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<div class="moz-cite-prefix">Marco,<br>
<br>
On my first try, I was unable to reproduce the problem. Trying
slightly different versions and compiler optimization settings I
could. However by playing around I could also get a single solve
to fail to get correct answer.<br>
<br>
I think I have tracked down problem - in a cut generator -
CglGomory. In some situations it was producing a bad cut - a long
cut with small elements.<br>
<br>
So -<br>
<br>
a) try switching off Gomory cuts to see if it then gets correct
answer.<br>
b) use modified CglGomory.cpp which is now in Cbc/stable<br>
<br>
Hope that fixes problem.<br>
<br>
John Forrest<br>
<br>
On 26/02/14 11:20, mg wrote:<br>
</div>
<blockquote
cite="mid:CAOayR=YHb-ATrjLy2MV+pM+VVQDB2PaL4QHaDfX1seL1in2RXg@mail.gmail.com"
type="cite">
<div dir="ltr">
<div style="font-family:arial,sans-serif;font-size:13px">Hi
John,</div>
<span style="font-family:arial,sans-serif;font-size:13px">thanks
for the fast reply.</span>
<div style="font-family:arial,sans-serif;font-size:13px">
<br>
</div>
<div style="font-family:arial,sans-serif;font-size:13px">Attached
you can find a zip containing a piece of code that reproduce
the problem.</div>
<div style="font-family:arial,sans-serif;font-size:13px">Basically
int the main function I load the problem from model.lp file
then apply the strategy described in the previous mail.</div>
<div style="font-family:arial,sans-serif;font-size:13px"><br>
</div>
<div style="font-family:arial,sans-serif;font-size:13px">The
main assumptions for this strategy are:</div>
<div style="font-family:arial,sans-serif;font-size:13px">
<br>
</div>
<div style="font-family:arial,sans-serif;font-size:13px">- I
know a set of variables (variables2workon array in the code)
that I can set to 1 to get a feasible (even if not really
good) solution.</div>
<div style="font-family:arial,sans-serif;font-size:13px">
- Then, iteratively I try to set one of those variable to zero
and resolve the forced problem until I don't get any further
improvement.</div>
<div style="font-family:arial,sans-serif;font-size:13px">- Since
those variables are in the objective function with a quite
important cost, if we reduce the number of ones in this set,
we arrive really close to the optimum.</div>
<div style="font-family:arial,sans-serif;font-size:13px"><br>
</div>
<div style="font-family:arial,sans-serif;font-size:13px"><br>
</div>
<div style="font-family:arial,sans-serif;font-size:13px">If we
solve it fully (i.e not iteratively, by setting fullsolve=true
in the code) we get an obj=381.86216, while with the iterative
approach we get obj=383.118855<br>
</div>
<div style="font-family:arial,sans-serif;font-size:13px"><br>
</div>
<div style="font-family:arial,sans-serif;font-size:13px">I hope
I have been clear enough, anyway the code is commented and
should be pretty self-explanatory.</div>
<div style="font-family:arial,sans-serif;font-size:13px"><br>
</div>
<div style="font-family:arial,sans-serif;font-size:13px">The
version of CBC is the release 2.8.9.</div>
<div style="font-family:arial,sans-serif;font-size:13px">
<br>
</div>
<div style="font-family:arial,sans-serif;font-size:13px">Thanks,</div>
<div style="font-family:arial,sans-serif;font-size:13px"><br>
</div>
<div style="font-family:arial,sans-serif;font-size:13px">Marco</div>
</div>
<div class="gmail_extra"><br>
<br>
<div class="gmail_quote">2014-02-26 12:10 GMT+01:00 mg <span
dir="ltr"><<a moz-do-not-send="true"
href="mailto:giunto.cardanico@gmail.com" target="_blank">giunto.cardanico@gmail.com</a>></span>:<br>
<blockquote class="gmail_quote" style="margin:0 0 0
.8ex;border-left:1px #ccc solid;padding-left:1ex">
<div dir="ltr">
<div>Hi John,</div>
thanks for the fast reply.
<div><br>
</div>
<div>Attached you can find a small piece of code that
reproduce the problem.</div>
<div>Basically int the main function I load the problem
from model.lp file then apply the strategy described in
the previous mail.</div>
<div><br>
</div>
<div>The main assumptions for this strategy are:</div>
<div><br>
</div>
<div>- I know a set of variables (variables2workon array
in the code) that I can set to 1 to get a feasible (even
if not really good) solution.</div>
<div>- Then, iteratively I try to set one of those
variable to zero and resolve the forced problem until I
don't get any further improvement.</div>
<div>- Since those variables are in the objective function
with a quite important cost, if we reduce the number of
ones in this set, we arrive really close to the optimum.</div>
<div><br>
</div>
<div><br>
</div>
<div>If we solve it fully (i.e not iteratively, by setting
fullsolve=true in the code) we get an obj=381.86216,
while with the iterative approach we get obj=383.118855<br>
</div>
<div><br>
</div>
<div>I hope I have been clear enough, anyway the code is
commented and should be pretty self-explanatory.</div>
<div><br>
</div>
<div>Thanks,</div>
<div><br>
</div>
<div>Marco<br>
</div>
<div><br>
</div>
<div><br>
</div>
<div><br>
</div>
<div><br>
</div>
<div>Anyway, the code should be commented enough.</div>
<div><br>
</div>
<div><br>
</div>
<div><br>
</div>
<div><br>
</div>
<div><br>
</div>
</div>
<div class="gmail_extra"><br>
<br>
<div class="gmail_quote">2014-02-25 16:51 GMT+01:00 John
Forrest <span dir="ltr"><<a moz-do-not-send="true"
href="mailto:john.forrest@fastercoin.com"
target="_blank">john.forrest@fastercoin.com</a>></span>:<br>
<blockquote class="gmail_quote" style="margin:0 0 0
.8ex;border-left:1px #ccc solid;padding-left:1ex">
<div>
<div class="h5">
<div text="#000000" bgcolor="#FFFFFF">
<div>Marco,
<div><br>
<br>
On 25/02/14 14:22, mg wrote:<br>
</div>
</div>
<div>
<blockquote type="cite">
<div dir="ltr"><br>
<div><br>
</div>
<div>I suspect that restoring only the
column bounds between each intermediate
solve is not enough to guarantee that
the problem remains equal to the
original... </div>
<div>should I also remove the cuts added
during the intermediate steps ? <br>
</div>
</div>
</blockquote>
<br>
</div>
Any cuts generated will be invalid - but they
may be removed anyway.<br>
<blockquote type="cite">
<div dir="ltr">
<div>Something else ?</div>
</div>
</blockquote>
Very likely.<br>
<br>
I can try and code something to reproduce
problem - if you have some code you can send me
then I would be more likely to get around to
checking things out.<br>
<br>
<blockquote type="cite">
<div dir="ltr">Thanks in advance,
<div>Marco</div>
<div><br>
<span><font color="#888888"> </font></span></div>
<span><font color="#888888"> </font></span></div>
<span><font color="#888888"> </font></span></blockquote>
<span><font color="#888888"> John Forrest<br>
<br>
</font></span></div>
<br>
</div>
</div>
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