Friday, June 26, 2015

MPS pictures

neos_799838

http://blogs.sas.com/content/operations/2015/06/25/finding-the-beauty-in-optimization-models-visualizing-mps-data-sets/

Somehow I find these pictures not very helpful in my modeling work. One reason is that problems that don’t display this structure may be very well decomposable. The ordering of rows and columns is very important to detect this structure visually. E.g. I often use a time index t as last index in my variables and equations. As the last index runs the fastest, that will not give these nice pictures. Also modeling systems will likely export all variables x() before y() – i.e. ordered by variable (equation) name. In general you will need to reorder rows and columns to make these pictures meaningful.