Why does my MPS file produce different objectives with different solvers?

The MPS file format does not indicate whether the objective should be maximized or minimized. Solvers may interpret this lack of an objective sense differently. By default, Gurobi assumes the objective function of an MPS file should be minimized.

To instruct Gurobi to maximize the objective function, add the lines

OBJSENSE
    MAX

to the top of the MPS file. Note that MAX should be indented by four spaces.

Further information

• Why is Gurobi unable to read my LP model file?
• How do I use a model file from lp_solve with Gurobi?
• What are the differences between LP and MPS file formats?