Does MapServer support geocoding?
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No.
Geocoding is an activity where you take a list of addresses and generate lat/lon points for them. This kind of spatial functionality is provided by proprietary packages such as the ESRI suite of tools, as well as services such as those provided by GDT. MapServer is for map rendering, and it does not provide for advanced spatial operations such as this.
If you are using MapScript, there is a free geocder available through XMLRPC and SOAP at http://geocoder.us . You could hook you application up to use this service to provide lat/lon pairs for addresses, and then use MapServer to display those points.
This FAQ applies to: MapServer 4.6, MapServer 4.8
Geocoding without a third party.
There is a perl module for at least the US for geocoding here: http://search.cpan.org/~sderle/Geo-Coder-US/US.pm
It uses US Census Bureau data that's free for download. It's very usefull for geocoding without having to rely on third party web services. Now if I could just find a cache of freely downloadable map tiles...
Just discovered...
TigerLine files are directly pluggable into MapServer as data to generate maps. As mentioned above, the TigerLine files are what geocoder.us uses to implement it's service.
FOSS4G2008
geocoding
Mapserver users may also use the geocoding service available from ontok.com.