CPLEX lp files

The CPLEX LP file format provides a facility for entering a problem in a natural, algebraic LP formulation from the keyboard. The problem can be modified and saved from within lpsolve. This procedure is one way to create a file in a format that lpsolve can read. An alternative technique is to create a similar file using a standard text editor and to read it into lpsolve.

The CPLEX LP format is provided as an input alternative to the MPS file format. An LP format file may be easier to generate than an MPS file if your problem already exists in an algebraic format or if you have an application that generates the problem file more readily in algebraic format (such as a C application).

Note that the CPLEX LP format is not the same as the lpsolve LP format. See LP file format for a description about the native lpsolve lp format. To read/write this format from lpsolve, you need an XLI (see External Language Interfaces). The XLI for the CPLEX format is called xli_CPLEX.

Options

The XLI accepts several options:

Reading

  -objconst      Allow constants in the objective (default).
  -noobjconst    Don't allow constants in the objective.

Note that CPLEX doesn't allow constants in the objective (until at least v10). However, the lp_solve XLI does allow it by default. Use the option -noobjconst if these should not be allowed. The parser will then give an error.

Writing

  -objconst      Allow constants in the objective.
  -noobjconst    Don't use constants in the objective (default).

Note that CPLEX doesn't allow constants in the objective (until at least v10). However, the lp_solve XLI does allow it when the option -objconst is used. By default or when the option -noobjconst is used, a constant in the objective is translated to a variable objconst_term with a bound equal to the constant set to it. So no error is generated when there is a constant.

Example

lp_solve -rxli xli_CPLEX input.lpt
lp_solve -mps input.mps -wxli xli_CPLEX output.lpt -wxliopt "-objconst"

Syntax Rules of LP File Format

lpsolve will accept any problem saved in an ASCII file provided that it adheres to the following syntax rules.

  1. Anything that follows a backslash (\) is a comment and is ignored until a return is encountered. Blank lines are also ignored. Blank and comment lines may be placed anywhere and as frequently as you want in the file.

  2. In general, white space between characters is irrelevant as it is skipped when a file is read. However, white space is not allowed in the keywords used to introduce a new section, such as MAX, MIN, ST, or BOUNDS. Also the keywords must be separated by white space from the rest of the file and must be at the beginning of a line. The maximum length for any name is 255. The maximum length of any line of input is 510.

Skipping spaces may cause lpsolve to misinterpret (and accept) an invalid entry, such as the following: 

 x1 x2 = 0

If the user intended to enter that example as a nonlinear constraint, lpsolve would instead interpret it as a constraint specifying that one variable named x1x2 must be equal to zero.

  1. The problem statement must begin with the word MINIMIZE or MAXIMIZE, MINIMUM or MAXIMUM, or the abbreviations MIN or MAX, in any combination of upper- and lower-case characters. The word introduces the objective function section.

  2. Variables can be named anything provided that the name does not exceed 255 characters, all of which must be alphanumeric (a-z, A-Z, 0-9) or one of these symbols: ! " # $ % & ( ) / , . ; ? @ _ ` ' { } | ~. Longer names are truncated to 255 characters. A variable name cannot begin with a number or a period.

The letter E or e, alone or followed by other valid symbols, or followed by another E or e, should be avoided as this notation is reserved for exponential entries. Thus, variables cannot be named e9, E-24, E8cats, or other names that could be interpreted as an exponent. Even variable names such as eels or example can cause a read error, depending on their placement in an input line.

Also, the following characters are not valid in variable names (in order to allow for quadratic objective information): ^, *, [ and ].

  1. The objective function definition must follow MINIMIZE or MAXIMIZE. It may be entered on multiple lines as long as no variable, constant, or sense indicator is split by a return. For example, this objective function 1x1 + 2x2 +3x3 can be entered like this:

    1x1 + 2x2
+ 3x3
    but not like this:

    1x1 + 2x
2 + 3x3         \ a bad idea

    because the second style splits the variable name x2 with a return.

  1. The objective function may be named by typing a name and a colon before the objective function. The objective function name and the colon must appear on the same line. Objective function names must conform to the same guidelines as variable names (Rule 4).

  2. The constraints section is introduced by the keyword SUBJECT TO. This expression can also appear as such that, st, S.T., or ST. in any mix of upper- and lower-case characters. One of these expressions must precede the first constraint and be separated from it by at least one space.

