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B  The Matlab Interface Routines - Utility Routines

B.1  cpx2mat

Purpose
cpx2mat reads an (X)MPS file and more. The file is converted to matrices and vectors made available in MATLAB. MPS and extended MPS for LP, MILP, QP and MIQP are the supported file types, however it is possible to supply a wide range of file types.
Calling Syntax
[F, c, A, b_L, b_U, x_L, x_U, IntVars] = cpx2mat(Name,PriLev);
Description of Input

Name
Name of the MPS file with extension. cpx2mat can recognize many different file extensions, e.g.: .mps, .lp, .mat, .qps.
 
PriLev Print level of cpx2mat. Set to 0 to have it silent, 1 to print warnings, and 2 to print debug information.
 

Description of Output
F The quadratic term matrix. Empty for non-QP problems.
c The linear term vector.
 
A The constraint matrix.
b_L The lower bounds of the constraints.
b_U The upper bounds of the constraints.
 
x_L The lower box bounds of x.
x_U The upper box bounds of x.
 
IntVars Logical vector describing what variables that are integer or binary variables. Empty if the problem is not a mixed integer problem.
 



B.2  abc2gap

Purpose
Converting a general assignment problem (GAP) to a standard form suitable for a MIP solver.

The GAP problem is formulated as
 
min
xij
f(x) =
m
Σ
i=1
n
Σ
j=1
cij * xij
   
s/t
n
Σ
j=1
xij = 1    , i =1,...,m
 
m
Σ
i=1
aij * xijbj  ,j=1,..,n
  x ∈ Bm × n, B={0,1}.

Calling Syntax
[c, x_L, x_U, b_L, b_U, a, sos1] = abc2gap( A, b, C, SOS1);
Description of Input

A
A m × n constraint matrix for GAP constraints.
b A m × 1 right hand side vector.
C A m × n cost matrix for GAP constraints.
SOS1 Logical variable, default false. If true, generate output for sos1 handling with CPLEX. Otherwise generate output giving an equivalent formulation with standard integer variables.



Description of Output
c Linear objective function cost coefficients, vector m*n × 1.
x_L Lower bounds on design parameters x.
x_U Upper bounds on design parameters x.
b_L Lower bounds on the m+n linear constraints.
b_U Upper bounds on the linear constraints.
a Sparse m + n × m * n matrix for linear constraints.
sos1 If input variable SOS1 is true, structure with sos1 variable information in the form suitable for the MatlabCPLEXinterface routine cplex.m, otherwise empty.



Description
Converting a general assignment problem (GAP) to standard form suitable for a mixed-integer programming solver.

Either binary or sos1 variables are used.


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