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
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