NAG CL Interface
e04mxc (miqp_​mps_​read)

1 Purpose

2 Specification

3 Description

3.1 MPS input format

3.1.1 NAME Section (optional)

3.1.2 OBJSENSE Section (optional)

3.1.3 OBJNAME Section (optional)

3.1.4 ROWS Section

3.1.5 COLUMNS Section

3.1.5.1 Integer Markers

3.1.6 RHS Section

3.1.7 RANGES Section (optional)

3.1.8 BOUNDS Section (optional)

3.1.9 QUADOBJ Section (optional)

3.2 Query Mode

4 References

5 Arguments

1: $\mathbf{fileid}$ – Nag_FileID Input

On entry: the ID of the MPSX data file to be read as returned by a call to x04acc.

Constraint: $\mathbf{fileid}\ge 0$.

2: $\mathbf{maxn}$ – Integer Input

On entry: an upper limit for the number of variables in the problem.

If $\mathbf{maxn}<1$, e04mxc will start in query mode (see Section 3.2).

3: $\mathbf{maxm}$ – Integer Input

On entry: an upper limit for the number of general linear constraints (including the objective row) in the problem.

If $\mathbf{maxm}<1$, e04mxc will start in query mode (see Section 3.2).

4: $\mathbf{maxnnz}$ – Integer Input

On entry: an upper limit for the number of nonzeros (including the objective row) in the problem.

If $\mathbf{maxnnz}<1$, e04mxc will start in query mode (see Section 3.2).

5: $\mathbf{maxncolh}$ – Integer Input

On entry: an upper limit for the dimension of the matrix $H$.

If $\mathbf{maxncolh}<0$, e04mxc will start in query mode (see Section 3.2).

6: $\mathbf{maxnnzh}$ – Integer Input

On entry: an upper limit for the number of nonzeros of the matrix $H$.

If $\mathbf{maxnnzh}<0$, e04mxc will start in query mode (see Section 3.2).

7: $\mathbf{maxlintvar}$ – Integer Input

On entry: if $\mathbf{maxlintvar}\ge 0$, an upper limit for the number of integer variables.

If $\mathbf{maxlintvar}<0$, e04mxc will treat all integer variables in the file as continuous variables.

8: $\mathbf{mpslst}$ – Integer Input

On entry: if $\mathbf{mpslst}\ne 0$, summary messages are sent to stdout as e04mxc reads through the data file. This can be useful for debugging the file. If $\mathbf{mpslst}=0$, then no summary is produced.

9: $\mathbf{n}$ – Integer * Output

On exit: if e04mxc was run in query mode (see Section 3.2), or returned with $\mathbf{fail}\mathbf{.}\mathbf{code}=$ NE_INT_MAX, an upper estimate of the number of variables of the problem. Otherwise, $n$, the actual number of variables in the problem.

10: $\mathbf{m}$ – Integer * Output

On exit: if e04mxc was run in query mode (see Section 3.2), or returned with $\mathbf{fail}\mathbf{.}\mathbf{code}=$ NE_INT_MAX, an upper estimate of the number of general linear constraints in the problem (including the objective row). Otherwise, $m$, the actual number of general linear constraints of the problem.

11: $\mathbf{nnz}$ – Integer * Output

On exit: if e04mxc was run in query mode (see Section 3.2), or returned with $\mathbf{fail}\mathbf{.}\mathbf{code}=$ NE_INT_MAX, an upper estimate of the number of nonzeros in the problem (including the objective row). Otherwise, the actual number of nonzeros in the problem (including the objective row).

12: $\mathbf{ncolh}$ – Integer * Output

On exit: if e04mxc was run in query mode (see Section 3.2), or returned with $\mathbf{fail}\mathbf{.}\mathbf{code}=$ NE_INT_MAX, an upper estimate of the value of ncolh required by e04nqc. In this context ncolh is the number of leading nonzero columns of the Hessian matrix $H$. Otherwise, the actual dimension of the matrix $H$.

13: $\mathbf{nnzh}$ – Integer * Output

On exit: if e04mxc was run in query mode (see Section 3.2), or returned with $\mathbf{fail}\mathbf{.}\mathbf{code}=$ NE_INT_MAX, an upper estimate of the number of nonzeros of the matrix $H$. Otherwise, the actual number of nonzeros of the matrix $H$.

14: $\mathbf{lintvar}$ – Integer * Output

On exit: if on entry $\mathbf{maxlintvar}<0$, all integer variables are treated as continuous and $\mathbf{lintvar}=-1$.

If e04mxc was run in query mode (see Section 3.2), or returned with $\mathbf{fail}\mathbf{.}\mathbf{code}=$ NE_INT_MAX, an upper estimate of the number of integer variables of the problem. Otherwise, the actual number of integer variables of the problem.

