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I'm trying to use Neos/GAMS to solve an optimization problem. I will need to get a MPS file from the model. With using GAMS IDE it is easy to use an option file to get it but, it needs a licence file for large models.

My question is, is there any way to get an MPS file using the Neos/GAMS web interface?

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To create a MPS file using GAMS, you have two options as follows:

  1. Your first option is to use the CONVERT solver. AFAIK, this solver is not available on NEOS Server (see here for a list of available solvers).
  2. Your second option is to use the solver-specific options to create MPS files. For example, CPLEX has a writemps option, which allows you to generate a MPS file in CPLEX format. Again, NEOS Server does not allow any output file other than solution GDX and log files. Hence, I don't think you can use this option either.

I think you have to option to overcome this situation as follows:

  1. First, you might find some open-source solver that supports generating MPS files as its output. Perhaps, COIN-OR can do this, but I'm not familiar with it. Others might provide more information.
  2. The second option is to write a computer code to write MPS files for your specific problem. There are various sources on the web that describe the MPS file structure. One example is available from here.
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  • $\begingroup$ thanks so much for the detailed explanation $\endgroup$ – A.Omidi Sep 7 '19 at 7:04

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