLUMNS section are assumed to be integer variables. nag_ip_mps_read (h02buc) accepts both standard and/or compatible MPSX format as a means of specifying integer variables.

An example of the compatible MPSX format is given in Section 9 and an example of the standard MPSX format is given in Section 12.

4

References

IBM (1971) MPSX – Mathematical programming system Program Number 5734 XM4 IBM Trade Corporation, New York

5

Arguments

1: $mps_file$ – const char *Input: On entry: the name of the MPSX data file. If mps_file is a null pointer or null string, then the data is assumed to come from stdin.
2: $minimize$ – Nag_BooleanInput: On entry: specifies the direction of the optimization. minimize must be set to Nag_TRUE for minimization and to Nag_FALSE for maximization. For a maximization problem, $c$ , the coefficients of the linear part of the objective function, is negated with respect to its definition in the MPSX file. For maximization problems involving a quadratic objective function, you must also modify the sign of the quadratic term as appropriate.
3: $n$ – Integer *Output: On exit: $n$ , the number of variables specified by the data file.
4: $m$ – Integer *Output: On exit: $m$ , the number of general linear constraints specified by the data file.
5: $a$ – double **Output: On exit: $A$ , the matrix of general linear constraints.
Sufficient memory is allocated internally by nag_ip_mps_read (h02buc) and may be freed by the utility function nag_ip_mps_free (h02bvc).
6: $bl$ – double **Output
7: $bu$ – double **Output: On exit: bl and bu hold the lower bounds and upper bounds, respectively, for all the variables and constraints, in the following order. The first n elements contain the bounds on the variables $x$ and the next m elements contain the bounds for the general linear constraints $A x$ (if any). Note that an ‘infinite’ lower bound is indicated by $bl [j - 1] = - 10^{20}$ , an ‘infinite’ upper bound by $bu [j - 1] = 10^{20}$ , and an equality constraint by $bl [j - 1] = bu [j - 1]$ .
Sufficient memory is allocated internally by nag_ip_mps_read (h02buc) and may be freed by the utility function nag_ip_mps_free (h02bvc).
8: $intvar$ – Nag_Boolean **Output: On exit: indicates which are the integer variables in the problem. More precisely, $intvar [j - 1] = Nag_TRUE$ if $x_{j}$ is an integer variable, and Nag_FALSE otherwise, for $j = 1, 2, \dots, n$ .
Sufficient memory is allocated internally by nag_ip_mps_read (h02buc) and may be freed by the utility function nag_ip_mps_free (h02bvc).
9: $cvec$ – double **Output: On exit: $c$ , the coefficients of the linear term of the objective function. The signs of these coefficients are determined by the problem and the direction of the optimization (see minimize above).
Sufficient memory is allocated internally by nag_ip_mps_read (h02buc) and may be freed by the utility function nag_ip_mps_free (h02bvc).
10: $x$ – double **Output: On exit: an initial estimate of the solution to the problem. More precisely, $x [j] = \min (\max (0.0, bl [j]), bu [j])$ , for $j = 0, 1, \dots, n - 1$ .
Sufficient memory is allocated internally by nag_ip_mps_read (h02buc) and may be freed by the utility function nag_ip_mps_free (h02bvc).
11: $options$ – Nag_H02_Opt *Input/Output: On entry/exit: a pointer to a structure of type Nag_H02_Opt whose members are optional parameters for nag_ip_mps_read (h02buc). These structure members offer the means of adjusting the argument values used when reading in the MPSX file and on output will supply further details of the results. A description of the members of options is given below in Section 11.2.
If any of these optional parameters are required then the structure options should be declared and initialized by a call to nag_ip_init (h02xxc) and supplied as an argument to nag_ip_mps_read (h02buc). However, if the optional parameters are not required the NAG defined null pointer, H02_DEFAULT, can be used in the function call.
12: $fail$ – NagError *Input/Output: The NAG error argument (see Section 3.7 in How to Use the NAG Library and its Documentation).

