Cool! Glad to hear you got it working. Supporting exact coefficients in
JuMP is technically possible, and I've opened an issue for
it: https://github.com/JuliaOpt/JuMP.jl/issues/162. This will probably
remain on the wishlist for a while.
On Tuesday, April 22, 2014 2:28:01 PM UTC-4, Stéphane Laurent wrote:
>
> Miles, I have successfully installed JuMP and GLPKMathProgInterface on
> Windows 32-bit.
>
> Your code works very well, this is really awesome !! However the result is
> not as precise as the one given by *GLPK.exact*.
>
> using JuMP
>
> mu = [1/7, 2/7, 4/7]
> nu = [1/4, 1/4, 1/2]
> n = length(mu)
>
> m = Model()
> @defVar(m, p[1:n,1:n] >= 0)
> @setObjective(m, Min, sum{p[i,j], i in 1:n, j in 1:n; i != j})
>
> for k in 1:n
> @addConstraint(m, sum(p[k,:]) == mu[k])
> @addConstraint(m, sum(p[:,k]) == nu[k])
> end
> solve(m)
>
>
> julia> println("Optimal objective value is:", getObjectiveValue(m))
> Optimal objective value is:0.10714285714285715
>
> julia> 3/28
> 0.10714285714285714
>
>
