ILOG CPLEX 10.0 File Formats
Contents
1. a b a b 1N d 4ab 7b 10 Vo IV In MPS format you may enter the problem in the following way NAME ROWS N obj G cl COLUMNS a b RHS rhs QMATRIX a a b b ENDATA problem obj 1 cl J obj 1 El 1 el 10 a 1 b 2 a 2 b 7 You can also enter the quadratic objective coefficients by using a QUADOBJ section In this format only the upper diagonal elements of the Q matrix are entered For the same example the input with a QUADOBJ section looks like this NAME ROWS N obj G cl COLUMNS a b RHS rhs QUADOBJ a a b ENDATA problem obj 1 cl 1 obj 1 GE 1 cl 10 a 1 b 2 b 7 If you have a model with quadratic objective information in MPS format in a QUADOBJ section of the following form you do not have to convert your file in order for ILOG CPLEX to make use of it varnamel varname2 value ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL MPS File Format ILOG CPLEX can read that file and interpret the QUADOBJ section correctly However the MPS file writers of ILOG CPLEX do not produce a QUADOBJ section themselves Instead they produce a QMATRIX section as explained here Quadratically Constrained Programs QCP in MPS Files As explained in the ILOG CPLEX User s Manual in Solving Problems with Quadratic Constraints QCP on page 225 ILOG CPLEX can solve problems with quadratic terms among the constraints if the Q matrix for the quadratic term is positive semi definite and the2. Changing the rules of business ILOG CPLEX 10 0 File Formats January 2006 COPYRIGHT NOTICE Copyright O 1987 2006 by ILOG S A and ILOG Inc All rights reserved General Use Restrictions This document and the software described in this document are the property of ILOG and are protected as ILOG trade secrets They are furnished under a license or nondisclosure agreement and may be used or copied only within the terms of such license or nondisclosure agreement No part of this work may be reproduced or disseminated in any form or by any means without the prior written permission of ILOG S A or ILOG Inc Trademarks ILOG the ILOG design CPLEX and all other logos and product and service names of ILOG are registered trademarks or trademarks of ILOG in France the U S and or other countries All other company and product names are trademarks or registered trademarks of their respective holders Java and all Java based marks are either trademarks or registered trademarks of Sun Microsystems Inc in the United States and other countries Microsoft and Windows are either trademarks or registered trademarks of Microsoft Corporation in the United States and other countries document version 10 0 Table of Contents ILOG CPLEX File Formats RR IRR ei te weenie eee 5 Brief Descriptions of File Formats 0 00 cece eee eee RII II Inh 6 Entering Problems in the Interactive Optimizer ellen 8 Saving Pro
3. MIPNodes 0 MIPIterations 3 gt lt quality epInt le 05 eprHS le 06 maxIntInfeas 0 maxPrimalInfeas 0 maxX 40 maxSlack 2 gt lt linearConstraints gt lt constraint name c1 index 0 slack 0 gt lt constraint name c2 index 1 slack 2 gt lt constraint name c3 index 2 slack 0 gt lt linearConstraints gt lt variables gt lt variable name x1 index 0 lt variable name x2 index 1 lt variable name x3 index 2 lt variable name x4 index 3 lt variables gt lt CPLEXSolution gt CSV File Format value 40 gt value 10 5 gt value 19 5 gt value 3 gt ILOG CPLEX supports the file format known as CSV through XML facilities in Concert Technology CSV is a file format consisting of lines of comma separated values in ordinary ASCII text Concert Technology provides classes adapted to reading data into your application from a CSV file The constructors and methods of these classes are documented ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL 39 more fully in the ILOG CPLEX C API Reference Manual as the group optim concert extensions lloCsvReader An object of this class is capable of reading data from a CSV file and passing the data to your application There are methods in this class for recognizing the first line of the file as a header for indicating whether or not to cache the data for counting columns for counting lines for accessing lines by
4. a new node with this name will be created with supply value 0 zero Otherwise the existing node of the specified name will be used The OBJECTIVE Section This section is used to assign objective values to arcs in the format arc name value where arc name must be the name of an arc that has previously been specified in an ARCS section This arc will be assigned the objective value indicated by value If an arc is assigned an objective value more than once a warning message will be issued and the most ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL 31 32 recently assigned objective value for that arc in the file will be used If no objective value is specified for an arc O zero will be used by default The BOUNDS section In this section bounds on the flow through an arc are specified in a variety of ways similar to specifying bounds on variables in LP format The general format is valuel lt arc name lt value2 That general statement assigns a lower bound of value1 and an upper bound of value2 to the arc named arc name This arc must have previously been defined in an ARCS section Only one bound at a time may be specified for an arc That is the following are valid inputs value lt arc name to set the lower bound of the specified arc to value or arc name lt value to set the upper bound of the specified arc to value If the upper and lower bound for an arc are identical you can write arc name value instea
5. constraint DPE 6 lazy LP 14 DUA6 lazy MPS 29 EMB 6 CSV file format 6 GZ6 cut IIS 6 user defined LP 14 LP6 user defined MPS 28 MIN 7 MPS 7 D MST 7 36 NET 7 DPE file format 6 ORD 7 37 DUA file format 6 PPE 7 PRE 7 PRM 7 ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL 43 REW 7 38 SAV 7 XML 8 IIs file format for representing 6 indicator constraint 13 27 integer variable 21 in MPS file format 21 Interactive Optimizer entering problems 8 entering problems in 8 saving problems 8 saving problems in 8 L lazy constraint LP 14 MPS 29 LP file format 6 9 to 14 indicator constraints in 13 syntax rules 9 memory allocating when reading files 8 MIN file format 7 MIP start values file format for entering 36 MPS file format 7 14 to 29 advanced basis in 34 BAS file format 6 34 BOUNDS section 19 COLUMNS section 17 CPLEX extensions 14 20 data records 16 DUA format 6 example 20 indicator records 15 INDICATORS section 27 integer variables in 21 44 ILOG CPLEX 10 0 objective function name 20 objective function sense 20 proprietary information in 7 QUADOBJ section in 26 quadratic coefficients in 25 quadratically constrained program QCP and 27 RANGES section 18 REFROW section 25 REW format 7 RHS section 17 ROWS section 16 saving basis 6 saving dual formulation 6 saving embedded network 6 sense of rows 16 SOS in 23 MST file format 7 36 N NET file format 7 29 network optimizer
6. for example for problems that you consider highly proprietary RLP is the LP format using generic names in the Interactive Optimizer SAV is a ILOG CPLEX specific binary format for reading and writing problems and their associated basis information ILOG CPLEX includes the basis in a SAV file only if the problem currently in memory has been optimized and a basis exists This format offers the advantage of being numerically accurate to the same degree as your platform ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL 7 in contrast to text file formats that may lose numerical accuracy It also has the additional benefit of being efficient with respect to read and write time However since a SAV file 1s binary you cannot read nor edit it with your favorite text editor SOL files are XML formatted files that contain solution information they may also provide an advanced start for an optimization XML as a file format is available to C users of Concert Technology to serialize models and solutions that is instances of T1oModel and IloSolution XML File Format on page 40 explains more about this serialization API Entering Problems in the Interactive Optimizer The Interactive Optimizer accepts problems that you read in from files by means of the read command or that you enter interactively by means of the enter command When you enter a problem interactively ILOG CPLEX uses the LP file format you may save the problem in any suppo
7. linear constraint The constraint name followed by a colon is optional The hyphen followed by the greater than symbol gt separates the indicator variable and its value from the linear constraint that is controlled The indicator variable must be declared as a binary variable and the value it is compared to must be either 0 zero or one 17 This rule applies to applications licensed to solve problems with quadratic terms in them that is quadratic programming problems and quadratically constrained programs QPs and QCPs Quadratic coefficients may appear in the objective function Quadratic coefficients may also appear in constraints under certain conditions If there are quadratically constrained variables in the problem see also rule 4 rule 9 and Solving Problems with Quadratic Constraints QCP on page 225 in the ILOG CPLEX User s Manual The algebraic coefficients of the function x Qx are specified inside square brackets The square brackets must be followed by a divide sign followed by the number 2 This convention denotes that all coefficients inside the square brackets will be divided by 2 in evaluating the quadratic terms of the objective function All quadratic coefficients must appear inside square brackets Multiple square bracket sections may be specified ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL 13 Inside of the square brackets two variables are multiplied by an asterisk For example 4x y indic
