Evaluation steps for Scenario 4

Run a matrix that is readily available in LP or MPS format. Such a model may be executed through console commands, or applications that call Xpress Optimizer library functions.

Console commands

At the command prompt, type the following sequence of commands to execute the MPS matrix in file foliolp.mps:

optimizer
foliolp
readprob
chgobjsense max
lpoptimize
printsol
quit

You will see output that looks like the following:

>optimizer
FICO Xpress Solver 64bit v8.4.4 Jan 31 2018
(c) Copyright Fair Isaac Corporation 1983-2018. All rights reserved
 Optimizer v32.01.07   [C:\xpressmp\bin\xprs.dll]
Enter problem name >foliolp
[xpress C:\] readprob

Reading Problem FolioLP

Problem Statistics
           4 (      0 spare) rows
          10 (      0 spare) structural columns
          29 (      0 spare) non-zero elements
Global Statistics
           0 entities        0 sets        0 set members
[xpress C:\] chgobjsense max
[xpress C:\] lpoptimize
Maximizing LP FolioLP
Original problem has:
         4 rows           10 cols           29 elements
Presolved problem has:
         3 rows           10 cols           19 elements

   Its        Obj Value      S   Ninf  Nneg        Sum Inf  Time
     0        42.600000      D      2     0       3.166667     0
     5        14.066659      D      0     0        .000000     0
Uncrunching matrix
Optimal solution found
Dual solved problem
  5 simplex iterations in 0s

Final objective                         : 1.406665900000000e+01
  Max primal violation      (abs / rel) :       0.0 /       0.0
  Max dual violation        (abs / rel) :       0.0 /       0.0
  Max complementarity viol. (abs / rel) :       0.0 /       0.0
All values within tolerances
[xpress C:\] printsol

Problem Statistics
Matrix FolioLP
Objective *OBJ*

RHS *RHS*
Problem has      4 rows and     10 structural columns

Solution Statistics
Maximization performed
Optimal solution found after      5 iterations
Objective function value is    14.066659
type c/r to continue, anything else to finish >

Rows Section
   Number   Row     At      Value      Slack Value   Dual Value        RHS
 N     1  *OBJ*     BS     14.066659    -14.066659       .000000       .000000
 E     2  Cap       EQ      1.000000       .000000      8.000000      1.000000
 G     3  NA        LL       .500000       .000000     -5.000000       .500000
 L     4  Risk      UL       .333333       .000000     23.000000       .333333
type c/r to continue, anything else to finish >

Columns Section
   Number  Column   At      Value      Input Cost   Reduced Cost
 C     5  frac(1)   UL       .300000      5.000000      2.000000
 C     6  frac(2)   LL       .000000     17.000000     -9.000000
 C     7  frac(3)   BS       .200000     26.000000       .000000
 C     8  frac(4)   LL       .000000     12.000000    -14.000000
 C     9  frac(5)   BS       .066667      8.000000       .000000
 C    10  frac(6)   UL       .300000      9.000000      1.000000
 C    11  frac(7)   LL       .000000      7.000000     -1.000000
 C    12  frac(8)   LL       .000000      6.000000     -2.000000
 C    13  frac(9)   BS       .133333     31.000000       .000000
 C    14  frac(10)  LL       .000000     21.000000    -10.000000
[xpress C:\] quit

Further information

Xpress Optimizer Reference Manual'', Chapter 6: `Console and Library functions'.

Xpress Optimizer library functions

See ``Getting Started with Xpress'', Chapter 14: `Matrix input', which presents an example in C language with detailed explanation.