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test quadratic MPS writer #494

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merged 1 commit into from
Jul 30, 2015
Merged

test quadratic MPS writer #494

merged 1 commit into from
Jul 30, 2015

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mlubin
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@mlubin mlubin commented Jul 29, 2015

This fixes an apparent bug that variables which had 0 linear objective coefficients didn't appear in the list of columns, which Gurobi didn't like. It also seems that we don't need to duplicate the off-diagonal terms in the QMATRIX section (@cmaes?).

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mlubin commented Jul 29, 2015

Cplex seems to say that you do need to provide the lower and upper triangle entry for off-diagonal terms, but gurobi doesn't. Should we care?

mlubin added a commit that referenced this pull request Jul 30, 2015
test quadratic MPS writer
@mlubin mlubin merged commit e0f53e6 into master Jul 30, 2015
@mlubin mlubin deleted the quadmps branch July 30, 2015 13:51
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cmaes commented Aug 10, 2015

From http://www.gurobi.com/documentation/6.0/refman/mps_format.html

The next section in an MPS file is the optional QUADOBJ section, which contains quadratic objective terms. Each line in this section represents a single non-zero value in the lower triangle of the Q matrix. The names of the two variable that participate in the quadratic term are found first (starting in columns 5 and 15 in fixed format), followed by the numerical value of the coefficient (in column 25 in fixed format). By convention, the Q matrix has an implicit one-half multiplier associated with it. Here's an example containing three quadratic terms:

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