We now consider how to pass the data for optimization problems to an optimization procedure. In our description, we will concentrate on our third example, as presented in Section 2.5; we will show how the input file might be specified for this example to motivate the overall structure of such a file and then follow this with the general syntax allowed.
The data which defines a particular problem is written in a file in a standard format. It is intended that this data file is interpreted by an appropriate decoding program and converted into a format useful for input to an optimization package or program. The content of the file is specified line by line. As our format is intended to be compatible with the MPS linear programming format , we preserve the MPS terminology and call these lines cards.
A SIF comprises one or more files. The first of these files is known as the Standard Data Input Format (SDIF). As its name suggests, data which describes how the parts of the optimization problem are related, together with all fixed constants, are given in this file. Indeed, a SIF for linear programming problems can be completely specified by an MPS file; the SIF comprises a single section, the SDIF file, and that section is merely the MPS file.