ILOG CPLEX extends the MPS file format with additional optional sections to accomodate user defined cuts and lazy constraints. The usual routines of the Callable Library and methods of Concert Technology to read and write MPS files also read and write these optional sections. These additional sections follow the ROWS section of an MPS file in this order:

The syntax of these additional sections conforms to the syntax of the ROWS section with this exception: the type R cannot appear in USERCUTS nor in LAZYCONS. For details about the format of the ROWS section in the MPS file format, see the ILOG CPLEX File Format Reference Manual, especially these sections:

Here is an example of an MPS file extended to include lazy constraints.

NAME          extra.mps
ROWS
 N  obj
 L  c2
 L  c3
LAZYCONS
 L  c1
COLUMNS
    MARK0000  'MARKER'                 'INTORG'
    x1        obj                           -12
    x1        c2                              2
    x1        c3                              3
    x1        c1                              5
    x2        obj                            -5
    x2        c2                              3
    x2        c3                              2
    x2        c1                              1
    x3        obj                           -15
    x3        c2                              4
    x3        c3                              4
    x3        c1                              9
    x4        obj                           -10
    x4        c2                              1
    x4        c3                             10
    x4        c1                             12
    MARK0001  'MARKER'                 'INTEND'
RHS
    rhs       c2                             10
    rhs       c3                              8
    rhs       c1                             15
BOUNDS
 UP bnd       x1                              5
 UP bnd       x2                              5
 UP bnd       x3                              5
 UP bnd       x4                              5
ENDATA