8. The bounds positive infinity and ee negative infinity must be entered as words infinity infinity inf inf ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL 11 A variable with a negative infinity lower bound and positive infinity upper bound may be entered as free in any mix of upper and lower case characters with a space separating the variable name and the word free For example x7 free is equivalent to infinity lt x7 lt infinity 12 The file must end with the word end in any combination of upper and lower case characters alone on a line when it is created with the enter command This word is not required for files that are read in to ILOG CPLEX but it is strongly recommended Files that have been corrupted can frequently be detected by a missing last line 13 This rule applies to the ILOG CPLEX MIP optimizer To specify any of the variables as general integer variables add a GENERAL section to specify any of the variables as binary integer variables add a BINARY section The GENERAL and BINARY sections follow the BOUNDS section if one is present otherwise they follow the constraints section Either of the GENERAL or BINARY sections can precede the other The GENERAL section is preceded by the word GENERAL GENERALS Or GEN in any mix of upper and lower case characters which must appear alone on a line The following line or lines should list the names of all variables which are to be restricted to general
9. binary variables There is no requirement that there be a constraint that all members of an SOS sum to 1 0 nor is any such constraint implicit However providing such a constraint in your formulation may be desirable as it may strengthen the LP relaxation of the mixed integer problem as for example in the case of an S1 set consisting of binary variables ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL MPS File Format In the following example the excerpt from the COLUMNS section of an MPS file defines an SOS Type set consisting of x5 and x6 which may be continuous or integer variables S1 NAMEL MARKER SOSORG x5 obj 9 ei 5 x5 c2 3 x6 obj 6 er 8 x6 c3 4 5 NAME2 MARKER SOSEND The SOS MARKER lines can appear between integer MARKER lines if all members of the SOS are integer or integer MARKER lines can appear between SOS MARKER lines if some members of the SOS are non integer The MARKER format cannot accommodate overlapping SOSs That is a variable cannot be a member of two special ordered sets Overlapping SOSs can however be specified by the ILOG CPLEX SOS format documented in Special Ordered Sets SOS in MPS Files on page 23 REFROW Section for SOS in MPS Files A REFROW section may be included immediately before the ROWS section It consists of exactly one record line with the name of the reference row starting in Field 2 The specified row must also be defined in the ROWS section The no
10. edt EUR ae be S ELE ELS OR E ds D AUG 43 ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL ILOG CPLEX File Formats This manual documents the file formats supported by ILOG CPLEX It begins with a brief description of the file formats in alphabetic order This manual continues with longer explanations of the following topics and formats Entering Problems in the Interactive Optimizer on page 8 Saving Problems in the Interactive Optimizer on page 8 LP File Format on page 9 MPS File Format on page 14 NET File Format on page 29 PRM File Format on page 34 BAS File Format on page 34 MST File Format on page 36 ORD File Format on page 37 SOL File Format Solution Files on page 38 CSV File Format on page 39 9 o 9 9 9 o o XML File Format on page 40 ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL 5 Brief Descriptions of File Formats 6 4 BAS files are text files governed by Mathematical Programming System MPS conventions that is they are not binary for saving a problem basis They are documented in BAS File Format on page 34 BZ2 is not a file format specific to ILOG CPLEX Rather this file extension indicates that a file possibly in one of the formats that ILOG CPLEX reads has been compressed by BZIP2 On most platforms ILOG CPLEX can automatically uncompress such a file and then read data from the file in one of the formats briefly described here CLP is the format ILOG CPLEX uses to re
11. file and then read data from a file in one of the formats briefly described here IIS is the format ILOG CPLEX uses to represent irreducibly inconsistent sets of constraints LP Linear Programming is a ILOG CPLEX specific file formatted for entering problems in an algebraic row oriented form In other words LP format allows you to enter problems in terms of their constraints When you enter problems interactively in the Interactive Optimizer you are implicitly using LP format ILOG CPLEX also reads files in LP format The section LP File Format on page 9 describes the conventions and use of this format ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL Brief Descriptions of File Formats MIN format for representing minimum cost network flow problems was introduced by DIMACS in 1991 More information about DIMACS network file formats is available via anonymous ftp from ftp dimacs rutgers edu pub netflow general info specs tex MPS is an industry standard ASCII text file format for mathematical programming problems This file format is documented in MPS File Format on page 14 Besides the industry conventions ILOG CPLEX also supports extensions to this format for ILOG CPLEX specific cases such as names of more than eight characters blank space as delimiters between columns etc The extensions are documented in ILOG CPLEX Extensions to MPS Format on page 14 and in Special Records in MPS Files ILOG CPLEX Extensions on page 20 MS
12. following keywords e MAXIMIZE NETWORK e MINIMIZE NETWORK Both may be followed optionally by the name of a problem If no name is specified the filename will be used instead This part of a NET file is referred to as the start of a NET file Names in a NET File Names must follow the same conventions as they do for CPLEX LP format files They must consist of a sequence of alphanumeric characters a z A Z or 0 9 or one of the symbols amp _ However the first character may not be a digit or period No names corresponding to the keywords are allowed There is no restriction on the number of characters in a name within a NET file End of a NET File The network specification of a NET file must end with the keyword ENDNETWORK Anything following the keyword ENDNETWORK will be ignored This keyword is referred to as the end of a NET file ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL NET File Format Sections of a NET File Between its start and end a NET file is divided into sections Each section is introduced by its keyword and continues until the next section begins or the NET file ends The keywords introducing sections are SUPPLY DEMAND ARCS BOUNDS and OBJECTIVE Each section keyword may appear more than once in a NET file They need not be in any order The SUPPLY Section In this section supply values for nodes are specified Each supply value is specified with the following seque
13. integer values separated by at least one space The BINARY section is preceded by the word BINARY BINARIES Or BIN in any mix of upper and lower case characters which must appear alone on a line The following line or lines should list the names of all variables which are to be restricted to binary integer values separated by at least one space Binary variables are automatically given bounds of 0 zero and 1 one unless alternative bounds are specified in the BOUNDS section in which case a warning message is issued Here is an example of a problem formulation in LP format where x4 is a general integer Maximize obj x1 2 x2 3 x3 x4 Subject To cl xl x2 x3 10 x4 lt 20 C2 x1 3 x2 x3 lt 30 C3 xX2 345 x4 Q0 Bounds 0 lt x1 lt 40 2 lt x4 lt 3 General x4 End If branching priorities or branching directions exist enter this information through ORD files as documented in ORD File Format on page 37 14 This rule applies to the ILOG CPLEX MIP optimizer To specify any of the variables as semi continuous variables that is as variables that may take the value 0 or values between the specified lower and upper bounds use a SEMI CONTINUOUS section This section must follow the BOUNDS GENERALS and BINARIES sections The 12 ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL LP File Format SEMI CONTINUOUS section is preceded by the keyword SEMI CONTINUOUS SEMI or SEMIS The following
