mps2linpro - convert lp problem given in MPS format to linpro format

Calling Sequence

lp = mps2linpro(mps)

[p,C,b,ci,cs,mi] = mps2linpro(mps)

Parameters

• mps : either a character string, path of the MPS file, or an mps data structure returned by readmps
• lp : a linpro data tlist with following fields:
  • p : real (column) vector (dimension n )
  • C : real matrix (dimension (mi + md) x n ) (If no constraints are given, you can set C = [] )
  • b : RHS vector (dimension 1 x (mi + md) )
  • ci : (column) vector of lower-bounds (dimension n ). If there are no lower bound constraints, put ci = [] . If some components of x are bounded from below, set the other (unconstrained) values of ci to a very large negative number (e.g. ci(j) = -(% eps)^(-1) .
  • cs : (column) vector of upper-bounds. (Same remarks as above).
  • mi : number of equality constraints (i.e. C(1:mi,:)*x = b(1:mi) )

Description

mps2linpro forms Linear programing data compatible with linpro out of MPS data format.

See Also

linpro ,   readmps ,