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Re: [Help-glpk] interpretation of MPS files


From: Andrew Makhorin
Subject: Re: [Help-glpk] interpretation of MPS files
Date: Tue, 08 Mar 2011 01:41:19 +0300

> in glpk-4.45/src/glpmps01c you can find the following lines:
> 
>          else if (kind == GLP_IV)
>             glp_set_col_bnds(csa->P, j, GLP_DB, 0.0, 1.0);
> 
> The GLPK default indeed seems to be an upper bound of 1.
> 
> lpsolve assumes an infinite upper bound, see
> http://lpsolve.sourceforge.net/5.5/mps-format.htm
> 
> Same is true for Gurobi and ILOG CPLEX, see
> http://www.gurobi.com/doc/40/refman/node580.html
> http://www.lix.polytechnique.fr/~liberti/teaching/xct/cplex/reffileformatscplex.pdf

Xypron, looks like you have the same misreading as me a while ago :). On
page 21 the ILOG CPLEX 10.0 manual you cited says:

"If no bounds are specified for the variables within markers [i.e. for
integer variables - A.M.], bounds of 0 (zero) and 1 (one) are assumed.


> Hence I would consider the GLPK implementation as inconsistent with
> the defacto standard for MPS files.
> 






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