mps2mat.py was writen by Tommaso Balercia, and is used to reads the MPS format and creates the 
vectors and the matrices needed by GLPKMEX,(for instance to play with the material at http://miplib.zib.de/ )

GLPK comes with GLPSOL, a standalone solver that can directly attack access MPS files. 
Now by the means of the script mps2mat.py written by Tommaso Balercia, GLPKMEX too can access the content of MPS 
files. This script is based on PyGLPK 0.3. As is released, however, PyGLPK 0.3 is not capable of handling the 
FreeMPS format. This is due to a bug and those who intend to use the script need to do the following 
Currenlty this feature is only available in *nix environments.


To install mps2mat.py you will need to do the following:

1)      Make sure you’ve Numpy and Scipy installed.

2)      Download PyGLPK 0.30.

3)      Extract it wherever you prefer and enter into the selected folder.

4)      Change line 137 of “src/lp.c”  from

int failure = glp_read_mps(self->lp, GLP_MPS_FILE, NULL, mps_n);

to

int failure = glp_read_mps(self->lp, GLP_MPS_FILE, NULL, freemps_n);

5)      If you intent to use a 64 bits machine, change line 74 of “Makefile” from

cd glpk/glpk-$* ; ./configure --prefix=$(CURDIR)/locals/$* ; make -j 8 CFLAGS+=-m32 LDFLAGS=-m32 install

                to

cd glpk/glpk-$* ; ./configure --prefix=$(CURDIR)/locals/$* ; make -j 8 CFLAGS+=-m64 -fPIC LDFLAGS=-m64 -fPIC install

                and line 74 of setup.py from

define_macros = macros, extra_compile_args=['-m32'], extra_link_args=['-m32'],

                to

define_macros = macros,

6)      Install using: $make; sudo make install; sudo python setup.py install

7)      Use as follows: $python mps2mat.py file.mps

 

Running the script mps2mat.py: 

From MATLAB the imported problem can be solved using e.g. the following commands:

> load file.mat;

> sense = 1;

> params.msglev = 3; % extensive info

> x = glpk(c,A,b,lb,up,ctype,varitype,sense,params);