[Bug-glpk] [Fwd: wrong answer]

[Andrew Makhorin]

-------- Forwarded Message --------
From: Michal Trněný <address@hidden>
To: address@hidden
Subject: wrong answer
Date: Thu, 06 Aug 2015 14:18:33 +0200 (CEST)

Here is a simple LP problem that GLPK didn't solve correctly: 
maximize objective: 4*x1 + x2 + 2*x2 
given constraints: 
var x1>=0;
var x2>=0;
var x3>=0;
c1: x1 <= 1;
c2: x2 <= 1;
c3: x3 <= 1;
c4: x1 + x2 + x3 = 2.5;

Solver yielded answer: 
x1=1, x2=1, x3=0.5, obj=7 
that is obviously wrong, because: 
4*1 + 1 + 2*0.5 != 7 but 
4*1 + 1 + 2*0.5 = 6 
and this solution (1,1,0.5) isn't optimal, because ... 
there exist solution (1,0.5,1), which objective is 6.5 - bigger, than
objective of (1,1,0.5). 

You may imagine feasible region as unit cube with vertex (1,1,1) cuted
off. 

I'd like you to nottice me, when you fix this bug. 
I want commented pseudocode of GLPK. 
Do you have it? Thank you. 

-- 
Michal Trněný
www.michaltrneny.cz