JuMP/GLPK with equal upper and lower bounds

pierre-haessig · September 9, 2019, 2:57pm

And here is the GLPK.jl issue:

github.com/jump-dev/GLPK.jl

Error with ScalarAffineFunction-in-Interval constraint with equal bounds

opened 02:56PM - 09 Sep 19 UTC

closed 04:04PM - 16 Sep 19 UTC

pierre-haessig

Wrapper: MathOptInterface

Hello, As a follow-up of this [JuMP discussion](https://discourse.julialang.org…/t/jump-glpk-with-equal-upper-and-lower-bounds), I'm reporting a corner case issue with `ScalarAffineFunction-in-Interval` constraints, when the lower and upper bounds are equal. Here is a MWE: ```julia using JuMP using GLPK model = Model(with_optimizer(GLPK.Optimizer)) @variable(model, x[1:2]) xmax = [10., 0.] @constraint(model, 0. .<= x .<= xmax) ``` This is the output of the `@constraint` macro, with the two `ScalarAffineFunction-in-Interval` constraints: ``` 2-element Array{ConstraintRef{Model,MathOptInterface.ConstraintIndex{MathOptInterface.ScalarAffineFunction{Float64},MathOptInterface.Interval{Float64}},ScalarShape},1}: x[1] ∈ [0.0, 10.0] x[2] ∈ [0.0, 0.0] ``` Now, when solving the model, ```julia @objective(model, Min, 0) optimize!(model) ``` a GLPK error message is displayed (by the way, I'm not sure an actual Error is raised): ``` glp_simplex: row 2: lb = 0, ub = 0; incorrect bounds ``` As mentioned by @odow in the [discussion](https://discourse.julialang.org/t/jump-glpk-with-equal-upper-and-lower-bounds), there are workarounds (e.g.: splitting the interval constraint into two, or setting the bounds inside `@variable`), but if it were possible to have GLPK support this syntax like other solvers do (e.g. Clp), it would be nice. Notice that there is a possibly related discussion on [GLPK mailing-list](https://lists.gnu.org/archive/html/help-glpk/2011-07/msg00088.html) “Can we set a row with equal upper and lower bound?”.

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JuMP/GLPK with equal upper and lower bounds

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