15: $\mathbf{iobj}$ – Integer * Output

On exit: if $\mathbf{iobj}>0$, row iobj of $A$ is a free row containing the nonzero coefficients of the vector $c$.

If $\mathbf{iobj}=0$, the coefficients of $c$ are assumed to be zero.

If e04mxc is run in query mode (see Section 3.2) iobj is not referenced and may be NULL.

16: $\mathbf{a}\left[\mathit{dim}\right]$ – double Output

Note: the dimension, dim, of the array a must be at least maxnnz when $\mathbf{maxnnz}>0$.

On exit: the nonzero elements of $A$, ordered by increasing column index.

If e04mxc is run in query mode (see Section 3.2), a is not referenced and may be NULL.

17: $\mathbf{irowa}\left[\mathit{dim}\right]$ – Integer Output

Note: the dimension, dim, of the array irowa must be at least maxnnz when $\mathbf{maxnnz}>0$.

On exit: the row indices of the nonzero elements stored in a.

If e04mxc is run in query mode (see Section 3.2), irowa is not referenced and may be NULL.

18: $\mathbf{iccola}\left[\mathit{dim}\right]$ – Integer Output

Note: the dimension, dim, of the array iccola must be at least $\mathbf{maxn}+1$ when $\mathbf{maxn}>0$.

On exit: a set of pointers to the beginning of each column of $A$. More precisely, $\mathbf{iccola}\left[\mathit{i}-1\right]$ contains the index in a of the start of the $\mathit{i}$th column, for $\mathit{i}=1,2,\dots ,\mathbf{n}$. Note that $\mathbf{iccola}\left[0\right]=1$ and $\mathbf{iccola}\left[\mathbf{n}\right]=\mathbf{nnz}+1$.

If e04mxc is run in query mode (see Section 3.2), iccola is not referenced and may be NULL.

19: $\mathbf{bl}\left[\mathit{dim}\right]$ – double Output

20: $\mathbf{bu}\left[\mathit{dim}\right]$ – double Output

Note: the dimension, dim, of the arrays bl and bu must be at least $\mathbf{maxn}+\mathbf{maxm}$ when $\mathbf{maxn}>0$ and $\mathbf{maxm}>0$.

On exit: bl contains the vector $l$ (the lower bounds) and bu contains the vector $u$ (the upper bounds), for all the variables and constraints in the following order. The first n elements of each array contains the bounds on the variables $x$ and the next m elements contains the bounds for the linear objective term $c^{\mathrm{T}}x$ and for the general linear constraints $Ax$ (if any). Note that an ‘infinite’ lower bound is indicated by $\mathbf{bl}\left[j-1\right]=-\text{1.0e+20}$ and an ‘infinite’ upper bound by $\mathbf{bu}\left[j-1\right]=+\text{1.0e+20}$. In other words, any element of $u$ greater than or equal to ${10}^{20}$ will be regarded as $+\infty$ (and similarly any element of $l$ less than or equal to $-{10}^{20}$ will be regarded as $-\infty$). If this value is deemed to be ‘inappropriate’, before calling e04nqc you are recommended to reset the value of its optional parameter $\mathbf{Infinite\; Bound\; Size}$ and make any necessary changes to bl and/or bu.

If e04mxc is run in query mode (see Section 3.2), bl and bu are not referenced and may be NULL.

21: $\mathbf{pnames}\left[5\right]\left[9\right]$ – char Input/Output

On entry: a set of names associated with the MPSX form of the problem.

$\mathbf{pnames}\left[0\right]$

Must either contain the name of the problem or be blank.

$\mathbf{pnames}\left[1\right]$

Must either be blank or contain the name of the objective row (in which case it overrides the OBJNAME section and the default choice of the first objective free row).

$\mathbf{pnames}\left[2\right]$

Must either contain the name of the RHS set to be used or be blank (in which case the first RHS set is used).

$\mathbf{pnames}\left[3\right]$

Must either contain the name of the RANGE set to be used or be blank (in which case the first RANGE set (if any) is used).

$\mathbf{pnames}\left[4\right]$

Must either contain the name of the BOUNDS set to be used or be blank (in which case the first BOUNDS set (if any) is used).

On exit: a set of names associated with the problem as defined in the MPSX data file as follows:

$\mathbf{pnames}\left[0\right]$

Contains the name of the problem (or blank if none).

$\mathbf{pnames}\left[1\right]$

Contains the name of the objective row (or blank if none).

$\mathbf{pnames}\left[2\right]$

Contains the name of the RHS set (or blank if none).

$\mathbf{pnames}\left[3\right]$

Contains the name of the RANGE set (or blank if none).

$\mathbf{pnames}\left[4\right]$

Contains the name of the BOUNDS set (or blank if none).

If e04mxc is run in query mode (see Section 3.2), pnames is not referenced and may be NULL.