6

Error Indicators and Warnings

NE_2_REAL_EE_OPT_ARG_CONS: On entry, $options . col_lo_default = 〈value〉$ while $options . col_up_default = 〈value〉$ . Constraint: $options . col_lo_default \leq options . col_up_default$ .
NE_ALLOC_FAIL: Dynamic memory allocation failed.
NE_BAD_PARAM: On entry, argument $options . bnd_name$ had an illegal value.

On entry, argument $options . obj_name$ had an illegal value.

On entry, argument $options . output_level$ had an illegal value.

On entry, argument $options . prob_name$ had an illegal value.

On entry, argument $options . range_name$ had an illegal value.

On entry, argument $options . rhs_name$ had an illegal value.
NE_INT_OPT_ARG_LT: On entry, $options . ncol_approx = 〈value〉$ . Constraint: $options . ncol_approx \geq 1$ .

On entry, $options . nrow_approx = 〈value〉$ . Constraint: $options . nrow_approx \geq 1$ .
NE_INTERNAL_ERROR: An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
NE_MPS_ENDATA_NOT_FOUND: The file does not contain an ENDATA indicator.
NE_MPS_ILLEGAL_DATA_LINE: An illegal data line has been read from the MPSX file. This is neither a comment nor a legal data line. Error at MPSX line $〈value〉$ : $〈string〉$ .
NE_MPS_ILLEGAL_NAME: An illegal row or column name has been detected. Names must contain only alphanumeric characters with no leading blanks. Error at MPSX line $〈value〉$ : $〈string〉$ .
NE_MPS_ILLEGAL_NUMBER: Number expected but value could not be read. Check numerical fields. Error at MPSX line $〈value〉$ : $〈string〉$ .
NE_MPS_ILLEGAL_SETNAME: An illegal name has been detected in field 2 of the RHS, RANGES or BOUNDS section. Names must contain only alphanumeric characters with no leading blanks. Error at MPSX line $〈value〉$ : $〈string〉$ .
NE_MPS_INVALID_BND_TYPE: An invalid bound type appears in the BOUNDS section. Expect: LO, UP, FX, FR, MI, PL, BV or UI. Error at MPSX line $〈value〉$ : $〈string〉$ .
NE_MPS_INVALID_BND_VAL: Invalid numeric field in bound data. Value expected for types: LO, UP, FX, UI. Blank field expected for types: FR, MI, PL, BV. Error at MPSX line $〈value〉$ : $〈string〉$ .
NE_MPS_INVALID_INDICATOR: Unknown, unexpected or invalid indicator line read. Expect: NAME, ROWS, COLUMNS, RHS, RANGES, BOUNDS or ENDATA, starting in column 1 of file, and in that order. RANGES and/or BOUNDS may be omitted. Error at MPSX line $〈value〉$ : $〈string〉$ .
NE_MPS_INVALID_INTORG_INTEND: An INTORG or INTEND marker is not correctly specified or is unexpected (e.g., INTEND has no matching INTORG). Error at MPSX line $〈value〉$ : $〈string〉$ .
NE_MPS_INVALID_ROW_TYPE: An invalid row type appears in the ROWS section. Expect: N, G, L or E. Error at MPSX line $〈value〉$ : $〈string〉$ .
NE_MPS_NO_COLS: There were no columns specified in the COLUMNS section. Last MPSX line read ( $〈value〉$ ): $〈string〉$ .
NE_MPS_NO_NEWLINE: New line expected but not found. Last MPSX line read ( $〈value〉$ ): $〈string〉$ .
NE_MPS_NO_OBJ: The objective row was not found. There must be at least one row of type N in the ROWS section and, if an objective name was specified, there must be a type N row with this name. Last MPSX line read ( $〈value〉$ ): $〈string〉$ .
NE_MPS_NO_ROWS: There were no rows specified in the ROWS section. Last MPSX line read ( $〈value〉$ ): $〈string〉$ .
NE_MPS_PROB_NOT_FOUND: The specified problem has not been found in the MPSX file.
NE_MPS_REPEAT_ROW: A row has been specified more than once. Error at MPSX line $〈value〉$ : $〈string〉$ .
NE_MPS_RHS_RANGE_BND_NOT_FOUND: The name of the RHS, RANGES or BOUNDS set to be used was not found in the file.
NE_MPS_SPLIT_COL: Column data is not contiguous. All entries for a given column must appear together in the COLUMNS section. Error at MPSX line $〈value〉$ : $〈string〉$ .
NE_MPS_UNKNOWN_COLNAME: An unknown column name appears in the BOUNDS section. All the column names must be specified in the COLUMNS section. Error at MPSX line $〈value〉$ : $〈string〉$ .
NE_MPS_UNKNOWN_ROWNAME: An unknown row name appears in the $〈string〉$ section. All the row names must be specified in the ROWS section. Error at MPSX line $〈value〉$ : $〈string〉$ .
NE_NAMES_NOT_NAG_MEM: $options . crnames$ is not null but does not point to memory allocated by an earlier call to this function. This function does not accept user-allocated memory assigned to $options . crnames$ .
NE_NOT_APPEND_FILE: Cannot open file $〈string〉$ for appending.
NE_NOT_CLOSE_FILE: Cannot close file $〈string〉$ .
NE_NOT_READ_FILE: Cannot open file $〈string〉$ for reading.
NE_NULL_ARGUMENT: Argument n is a null pointer. It should contain the address of a variable of type Integer.
Argument m is a null pointer. It should contain the address of a variable of type Integer.
Argument a is a null pointer. It should contain the address of a variable of type double *.
Argument bl is a null pointer. It should contain the address of a variable of type double *.
Argument bu is a null pointer. It should contain the address of a variable of type double *.
Argument intvar is a null pointer. It should contain the address of a variable of type Boolean *.
Argument cvec is a null pointer. It should contain the address of a variable of type double *.
Argument x is a null pointer. It should contain the address of a variable of type double *.
NE_OPT_NOT_INIT: Options structure not initialized.
NE_WRITE_ERROR: Error occurred when writing to file $〈string〉$ .

