problem.loadLP

Purpose

Enables the user to pass a matrix directly to the Optimizer, rather than reading the matrix from a file.

Topic areas

Problem Input, LP

Synopsis

problem.loadLP(probname="", rowtype=None, rhs=None, rng=None, objcoef=None, start=None, collen=None, rowind=None, rowcoef=None, lb=None, ub=None)

Arguments

probname

A string of up to MAXPROBNAMELENGTH characters containing a name for the problem. If probname is None, the problem name will be an empty string.

rowtype

Character array containing the row types:

L	indicates a ≤ constraint;
E	indicates an = constraint;
G	indicates a ≥ constraint;
R	indicates a range constraint;
N	indicates a nonbinding constraint.

May be None if the problem contains no rows.

rhs

Double array containing the right hand side coefficients of the rows. The right hand side value for a range row gives the upper bound on the row. May be None if the problem contains no rows.

rng

Double array containing the range values for range rows. Values for all other rows will be ignored. May be None if not required. The lower bound on a range row is the right hand side value minus the range value. The sign of the range value is ignored - the absolute value is used in all cases.

objcoef

Double array containing the objective function coefficients. This can be None to set all objective coefficients to 0 (zero).

start

Integer array containing the offsets in the rowind and rowcoef arrays of the start of the elements for each column. This array contains one entry for each column, plus one more if collen is None. If collen is None, the last entry of start contains the position in the rowind and rowcoef arrays at which an extra column would start, if it were present. This value is also the length of the rowind and rowcoef arrays. May be None if the problem contains no coefficients.

collen

Integer array containing the number of nonzero elements in each column. May be None if not required. This array is not required if the non-zero coefficients in the rowind and rowcoef arrays are contiguous, and the start array has an additional entry as described above.

rowind

Integer array containing the row indices for the nonzero elements in each column. May be None if the problem contains no coefficients. If the indices are input contiguously, with the columns in ascending order, the length of the rowind array is found by adding the start entry for the last column to the collen entry for the last column, or if collen is None, by the additional entry at the end of start.

rowcoef

Double array containing the nonzero element values; length as for rowind. May be None if the problem contains no coefficients.

Double array containing the lower bounds on the columns. Use -xpress.infinity to represent a lower bound of minus infinity. If this is None then all lower bounds are 0 (zero).

Double array containing the upper bounds on the columns. Use xpress.infinity to represent an upper bound of plus infinity. If this is None then all upper bounds are infinite.

Related controls

Integer

EXTRACOLS	Number of extra columns to be allowed for.
EXTRAELEMS	Number of extra matrix elements to be allowed for.
EXTRAROWS	Number of extra rows to be allowed for.
KEEPNROWS	Status for nonbinding rows.
SCALING	Type of scaling.

Double

MATRIXTOL

Tolerance on matrix elements.

Further information

1. The double constants xpress.infinity and -xpress.infinity are defined in the Optimizer library header file.

2. For a range constraint, the value in the rhs array specifies the upper bound on the constraint, while the value in the rng array specifies the range on the constraint. So a range constraint j is interpreted as:

\[ rhs_j -|rng_j | \leq \sum_i a_{ij} x_i \leq rhs_j \]

3. Passing zero for all integer arguments and None for all array arguments will load an empty problem.

4. Argument rowind may contain xpress.constraint objects instead of indices.

Contents

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problem.loadLP