I translated the program in C, and I am having the same trouble, so I
guess there is no problem with python-glpk.
#include <stdio.h>
#include <stdlib.h>
#include <glpk.h>
int main(int argc, char ** argv) {
// PROBLEM
glp_prob *prob;
prob = glp_create_prob();
glp_set_prob_name(prob, "mip");
// VARIABLES
glp_add_cols(prob, 3);
// 0 <= x <= 4, continuous
glp_set_col_name(prob, 1, "x");
glp_set_col_bnds(prob, 1, GLP_DB, 0.0, 4.0);
// -1 <= y <= 1, continuous
glp_set_col_name(prob, 2, "y");
glp_set_col_bnds(prob, 2, GLP_DB, -1.0, 1.0);
// 0 <= z, integer
glp_set_col_name(prob, 3, "z");
glp_set_col_bnds(prob, 3, GLP_LO, 0.0, 0.0);
glp_set_col_kind(prob, 3, GLP_IV);
//OBJECTIVE
glp_set_obj_coef(prob, 1, 1.0);
glp_set_obj_coef(prob, 2, 4.0);
glp_set_obj_coef(prob, 3, 9.0);
// CONSTRAINTS
glp_add_rows(prob, 3);
// c1: x + y <= 5
{
int l = 2;
int ind [l + 1];
double val[l + 1];
ind[1] = 1; ind[2] = 2;
val[1] = 1.0; val[2] = 1.0;
glp_set_mat_row(prob, 1, l, ind, val);
glp_set_row_bnds(prob, 1, GLP_UP, 0.0, 5.0);
glp_set_row_name(prob, 1, "c1");
}
// c2: x + z >= 10
{
int l = 2;
int ind [l + 1];
double val[l + 1];
ind[1] = 1; ind[2] = 3;
val[1] = 1.0; val[2] = 1.0;
glp_set_mat_row(prob, 2, l, ind, val);
glp_set_row_bnds(prob, 2, GLP_LO, 10.0, 0.0);
glp_set_row_name(prob, 2, "c2");
}
// c3: -y + z == 7.5
{
int l = 2;
int ind [l + 1];
double val[l + 1];
ind[1] = 2; ind[2] = 3;
val[1] = -1.0; val[2] = 1.0;
glp_set_mat_row(prob, 3, l, ind, val);
glp_set_row_bnds(prob, 3, GLP_FX, 7.5, 7.5);
glp_set_row_name(prob, 3, "c3");
}
//write problem
glp_write_lp(prob, NULL, "obtained.lp");
// delete it
glp_delete_prob(prob);
return 0;
}
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