I have a code in MATLAB which uses YALMIP to structure my optimization model and solve it via a solver. I would like to obtain a .mps file out of my model, apparently, YALMIP does not produce this if I am not mistaken. I would like to obtain a .mps file, how can I do this?

Edit: I know this is not an OR question, but I am sure a lot of OR people may face this challenge someday.

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    $\begingroup$ I think, this is an OR question :) $\endgroup$ – Marco Lübbecke Oct 30 '19 at 10:09
  • $\begingroup$ at least not theory :P $\endgroup$ – independentvariable Oct 30 '19 at 10:55

I am not an expert in YALMIP but you may check the saveampl(F,h,filename) command written in YALMIP website. An example of the implementation is given as:

x = sdpvar(3,1);
A = randn(5,3);
b = randn(5,1);
c = randn(3,1);
F = [A*x <= b, integer(x(2:3))];

where I think you can save the model with .mps extension instead of .mod.

| improve this answer | |
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    $\begingroup$ I think this is wrong since ``` saveampl exports a YALMIP model to an AMPL model. ``` $\endgroup$ – independentvariable Oct 29 '19 at 16:25
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    $\begingroup$ @independentvariable, as I mentioned you may save it as .mps by changing .dat to .mps where the saveampl gives the option to mention the extension of your file in the command. $\endgroup$ – Oguz Toragay Oct 29 '19 at 16:36

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