# The Knitro MPS file reader

Knitro implements a MPS file reader to import optimization problems specified in MPS and extended MPS formats. Knitro’s parser uses by default the free format MPS-style, but supports as well the fixed MPS format.

Note that MPS files should be encoded as *ASCII* files.

To ensure that Knitro parses correctly the MPS file, the names of rows and columns should not have any blank spaces.

```
CORRECT:
name_variable
UNCORRECT:
name variable
```

The maximal length of a variable’s
name is set by default at 512 (the user can set the `KN_MPS_LENGTH_NAME`

option to change this setting).

## Free MPS format

### Example

An example of a MPS file is given below:

```
NAME TESTPROB
ROWS
N COST
L LIM1
G LIM2
E MYEQN
COLUMNS
XONE COST 1 LIM1 1
XONE LIM2 1
YTWO COST 4 LIM1 1
YTWO MYEQN -1
ZTHREE COST 9 LIM2 1
ZTHREE MYEQN 1
RHS
RHS1 LIM1 5 LIM2 10
RHS1 MYEQN 7
BOUNDS
UP BND1 XONE 4
LO BND1 YTWO -1
UP BND1 YTWO 1
ENDATA
```

We discuss hereafter the different flags used in the (extended) free MPS format.

In the sequel, `_`

indicates a blank space.

### NAME

Name of the problem. This section contains at most one line.

### OBJSENSE (optional)

Sense of the objective function. This section contains at most one line with shape

```
SENSE
```

`SENSE`

specifies the objective’s sense, with value being either

```
MAX
MIN
```

By default, the sense is set at `MIN`

.

### OBJNAME (optional)

Name of the objective. This section contains at most one line. By default, no name is set.

### ROWS

In this section, each line specifies a row of the problem with shape

```
_S rowname
```

The `S`

character specifies the sense of the current row,
with possible values being

```
E equality constraint
G greater than equal
L less than equal
N non specified
```

The objective line is specified by a `N`

flag. If more than one line has
a `N`

flag, the objective is assumed to be the first `N`

flag encountered.

### COLUMNS

Each line in this section specifies a column of the problem with shape

```
_cname1 rname1 value1 [rname2] [value2]
```

With

```
cname1 name of the variable corresponding to current row
rname1 name of a constraint where the row appears
value1 numerical values corresponding to row's coefficient in constraint
[rname2] name of a second constraint where the row appears
[value2] numerical values corresponding to row's coefficient in second constraint
```

Elements inside brackets `[]`

are optional.
Note that `rname1`

and `rname2`

should be present in the `ROWS`

section.

Columns’ names should be consecutive. Otherwise, the MPS file could not be parsed correctly.

```
CORRECT:
_cname1
_cname1
_cname2
UNCORRECT:
_cname1
_cname2
_cname1
```

### RHS (optional)

This section specifies the right-hand side of the different constraints. Each line is shaped

```
_name cname1 value1 [cname2] [value2]
```

with

```
name name of the RHS vector
cname1 name of a constraint
value1 right-hand side of this constraint
[cname1] name of a second constraint
[value1] right-hand side of this second constraint
```

Elements inside brackets `[]`

are optional.
`cname1`

and `cname2`

should be present in the `ROWS`

section.

If a constraint `cname`

presents in the `ROWS`

section does not
appear in `RHS`

, its right-hand side is set at 0 by default.

### BOUNDS (optional)

This section specifies the upper and lower bounds for the variables
defined in the `COLUMNS`

section. By default, if no bound is specified,
the lower bound `LB`

is set equal to `0`

and the upper bound `UB`

is
set equal to `KN_INFINITY`

.

Each line has the form

```
_BO vname value
```

with `vname`

the name of the variable, `BO`

the nature of the bounds,
defined as

```
FR Free variable
FX Fixed variable
LO Lower bound
UP Upper bound
MI Minus infinity
PL Plus infinity
```

If the same variable appears several times, additional values would be discarded.

Additional values exist to specify integer/binary variables: .. code-block:: none

FR Free variable BV Binary variable UI Upper-bounded integer variable LI Lower-bounded integer variable

### RANGES (optional)

This section specifies constraints that lie inside an interval between two values.

A line inside the `RANGES`

section has shape:

```
_T row1 value1 [row2] [value2]
```

with `[row2]`

and `[value2]`

optional values.
`T`

is the right-hand side specifier.

We have the following possibilities used in the `RHS`

section.

Row type | Sign | RHS lower limit | RHS upper limit |
---|---|---|---|

G | +/- | rhs | rhs + range |

L | +/- | rhs - range | rhs |

E | + | rhs | rhs + range |

E | - | rhs + range | rhs |

For instance, the constraint

is encoded as

```
COLUMNS
L cons1
ROWS
x1 cons1 1
x2 cons1 2
x3 cons1 1
RHS
rhs cons1 30
RANGES
rhs cons1 15
```

### QUADOBJ / QMATRIX (optional)

A quadratic objective function is specified either by a `QUADOBJ`

flag
or a `QMATRIX`

flag.
For each quadratic term, the format is

```
col1 col2 values
```

with `col1`

the name of the first variable and `col2`

the name
of the second variable, `values`

being the coefficient of the term
in the objective.

The quadratic matrix as an implicit factors of `0.5`

.
For instance, the objective function

is encoded with `QUADOBJ`

as

```
QUADOBJ
x x 4
y y 18
x y 32
```

and with `QMATRIX`

as

```
QUADOBJ
x x 4
y y 18
x y 32
y x 32
```

The term `y * x`

is assumed implicit in `QUADOBJ`

, thus explaining
why the term is not doubled.

The names `x`

and `y`

should be defined in the `COLUMNS`

section.

### QCMATRIX (optional)

Quadratic constraints are specified in `QCMATRIX`

sections. Each quadratic
constraint `qc_index`

is encoded by a dedicated `QCMATRIX`

flag:

```
QCMATRIX qc_index
some text...
```

Inside a `QCMATRIX`

flag, the format is similar as in
the `QMATRIX`

section, that is, the format of each line is

```
col1 col2 values
```

with `col1`

the name of the first variable, `col2`

the name
of the second variable, `values`

being the coefficient of the term
in the constraint.

The quadratic matrix defined must be *symmetric*.

The constraint

is encoded as

```
ROWS
L qc1
COLUMNS
x qc1 1
y qc1 0
QCMATRIX qc1
x x 2
y y 9
x y 16
y x 16
RHS
rhs1 qc1 12
ENDATA
```

For `y`

to be defined correctly, it must appear in the `COLUMNS`

section
even if it does not appear linearly in the `qc1`

constraint.

On the contrary of the `QMATRIX`

and `QUADOBJ`

section, no scaling
factor is applied to the definition of the constraint in the solver.

### ENDATA (optional)

Specifies the end of the MPS file.

## C example

In the callable library interface, a MPS file can be loaded through the KN_load_mps_file API function.

```
/*---- LOAD MPS FILE ----*/
if (KN_load_mps_file (kc, "file.mps") != 0)
exit( -1 );
```