On 25.09.2014 23:15, technical forestry services wrote:
HelloI 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 _______________________________________________ Help-glpk mailing list [email protected] https://lists.gnu.org/mailman/listinfo/help-glpk
