[Cbc-tickets] [COIN-OR Branch-and-Cut MIP Solver] #125: max problem reports reduced cost with wrong sign

[COIN-OR Branch-and-Cut MIP Solver]

#125: max problem reports reduced cost with wrong sign
-------------------------+-------------------------------------------------
Reporter:  guest         |      Owner:  tkr
    Type:  defect        |     Status:  new
Priority:  major         |  Component:  Cbc
 Version:  trunk         |   Keywords:  reduced cost, maximization, wrong
                         |  sign, max
-------------------------+-------------------------------------------------
 When solving a MAX problem and a variable is pushed to its LOWER bound cbc
 is reporting a positive value for the reduced cost. I believe in practice
 it should be reported as negative. For the following three complementary
 cases, cbc seems to report the correct sign for the reduced cost

 max problem -> var at UB -> (+) r.c.
 min  problem -> var at LB ->  (+) r.c.
 min  problem -> var at UB -> (-) r.c.

 The problematic case (which occurs when using the LP file interface) can
 be tested using the following simple LP file:



 {{{
 max
 obj:
 -1.000000 x(1)

 s.t.

 bounds
    -1 <= x(1) <= 1
 end
 }}}


 This happens in 2.7, 2.8, and trunk. Below is my contact info:

 name: Gabe
 email: gabehack at gmail.com

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Ticket URL: <https://projects.coin-or.org/ticket/125>
COIN-OR Branch-and-Cut MIP Solver <http://projects.coin-or.org/Cbc>
An LP-based branch-and-cut MIP solver.