14. parameter values from a file with the prm extension The routine CPXwriteparam writes a file of the current nondefault parameter settings to a file with the prm extension Here is the format of such a file CPLEX Parameter File Version number parameter_name parameter value ILOG CPLEX reads the entire file before changing any of the parameter settings After successfully reading a parameter file the Callable Library first sets all parameters to their default value Then it applies the settings 1t read from the parameter file No changes are made if the parameter file contains errors such as missing or illegal values There is no checking for duplicate entries in the file In the case of duplicate entries the last setting in the file is applied When you write a parameter file from the Callable Library only the nondefault values are written to the file String values may be double quoted or not but are always written with double quotation marks The comment character in a parameter file is ILOG CPLEX ignores the rest of the line The Callable Library issues a warning if the version recorded in the parameter file does not match the version of the product A warning is also issued of a non integral value is given for an integer valued parameter Here is an example of such a file CPLEX Parameter File Version 10 0 0 CPX PARAM EPPER 3 45000000000000e 06 CPX PARAM IISIND li CPX PARAM OBJULIM 1 23456789012345e 05 CPX PARAM PERIND
15. per record Field 1 contains a single letter designating the sense of each row Acceptable values are e N indicates a free row e G indicates a greater than or equal to row e L indicates a less than or equal to row e E indicates an equality row Field 2 contains a character identifier maximum length of 255 characters specifying the name of the row Fields 3 6 are not used in the ROWS section If more than one free row is specified the first one is used as the objective function and the others are discarded 16 ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL MPS File Format The ROWS section of our example looks like this ROWS N obj L cl L c2 COLUMNS Section In the COLUMNS section all the columns of the constraint matrix are specified with their name and all of the nonzero elements Multiple records may be required to completely specify a given column Field 1 Blank Field 2 Column identifier Field 3 Row identifier Field 4 Value of matrix coefficient specified by Fields 2 and 3 Field 5 Row identifier optional Field 6 Value of matrix coefficient specified by Fields 2 and 5 optional After a matrix element is specified for a column all other nonzero elements in that same column should be specified The COLUMNS section of our example looks like this COLUMNS x1 obj 1 c1 1 xl c2 1 x2 obj 2 cl 1 x2 c2 3 x3 obj 3 EL 1 x3 c2 1 RHS Section In the RHS section the nonzero righthand
16. 1 CPX PARAM SCRIND 1 CPX PARAM WORKDIR tmp BAS File Format 34 An MPS basis file known as a BAS file contains the information needed by ILOG CPLEX to define an advanced basis Like an MPS file the BAS file begins with a NAME indicator record and ends with an ENDATA record ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL BAS File Format A basis defines a list of basic structural variables and row variables A structural variable is one of the variables columns defined in the MPS problem file A row variable is actually the slack surplus or artificial variable associated with a row For linear programs the total number of basic variables both structural and row is equal to the number of rows in the constraint matrix Additionally the number of basic structural variables is equal to the number of nonbasic row variables By convention an MPS basis file is built on the assumption that all row variables are basic and that all structural variables are nonbasic with values at their lower bound The data records in a BAS file list structural and row variables that violate this assumption This convention minimizes the size of the BAS file For quadratic programs the total number of basic variables can exceed the number of rows and so not all basic variables can be paired with a nonbasic row variable Table 6 Status indicators for variables in a BAS file Value Status XU Variable 1 is basic variable
17. 2 is nonbasic at its upper bound XL Variable 1 is basic variable 2 is nonbasic at its lower bound UL Variable 1 is nonbasic and is at its upper bound LL Variable 1 is nonbasic and is at its lower bound BS Variable 1 is basic Field 1 Indicator specifying status of the named variables in Fields 2 and 3 Acceptable values appear in Table 6 Field 2 Variable 1 identifier Field 3 Variable 2 identifier ignored if Field 1 is UL LL or BS Variable 1 specifies a structural variable identifier which has entered the basis By convention this structural variable must displace one of the row variables Variable 2 is a row variable that has left the basis No relationship between structural variables entering the basis and row variables leaving the basis is implied within the BAS file In the Complete Example of MPS File Format on page 20 variables x2 and x3 are basic and the two constraints row variables are nonbasic Also x1 was forced to its upper limit of 40 The optimal basis for that example appears in the following sample ILOG CPLEX adds the number of iterations to the NAME record The iteration count is useful if the basis file was automatically generated during a previously aborted run The XL indicator in the first two data records indicates that x3 and x2 are basic and that the row variables for c1 and c2 are ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL 35 nonbasic at their lower bound The third record shows that
18. 5 and 6 are not used in the BOUNDS section In our example the BOUNDS section looks like this BOUNDS UP BOUND x1 40 If no bounds are specified ILOG CPLEX assumes a lower bound of 0 zero and an upper bound of ee If only a single bound is specified the unspecified bound remains at 0 or o whichever applies with one exception If an upper bound of less than 0 is specified and no other bound is specified the lower bound is automatically set to co ILOG CPLEX deviates slightly from a convention used by some MPS readers when it encounters an upper bound of 0 zero Rather than automatically set this variable s lower bound to co ILOG CPLEX accepts both a lower and upper bound of 0 effectively fixing that variable at 0 ILOG CPLEX resets the lower bound to c only if the upper bound is less than 0 A warning message is issued when this exception is encountered More than one bound vector may exist The name of each bound vector appears in Field 2 However only the first bound vector is selected when a problem is read Additional bound vectors are discarded ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL 19 20 Complete Example of MPS File Format NAME example2 mps ROWS N obj E cl L c2 COLUMNS x1 obj 1 l 1 x1 c2 1 x2 obj 2 cl 1 x2 c2 8 x3 obj 3 cl 1 x3 c2 1 RHS rhs cl 20 c2 30 BOUNDS UP BOUND x1 40 ENDATA Special Records in MPS Files ILOG CPLEX Extensions ILOG CPLEX extends the MPS standard in sever
19. EX This format is supported by Concert Technology by the Callable Library and by the Interactive Optimizer In particular it works with CPXNETptr objects not CPXLPptr objects Comments This is a free format file that is line breaks or column positions are irrelevant to the interpretation of the file The only exceptions to this convention are comments anything from a backslash character to the end of a line is a comment and does not contribute to the network specified by the file Comments are allowed anywhere in the file Keywords The NET format recognizes the following keywords in a file e MAXIMIZE e MINIMIZE e NETWORK e ENDNETWORK e SUPPLY e DEMAND e ARCS e BOUNDS e OBJECTIVE e INFINITY e FREE ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL 29 30 Keywords are independent of character case Keywords must be separated by white space from other symbols in the file White Space White space consists of one or more of the following e the space character e the tab character t e the new line character n e a comment that is all characters following a backslash to the end of a line Abbreviations of Keywords Also the NET format recognizes the abbreviations summarized in Table 5 Table 5 Abbreviations of Keywords in NET File Format Keyword Abbreviation INFINITY INF MINIMIZE MIN MAXIMIZE MAX Start of a NET File A NET file must start with one of the
