[Help-glpk] default column bounds

[Robbie Morrison]

Hello all, hello Andrew

I have been helping Xypron sub-edit his recent GLPK
Wikibook entry:

  http://en.wikibooks.org/wiki/GLPK/Modeling_Lower_and_Uppper_Bounds

And I wanted to make a comment about the default bounds
on structural variables.

Xypron points out that, under MathProg, (structural)
variables are unbounded by default.  For instance:

  var x;
  minimize obj : x;
  end;

  $ glpsol --model bounds.mod
  Preprocessing...
  PROBLEM HAS NO DUAL FEASIBLE SOLUTION

  $ glpsol --model bounds.mod --nopresol
  PROBLEM HAS UNBOUNDED SOLUTION

However, 'x' can be made non-negative by declaring it
thus:

  var x, >= 0;

Now turning to the API behavior.

The 4.45 documentation states that a new column call
'glp_add_cols' for the i-th column effectively sets:

  glp_set_col_bnds(lp, i, GLP_FX, 0.0, 0.0);

If I am not mistaken, that behavior used to be (around
three years ago) one of non-negativity, namely:

  glp_set_col_bnds(lp, i, GLP_LO, 0.0, 0.0);

So, in conclusion, for version 4.45:

  * MathProg, without further qualification, sets
    unbounded variables

  * 'glp_add_cols', without a subsequent call to
    'glp_set_col_bnds', sets zeroed variables

Is this correct?

Robbie
---
Robbie Morrison
PhD student -- policy-oriented energy system simulation
Technical University of Berlin (TU-Berlin), Germany
University email (redirected) : address@hidden
Webmail (preferred)           : address@hidden
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