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[FileFormats.MPS] QPLIB_3855 wrong with QCMATRIX #2627

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@foreverdyz

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@foreverdyz

Hi,

When I used JuMP + Gurobi.jl (Gurobi 12.0.1) for this MIQCQP case: https://qplib.zib.de/QPLIB_3855.html

The instance is in .mps file (https://www.mixedinteger.org/2025/competition/Initial_problem_set.zip) with name "Test_prob_20.mps".

Gurobi.jl solved this instance and reported that it was infeasible.

However, this case should be feasible. And I tried to use gurobipy and can solve this case correctly.

I guess there is some issue in gurobi.jl interface, or JuMP function read_from_file() for .mps file.

Update1 : I found JuMP + Gurobi.jl solved the .lp file correctly, just wrong with the .mps file.

Update2: I found a way to reproduce the bug:

1, use gurobipy to read the .lp file from https://qplib.zib.de/QPLIB_3855.html, and write it as .mps file with GRB.

2, then JuMP + Gurobi.jl can solve the original .lp instance correctly but wrong with the new generated .mps file.

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