20. Or rhs rhs range E rhs range rhs E 3 rhs rhs range The name of each range vector appears in Field 2 More than one range vector can be specified within an MPS file However only the first range vector is selected when a problem is read Additional range vectors are discarded In our example there are no ranged rows but suppose we want to add the following constraint to our problem x1 3x2 x3 gt 15 Instead of explicitly adding another row to the problem we can represent this additional constraint by modifying row 2 of the example to make it a ranged row in this way 15 lt x1 3x2 x3 lt 30 ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL MPS File Format The RANGES section of the MPS file to support this modification looks like this RANGES rhs c2 15 The name of each range vector appears in Field 2 However only the first range vector is selected when a problem is read Additional range vectors are discarded BOUNDS Section In the BOUNDS section bound values for variables may be specified Field 1 Type of bound Acceptable values are e LO Lower bound e UP Upper bound e FX Fixed value upper and lower bound the same e FR Free variable lower bound gt and upper bound e e MI Minus infinity lower bound ee e PL Plus infinity upper bound 00 Field 2 Bound identifier Field 3 Column identifier to be bounded Field 4 Value of the specified bound Fields
21. PLEX LP format is provided as an input alternative to the MPS file format An LP format file may be easier to generate than an MPS file if your problem already exists in an algebraic format or if you have an application which generates the problem file more readily in algebraic format such as a C application Working with LP Files on page 138 in the ILOG CPLEX User s Manual in the chapter about managing input and output explains the implications of using LP format rather than MPS format ILOG CPLEX accepts any problem saved in an ASCII file provided that it adheres to the following syntax rules 1 Anything that follows a backslash is a comment and is ignored until a return is encountered Blank lines are also ignored Blank lines and comment lines may be placed anywhere and as frequently as you want in the file 2 In general white space between characters is irrelevant as it is skipped when a file is read However white space is not allowed in the keywords used to introduce a new section such as MAX MIN ST or BOUNDS Also the keywords must be separated by white space from the rest of the file and must be at the beginning of a line The maximum length for any name is 255 The maximum length of any line of input is 560 ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL 9 Skipping spaces may cause ILOG CPLEX to misinterpret and accept an invalid entry such as the following x1 x2 0 If the user intended to enter that example as
22. T is an XML format available with the ILOG CPLEX MIP optimizer It is a text format ILOG CPLEX uses to enter a starting solution for a MIP MST File Format on page 36 documents this file format NET is a ILOG CPLEX specific ASCII format for network flow problems It supports named nodes and arcs NET File Format on page 29 offers a fuller description of this file format ORD is a format available with the ILOG CPLEX MIP optimizer It is used to enter and to save priority orders for branching It may contain branching instructions for individual variables ORD File Format on page 37 documents this file format PPE is the format ILOG CPLEX uses to write a problem in a binary SAV file after the righthand side has been perturbed PRE is the format ILOG CPLEX uses to write a presolved reduced problem formulation to a binary SAV file Since a presolved problem has been reduced it does not correspond to the original problem PRM is the format ILOG CPLEX uses to read and write non default values of parameters in a file PRM File Format on page 34 documents the format and conventions for reading and writing such files through the Callable Library REW is a format to write a problem in MPS format with disguised row and column names This format is simply an MPS file format with all variable column and constraint row names converted to generic names Variables are relabeled x1 through xn and rows are renamed c1 through cm This format may be useful
23. X accepts two commonly used ways of extending the MPS file format to include integer variables in the COLUMNS section or in the BOUNDS section In the first way integer variables are identified within the COLUMNS section of the MPS file by marker lines A marker line is placed at the beginning and end of a range of integer variables Multiple sets of marker lines are allowed Integer marker lines have a field format consisting of Fields 2 through 4 Field 2 Marker name Field 3 MARKER including the single quotation marks Field 4 Keyword INTORG and INTEND to mark beginning and end respectively including the single quotation marks Fields 5 and 6 are ignored The marker name must differ from the preceding and succeeding column names If no bounds are specified for the variables within markers bounds of O zero and 1 one are assumed ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL 21 In the following example column x4 is an integer variable and looks like this in the COLUMNS section of an MPS file according to this first way of treating integer variables NAME ROWS N obj L cl L c2 E c3 COLUMNS x1 obj 1 c1 1 x1 c2 1 x2 obj 2 c1 f x2 c2 3 c3 1 x3 obj 3 EL 1 x3 c2 1 MARK0000 MARKER INTORG x4 obj 1 el 10 x4 cs 35 MARKOOO1 MARKER INTEND RHS rhs cl 20 c2 30 BOUNDS UP BOUND x1 40 LO BOUND x4 2 UP BOUND x4 3 ENDATA In the second way of treating integer variable
24. Z lt 15 rowl y row y 0 gt Z 0 Bounds 0 lt y lt 1 Binaries M End User Defined Cuts in MPS Files The advanced feature user defined cuts can be declared in a special section following the ROWS section The title of this section is USERCUTS The order of sections must be ROWS USERCUTS The format of the USERCUTS section is the same as the format of the ROWS section with this exception the type must be one of E L or G the row must not be ranged For more information about user defined cuts see User Cut and Lazy Constraint Pools on page 377 in the ILOG CPLEX User s Manual 28 ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL NET File Format Lazy Constraints in MPS Files The advanced feature lazy constraints can be declared in a special section following the ROWS and USERCUTS sections The title of this section is LAZYCONS The order of sections must be ROWS USERCUTS LAZYCONS The format of the LAZYCONS section is the same as the format of the ROWS section with this exception the type must be one of E L or G the row must not be ranged For more information about lazy constraints and an example of an MPS file extended to include them see User Cut and Lazy Constraint Pools on page 377 in the ILOG CPLEX User s Manual NET File Format The NET file format is an ASCII file format specific to ILOG CPLEX for network flow problems It is the recommended file format for representing pure network problems within CPL
25. a nonlinear constraint ILOG CPLEX would instead interpret it as a constraint specifying that one variable named x1x2 must be equal to zero To indicate a quadratic constraint in this section use explicit notation for multiplication and exponentiation not space 3 The problem statement must begin with the word MINIMIZE or MAXIMIZE MINIMUM or MAXIMUM or the abbreviations MIN or MAX in any combination of upper and lower case characters The word introduces the objective function section 4 Variables can be named anything provided that the name does not exceed 255 characters all of which must be alphanumeric a z A Z 0 9 or one of these symbols 8 3 _ Longer names are truncated to 255 characters A variable name can not begin with a number or a period The letter E or e alone or followed by other valid symbols or followed by another E or e should be avoided as this notation is reserved for exponential entries Thus variables can not be named e9 E 24 E8cats or other names that could be interpreted as an exponent Even variable names such as eels or example can cause a read error depending on their placement in an input line 5 The objective function definition must follow MINIMIZE or MAXIMIZE It may be entered on multiple lines as long as no variable constant or sense indicator is split by a return For example this objective function 1x1 2x2 3x3 can be entered like this 1x1 2x2 3x3
26. al ways The following sections document these extensions Objective Sense and Name in MPS Files on page 20 Integer Variables in MPS Files on page 21 Special Ordered Sets SOS in MPS Files on page 23 Quadratic Objective Information in MPS Files on page 25 Quadratically Constrained Programs QCP in MPS Files on page 27 Indicator Constraints in MPS Files on page 27 User Defined Cuts in MPS Files on page 28 9 9 9 9 9 Lazy Constraints in MPS Files on page 29 Objective Sense and Name in MPS Files ILOG CPLEX extends the MPS standard by allowing two additional sections OBJSEN and OBJNAME They may be specified after the NAME section OBJSEN sets the objective function sense and OBJNAME selects an objective function from among the free rows within the file If neither of these sections appears in the MPS file ILOG CPLEX assumes that the problem is a minimization and that the objective function is the first free row encountered in the ROWS section If these options are used they must appear in order and as the first and second sections after the NAME section The values for OBJSENSE can be MAX or MIN ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL MPS File Format Here is an example of these optional sections NAME example mps OBJSENSE MAX OBJNAME rowname Integer Variables in MPS Files If you use the ILOG CPLEX mixed integer optimizer then you may restrict any or all variables to integer values ILOG CPLE
