Simple "coin" example will not work with JuMP + Gurobi

Specific Domains Optimization (Mathematical)
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1

This model is a simple introductory example in Gurobi, that seems unsolvable with JuMP + Gurobi

The model itself is typical found in a Gurobi installation at /opt/gurobi702/linux64/examples/data/coins.lp. Running gurobi_cl on this file yields a feasible solution. Yet when called from JuMP, it returns :InfeasibleOrUnbounded.

using JuMP, Gurobi

m=Model(solver=GurobiSolver())

@variables m begin
    Pennies, Int
    Nickels, Int
    Dimes, Int 
    Quarters, Int
    Dollars, Int
    Cu <= 1000
    Ni <= 50
    Zi <= 50
    Mn <= 50
end

@constraints m begin
    Copper, .06Pennies + 3.8Nickels + 2.1Dimes + 5.2Quarters +7.2Dollars - Cu == 0
    Nickel, 1.2Nickels + .2Dimes + .5Quarters + .2Dollars - Ni == 0
    Zinc, 2.4Pennies +.5Dollars - Zi == 0
    Manganese, .3Dollars - Mn == 0
end

@objective(m, Max, .01Pennies + .05Nickels + .1Dimes + .25Quarters + 1Dollars )

status=solve(m)

I would have expected this simple model to work. Not sure where I might have gone wrong here.

When I print the model it appears pretty sound and should be solvable

julia> print(m)
Max 0.01 Pennies + 0.05 Nickels + 0.1 Dimes + 0.25 Quarters + Dollars
Subject to
 0.06 Pennies + 3.8 Nickels + 2.1 Dimes + 5.2 Quarters + 7.2 Dollars - Cu = 0
 1.2 Nickels + 0.2 Dimes + 0.5 Quarters + 0.2 Dollars - Ni = 0
 2.4 Pennies + 0.5 Dollars - Zi = 0
 0.3 Dollars - Mn = 0
 Pennies, integer
 Nickels, integer
 Dimes, integer
 Quarters, integer
 Dollars, integer
 Cu ≤ 1000
 Ni ≤ 50
 Zi ≤ 50
 Mn ≤ 50

The optimal solution from gurobi_cl is

# Objective value = 113.45
Pennies 0
Nickels 0
Dimes 2
Quarters 53
Dollars 100
Cu 999.8
Ni 46.9
Zi 50
Mn 30
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2

The .lp file format takes “integer” variables to mean non-negative integers, while in JuMP “integer” means any integer. If you add lower bounds of zero on your coin type variables, your model will work as you expect.

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