Forum Discussion
FICO
2 years agoCommunity Manager
Optimizer not loading the entire MPS file
Hi all, I'm playing around with a large MIP problem, and trying to compare Xpress and Cplex (2018 versions) in terms of performance for future work. MIP problem is formulated in GAMS, and solved di...
FICO
2 years agoCommunity Manager
Thank you very much, Daniel, for taking the time to delve into the MPS file. I admit I only took a brief look at the bound conflict, and since MPS is a scalar format, it certainly doesn't help in understanding why two bounds were applied to the same variable.
You identified the exact problem. I used a FixedMPS format in GAMS, which I believe is quite old and does not allow more than 8 characters for variables, with fields starting in fixed columns (2, 5, 15, 25, 40, and 50). Therefore, the variable x10000000 became x1000000, leading to conflicts and an incorrect formulation. This was not an issue for smaller versions of my problem since they did not reach 10,000,000 variables. The correct parameter to use is CplexMPS in GAMS, to generate a free (and not fixed) MPS file.
It is working perfectly now, and it also generates files that are 40% smaller. Again, thank you very much, Daniel. Your help was invaluable!

