A linear program returns infeasible but I think to know a feasible solution.
I have the following linear programming program which is solved without problem by SageMath.
nv=6 #nombre de contraintes
mv=4 #nombre de variables
F=10
a=1.5
Av= matrix(RR,nv,mv,[1,0,0,0,
0,1,0,0,
0,0,1,0,
0,0,0,1,
1,1,1,1,
1,-a,0,-a]) #les coefficients
bvmin=vector(RR,[3/20*F,3/20*F,11/40*F,3/20*F,17/20*F,0]) #les bornes inférieures pour les contraintes
bvmax=vector(RR,[9/20*F,9/20*F,9/20*F,9/20*F,17/20*F,9/20*F]) #les bornes supérieures pour les contraintes
show(LatexExpr('A='),Av)
show(LatexExpr('bmin='),bvmin)
show(LatexExpr('bmax='),bvmax)
#Création du programme
v=MixedIntegerLinearProgram(maximization=True, solver='GLPK')
#On pose les nouvelles variables allant de x_0 à x_5
ind=[0..mv-1]
x=v.new_variable(integer=False,indices=ind)
#On utilise la fonction linéaire pour les contraintes
Bv=Av*x
#On fixe l'objectif
v.set_objective(x[0])
for i in range(mv) :
v.set_min(x[i],0)
v.set_max(x[i],F)
for i in range(0,nv-1):
v.add_constraint(Bv[i],min=bvmin[i], max=bvmax[i])
v.show()
v.solve()
xx=v.get_values(x)
show(xx)
Now I want to change the objective to $maxmin(x_0,x_1,x_2,x_3)$. So I follow the usual approach which leads to the addition of a variable says $x_4$ and four new constraints $x_0\geq x_4$,$x_1\geq x_4$,$x_2\geq x_4$ and $x_3 \geq x_4$ as in the following code.
nv=10 #nombre de contraintes
mv=5 #nombre de variables
F=10
a=1.5
Av= matrix(RR,nv,mv,[1,0,0,0,0,
0,1,0,0,0,
0,0,1,0,0,
0,0,0,1,0,
1,1,1,1,0,
1,-a,0,-a,0,
1,0,0,0,-1,
0,1,0,0,-1,
0,0,1,0,-1,
0,0,0,1,-1]) #les coefficients
bvmin=vector(RR,[3/20*F,3/20*F,11/40*F,3/20*F,17/20*F,0,0,0,0,0]) #les bornes inférieures pour les contraintes
bvmax=vector(RR,[9/20*F,9/20*F,9/20*F,9/20*F,17/20*F,9/20*F,F,F,F,F]) #les bornes supérieures pour les contraintes
show(LatexExpr('A='),Av)
show(LatexExpr('bmin='),bvmin)
show(LatexExpr('bmax='),bvmax)
#Création du programme
v=MixedIntegerLinearProgram(maximization=True, solver='GLPK')
#On pose les nouvelles variables allant de x_0 à x_5
ind=[0..mv-1]
x=v.new_variable(integer=False,indices=ind)
#On utilise la fonction linéaire pour les contraintes
Bv=Av*x
#On fixe l'objectif
v.set_objective(x[4])
for i in range(mv) :
v.set_min(x[i],0)
v.set_max(x[i],F)
for i in range(0,nv):
v.add_constraint(Bv[i],min=bvmin[i], max=bvmax[i])
v.show()
v.solve()
xx=v.get_values(x)
show(xx)
But this time Sagemath return an infeasability of this program. What bother me is that if I set $x_4$ to the minimum value of the former program and use the optimal solution in this second program, I have a perfectly feasible solution.
I do not know where is the problem : a misunderstanding, Glpk (normaly it's a sure program.....). I am not certain that is a true Sagemath question...
I will add that I have changed the objective of the first program from x[0] to x[1], x[2] and x[3]. In all cases I find a solution. Of course in all those solutions the min of x[i] is always the same. But I am not sure that can explain anything.