The ILOG CPLEX MPS file reader is highly compatible with files created by other modeling systems that respect the MPS format. There is generally no need to modify existing problem files to use them with ILOG CPLEX. However, there are ILOG CPLEX-specific conventions that may be useful for you to know. This section explains those conventions, and the reference manual ILOG CPLEX File Formats documents the MPS format more fully.

Free Rows in MPS Files

In an MPS file, ILOG CPLEX selects the first free row or N-type row as the objective function, and it discards all subsequent free rows unless it is instructed otherwise by an OBJNAME section in the file. To retain free rows in an MPS file, reformulate them as equality rows with an additional free variable. For example, replace the free row x + y by the equality row x + y - s = 0 where s is free. Generally, the ILOG CPLEX presolver will remove rows like that before optimization so they will have no impact on performance.

Ranged Rows in MPS Files

To handle ranged rows, ILOG CPLEX introduces a temporary range variable, creates appropriate bounds for this variable, and changes the sense of the row to an equality (that is, MPS type EQ). The added range variables will have the same name as the ranged row with the characters Rg prefixed. When ILOG CPLEX generates solution reports, it removes these temporary range variables from the constraint matrix.

Extra Rim Vectors in MPS Files

The MPS format allows multiple righthand sides (RHSs), multiple bounds, and multiple range vectors. It also allows extra free rows. Together, these features are known as extra rim vectors. By default, the ILOG CPLEX MPS reader selects the first RHS, bound, and range definitions that it finds. The first free row (that is, N-type row) becomes the objective function, and the remaining free rows are discarded. The extra rim data are also discarded.

Naming Conventions in MPS Files

ILOG CPLEX accepts any noncontrol-character within a name. However, ILOG CPLEX recognizes blanks (that is, spaces) as delimiters, so you must avoid them in names. You should also avoid $ (dollar sign) and * (asterisk) as characters in names because they normally indicate a comment within a data record.

Error Checking in MPS Files

Fairly common problems in MPS files include split vectors, unnamed columns, and duplicated names. ILOG CPLEX checks for these conditions and reports them. If repeated rows or columns occur in an MPS file, ILOG CPLEX reports an error and stops reading the file. You can then edit the MPS file to correct the source of the problem.

Saving Modified MPS Files

You may often want to save a modified MPS file for later use. To that end, ILOG CPLEX will write out a problem exactly as it appears in memory. All your revisions of that problem will appear in the new file. One potential area for confusion occurs when a maximization problem is saved. Since MPS conventionally represents all problems as minimizations, ILOG CPLEX reverses the sign of the objective-function coefficients when it writes a maximization problem to an MPS file. When you read and optimize this new problem, the values of the variables will be valid for the original model. However, since the problem has been converted from a maximization to the equivalent minimization, the objective, dual, and reduced-cost values will have reversed signs.