Invalid parentheses expansion when minus sign is used

[tjozwik]

Let's have a simple optimization problem with integer variables - X2_i and X1_i.

# frozen_string_literal: true

require 'rulp'

ENV['SOLVER'] = 'cbc'
Rulp::log_level = Logger::DEBUG

problem = Rulp::Max(- X1_i - 2 * X2_i)
problem[
  X1_i + X2_i == 10,
  X1_i >= 0,
  X2_i >= 0
]

problem.solve

It may be rewritten as minimization, of course. But it's not the case of the issue.

Optimal solution is achieved for X1_i = 10 and X2_i = 0.

When adding additional parentheses into my objective, I'm getting invalid results:

# Before
problem = Rulp::Max(- X1_i - 2 * X2_i)

# After
problem = Rulp::Max(- (X1_i + 2 * X2_i))

It ends up with X1_i = 0 and X2_i = 10 as a solution.

I found out that the new objective is improperly converted to LP format. Rulp generates the following LP model:

Maximize
 obj:  - X1 + 2 X2
Subject to
 c0: X1 + X2 = 10

Bounds
 0 <= X1
 0 <= X2
General
 X1 X2
End

When I use minus sign before the parenthesed expression, it reverses the first component's sign only. Shouldn't it reverse the signs of all the parenthesed components?

[wouterken]

Hey @tjozwik
Thank you, you're right, looks like that bug has been there unreported for almost a decade!
I've pushed what I believe is the appropriate fix. Would you mind testing version 0.0.46 and letting me know if the results are as expected?

[tjozwik]

@wouterken it seems to work as expected in v0.0.46. Thanks :)