Linear Programming Benchmark and Random Problems

Mathematical Programming System (MPS) format is a widely accepted standard for defining LPs. The vast majority of solvers takes as input an LP problem in MPS format. The given LP problem can be either a benchmark problem, i.e., a problem that is publicly available, or a randomly generated LP problem. This chapter presents the MPS format and two codes in MATLAB that can be used to convert an MPS file to MATLAB’s matrix format (MAT) and vice versa. Moreover, codes that can be used to create randomly generated sparse or dense LPs are also given. Finally, the most well-known benchmark libraries for LPs are also presented.