Re: [Help-glpk] GUSEK - MPS format generation

[Heinrich Schuchardt]

On 25.09.2014 23:15, technical forestry services wrote:
> Hello
>
> I believe there is an issue in the manner in which GUSEK prepares MPS
> format
> for an LP maximum problem.
>
> MPS format only accepts a minimisation problem.  If GUSEK is asked to
> prepare MPS
> format for an LP minimisation problem it faithfully generates the MPS
> code correctly.  If it is asked to generate
> the MPS format for an LP maximisation problem it does not convert it to
> the equivalent minimisation
> problem required by MPS but instead simple trots out the objective
> coefficients without changing their sign.
> Recollect the identity max f(x) = - min {- f(x)}.
>
> Evidence for the above can easily be seen b:
> 1) generating a max problem using GMPL and solve it.
> 2) use GUSEK to generate the MPS format for the same problem and solve
> that.
> Two different answers are obtained for the objective function value. The
> first is the maximum and the second
> the minimum.
>
> Cheers
> Lrb

Here is an example:

var x, >= -20, <= 10;
maximize obj: x;
solve;
end;

$ glpsol -m test.mod --wmps test.mps --nopresol
obj =   1.000000000e+01
$ glpsol test.mps --nopresol
obj =  -2.000000000e+01

Best regards

Heinrich Schuchardt