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[Help-glpk] GUSEK - MPS format generation

From: technical forestry services
Subject: [Help-glpk] GUSEK - MPS format generation
Date: Fri, 26 Sep 2014 09:15:11 +1200
User-agent: Mozilla/5.0 (Windows NT 6.1; WOW64; rv:31.0) Gecko/20100101 Thunderbird/31.1.1


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.


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