[Coin-bcpdiscuss] test_ful() question

[fmargot at andrew.cmu.edu]

The problem is that BCP requires precision for the solution of the original 
problem, whereas most solvers give an option for the precision on the 
solution of the scaled and preprocessed problem. It is possible to construct
problems where the returned solution for the original problem violates 
a constraint by an arbitrary fixed amount.

While there is a relation between the two kinds of precision, it is not
easy to determine how to set them so that they match.

Francois

On Fri, 19 Jan 2007, Matteo Salani wrote:

> Interesting thread,
>
> Isn't it enough for BCP to request a less strict precision than the LP 
> solver?
> So that if you need more precision in the solution BCP proposes you should 
> increase also the LP one?
>
> M
>
> fmargot at andrew.cmu.edu wrote:
>> The problem with checking bounds on continuous variables is that it
>> might lead to a BCP failure, although neither BCP nor the LP solver
>> is really at fault: BCP wants a certain precision on the solution, but 
>> there
>> is no way to request that from the solver.
>
>
>