7

Accuracy

Not applicable.

8

Parallelism and Performance

nag_ip_mps_read (h02buc) is not threaded in any implementation.

9

Further Comments

Although nag_ip_mps_read (h02buc) is designed primarily for use with nag_ip_bb (h02bbc), it can also be used in conjunction with nag_opt_lp (e04mfc) (as illustrated by Section 10), nag_opt_lin_lsq (e04ncc) and nag_opt_qp (e04nfc). However, these last three functions do not provide a direct means of using the row and column names which can be read by nag_ip_mps_read (h02buc) and stored in the optional parameter

options . crnames

. By making use of the user-defined printing facilities of the functions, you can customize the solution printing to print the row and column names (see Section 11.2 in nag_ip_bb (h02bbc)). Alternatively, you may call nag_ip_bb (h02bbc) to solve the LP or QP problem by specifying all variables to be non-integer via the intvar argument (see Section 5 in nag_ip_bb (h02bbc)).

10

Example

This example reads in a compatible MPSX file (see Section 3 for a description of standard and compatible MPSX formats) which specifies an instance of the so-called diet problem, and solves it as an IP problem.

The example calls nag_ip_init (h02xxc), which initializes the options structure and nag_ip_read (h02xyc) which reads optional parameter settings from the data file. The argument settings suppress all output from nag_ip_mps_read (h02buc). The program then calls nag_ip_mps_read (h02buc) to read the MPSX data. The program then sets the optional parameter

options . list

to Nag_TRUE before calling nag_ip_bb (h02bbc) to solve the IP problem. As the options structure is passed as an argument, the row and column names read from the file are used in the solution output (see Section 10.3).

Finally, nag_ip_mps_free (h02bvc) is called to free the problem arrays, and nag_ip_free (h02xzc) is called to free the memory in options.

