Hi!

I am using cvxopt 1.1 and glpk version 4.4.2. I tried running a very

simple and vacuous (effectively unconstrained) ILP as a sanity-check

but I am getting the wrong answer. I am solving

max c'x

s.t.

Gx <=h

where x is 3 dimensional binary vector, G=1,1,1 and h = 5 (so the

problem is effectively unconstrained as x1+x2+x3 is always less than

5.) The answer irrespective of the value of c is always 0,0,0!!

Following shows the python command line operations. Am I doing

something obviously wrong? Please help!

>>> G=matrix([1.0,1.0,1.0],(1,3))

>>> h=matrix([5.0])

>>> c=matrix([-10,-10,-15],(3,1))

>>> b=set([0,1,2])

>>> (s,y)=glpk.ilp(G=G,c=c,h=h,B=b)

GLPK Integer Optimizer, v4.42

1 row, 3 columns, 3 non-zeros

3 integer variables, all of which are binary

Preprocessing...

Objective value = nan

INTEGER OPTIMAL SOLUTION FOUND BY MIP PREPROCESSOR

>>> print y

[ 0.00e+00]

[ 0.00e+00]

[ 0.00e+00]

>>> c=matrix([10,10,15],(3,1))

>>> (s,y)=glpk.ilp(G=G,c=c,h=h,B=b)

GLPK Integer Optimizer, v4.42

1 row, 3 columns, 3 non-zeros

3 integer variables, all of which are binary

Preprocessing...

Objective value = 0.000000000e+00

INTEGER OPTIMAL SOLUTION FOUND BY MIP PREPROCESSOR

>>> print y

[ 0.00e+00]

[ 0.00e+00]

[ 0.00e+00]

Thanks!

Rajhans