22: $\mathbf{nname}$ – Integer * Output

On exit: $n+m$, the total number of variables and constraints in the problem (including the objective row).

If e04mxc was run in query mode (see Section 3.2), or returned with $\mathbf{fail}\mathbf{.}\mathbf{code}=$ NE_INT_MAX, nname is not set. In the former case you may pass NULL instead.

23: $\mathbf{crname}\left[\mathit{dim}\right]\left[9\right]$ – char Output

Note: the dimension, dim, of the array crname must be at least $\mathbf{maxn}+\mathbf{maxm}$ when $\mathbf{maxn}>0$ and $\mathbf{maxm}>0$.

On exit: the MPS names of all the variables and constraints in the problem in the following order. The first n elements contain the MPS names for the variables and the next m elements contain the MPS names for the objective row and general linear constraints (if any). Note that the MPS name for the objective row is stored in $\mathbf{crname}\left[\mathbf{n}+\mathbf{iobj}-1\right]$.

If e04mxc is run in query mode (see Section 3.2), crname is not referenced and may be NULL.

24: $\mathbf{h}\left[\mathit{dim}\right]$ – double Output

Note: the dimension, dim, of the array h must be at least maxnnzh when $\mathbf{maxnnzh}>0$.

On exit: the nnzh nonzero elements of $H$, arranged by increasing column index.

If e04mxc is run in query mode (see Section 3.2), h is not referenced and may be NULL.

25: $\mathbf{irowh}\left[\mathit{dim}\right]$ – Integer Output

Note: the dimension, dim, of the array irowh must be at least maxnnzh when $\mathbf{maxnnzh}>0$.

On exit: the nnzh row indices of the elements stored in $H$.

If e04mxc is run in query mode (see Section 3.2), irowh is not referenced and may be NULL.

26: $\mathbf{iccolh}\left[\mathit{dim}\right]$ – Integer Output

Note: the dimension, dim, of the array iccolh must be at least $\mathbf{maxncolh}+1$ when $\mathbf{maxncolh}>0$.

On exit: a set of pointers to the beginning of each column of $H$. More precisely, $\mathbf{iccolh}\left[\mathit{i}-1\right]$ contains the index in $H$ of the start of the $\mathit{i}$th column, for $\mathit{i}=1,2,\dots ,\mathbf{ncolh}$. Note that $\mathbf{iccolh}\left[0\right]=1$ and $\mathbf{iccolh}\left[\mathbf{ncolh}\right]=\mathbf{nnzh}+1$.

If e04mxc is run in query mode (see Section 3.2), iccolh is not referenced and may be NULL.

27: $\mathbf{minmax}$ – Integer * Output

On exit: minmax defines the direction of the optimization as read from the MPS file. By default the function assumes the objective function should be minimized and will return $\mathbf{minmax}=-1$. If the function discovers in the OBJSENSE section that the objective function should be maximized it will return $\mathbf{minmax}=1$. If the function discovers that there is neither the linear objective term $c$ (the objective row) nor the Hessian matrix $H$, the problem is considered as a feasible point problem and $\mathbf{minmax}=0$ is returned.

If e04mxc was run in query mode (see Section 3.2), or returned with $\mathbf{fail}\mathbf{.}\mathbf{code}=$ NE_INT_MAX, minmax is not set. In the former case you may pass NULL instead.

28: $\mathbf{intvar}\left[\mathit{dim}\right]$ – Integer Output

Note: the dimension, dim, of the array intvar must be at least maxlintvar, when $\mathbf{maxlintvar}>0$.

On exit: if $\mathbf{maxlintvar}>0$ on entry, intvar contains pointers to the columns that are defined as integer variables. More precisely, $\mathbf{intvar}\left[\mathit{i}-1\right]=k$, where $k$ is the index of a column that is defined as an integer variable, for $\mathit{i}=1,2,\dots ,\mathbf{lintvar}$.

If $\mathbf{maxlintvar}\le 0$ on entry, or e04mxc was run in query mode (see Section 3.2), or it returned with $\mathbf{fail}\mathbf{.}\mathbf{code}=$ NE_INT_MAX, intvar is not set. Excepting the latter case you may pass NULL as this argument instead.

29: $\mathbf{fail}$ – NagError * Input/Output

The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

Note that if any of the relevant arguments are accidentally set to zero, or not set and assume zero values, then the function will have executed in query mode. In this case only the size of the problem is returned and other arguments are not set. See Section 3.2.

6 Error Indicators and Warnings

NE_ALLOC_FAIL

Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.

NE_BAD_PARAM

On entry, argument $⟨\mathit{\text{value}}⟩$ had an illegal value.

NE_FILEID

On entry, $\mathbf{fileid}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{fileid}\ge 0$.