  3. Each constraint definition must begin on a new line. A constraint may be named by typing a name and a colon before the constraint. The constraint name and the colon must appear on the same line. Constraint names must adhere to the same guidelines as variable names (Rule 4). If no constraint names are specified, lpsolve assigns the names R1, R2, R3, etc.

  4. The constraints are entered in the same way as the objective function; however, a constraint must be followed by an indication of its sense and a right-hand side coefficient. The right-hand side coefficient must be typed on the same line as the sense indicator. Acceptable sense indicators are <, <=, =<, >, >=, =>, and =. These are interpreted as <=, <=, <=, >=, >=, >= and =, respectively.

    For example, here is a named constraint: 

    time: x1 + x2 <= 10

  1. The optional BOUNDS section follows the mandatory constraint section. It is preceded by the word bounds or bound in any mix of lower- and upper-case characters.

  2. Each bound definition must begin on a new line. The format for a bound is ln <= xn <= un except in the following cases:

    Upper and lower bounds may also be entered separately as:

    ln <= xn
    xn <= un

    with the default lower bound of 0 (zero) and the default upper bound of +infinite remaining in effect until the bound is explicitly changed.

    Bounds that fix a variable can be entered as simple equalities.
    For example, x5 = 5.6 is equivalent to 5.6 <= x5 <= 5.6.

    The bounds positive infinity and negative infinity must be entered as words: +infinity, -infinity, +inf, -inf.

    A variable with a negative infinity lower bound and positive infinity upper bound may be entered as free, in any mix of upper- and lower-case characters, with a space separating the variable name and the word free.
    For example, x7 free is equivalent to -infinity <= x7 <= +infinity.

  1. The file must end with the word end in any combination of upper- and lower-case characters, alone on a line. This word is not required for files that are read in to lpsolve, but it is strongly recommended. Files that have been corrupted can frequently be detected by a missing last line.

  2. To specify any of the variables as general integer variables, add a GENERAL section; to specify any of the variables as binary integer variables, add a BINARY section. The GENERAL and BINARY sections follow the BOUNDS section, if one is present; otherwise, they follow the constraints section. Either of the GENERAL or BINARY sections can precede the other. The GENERAL section is preceded by the word GENERAL, GENERALS, or GEN in any mix of upper- and lower-case characters which must appear alone. The following line or lines should list the names of all variables which are to be restricted to general integer values, separated by at least one space. The BINARY section is preceded by the word BINARY, BINARIES, or BIN in any mix of upper- and lower-case characters which must appear alone on a line. The following line or lines should list the names of all variables which are to be restricted to binary integer values, separated by at least one space. Binary variables are automatically given bounds of 0 (zero) and 1 (one), unless alternative bounds are specified in the BOUNDS section, in which case a warning message is issued.

    Here is an example of a problem formulation in LP format where x4 is a general integer: 

    Maximize
 obj: x1 + 2 x2 + 3 x3 + x4
Subject To
 c1: - x1 + x2 + x3 + 10 x4 <= 20
 c2: x1 - 3 x2 + x3 <= 30
 c3: x2 - 3.5 x4 = 0
Bounds
 0 <= x1 <= 40
 2 <= x4 <= 3
General
 x4
End

  1. To specify any of the variables as semi-continuous variables, that is as variables that may take the value 0 or values between the specified lower and upper bounds, use a SEMI-CONTINUOUS section. This section must follow the BOUNDS, GENERALS, and BINARIES sections. The SEMI-CONTINUOUS section is preceded by the keyword SEMI-CONTINUOUS, SEMI, or SEMIS. The following line or lines should list the names of all the variables which are to be declared semi-continuous, separated by at least one space. 

    2. Semi-continuous
x1 x2 x3

  2. To specify special ordered sets, use a SOS section, which is preceded by the SOS keyword. The SOS section should follow the Bounds, General, Binaries and Semi-Continuous sections. Special ordered sets of type 1 require that, of the variables in the set, one at most may be non-zero. Special ordered sets of type 2 require that at most two variables in the set may be non-zero, and if there are two non-zeros, they must be adjacent. Adjacency is defined by the weights, which must be unique within a set given to the variables. The sorted weights define the order of the special ordered set. For MIP branch and cut, the order is used to determine how the variables are branched upon. The set is specified by an optional set name followed by a colon and then either of the S1 or S2 keywords (specifying the type) followed by a double colon. The set member names are listed on this line or lines, with their weights. Variable names and weights are separated by a colon, for example: 

    3. SOS
  set1: S1:: x1:10 x2:13