11

Optional Parameters

A number of optional input and output arguments to nag_ip_mps_read (h02buc) are available through the structure argument options, type Nag_H02_Opt. An argument may be selected by assigning an appropriate value to the relevant structure member; those arguments not selected will be assigned default values. If no use is to be made of any of the optional parameters you should use the NAG defined null pointer, H02_DEFAULT, in place of options when calling nag_ip_mps_read (h02buc); the default settings will then be used for all arguments.

Before assigning values to options directly the structure must be initialized by a call to the function nag_ip_init (h02xxc). Values may then be assigned to the structure members in the normal C manner.

Option settings may also be read from a text file using the function nag_ip_read (h02xyc) in which case initialization of the options structure will be performed automatically if not already done. Any subsequent direct assignment to the options structure must not be preceded by initialization.

11.1

Optional Parameter Checklist and Default Values

For easy reference, the following list shows the members of options which are valid for nag_ip_mps_read (h02buc) together with their default values where relevant.

Boolean list	Nag_TRUE
Nag_OutputType output_level	Nag_MPS_Summary
char outfile[80]	stdout
char prob_name[9]	' $\ 0$ '
char obj_name[9]	' $\ 0$ '
char rhs_name[9]	' $\ 0$ '
char range_name[9]	' $\ 0$ '
char bnd_name[9]	' $\ 0$ '
double col_lo_default	0.0
double col_up_default	$10^{20}$
Integer ncol_approx	100
Integer nrow_approx	100
char **crnames	size $n + m$
Integer n_ivar

11.2

Description of the Optional Parameters

list – Nag_Boolean

Default

= Nag_TRUE

On entry: if

options . list = Nag_TRUE

the argument settings in the call to nag_ip_mps_read (h02buc) will be printed.

output_level – Nag_OutputType

Default

= Nag_MPS_Summary

On entry: the level of printout produced by nag_ip_mps_read (h02buc). The following values are available:

$Nag_NoOutput$	No output.
$Nag_MPS_Summary$	A summary of the dimensions of the problem read and a list of the ‘MPSX names’ (problem name, objective row name, etc.).
$Nag_MPS_List$	As $Nag_MPS_Summary$ but each line of the MPSX file is echoed as it is read. This can be useful for debugging the file.

Constraint:

options . output_level = Nag_NoOutput

Nag_MPS_Summary

Nag_MPS_List

outfile – const char[80]

Default

= stdout

On entry: the name of the file to which results should be printed. If

options . outfile [0] ='
  \0
'

then the stdout stream is used.

prob_name – char

Default:

options . prob_name [0] ='
  \0
'

obj_name – char

Default:

options . obj_name [0] ='
  \0
'

rhs_name – char

Default:

options . rhs_name [0] ='
  \0
'

range_name – char

Default:

options . range_name ='
  \0
'

bnd_name – char

Default:

options . bnd_name [0] ='
  \0
'

On entry: these options contain the names associated with the MPSX form of the problem. These names must be specified as follows:

$options . prob_name$	must contain the name of the problem to be read or be blank. The problem name is specified in the NAME indicator line (see Section 3) and if $options . prob_name$ is not blank, then nag_ip_mps_read (h02buc) will search the MPSX file for the specified problem. If $options . prob_name$ is blank, then the first problem encountered will be read.
$options . obj_name$	must contain the name of the objective row or be blank (in which case the first objective free row is used).
$options . rhs_name$	must contain the name of the RHS set to be used or be blank (in which case the first RHS set is used).
$options . range_name$	must contain the name of the RANGES set to be used or be blank (in which case the first RANGES set, if any, is used).
$options . bnd_name$	must contain the name of the BOUNDS set to be used or be blank (in which case the first BOUNDS set, if any, is used).

Constraint: the names must be valid MPSX names, i.e., they must consist only of the ‘alphanumeric’ characters as specified in Section 3 and must not contain leading blank characters.

On exit: the members contain the appropriate names as read from the MPSX file. Any names specified on input which are not found in the MPSX file are unchanged on exit but will give rise to an error exit from nag_ip_mps_read (h02buc) (see Section 6).

col_lo_default – double

Default

= 0.0

On entry: the default lower bound to be used for the variables in the problem when none is specified in the BOUNDS section of the MPSX data file.

col_up_default – double

Default

= 10^{20}

On entry: the default upper bound to be used for the variables in the problem when none is specified in the BOUNDS section of the MPSX data file.

