[Coin-lpsolver] Problem when writting mps files with integer constraints

[Jean-Sebastien Roy]

Hi !

I recently had to write an MPS file (using  writeMps()) before solving
it with branchAndBound(), and was surprised that resolving the MPS
file with Sbb did not produce the same optimum. Looking at the MPS file,
it looks like is was written without some of the integrity constraints,
because the variable has the default [0,+inf] range, and therefore no
BOUNDS line appears in the MPS file.

The attached test.cpp small example exhibit the problem.
Even if the third variable in the problem is marked integer using :
model.solver()->setInteger(2);
The resulting MPS file contain no such integrity constraint.

On the other hand, I may be incorrectly using the COIN interface. If it
is the case, I would be very interested in the correct way to use it.

Thank you very much in advance,

Regards,

js
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