https://github.com/abelsiqueira/qpsreader.jl

A reader for MPS and QPS files

https://github.com/abelsiqueira/qpsreader.jl

Repository

A reader for MPS and QPS files

https://github.com/abelsiqueira/QPSReader.jl/blob/master/

# QPSReader

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A package to read linear optimization problems in fixed MPS format and quadratic optimization problems in QPS format.

The problems represented by the QPS format have the form


optimize   c + c x +  x Q x
  
subject to   L  Ax  U and   x u,


where "optimize" means either "minimize" or "maximize", c   is a constant term, c   is the linear term, Q = Q is the *nn* positive semi-definite quadratic term, L is the vector of lower constraint bounds, A is the constraint matrix, U is the vector of upper constraint bounds,  is the vector of lower bounds, and u is the vector of upper bounds.

Only continuous problems are supported at this time.
Problems with binary, integer or semi-continuous variables are not supported.

This package exports the `QPSData` data type and the `readqps()` function.
Because MPS is a subset of QPS, the `readqps()` function accepts both formats.
Because the SIF is a superset of QPS, QPS problems implemented as SIF files (such as those from the Maros-Meszaros collection) are also supported.

### Usage

```julia
julia> qp = readqps("Q25FV47.QPS")
```

The `QPSData` data type is defined as follows:

```julia
mutable struct QPSData
    nvar::Int                        # number of variables
    ncon::Int                        # number of constraints
    objsense::Symbol                 # :min, :max or :notset
    c0::Float64                      # constant term in objective
    c::Vector{Float64}               # linear term in objective
    Q::SparseMatrixCSC{Float64,Int}  # quadratic term in objective
    A::SparseMatrixCSC{Float64,Int}  # constraint matrix
    lcon::Vector{Float64}            # constraints lower bounds
    ucon::Vector{Float64}            # constraints upper bounds
    lvar::Vector{Float64}            # variables lower bounds
    uvar::Vector{Float64}            # variables upper bounds
    name::String                     # problem name
    objname::String                  # objective function name
    varnames::Vector{String}         # variable names, aka column names
    connames::Vector{String}         # constraint names, aka row names
end
```

The matrix Q is zero when reading an MPS file.

### Problem Collections

* The Netlib LPs: [original Netlib site](http://www.netlib.org/lp) | [in SIF format](http://www.numerical.rl.ac.uk/cute/netlib.html) | [as tar files](http://users.clas.ufl.edu/hager/coap/format.html) (incl. preprocessed versions)
* the Kennington LPs: [original Netlib site](http://www.netlib.org/lp/data/kennington)
* infeasible Netlib LPs: [original Netlib site](http://www.netlib.org/lp/infeas)
* the Maros-Meszaros QPs: [in QPS format](http://www.doc.ic.ac.uk/~im/#DATA) | [in SIF format](https://bitbucket.org/optrove/maros-meszaros/wiki/Home)

### References

* the MPS file format is described at http://lpsolve.sourceforge.net/5.5/mps-format.htm
* the QPS extension is described in https://doi.org/10.1080/10556789908805768

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