<div dir="ltr">A fast guess : <div><br></div><div>You specify the problem to be maximized in the LP format, but in the MPS format your objective coefficient is positive. MPS format doesn't specify direction of optimization, but most solvers assume minimize. Could it be that you're mixing up maximize and minimize ?</div></div><div class="gmail_extra"><br><div class="gmail_quote">On Fri, Feb 20, 2015 at 8:44 AM, Andy Somogyi <span dir="ltr"><<a href="mailto:andy.somogyi@gmail.com" target="_blank">andy.somogyi@gmail.com</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">Hi All,<br>
<br>
I’m trying to use Clp, works fine for the built-in examples, but I can’t seem to get this simple attached problem to work. I’ve tried hard-coding this in C++, following the modify.cpp example, and I’ve tried reading it form a mps file, using either the command line clp program, or direction into the ClpModel object via readMps.<br>
<br>
It always results in a zero solution, but this problem has an analytic solution of [1, 1, 1, 0], and Mathematica finds this solution just fine if I import the mps and use NMinimise.<br>
<br>
Any ideas why this simple problem won’t converge to the correct solution in Clp.<br>
<br>
Thanks<br>
<br>
Here is the mps:<br>
<br>
************************************************************************<br>
*<br>
* Maximize<br>
* objective1_objf:<br>
* + 1.0 R2<br>
*<br>
* Subject To<br>
* A: +R1 -X1 -X2 = 0<br>
* B: -R2 +X1 +X2 = 0<br>
*<br>
* Bounds<br>
* 0.0 <= R1 <= 1.0<br>
* 0.0 <= R2 <= +inf<br>
* 0.0 <= X1 <= +inf<br>
* 0.0 <= X2 <= +inf<br>
*<br>
************************************************************************<br>
NAME EXAMPLE<br>
ROWS<br>
N OBJ<br>
E A<br>
E B<br>
COLUMNS<br>
R1 A 1.0<br>
R2 OBJ 1.0 B -1.0<br>
X1 A -1.0 B 1.0<br>
X2 A -1.0 B 1.0<br>
<br>
RHS<br>
RHS1 A 0<br>
RHS1 B 0<br>
<br>
BOUNDS<br>
LO BND1 R1 0<br>
UP BND1 R1 1<br>
LO BND1 R2 0<br>
LO BND1 X1 0<br>
LO BND1 X2 0<br>
ENDATA<br>
<br>
<br>
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</blockquote></div><br></div>