[Help-glpk] MIP Problem

[Simone Atzeni]

Hi all,

I'm trying to solve this simple problem:

\* Problem: Unknown *\

Maximize
 obj: + 0.8 Z.1 + 0.2 Z.2

Subject To
 r.1: - Z.1 + U.1 <= 0.1
 r.2: - Z.1 + U.1 >= -0.1
 r.3: + Z.1 + U.1 <= 1
 r.4: + Z.1 + U.1 >= 0.7
 r.5: - Z.2 + U.1 <= 0.5
 r.6: - Z.2 + U.1 >= 0.125
 r.7: + Z.2 + U.1 <= 0.75
 r.8: + Z.2 + U.1 >= 0.34

Bounds
 0 <= Z.1 <= 1
 0 <= Z.2 <= 1
 0 <= U.1 <= 1

Generals
 Z.1
 Z.2
 U.1

End

If I try to solve it from a C program using the simplex method it  
finds this solution:

Z.1 = 0.55
Z.2 = 0.3
U.1 = 0.388977

But if I try to solve it using the command:

glpsol --simplex --cpxlp program_name.txt

it says:

glp_read_lp: reading problem data from `mip.txt'...
glp_read_lp: 8 rows, 3 columns, 16 non-zeros
glp_read_lp: 3 integer columns, all of which are binary
glp_read_lp: 26 lines were read
ipp_basic_tech:  0 row(s) and 0 column(s) removed
PROBLEM HAS NO PRIMAL FEASIBLE SOLUTION
Time used:   0.0 secs
Memory used: 0.0 Mb (35140 bytes)

It says that the variable are integer but they should not be integer.

Anyone could help me? What's wrong with it?

Thanks
Simone