Overview: MPS-Format SAS Data Set

The MPS file format is a format commonly used in industry for describing linear programming (LP) and integer programming (IP) problems (Murtagh; 1981; IBM; 1988). It can be extended to the QPS format (Maros and Meszaros; 1999), which describes quadratic programming (QP) problems. MPS-format and QPS-format files are in text format and have specific conventions for the order in which the different pieces of the mathematical model are specified. The MPS-format SAS data set corresponds closely to the format of an MPS-format or QPS-format file and is used to describe linear programming, mixed integer programming, and quadratic programming problems for SAS/OR.