[BCP] Loss of Primal Fesibility when Branchig

Sepehr Nemati Proon sepehr.nemati at gmail.com
Wed Jun 27 20:18:05 EDT 2012


Hi,

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.

I appreciate any thoughts for this issue.

Thanks,
Sepehr Nemati
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