Several kinds of transformations may be applied by AMPL before it writes out any representation of your problem. Normally you need not be aware of these changes, because AMPL reverses them after receiving the optimal solution from the solver. If you write an MPS file, however, it will correspond to the transformed problem; its coefficients and other values may have been changed, it may lack some of the variables and constraints that you defined, or it may contain auxiliary variables and constraints that AMPL added. To get a summary of AMPL’s transformations, set
option show_stats 1. To force AMPL to write the MPS file for your problem as stated, turn off the transformations.
Representations of numbers in MPS form are limited to 12 characters. As a consequence, the numbers in an MPS file may not have the full precision of the numbers that were generated from your AMPL model and data. Usually these precision discrepancies are inconsequential, but they do give rise to inaccuracies in the optimal solution computed from the MPS file.
Although MPS form is regarded as a standard, it has no definitive statement. As a result, there are a few special cases that are treated differently by different solvers; examples include variables that have an upper bound of zero and no lower bound, and integer variables declared without any bounds. AMPL’s version of MPS form is designed to avoid using these unresolved default options, so that its MPS files can be compatible with as many solvers as possible. If using the MPS file gets you a significantly different optimal value from what you get by typing
solve, however, then check your solver’s definition of MPS form.
Posted in: Files and Preprocessing