27. ates that the coefficients of both of the off diagonal terms of Q corresponding to the variables x and y in the model are 2 since 4x y equals 2x y 2x y Each pair of off diagonal terms of Q is specified only once ILOG CPLEX automatically creates both off diagonal entries of O Diagonal terms in Q that is terms with an exponent of 2 are indicated by the caret followed by 2 For example 4x 2 indicates that the coefficient of the diagonal term of Q corresponding to the variable x in the model is 4 For example this problem Minimize a b 1 2 a 4ab 7b subject to a b 2 10 anda b20 in LP format looks like this Minimize obj a b a 2 4a b 7 b 2 2 Subject To cl a b gt 10 End 18 This rule is of interest only to advanced users It is possible to include pools of lazy constraints and user defined cuts in an LP file A pool of lazy constraints or of user defined cuts must not contain any quadratic constraints For more about these concepts see User Cut and Lazy Constraint Pools on page 377 in the ILOG CPLEX User s Manual MPS File Format 14 MPS format long established on mainframe LP systems has become a widely accepted standard for defining LP problems In contrast to the ILOG CPLEX LP format MPS format is a column oriented format problems are specified by column variable rather than by row constraint ILOG CPLEX Extensions to MPS Format Historically MPS format including CPLEX MPS for
28. ay be part of indicator constraints In other words a row of type N cannot appear as a constraint controlled by a binary variable in this sense that is an indicator constraint The binary variables that control the linear constraints are specified in the BOUNDS section or with MARKER lines that is like any other binary variable The relationship between the binary variables and the constraints they control is specified in the INDICATORS section The INDICATORS section follows any quadratic constraint section and any quadratic objective section Each line of the INDICATORS section has a type field starting in column 2 or beyond the type must be IF followed by the name of the row of the indicator constraint the name of the binary variable and finally the value 0 zero or 1 one to indicate when the constraint should be active ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL 27 Rows that appear in the INDICATORS section cannot be ranged rows In other words a row that appears in the RANGES section cannot appear also in the INDICATORS section Here is an example of an INDICATORS section NAME ind1 mps ROWS N obj L row2 L row4 E rowl E row3 COLUMNS xX obj 1 x row2 1 x row4 1 x rowl 1 y row4 1 Z row4 1 2 row3 1 RHS rhs row2 10 rhs row4 15 BOUNDS UI bnd y 1 INDICATORS IF rowl y 1 IF row3 y 0 ENDATA That declaration represents the following model Minimize obj x Subject To row2 X lt 10 row4 X y
29. blems in the Interactive Optimizer 0 0 c eee eee eee eee 8 LP Fil Format oii DEDE qa a ti dada 9 MPS File Format even meee ie iets See oe KEPT Ren 14 ILOG CPLEX Extensions to MPS Format 0 0 cc cee eet es 14 Records in MPS Formats o rcu e eek t pied A qe 15 Special Records in MPS Files ILOG CPLEX Extensions 0000 cece eens 20 Objective Sense and Name in MPS Files 000 cece eee eee eens 20 Integer Variables in MPS Files 20 0 0 ccc cette tees 21 Special Ordered Sets SOS in MPS Files llli 23 Quadratic Objective Information in MPS Files llle 25 Quadratically Constrained Programs QCP in MPS FileS ooocoocococcocooo o 27 Indicator Constraints in MPS Files 2 2 0 0 cece eee Rm 27 User Defined Cuts in MPS Files lille I III 28 Lazy Constraints in MPS FileS ooocococcococccnr ee n 29 ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL 3 NET File Format ccs caw rara ra aa a eae le ae 29 PRM File Format sica Sha die erase in a Bil Gow ru Spee wn poe eg dae a n Bon Red doin 34 BAS File Format elis Sa back dates deka edt 34 MST File Format ii aii 36 ORD File Format leri a eat ee ec etek te ie eee ELITS 37 SOL File Format Solution Files 2 22 2 e ee ee ee eee ee eee rm 38 CSV File Formal sii A ic sarees A OR tee RE E eT 39 XML File Format i saeka 222 cae hah ee a FORRES A 40 A A acie daro A E EIE E eere A ek
30. but not like this 1x1 2x 2 3x3 a bad idea because the second style splits the variable name x2 with a return 6 The objective function may be named by typing a name and a colon before the objective function The objective function name and the colon must appear on the same line Objective function names must conform to the same guidelines as variable names Rule 4 If no objective function name is specified ILOG CPLEX assigns the name obj An objective function may be quadratic For an example and details about formatting a quadratic objective function see rule 17 10 ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL LP File Format 7 The constraints section is introduced by the keyword subject to This expression can also appear as such that st S T or ST in any mix of upper and lower case characters One of these expressions must precede the first constraint and be separated from it by at least one space 8 Each constraint definition must begin on a new line A constraint may be named by typing a name and a colon before the constraint The constraint name and the colon must appear on the same line Constraint names must adhere to the same guidelines as variable names Rule 4 If no constraint names are specified ILOG CPLEX assigns the names C1 C2 C3 etc 9 The constraints are entered in the same way as the objective function however a constraint must be followed by an indication of its sense and a righthand s
31. d Bound values may be INFINITY or INFINITY An arc with lower bound INFINITY and upper bound INFINITY may be entered as FREE like this arc name free If a bound is not specified for an arc O zero will be used as the default lower bound and infinity as the default upper bound ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL NET File Format Example of NET File Format Except for this comment this is the example network file created by netexl c MINIMIZE NETWORK netexl SUPPLY nl 20 n4 15 nb 5 n8 10 ARCS al nl gt n2 a2 n2 n3 a3 n3 gt n4 a4 n4 gt n7 a5 n7 gt n6 a6 n6 n8 a7 s n5 n8 a8 n5 gt n2 a9 n3 n2 al0 n4 gt n5 all n4 gt n6 al2 n6 n4 ale n6 gt n5 al4 n2 n6 OBJECTIVI al a2 a3 a4 a5 a6 a7 a8 a9 al0 all al2 al3 al4 BOUNDS 18 lt al lt 24 0 lt a2 lt 25 E O W 4 U1 OY NN BAN OY Ul QJ d WW a3 12 0 lt a4 lt 10 0 lt ab lt 9 a6 free 0 lt a7 lt 20 0 lt a8 lt 10 0 lt a9 lt 5 0 lt al0 lt 15 0 lt all lt 10 0 lt a12 lt 11 0 lt al3 lt 6 ENDNETWORK ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL 33 PRM File Format It is possible to read and write a file of parameter settings with the Callable Library This kind of file is known as a PRM file The file extension for a PRM file is prm The Callable Library routine CPXreadcopyparam reads
32. d in the RHS RANGES and BOUNDS sections Data Records Data records contain the information that describes the LP problem Each data record comprises six fields as in Table 2 The fields must be separated by white space that is blank space tab etc and the first field must begin in column 2 or beyond Not all fields are used within each section of the input file Table 2 Fields of a data record in MPS file format Field 1 Field 2 Field 3 Field 4 Field 5 Field 6 Contents Indicator Name Name Value Name Value Any ASCII character 32 through 126 is legal but names must contain no embedded blanks In addition names over 255 characters are truncated CPLEX issues an error message if truncation causes the names to lose their uniqueness Numeric fields can be at most 25 characters long Tf the first character in Field 3 or 5 is a dollar sign the remaining characters in the record are treated as a comment Another method for inserting comments is to place an asterisk in column 1 Everything on such a line is treated as a comment Values may be defined with decimal or exponential notation and may utilize 25 characters In exponential notation plus and minus signs must precede the exponent value If an exponent value is missing where one is expected it is assigned a value of 0 zero ROWS Section In the ROWS section each row of the problem is specified with its name and sense one row
33. dividual sections of the MPS file Each indicator record contains a single word that begins in the first column There are seven kinds of indicator records each corresponding to sections of the MPS file They are listed in Table 1 Table 1 Indicator records Section name indicator record Purpose NAME specifies the problem name unlike other indicator records the name record contains data ROWS specifies name and sense for each constraint COLUMNS specifies the name assigned to each variable column and the nonzero constraint coefficients corresponding to that variable RHS specifies the names of righthand side vectors and values for each constraint row RANGES specifies constraints that are restricted to lie in the interval between two values interval endpoints are also specified BOUNDS specifies the limits within which each variable column must remain ENDATA signals the end of the data always the last entry in an MPS file Each section of the MPS file except the RANGES and BOUNDS sections is mandatory If no BOUNDS section is present all variables have their bounds set from 0 zero to positive infinity Failure to include an RHS section causes ILOG CPLEX to generate a warning message and set all righthand side values to 0 zero Variables and constraints must be ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL 15 declared in the ROWS and COLUMNS sections before they are reference
