[Bug-glpk] Bug with LP format

[Enric Rodriguez]

Hi,

I think I've come across a bug with the function 'lpx_write_cpxlp' for 
writing linear programs in CPLEX LP format. The problem is with upper 
bounded variables that do not have lower bound. Such a variable say x is 
written by GLPK as  x <=  upper_bound in the  Bounds section of the LP 
file.  But since variables in LP format are understood to be 
non-negative, in fact CPLEX understands  0 <= x <= upper_bound, which is 
not the intended meaning. Instead, GLPK should write something like -Inf 
<= x <= upper_bound. I attach a program that produces an LP file which, 
once fed into CPLEX, allows one to see the error if CPLEX is asked to 
write the linear program again (or if it is asked for the lower bound of 
the variable).

By the way, congratulations on your excellent code. :-)

Best regards,

Enric

-- 
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Enric Rodriguez Carbonell                www.lsi.upc.edu/~erodri
Technical University of Catalonia (UPC)  address@hidden

Office 114 - Omega Building
Department of Software (LSI)             Phone:  +34-93-4137792
Jordi Girona 1, 08034 Barcelona, Spain   Fax:    +34-93-4137833
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