Constraint:

options . col_up_default \geq options . col_lo_default

ncol_approx – Integer

Default

= 100

nrow_approx – Integer

Default

= 100

On entry: an estimate of the number of columns and rows in the problem. nag_ip_mps_read (h02buc) is designed so that the problem size does not have to be known in advance, and allocates memory according to the data contained in the MPSX file. However, for very large problems, an advance estimate of the problem size might allow slightly more efficient memory usage to be achieved.

Constraints:

$options . ncol_approx > 0$ ;
$options . nrow_approx > 0$ .

crnames – char *

Default memory

n + m

array of char *

On exit: the MPSX names of all the variables and constraints in the problem in the following order.

options . crnames [j - 1]

contains the name of the

j

th column, for

j = 1, 2, \dots, n

options . crnames [n + i - 1]

contains the name of the

i

th row, for

i = 1, 2, \dots, m

. Each name is 8 characters long, and includes any trailing blank characters which appear in the appropriate name field of the MPSX file.

Sufficient memory to hold the names is allocated internally by nag_ip_mps_read (h02buc). The memory freeing function nag_ip_free (h02xzc) should be used to free this memory. You should not use the standard C function free() for this purpose.

If, on return from nag_ip_mps_read (h02buc), nag_ip_bb (h02bbc) is called with options as an argument, and the memory pointed to by

options . crnames

has not been freed, nag_ip_bb (h02bbc) will use the row and column names stored in

options . crnames

in its solution output.

n_ivar – Integer

On exit: the number of integer variables specified by the data file.

11.3

Description of Printed Output

Results are printed out by default. The level of printed output can be controlled with the structure members

options . list

and

options . output_level

(see Section 11.2). If

options . list = Nag_TRUE

then the argument values to nag_ip_mps_read (h02buc) are listed, whereas the printout of results is governed by the value of

options . output_level

. The default,

options . output_level = Nag_MPS_Summary

gives the following information if the MPSX file has been read successfully:

(a)	the number of lines read.
(b)	the number of columns specified by the data. If any of these are specified as integer variables, the number of such variables is also reported.
(c)	the number of rows specified by the data. The objective row is counted amongst these.

In addition, the names of the problem, the objective row, the RHS set, the RANGES set, and the BOUNDS set read are listed. Unless specified otherwise by the optional parameters

options . prob_name

options . obj_name

options . rhs_name

options . range_name

and/or

options . bnd_name

(see Section 11), these names will correspond to the first problem, objective row, etc., encountered in the MPSX file. Where no set was encountered (RANGES and BOUNDS are optional), a ‘blank’ is output.

Additionally, when

options . output_level = Nag_MPS_List

, each line of the MPSX file is echoed as it is read. This may be useful as a debugging aid.

options . output_level = Nag_NoOutput

then printout will be suppressed; you can print the information contained in (b) and (c) when nag_ip_mps_read (h02buc) returns to the calling program.

12

Example 2 (ex2)

See Section 10 for the example program.

NAG C Library Manual, Mark 26

NAG Library Manual, Mark 26

NAG AD Library Manual, Mark 26

h Chapter Contents

h Chapter Introduction

NAG C Library Function Document

nag_ip_mps_read (h02buc)

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results

11 Optional Parameters

11.1 Optional Parameter Checklist and Default Values

11.2 Description of the Optional Parameters

11.3 Description of Printed Output

12 Example 2 (ex2)

1

Purpose

2

Specification

3

Description

4

References

5

Arguments

6

Error Indicators and Warnings

7

Accuracy

8

Parallelism and Performance

9

Further Comments

10

Example

10.1

Program Text

10.2

Program Data

10.3

Program Results

11

Optional Parameters

11.1

Optional Parameter Checklist and Default Values

11.2

Description of the Optional Parameters

11.3

Description of Printed Output

12

Example 2 (ex2)