Bounds on binary variables seem to be ignored in ROI (ROI_0.2-1)

20170509_bug_roi.R

# Bug report

# It seems variable bounds are ignored when using binary variables "B".
# It works as expected if variables of type "I" are used

library(ROI)
library(ROI.plugin.glpk)

# max: x1 + x2 + x3 + x4
# s.t. x1 + x2 + x3 + x4 <= 4
# 0 <= x1 <= 0
# 0 <= x2 <= 1
# 0 <= x3 <= 1
# 0 <= x4 <= 0

bounds <- ROI::V_bound(
  ui = c(1, 2, 3, 4),
  ub = c(0, 1, 1, 0)
)
constraints <- ROI::L_constraint(L = matrix(c(1, 1, 1, 1), ncol = 4),
                                 dir = "<=",
                                 rhs = 4)

op <- ROI::OP(c(1, 1, 1, 1),
              constraints,
              bounds = bounds,
              types = c("B", "B", "B", "B"),
              max = TRUE)
resultB <- ROI::ROI_solve(op, "glpk")
# expected c(0, 1, 1, 0)
resultB$solution


op <- ROI::OP(c(1, 1, 1, 1),
              constraints,
              bounds = bounds,
              types = c("I", "I", "I", "I"),
              max = TRUE)
resultI <- ROI::ROI_solve(op, "glpk")
# expected c(0, 1, 1, 0)
resultI$solution

stopifnot(resultB$solution != resultI$solution)