34. file format for saving extracted network 6 O objective function in MPS file format 20 quadratic coefficient in 13 ORD file format 7 37 P parameter file format for 7 perturbed problem file format 6 7 pool lazy constraints 14 user defined cuts 14 PPE file format 7 PRE file format 7 preprocessing saving reduced problem 7 priority order FiLE FoRMAT HEFERENCE MANUAL saving in ORD format 7 PRM file format 7 problem allocating memory when reading from file 8 entering in Interactive Optimizer 8 format for saving presolved 7 saving in Interactive Optimizer 8 Q QUADOBJ section in MPS files 26 quadratic coefficients in MPS file format 25 quadratically constrained program QCP MPS file format and 27 R read Interactive Optimizer command file formats and 8 REW file format 7 38 RLP file format 7 row variable 35 S SAV file format 7 semi continuous variable file format for entering 12 in MPS file format 22 SOL file format 8 solution file creating 38 SOS format for entering in MPS 13 in MPS file format 23 structural variable 35 U user defined cut LP 14 user defined cut MPS 28 ILOG CPLEX 10 0 V variable integer 21 row 35 semi continuous 12 structural 35 W write Interactive Optimizer command file formats and 8 X XML file format 8 FiLE FoRMAT HEFERENCE MANUAL 45 46 ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL
35. ide coefficient The righthand side coefficient must be typed on the same line as the sense indicator Acceptable sense indicators are lt lt lt gt gt gt and These are interpreted as lt lt lt gt gt gt and respectively For example here is a named constraint time x1 x2 lt 10 Quadratic constraints are allowed in this section Quadratic terms are specified inside square brackets as detailed in rule 17 The specification of a quadratic constraint differs from the specification of a quadratic objective in one important way in a quadratic constraint the terms are not divided by two that is they are not multiplied by 1 2 as they must be in a quadratic objective Indicator constraints are also allowed in this section Rule 16 explains how to specify indicator constraints 10 The optional bounds section follows the mandatory constraint section It is preceded by the word bounds or bound in any mix of lower and upper case characters 11 Each bound definition must begin on a new line The format for a bound is l x Uy except in the following cases Upper and lower bounds may also be entered separately as EE Xp S Uy with the default lower bound of 0 zero and the default upper bound of gt remaining in effect until the bound is explicitly changed Bounds that fix a variable can be entered as simple equalities For example xs 5 6is equivalentto 5 6 lt x5 lt 5 6
36. line or lines should list the names of all the variables which are to be declared semi continuous separated by at least one space Semi continuous xl x2 x3 15 This rule applies to the ILOG CPLEX MIP optimizer To specify special ordered sets use an SOS section which is preceded by the SOS keyword The SOS section should follow the Bounds General Binaries and Semi Continuous sections Special ordered sets of type 1 require that of the variables in the set one at most may be non zero Special ordered sets of type 2 require that at most two variables in the set may be non zero and if there are two nonzeros they must be adjacent Adjacency is defined by the weights which must be unique within a set given to the variables The sorted weights define the order of the special ordered set For MIP branch and cut the order is used to determine how the variables are branched upon See the ILOG CPLEX User s Manual for more information The set is specified by an optional set name followed by a colon and then either of the S1 or S2 keywords specifying the type followed by a double colon The set member names are listed on this line or lines with their weights Variable names and weights are separated by a colon for example sos setl S1 x1 10 KATES 16 This rule applies to ILOG CPLEX MIP optimizer To specify an indicator constraint enter it among any other constraints in the model like this constraintname binaryvariable value gt
37. mat after the objective function has been perturbed ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL LP File Format Use the mst option to write MIP start files Use the ppe option to write problems in SAV format after the righthand side has been perturbed Use the pre option to write a SAV file for the reduced presolved problem formulation Use the sol option to write solution files The SAV file format because it is binary is the format that preserves the greatest degree of precision in data It can be effective in reducing read and write time for repetitively solved problems However because it is a binary format it cannot be readily viewed or edited in standard text editors As a naming convention we recommend that you use the file format for reading the file as the file extension when you write or save the file for instance example bas example lp example mps example sav When you follow this convention ILOG CPLEX automatically recognizes the file type and eliminates additional prompts for you to specify a file type LP File Format ILOG CPLEX provides a facility for entering a problem in a natural algebraic LP formulation from the keyboard The problem can be modified and saved from within ILOG CPLEX This procedure is one way to create a file in a format that ILOG CPLEX can read An alternative technique is to create a similar file using a standard text editor and to read it into ILOG CPLEX The ILOG C
38. mat for CPLEX version 2 1 and earlier releases included restrictions such as requiring input fields to occupy fixed columnar positions and limiting all names to a length of 8 characters or fewer In CPLEX version 3 0 and subsequent releases these restrictions were relaxed The current ILOG CPLEX MPS format is actually an extended version of the historical MPS format To allow for these extensions certain practices which were accepted in MPS files for older CPLEX releases and other systems are no longer permitted For example since ILOG CPLEX no longer requires fixed columnar positions blank spaces are interpreted as delimiters Older MPS ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL MPS File Format files containing names with embedded spaces therefore become unreadable To maintain compatibility with earlier versions as well as MPS files from other systems ILOG CPLEX provides an MPS file conversion utility which translates older files into the newer ILOG CPLEX MPS format The section Converting File Formats on page 140 in the ILOG CPLEX User s Manual explains how to use the file conversion utility Records in MPS Format MPS data files are analogous to a deck of computer input cards each line of the MPS file represents a single card record Records in an MPS data file consist of two types indicator records and data records The records contain fields delimited by blank spaces Indicator Records Indicator records separate the in
39. nce node name value where node name specifies the name of the node for which to set a supply value and value is the value that will be assigned to node node name as its supply value If a node with this name does not already exist a new node will be created with this name If the node has been previously assigned a supply value the new value overrides the previous value and a warning will be issued The DEMAND Section This section corresponds to the SUPPLY section except that it specifies demand values instead of supply values That is instead of specifying a supply value s in the SUPPLY section you can specify the negative of s in the DEMAND section and vice versa The format for doing so is exactly the same node name value There is no requirement to use both a SUPPLY and a DEMAND section in a given model You can fully specify any model using either of the section types alone by correctly using positive and negative values The availability of either or both section types simply offers flexibility in model formulation The ARCS Section In this section the arcs from node or tail and to node or head are specified For each arc the format is arc name from node gt to node where arc name specifies the name for the arc from from node to to node If arc name already exists a warning message is issued and the specified nodes override the previous ones The nodes are referred to by node names If a node does not yet exist
