Example 2: Solve Problem Defined In an MPS File

This example demonstrates how the class MPSReader can be used with SparseLP to solve a linear programming problem defined in an MPS file. The MPS file used in this example is an uncompressed version of the file 'afiro', available from http://www.netlib.org/lp/data/ . 

import com.imsl.io.*;
import com.imsl.math.*;
import java.io.*;
import java.text.*;

public class SparseLPEx2 {

    public static void main(String args[]) throws Exception {
        // Read from MPS file.
        InputStream stream = SparseLPEx2.class.getResourceAsStream("afiro");
        Reader reader = new InputStreamReader(stream);
        MPSReader mps = new MPSReader();
        mps.read(reader);

        // Solve problem.
        SparseLP lp = new SparseLP(mps);
        lp.setPresolve(6);
        lp.solve();

        // Print solution.     
        System.out.println("Problem Name: " + mps.getName());
        System.out.printf("Objective:  %.2f\n", lp.getOptimalValue());

        NumberFormat nf = NumberFormat.getInstance();
        nf.setMaximumFractionDigits(1);
        nf.setMinimumFractionDigits(1);

        PrintMatrixFormat mf = new PrintMatrixFormat();
        mf.setNumberFormat(nf);
        mf.setNoColumnLabels();

        new PrintMatrix("Solution:").print(mf, lp.getSolution());

        // Close all resources.
        reader.close();
        stream.close();
    }
}

Output

Problem Name: AFIRO
Objective:  -464.75
 Solution:
           
 0   80.0  
 1   25.5  
 2   54.5  
 3   84.8  
 4   65.4  
 5    0.0  
 6    0.0  
 7    0.0  
 8    0.0  
 9    0.0  
10    0.0  
11    0.0  
12   18.2  
13   47.2  
14   69.4  
15  500.0  
16  475.9  
17   24.1  
18    0.0  
19  215.0  
20  141.7  
21    0.0  
22    0.0  
23    0.0  
24    0.0  
25    0.0  
26    0.0  
27    0.0  
28  339.9  
29  242.3  
30   60.9  
31    0.0
Link to Java source.