I have a non-linear model in AMPL format (which is very similar to GMPL format)... I would like to convert this to free-MPS format.. Unfortunately, glpsol is unable to convert non-linear models to MPS.. (And the free version of AMPL which I have does NOT allow file conversions).
The objective function is linear.. Most of the constraints are linear, except one constraint which is non-linear.. The single non-linear constraint looks like this: ax + b(x)(x) + c(x)(x)(x) + d/x + e/x/x + f/x/x/x = C. If we remove the constraint above, then we have an LP. So.... I removed this non-linear constraint and converted the rest of the model to free MPS format using GLPK (using glpsol in the Linux command line). My question -- Is it easy to edit the MPS file obtained above, and input the single non-linear constraint? Or, is there any other way to obtain an MPS file for the entire non-linear model? Thanks. -Prabhu Manyem