[FlopCpp] FlopC++ Integrality on CBC, Symphony ok, not on OSI-XPRESS

[Peter Sels]

Hi All,

3)
XPRESS has the OSI interface and it works fine via FlopC++ for non
integral problems.
But when adding integrality like so:
  MP_variable bVar(prSubSet);
  MP_variable eVar(prSubSet);
  MP_variable sVar(cSet);
  //MP_variable dVar(cSet);

  bVar.integer();
  eVar.integer();
  sVar.integer();
  //dVar.binary()

running it I consistently get:
ERROR: XPRSglobal in line 92 error 32 occured. (FlopCpp: model
generation in attach() goes ok) If I don't enforce an integer
solution, it works fine, but I need an integer solution.

These constraints works fine for the CBC and Symphony solvers but
gives the ERROR 32 for XPRESS.
If I leave out ALL the .integer() constraints OSI_XPRESS completes the
minimization (but I need the integrality).
So is there another way to let XPRESS enforce this?

It may have to do with default bounds on integers, which XPRESS seems
to assume to be [0, 1] io [0, 'something big'].
But even then, I expect infeasibility worst case io a plain ERROR 32.

cheers,

-- 
Peter