<div dir="ltr">Sorry, I forgot to mention that I solve the 2 steps separately (I mean creating and filling a new cbcmodel object at each step) and using callCbc()</div><div class="gmail_extra"><br><div class="gmail_quote">2014-09-12 11:43 GMT+02:00 mg <span dir="ltr"><<a 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">Hi All,<div>sorry if I'm bothering you lately but I hope this issues reporting will lead to a better and better version of CBC :)</div><div><br></div><div>My problem is the following:</div><div><br></div><div>I have a quite complex MIP model, that usually has some "acceptable" infeasibilities.</div><div>So, I solve it in 2 steps :</div><div> - first step : I add some acceptable slacks in some constraints and the objective is to minimize these slacks</div><div> - second step : I modify the constraints right-hand-sides according to the slacks found in the previous step and run with the desired objective function.</div><div><br></div><div>This usually works great , but sometimes it happens that the second step fails in founding a solution or results in an infeasible problem even if feasibility pump seemed to find a solution that is finally discarded with the error : "On closer inspection - solution discarded".</div><div>Funny thing is, if I write the LP and re-run it in CBC, it works fine and the returned solution seems to be the one found and discarded in the previous run !</div><div><br></div><div>I think this is due to some floating-point accuracy problems (got lost in the lp conversion), but I have no idea how can I solve it...</div><div><br></div><div>Also, I would like to reproduce it and submit it to you, but it's quite complex, and, as I said, dumping the LP is not enough to reproduce the issue.</div><div><br></div><div>At the moment I'm running on this code revisions :</div><div>CBC : 2043</div><div>CGL: 1028<br></div><div>CLP : 2036<br></div><div>CoinUtils : 1721<br></div><div>(so it's almost the trunk version)</div><div><br></div><div>As soon as I can I'm going to try to run it on the trunk version and report the result.</div><div>In the meantime, do you have any suggestion ? For instance, some way to "increase" the tolerance in the second step ?</div><div><br></div><div>Thanks in advance,</div><div>Marco </div><div><br></div><div><br></div></div>
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