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Mixed integer optimization gives unexpected result?

Posted 2 years ago

I was wondering if someone could explain why Mathematica is stating the optimal vector is {1,0} instead of {0,0.5} in the following invocation of LinearOptimization:

LinearOptimization[
 x + y, {x + y >= 1/2, x >= 0, y >= 0}, {x \[Element] Integers, y}]

{x -> 1, y -> 0.}

Cheers, Dan

POSTED BY: Daniel Zimmerman
3 Replies

POSTED BY: Ahmed Elbanna

Wow, that's a real humdinger! First I verified that LinearOptimization is indeed minimizing the objective (it correctly flags it as unbounded if I change the sign of the objective). I then tried changing the "1/2" to "0.5", then 0.01, still getting the same answer as you did. Then I tried "1.01", and got

{x->2, y->0.}

(This with Mathematica 12.3 on Windows 10).

Seems like a bug!

POSTED BY: Frank Iannarilli

Same answer on 13.0.1 (Windows 10).

POSTED BY: Frank Iannarilli
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