[Cbc] Failure to satisfy an SOS2 constraint

[John Forrest]

Alexis,

I have (possibly) fixed preprocessing with SOS.  Have you a realistic 
problem I can test?

John Forrest


On 10/03/13 18:03, John Forrest wrote:
> Alexis,
>
> SOS seems to be a bit of a mess at present.  It looks as if writeLP 
> can't write SOS.  writeMps can but only if they were added as part of 
> an Osi object not directly into CbcModel!
>
> Was your code compiled optimized?  It should work using CbcMain0 but
> a) there was a bug so you couldn't pass in options properly.  I have 
> fixed in stable.  CbcMain1 does work.
> b) In debug mode SOS triggers an assert in preprocessing. Optimized 
> there would not have been an assert but it probably failed - hence 
> your result.
>
> As I said - a mess.
>
> I will look at preprocess assert.  Can you try using CbcMain1 or fixed 
> CbcMain0 and pass in
> -preprocess off -solve
>
> and see if that works.
>
> John Forrest
>
>
> On 08/03/13 22:18, Alexis Guigue wrote:
>> Hi,
>>
>> This is kind of a follow-up of my previous email <<Problem writing 
>> SOS2 constraint in the Lp file>>.
>> Here is the code again!
>>
>> ------------------------------------------------------------------------------------------------------------------------------------------------------------------ 
>>
>> // Create an OsiClpSolverInterface object
>> OsiClpSolverInterface    m_osiClpSolver;
>>
>> // Populate the solver
>> m_osiClpSolver.loadProblem(matrix, &m_vColLower[0], &m_vColUpper[0], 
>> &m_vObjCoef[0], &m_vSign[0], &m_vRHS[0], 0);
>>
>> // Set continuous variables
>> m_osiClpSolver.setContinuous(&m_vContVarIndex[0], 
>> (int)m_vContVarIndex.size());
>>
>> // Set column and row names
>> m_osiClpSolver.setIntParam(OsiNameDiscipline,2);
>> for(int i=0;i<(int)m_vRowName.size();i++) 
>> m_osiClpSolver.setRowName(i,m_vRowName[i]);
>> for(int i=0;i<(int)m_vColName.size();i++) 
>> m_osiClpSolver.setColName(i,m_vColName[i]);
>>
>> // Create the CbcModel object
>> CbcModel cbcModel(m_osiClpSolver);
>>
>> // Add sos2 constraint to CbcModel
>>  cbcModel.addObjects(...,...);
>>
>> // Optimize
>> cbcModel.branchAndBound();
>>
>> ------------------------------------------------------------------------------------------------------------------------------------------------------------------ 
>>
>>
>> This was my first version. I have a function after the optimization 
>> is completed that checks
>> that my SOS2 constraints are satisfied. It passes the test when I use 
>> cbcModel.branchAndBound();
>>
>> Now, I replace cbcModel.branchAndBound() with (standalone version)
>>
>>         CbcMain0(cbcModel);
>>         callCbc1("-solve -quit", cbcModel);
>>
>> One of my SOS2 constraint is not satisfied now. I have the impression 
>> that the SOS2 constraints
>> were not part of the optimization problem in the first place, this 
>> would explain why I am getting
>> at least not satisfied.
>>
>> Is my standalone code incorrect?
>>
>> Thanks in advance.
>>
>> Cheers
>>
>> Alexis
>>
>
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