MPS output wrt unbounded general integer variables

Question

When writing an MPS file with

                context.SaveModel(FileFormat.FreeMPS, sw);

it looks like general integer variables without a bound are incorrectly written. I believe they are missing an LI record (with value 0.0) in the bounds section, so they will be considered to be binary by other solvers.

Similarly the MPS reader is also incorrect.

Example:

C:\Users\erwin\Documents>type mip4mps.oml
Model[
  Decisions[Integers[0, Infinity], x],
  Constraints[x <= 5],
  Goals[Maximize[x]]
]

C:\Users\erwin\Documents>type output.mps
NAME          MODEL
ROWS
 L  constrai
 N  goal_8ef
COLUMNS
    INTMARK   'MARKER'                 'INTORG'
    x         constrai   1             goal_8ef  -1
    INTMARK   'MARKER'                 'INTEND'
RHS
    RHS       constrai   5
BOUNDS
ENDATA

C:\Users\erwin\Documents>

The latter MPS file gives x=5 for MSF and x=1 for other solvers.

Erwin

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Erwin Kalvelagen
Amsterdam Optimization Modeling Group
[e-mail]
http://amsterdamoptimization.com
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