Tuesday, September 30, 2008

Example MSFCli.exe

Example of using the Microsoft solver with an mps file

C:\projects\test>"c:\Program Files (x86)\Microsoft Solver Foundation\1.0.6.4960\Bin\MSFCli.exe" +type mps +verbose +log indus89.mps
===== Processing .\indus89.mps =====
Algorithm: Primal
CostingExact: SteepestEdge
CostingDouble: SteepestEdge
Variables: 6570 -> 6366 + 2363
Rows: 2727 -> 2564
NonZeros: 39490
Eliminated Slack Variables: 201
Phase 1 double Pivots: 4639
Phase 2 double Pivots: 1864
double Factorings: 138
Rational Factorings: 1
Degenerate pivots: 1367 (21.02 %)
{
x1 -> 114873.65553186,
x2 -> 1522.85610775999,
x3 -> 3460.00034188404,
x4 -> 479.152767198711,
x5 -> 22532.3511432455,
x6 -> 2490.55460455224,
....
x6530 -> 1,
x6550 -> 1,
x6570 -> 1
}
Zero variables: 3949
Positive variables: 2621
Negative variables: 0
Objective value: 'obj' Min Optimal -114873.65553186

===== Finished .\indus89.mps: 00:00:05.8776890 Optimal =====

The solver seems to feature some kind of rational arithmetic.

Not sure if this is related, but the Microsoft solver finds a correct solution to the Neumaier model http://www.gams.com/modlib/libhtml/badmip.htm.