/20170509_bug_roi.R
Created May 9, 2017
Bounds on binary variables seem to be ignored in ROI (ROI_0.2-1)
| # 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) |
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