NE_INT_MAX

At least one of maxm, maxn, maxnnz, maxnnzh, maxncolh or maxlintvar is too small. Suggested values are returned in m, n, nnz, nnzh, ncolh and lintvar respectively.

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.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.

NE_MPS_BOUNDS

Inconsistent bounds for column ‘$⟨\mathit{\text{value}}⟩$’.

Inconsistent bounds for row ‘$⟨\mathit{\text{value}}⟩$’.

The supplied name, in $\mathbf{pnames}\left[4\right]$, of the BOUNDS set to be used was not found in the BOUNDS section.

Unknown bound type ‘$⟨\mathit{\text{value}}⟩$’ in BOUNDS section.

Inconsistent bounds are reported when the lower bound is greater than or equal to $\text{1.0e+20}$ or the upper bound is less than or equal to $-\text{1.0e+20}$, or when the lower bound is greater than the upper bound.

NE_MPS_COLUMNS

Column ‘$⟨\mathit{\text{value}}⟩$’ has been defined more than once in the COLUMNS section. Column definitions must be continuous. (See Section 3.1.5).

Unknown column name ‘$⟨\mathit{\text{value}}⟩$’ in $⟨\mathit{\text{value}}⟩$ section.
All column names must be specified in the COLUMNS section.

NE_MPS_ENDATA_NOT_FOUND

End of file found before ENDATA indicator line.

NE_MPS_FORMAT

Warning: MPS file not strictly fixed format, although the problem was read anyway. The data may have been read incorrectly. You should set $\mathbf{mpslst}=1$ and repeat the call to e04mxc for more details.

NE_MPS_ILLEGAL_DATA_LINE

An illegal line was detected in ‘$⟨\mathit{\text{value}}⟩$’ section.
This is neither a comment nor a valid data line.

NE_MPS_ILLEGAL_NUMBER

Field $⟨\mathit{\text{value}}⟩$ did not contain a number (see Section 3).

NE_MPS_INDICATOR

Incorrect ordering of indicator lines.
BOUNDS indicator line found before COLUMNS indicator line.

Incorrect ordering of indicator lines.
COLUMNS indicator line found before ROWS indicator line.

Incorrect ordering of indicator lines.
OBJNAME indicator line found after ROWS indicator line.

Incorrect ordering of indicator lines.
QUADOBJ indicator line found before BOUNDS indicator line.

Incorrect ordering of indicator lines.
QUADOBJ indicator line found before COLUMNS indicator line.

Incorrect ordering of indicator lines.
RANGES indicator line found before RHS indicator line.

Incorrect ordering of indicator lines.
RHS indicator line found before COLUMNS indicator line.

Indicator line ‘$⟨\mathit{\text{value}}⟩$’ has been found more than once in the MPS file.

No indicator line found in file. It may be an empty file.

Unknown indicator line ‘$⟨\mathit{\text{value}}⟩$’.

NE_MPS_INVALID_INTORG_INTEND

Found 'INTEND' marker without previous marker being 'INTORG'.

Found 'INTORG' but not 'INTEND' before the end of the COLUMNS section.

Found 'INTORG' marker within 'INTORG' to 'INTEND' range.

Illegal marker type ‘$⟨\mathit{\text{value}}⟩$’.
Should be either 'INTORG' or 'INTEND'.

NE_MPS_MANDATORY

At least one mandatory section not found in MPS file.

NE_MPS_OBJNAME

The supplied name, in $\mathbf{pnames}\left[1\right]$ or in OBJNAME, of the objective row was not found among the free rows in the ROWS section.

NE_MPS_PRINTABLE

Illegal column name.
Column names must consist of printable characters only.

Illegal row name.
Row names must consist of printable characters only.

NE_MPS_RANGES

The supplied name, in $\mathbf{pnames}\left[3\right]$, of the RANGES set to be used was not found in the RANGES section.

NE_MPS_REPEAT_COLUMN

More than one nonzero of $A$ has row name ‘$⟨\mathit{\text{value}}⟩$’ and column name ‘$⟨\mathit{\text{value}}⟩$’ in the COLUMNS section.

NE_MPS_REPEAT_ROW

Row name ‘$⟨\mathit{\text{value}}⟩$’ has been defined more than once in the ROWS section.

NE_MPS_RHS

The supplied name, in $\mathbf{pnames}\left[2\right]$, of the RHS set to be used was not found in the RHS section.

NE_MPS_ROWS

Unknown inequality key ‘$⟨\mathit{\text{value}}⟩$’ in ROWS section.
Expected ‘N’, ‘G’, ‘L’ or ‘E’.

Unknown row name ‘$⟨\mathit{\text{value}}⟩$’ in $⟨\mathit{\text{value}}⟩$ section.
All row names must be specified in the ROWS section.

NE_MPS_ROWS_OR_CONS

Empty ROWS section.
Neither the objective row nor the constraints were defined.

NE_NO_LICENCE

Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results