40. number or by name for designating special characters for indicating separators and so forth lloCsvLine An object of this class represents a line of a CSV file The constructors and methods of this class enable you to designate special characters such as a decimal point separator line ending and so forth lloCsvReader Iterator An object of this embedded class is an iterator capable of accessing data in a CSV file line by line This iterator is useful for example in programming loops of your application such as while statements XML File Format 40 Concert Technology for C users offers a suite of classes for serializing ILOG CPLEX models that is instances of I1oModel and solutions that is instances of IloSolution through XML The ILOG CPLEX C API Reference Manual documents the XML serialization API in the group optim concert xml That group includes these classes IloxmlContext allows you to serialize an instance of 110Model or IloSolution This class offers methods for reading and writing a model a solution or both a model and a solution together There are examples of how to use this class in the reference manual IloxXmlInfo offers methods that enable you to validate the XML serialization of elements such as numeric arrays integer arrays variables and other extractables from your model or solution IloXmlReader creates a reader in an environment that is in an instance of IloEnv This class offe
41. nzeros of the reference row are used as weights within an SOS All weights within one SOS must be unique values A REFROW section is optional if no reference row is specified the weighting values 1 nis given to the n members of an SOS in the order in which they are read In other words without specific reference row information it is assumed that the user has ordered the SOS variables in ascending order with respect to some relevant criterion for example in importance capacity objective weighting or cost Quadratic Objective Information in MPS Files If you use the ILOG CPLEX barrier optimizer for quadratic programming problems QPs then you can specify quadratic objective coefficients in MPS format in a QMATRIX section Following the BOUNDS section a QMATRIX section may be specified Each line of this section defines one nonzero coefficient of the matrix Q Each line should contain two variable names which must have been specified in the COLUMNS section in Fields 2 and 3 followed by a nonzero coefficient value in Field 4 For each off diagonal coefficient two lines must appear one for the lower triangular element and one for the upper triangular element ILOG CPLEX evaluates the quadratic part of the objective function as 0 5 x Qx when the coefficients of Q are specified in an MPS file ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL 25 26 For example consider the following problem Minimize subject to a
42. prHS le 06 maxIntInfeas 0 maxPrimalInfeas 0 maxX 40 maxSlack 2 gt lt variables gt lt variable name x4 index 3 value 3 gt lt variables gt lt CPLEXSolution gt ORD File Format If you use the ILOG CPLEX MIP optimizer the ORD file format is available to indicate priority orders and branching directions for specific variables Variables that are not given an explicit priority or that do not appear in an ORD file are assigned 0 zero priority An ORD file begins with a NAME indicator record and ends with an ENDATA record Integer variables are specified one per line with an optional branching direction UP or DN beginning in column 2 and 3 Names begin in column 5 or beyond The variable name and its priority must be separated by one or more blank spaces Here is an example of an ORD file NAME x3 10 DN x5 5 UP x7 ENDATA ORD files created using CPLEX versions 2 1 or earlier used a fixed format in which the various data fields were limited to eight characters in length and restricted to specific columnar positions in each line The extensions provided in the new ILOG CPLEX ORD file reader allow for more descriptive names and greater overall input flexibility Most ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL 37 fixed format ORD files conform to the new format Any files that do not conform can be converted to the new format using the convert utility that comes with the standard ILOG CPLEX dist
43. present the conflicting constraints and bounds a subset of an infeasible model that were found by the conflict refiner CSV files contain comma separated values Concert Technology offers facilities in ILOG CPLEX for reading and writing such files See the Concert Technology Reference Manual for details especially the classes I1oCsvReader IloCsvLine and IloCsvReader Iterator DPE is the format ILOG CPLEX uses to write a problem in a binary SAV file after the objective function of the problem has been perturbed DUA format governed by MPS conventions writes the dual formulation of a problem currently in memory so that the MPS file can later be read back in and the dual formulation can then be optimized explicitly This file format is largely obsolete now since you can use the command set presolve dual in the Interactive Optimizer to tell ILOG CPLEX to solve the dual formulation of an LP automatically You no longer have to tell ILOG CPLEX to write the dual formulation to a DUA file and then tell ILOG CPLEX to read the file back in and solve it EMB is the format ILOG CPLEX uses to save an embedded network it extracts from a problem EMB files are written in MPS format GZ is not a file format specific to ILOG CPLEX Rather this file extension indicates that a file possibly in one of the formats that ILOG CPLEX reads has been compressed by gzip the GNU zip program On most platforms ILOG CPLEX can automatically uncompress a gzipped
44. quadratic function defines a convex region ILOG CPLEX has extended the MPS format to accommodate QCP models The quadratic constraints of such a model are listed in the ROWS section and their linear coefficients appear in the COLUMNS section just the same as coefficients from the linear constraints The quadratic terms go in QCMATRIX sections one QCMATRIX per quadratic constraint QCMATRIX sections appear after the optional SOS section They may appear either after or before the OMATRIX objective section The name of the constraint appears on the same line after OCMATRIX The quadratic terms of the quadratic expression must be given as a symmetric matrix That is if there is an entry for Q then there must be an identical entry for Qi when i is not equal to j This requirement is the same as for the QMATRIX section where any quadratic terms in the objective function are declared The formats of the Q parts are the same Indicator Constraints in MPS Files Indicator constraints provide a way for you to express relations among variables by identifying a binary 0 1 variable to control whether or not a given constraint is active ILOG CPLEX has extended the MPS format to express indicator constraints The constraints to be controlled by the binary variable are listed in the ROWS section their linear coefficients appear in the COLUMNS section that is the same as coefficients from linear constraints Only rows of types E L and G m
45. ribution Converting File Formats on page 140 explains how to use that utility SOL File Format Solution Files 38 ILOG CPLEX enables you to read and write solution files formatted in XML for all problem types for all application programming interfaces APIs These solution files known as SOL files carry the file extension so1 The XML solution file format makes it possible for you to display and view these solution files in most browsers as well as to pass the solution to XML aware applications ILOG CPLEX also provides a stylesheet and schema in yourCplexinstallation include ilcplex to facilitate your use of this format in your applications solution xsl stylesheet solution xsd schema ILOG CPLEX can also read SOL files as an advanced start SOL files contain basis statuses if they are available and solution values The basis statuses can be used for advanced starts with simplex optimizers the solution values can be used for a crossover from a barrier solution or as a MIP start from a mixed integer solution SOL files differ from MST files when used as MIP starts SOL files contain values for all variables whereas MST files contain values only for variables that are needed to reconstruct a MIP solution which in most cases means only the integer variables SOL files also carry an optional name attribute useful when the problem has names SOL files also include an index corresponding to the constraint index or variable inde
