Extended MPS file format

One method of inputting a problem to Xpress NonLinear is from a text file which is similar to the normal MPS format matrix file. The Xpress NonLinear file uses free format MPS-style data. All the features of normal free-format MPS are supported. There are no changes to the sections except as indicated below.

Note: the use of free-format requires that no name in the matrix contains any leading or embedded spaces and that no name could be interpreted as a number. Therefore, the following names are invalid:

B 02

because it contains an embedded space;

1E02

because it could be interpreted as 100 (the scientific or floating-point format number, 1.0E02).

It is possible to use column and row names inlcuding mathematical operators. A variable name a+b is valid. However, as an expression a + b would be interpreted as the addition of variables a and b - note the spaces between the variable names - it is best practice to avoid such names when possible. SLP will produce a warning if such names are encountered in the MPS file.