[Cbc] Correct solving of problem with SOS only

[Kish Shen]

Hi,

I have had a report of an incorrect solution with using SOS (SOS1) with 
CBC, in that the SOS constraint is not respected (i.e. all the variables 
specified in the SOS have non-zero solution values).

It turns out that this happens when no 'normal' constraints are 
specified for the problem. Here is a problem that produces the incorrect 
solution:

Objective: -2*X1*X2*X3

SOS1 for X1,X2,X3

Bounds for X1,X2,X3 are 0.0..1.0

The solution sets X1,X2,X3 to 1.0, violating the SOS.

Also, for the above problem, I get the message

Cbc3007W No integer variables - nothing to do

(I only get this on some platforms I tried the problem on, this might be 
due to running with different versions of CBC)

If I then add the specification that X1,X2,X3 are integers, I still get 
the same incorrect solution, but not the 'No integer variables' warning.

If a redundant constraint is added to the problem,  e.g.

X1+X2+X3 >= 0.1

then it is solved correctly.

It looks like CBC decided that the MIP search does not have to be done 
as there are no constraints. I have checked the running of the code,
and the SOS is added to the problem:

mipobjects = new CbcSOS(...);

and then

CbcMain0(*model);
...
model->addObjects(nsos, mipobjects);
...
CbcMain1(...);

 From what I can tell, the 'No integer variables' warning comes before 
addObjects is called, so I assume it is during the call to CbcMain0 (I 
can't be sure as I have gdb stopping at the addObjects call, but the 
message only appear later over some trivial code, before CbcMain1 is 
called, I assume the message was delayed because the buffer was not 
flushed).

The version of Cbc I am using is 2.7, downloaded about a year ago.

I can provide the full code I used to generate this problem, if required.

Is this a problem with CbcSlover, or is it a problem with the way I am 
calling the routines? I don't think I can call model->addObjects() 
before CbcMain0(*model). Is this correct?

Thanks in advance for any information/help!

Cheers,

Kish Shen