Re: MPS files for maximization lack OBJSENSE

[Domingo Alvarez Duarte]

Hello Julian !

Meanwhile I implemented read/write OBJSENSE for freemps format on my fork of GLPK with several extensions and here https://github.com/mingodad/GLPK/actions/runs/2324178367 you can find the binaries built with github actions to try.

With your proposed example the solution is the same on both, and here is the generated freemps:

====

* Problem:    simple_max
* Class:      LP
* Rows:       3
* Columns:    2
* Non-zeros:  6
* Format:     Free MPS
*
NAME simple_max
OBJSENSE MAX
ROWS
 L Constraint1
 L Constraint2
 N Objective
COLUMNS
 x Constraint1 1 Constraint2 3
 x Objective 1
 y Constraint1 2 Constraint2 1
 y Objective 1
RHS
 RHS1 Constraint1 15 Constraint2 20
ENDATA

====

Cheers !

On 14/5/22 11:33, Julian Hall wrote:

When using glpsol (GLPSOL: GLPK LP/MIP Solver, v4.65) for the attached .mod file thus

glpsol -m simple_max.mod --wfreemps simple_max.mps

I get the (correct) output

• 0: obj =  -0.000000000e+00 inf =   0.000e+00 (2)
  

• 2: obj =   1.000000000e+01 inf =   0.000e+00 (0)
  

OPTIMAL LP SOLUTION FOUND

but the (attached) MPS file is set up for the default sense (minimization). Thus, when running

glpsol simple_max.mps

I get the output

• 0: obj =   0.000000000e+00 inf =   0.000e+00 (0)
  

OPTIMAL LP SOLUTION FOUND

The same happens if --wmps is used.

When writing out the MPS file glpsol must either

• Use the OBJSENSE section (preferably)
  

OBJSENSE
   MAX

• Negate the objective coefficients - although this yields the wrong sign of the objective function and duals
  
  

How can this bug in glpsol be fixed?

Thanks,

Julian
--

Dr. J. A. Julian Hall, Reader, School of Mathematics, University of Edinburgh, James Clerk Maxwell Building, Peter Guthrie Tait Road, EDINBURGH, EH9 3FD, UK. Room: 5418 Phone: [+44](131) 650 5075 Email: J.A.J.Hall@ed.ac.uk Web: https://www.maths.ed.ac.uk/school-of-mathematics/people/a-z?person=47

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