Re: [Help-glpk] CPLEX vs GMPL: different answers for same problem

[Kevin Hunter]

At 7:13pm -0400 Sat, 20 Oct 2012, Reginald Beardsley wrote:
> I've successfully converted from CPLEX to GMPL but have discovered
> that the answers are different.  They're both excellent, but they're
> not the same.

> I *think* I'm solving the same problems, but the input to glpsol is
> being created by a program and the files run 50,000+ lines so it's
> quite difficult to check.

One method that I have employed in the past to make sure I made no 
mistakes when translating models is to have each utility write its 
respective understanding of an LP in LP format.  i.e.

...
cplex> write cplex_version.lp
...

$ glpsol --math mymodel --wlp glpk_version.lp --check

Then it's a (sometimes painful) exercise in rearranging the respective 
files to see the exact differences.  Having an editor with regular 
expression support comes in rather handy here.

This is nice because the LP file format is a medium all parties 
understand, and makes for easy differential finding with utilities like 
'diff'.

HTH,

Kevin