46. rs methods to check runtime type information RTTD to recognize hierarchic relations between objects and to access attributes of objects in your model or solution TIloXmlWriter creates a writer in an environment that is in an instance of IloEnv This class offers methods to access elements and to convert their types as needed in order to serialize elements of your model or solution ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL XML File Format Note There is a fundamental difference between writing an XML file of a model and writing an LP MPS SAV file of the same extracted model If the model contains piecewise linear elements PWL or other nonlinear features the XML file will represent the model as such In contrast the LP MPS SAV file will represent only the transformed model That transformed model obscures these nonlinear features because of the automatic transformation that took place ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL 41 42 ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL N D E X Index B E BAS file format 6 34 to 36 EMB file format 6 basis enter Interactive Optimizer command file formats for saving 6 7 file formats and 8 binary variable in MPS file format 22 F branching file format for entering direction 12 file format file format for entering priority 12 CLP 6 BZ2 file format 6 RLP7 SOL 8 C file formats BAS 6 CLP file format 6 BZ26 comma separated value CSV file format 6 CSV 6
47. rted file format that you choose The read command of the ILOG CPLEX Interactive Optimizer accepts problem files in LP MPS and SAV formats It also accepts basis files in BAS format Problems previously saved in DUA EMB or REW formats are actually in MPS format Presolved problems saved with the pre option are in SAV format Problems in which the objective function has been perturbed and the problem saved with the dpe option are in SAV format Problems in which the righthand side has been perturbed and the problem saved with the ppe option are in SAV format Normally ILOG CPLEX automatically detects which of these file types it is reading you may also designate the correct file type if ILOG CPLEX does not detect the type automatically When ILOG CPLEX reads LP or MPS files it automatically allocates enough physical memory if available to read the problem When ILOG CPLEX reads a SAV file it is not necessary for you to reset these parameters SAV files contain sufficient information about the size of the problem for ILOG CPLEX to allocate adequate space Saving Problems in the Interactive Optimizer 8 In the Interactive Optimizer you save information about the problem currently in memory as a file in the LP MPS or SAV formats by means of the write command and its options Use the bas option to save a problem basis in MPS format Use the clp option to write a conflict subproblem Use the dpe option to write problems in SAV for
48. s integer variables are declared in the BOUNDS section with special bound types in Field 1 The acceptable special bound types appear in Table 4 Table 4 Special bound types for handling integer variables in MPS files Type Purpose Special Considerations BV Binary variable Field 4 must be 1 0 or blank LI Integer lower bound Field 4 is the lower bound value and must be an integer sc Semi continuous variable Field 4 is the upper bound and must be specified UI Integer upper bound Field 4 is the upper bound value and must be an integer To specify general integers with no upper bounds use LI with the value 0 0 22 ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL MPS File Format For example column x4 is an integer variable declared in the BOUNDS section of an MPS file according to this second way of treating integer variables NAME ROWS N obj L cl L c2 E c3 COLUMNS x1 obj 1 c1 1 x1 c2 1 x2 obj 2 c1 EH x2 c2 3 c3 1 x3 obj 3 EL 1 x3 c2 1 x4 obj 1 cl 10 x4 c3 D RHS rhs cl 20 c2 30 BOUNDS UP BOUND x1 40 LI BOUND x4 2 UI BOUND x4 3 ENDATA Special Ordered Sets SOS in MPS Files If you use the ILOG CPLEX mixed integer optimizer that is the MIP optimizer then you may define special ordered sets SOS in MPS format The convention for SOS uses set declaration lines and member declaration lines both of which begin in column 2 or beyond In a set declaration line column
49. s 2 and 3 specify S1 or S2 Optionally the name of a set is specified in column 4 In a member declaration line column 5 or beyond specifies a variable name Note that in an MPS file the SOS section must follow the BOUNDS section If weighting information is to be provided it is after the member name in a member declaration line ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL 23 24 In the following example an SOS section is placed after the BOUNDS section NAME ROWS N obj L cl L c2 E c3 COLUMNS x1 obj 1 c1 1 x1 c2 1 x2 obj 2 c b x2 c2 3 C3 1 x3 obj 3 cl Ali x3 c2 1 x4 obj 1 cl 10 x4 c3 S325 RHS rhs cl 20 c2 30 BOUNDS UP BOUND x1 40 LI BOUND x4 2 UI BOUND x4 3 SOS S1 setl x1 10000 x2 20000 x4 40000 x5 50000 ENDATA MARKER Lines for SOS in MPS Files MARKER lines are used to delimit SOS in the COLUMNS section of an MPS file much like using integer markers The single quotation mark before and after the term is necessary The names of the sets are specified in the second field starting in column 4 or beyond Names of sets must be unique The MARKER lines must come in pairs of an SOSORG and SOSEND surrounding the columns that are in the SOS Optionally in Field 1 of a MARKER SOSORG line either S1 or S2 may be specified to indicate the type of the SOS An SOS MARKER line without an S1 or S2 indicator is assumed to denote an S1 set Members of an SOS may or may not be integer or
50. side values of the constraints are specified Field 1 Blank Field 2 RHS identifier Field 3 Row identifier Field 4 Value of RHS coefficient specified by Field 2 and 3 Field 5 Row identifier optional Field 6 Value of RHS coefficient specified by Field 2 and 5 optional Several RHS vectors can exist The name of each RHS vector appears in Field 2 However only the first RHS vector is selected when a problem is read Additional RHS vectors are discarded ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL 17 18 The RHS section of our example looks like this RHS rhs cl 20 c2 30 RANGES Section In the RANGES section RHS range values to be applied to constraints may be specified Field 1 Blank Field 2 Righthand side range vector identifier Field 3 Row identifier Field 4 Value of the range applied to row specified by Field 3 Field 5 Row identifier optional Field 6 Value of the range applied to row specified by Field 5 optional The effect of specifying a righthand side range depends on the sense of the specified row and whether the range has a positive or negative coefficient Table 3 specifies how range values are interpreted For a given row rhs is the righthand side value and range is the corresponding range value Table 3 How range values are interpreted in data records of MPS files Row type Range value sign Resulting rhs upper limit Resulting rhs lower limit G Or rhs range rhs L
51. structural variable x1 is nonbasic and at its upper bound NAME example2 bas Iterations 3 Rows 2 Cols 3 XL x3 cl XL x2 c2 UL x1 ENDATA MST File Format 36 If you use the ILOG CPLEX MIP optimizer the MST file format is available to indicate MIP start values for specific variables most commonly the integer variables MST files are of the same format as SOL files MST files written by ILOG CPLEX will have values only for the integer variables and members of special ordered sets SOS In contrast SOL files have values for all variables The start values in an MST file are used only if the advanced indicator parameter is on set to 1 one its default In Concert Technology use the method 11oCplex setParam AdvInd 1 Inthe Callable Library use the routine CPXsetintparam env CPX PARAM ADVIND 1 In the Interactive Optimizer use the command set advance 1 ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL ORD File Format Here is an example of an MST file lt xml version 1 0 standalone yes gt lt xml stylesheet href https www ilog com products cplex xmlv1 0 solution xs1 type text xsl CPLEXSolution version 1 0 gt header problemName examples data mexample mps objectiveValue 122 5 solutionTypeValue 3 solutionTypeString primal solutionStatusValue 101 solutionStatusString integer optimal solution MIPNodes 0 MIPIterations 3 gt lt quality epInt le 05 e
52. x of the problem The SOL header gives information about the status of the solution For example the optimization status appears as a string and the numeric value of the ILOG CPLEX symbolic constant The SOL quality gives information about the quality of the solution For example the maximum primal infeasibility the values of the tolerance parameters in effect during the optimization and other quality information appears in this part There are of course methods and routines for reading and writing SOL files In Concert Technology use these methods e Inthe C API see the methods IloCplex readSolution and IloCplex writeSolution ILOG CPLEX 10 0 FILE FORMAT REFERENCE MANUAL CSV File Format e In the Java API see the methods TloCplex readSolution and IloCplex writeSolution e Inthe NET API see the methods Cplex ReadSolution and Cplex WriteSolution 4 In the Callable Library use the routine CPXreadcopysol to read a SOL file and the routine CPXsolwrite to write SOL files Here is an example of a SOL file lt xml version 1 0 standalone yes gt lt xml stylesheet href https www ilog com products cplex xmlv1 0 solution xsl type text xsl CPLEXSolution version 1 0 gt header problemName examples data mexample mps objectiveValue 122 5 solutionTypeValue 3 solutionTypeString primal solutionStatusValue 101 solutionStatusString integer optimal solution
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