[Coin-lpsolver] OsiClpSolverInterface: writing out problems with quadratic objectives

[fmargot at andrew.cmu.edu]

Kish:

I believe that format for MPS files for quadratic representation is also
solver-dependent (some ask for the full matrix, others for only the
upper triangular part).

For LP format, in principle there is no big problem with supporting QLP
in CoinLpIO, as only reading/writing of the objective function has to be
changed. I might implement that in the future, but anybody should feel
free to contribute such an exciting piece of code.

Francois


On Fri, 30 Mar 2007, Kish Shen wrote:

> Hi Francois,
>
> Thanks for your reply. [I guess I probably should have posted this to the Coin-discuss mailing list
> rather than here, but since I have started here...]
>
> I think the original LP format is from CPLEX -- does it make sense to support at least the CPLEX
> convention?
>
> As far as I can tell, the MPS file written using writeMpsNative() also does not write out the
> quadratic terms in the objective. When I write the problem in mps format using CPLEX,
> there is a QMATRIX section, which is missing from the one written by CLP (which I assume uses
> CoinMpsIO) -- is this a CPLEX extension to the MPS format? Is it possible to read/write MPS
> format with quadratic objective?
>
>
> On Thursday 29 March 2007 17:19, fmargot at andrew.cmu.edu wrote:
>>
>> Kish:
>>
>> There is no support for quadratic LP in CoinLpIO. One difficulty is that
>> the format is not well defined, with different solvers having different
>> conventions.
>>
>> Francois
>>
>>
>
>