GAMS/Convert bug

To export GAMS models with semi-continuous variables to MPS files the tool GAMS/Convert can be used. However note that semi-continuous variables with lower bound = upper bound are exported incorrectly. Consider the small example:

semicont variable x;
variable y;
equation e;

y.lo=0;
x.fx=1;

e.. y =e= x;

model m /e/;
solve m minimizing y using mip;

The solution is x=0.

Convert generates the following MPS file:

ROWS
 N  obj
 E  c1
COLUMNS
    sc1       c1                  -1
    x2        obj                  1
    x2        c1                   1
RHS
BOUNDS
 FX bnd       sc1                  1
ENDATA

In this MPS file column sc1 corresponds to GAMS variable x. However, this representation excludes sc1=0 as sc1 is fixed to one using FX. The correct MPS representation should look like:

ROWS
 N  obj
 E  c1
COLUMNS
    sc1       c1                  -1
    x2        obj                  1
    x2        c1                   1
RHS
BOUNDS
 LO bnd       sc1                  1
 SC bnd       sc1                  1
ENDATA

Work around: use the Cplex option writemps to create an MPS file. This will generate correct MPS files with fixed semi-continuous variables.