[BCP] Loss of Primal Fesibility when Branchig

[Sepehr Nemati Proon]

Hi,

I tried to solve the problem instances with CPLEX and CPLEX could resolve
the issue. So I think that was the problem of CLP as a solver in my code.

Thanks,
Sepehr Nemati Proon

On Thu, Jun 28, 2012 at 12:17 PM, Francois Margot <fmargot at andrew.cmu.edu>wrote:

> Hi Sepher:
>
> >
> > During the implementation of my branch-and-price algorithm I have
> > encountered a problem when while doing branching, in some nodes,  the
> > primal feasibility is being lost. I have tried to check the status by
> > using
> >
> > getLpProblemPointer()->lp_solver->initialSolve() and it seems that
> > initialSolve() is ending with an optimal solution where it is not the
> case
> > when getLpProblemPointer()->lp_solver->resolve() is used. In the latter
> > case, the optimal basis is not avaialble and the primal feasibility is
> > being lost, for example, I get the following messages
> >
> > LP: **** Processing NODE 7 on LEVEL 4 (dived) ****
> > LP: *** Starting iteration 1 ***
> > Clp0006I 0  Obj 1789 Primal inf 0.9999998 (2)
> > Clp0006I 1  Obj 1801
> > Clp0001I Primal infeasible - objective value 1801
> > LP:   Matrix size: 81 vars x 16 cuts
> > LP:   Solution value: 1801.0000 / 36 , 1
> > optimal basis is available ()  = 0
> > I should note that the during baranchig, I change the upper bounds of
> some
> > of variables, based on my branching decision and also I am not using
> > strong
> > branching. Also, it is not possible for my relaxed master problems to
> have
> > be primal infeasible because of the artificial variables that I have
> added
> > in the restricted master problem for having a feasibl solution in each
> > node
> > after branching.
> > The LP Solver that I am using is CLP and I am using Bcp-1.3.4 verision.
>
> Can you try to run this with Cplex for example instead of Clp? If the
> issue appears only with Clp, it might be related with the Clp tickets
>
> https://projects.coin-or.org/Clp/ticket/54
> https://projects.coin-or.org/Clp/ticket/55
>
> Francois
>
>
>


-- 
Sepehr Nemati
PhD Student
Department of Industrial Engineering
University of Pittsburgh
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