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<div style="direction: ltr;font-family: Tahoma;color: #000000;font-size: 10pt;">You can use a SOS1:<br>
First add a binary variable "has_no_change" and add the constraint<br>
has_no_change + has_change = 1<br>
Then your c1 can be replaced with a SOS1 containing change_amount and has_no_change.<br>
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If you need to force has_change = 0 if change_amount = 0 you still need c0 (or something similar). Often this is not necessary, e.g. if has_change does not show up in any other constraint and has a positive coefficient in the objective (assuming minimization).<br>
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<div id="divRpF27868" style="direction: ltr;"><font face="Tahoma" size="2" color="#000000"><b>Von:</b> Cbc [cbc-bounces@coin-or.org]" im Auftrag von "Rhavar [rhavar@protonmail.com]<br>
<b>Gesendet:</b> Freitag, 29. Dezember 2017 16:04<br>
<b>An:</b> John Forrest<br>
<b>Cc:</b> cbc@list.coin-or.org<br>
<b>Betreff:</b> Re: [Cbc] Suboptimal solution as optimal?<br>
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<div>A bit of a tangent, but the reason the model is "not well scaled" is because I have two variables:<br>
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<div>change_amount (a number saying how much change will be created)<br>
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<div>has_change (a binary 0 or 1, saying if there's change)<br>
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<div>and I need to constrain these two things together. The only way I could think of was by creating two different constraints:<br>
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<div>c0: + change_amount - has_change >= 0<br>
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<div>c1: + 2100000000000000 has_change - change_amount >= 0<br>
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<div>Which in a high level language would be:<br>
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<div>let has_change = change_amount > 0<br>
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<div>(the reason I use 2.1e14 is because it's a max theoretical amount change could ever be. Although in practice, it's several orders of magnitude less).<br>
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<div>Is there a smarter way of doing what I'm trying to do?</div>
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<div>-Ryan<br>
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<div>-------- Original Message --------<br>
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<div>Subject: Re: [Cbc] Suboptimal solution as optimal?<br>
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<div>Local Time: December 29, 2017 4:39 AM<br>
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<div>UTC Time: December 29, 2017 10:39 AM<br>
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<div>From: john.forrest@fastercoin.com<br>
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<div>To: cbc@list.coin-or.org<br>
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<div>Fixed hopefully - stable and trunk.<br>
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<div>The original model is not well scaled - one element was 2.1e14 and even after preprocessing the problem had to be solved applying scaling factors. The small fast branch and bound is deliberately a bit forgiving on this. When the code thinks it has got
a solution it double checks. In this case it did that and threw that solution out - but it had left some variables fixed when they should not have been.<br>
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<div>John Forrest<br>
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<div>On 28/12/17 18:30, John Forrest wrote:<br>
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<div>Ryan,<br>
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<div>Bug in Cbc. My first try gave correct result, but I managed to get error. For small problems, Cbc will do a simpler faster branch and bound on a portion of the tree. This is returning infeasible - I will look into it.<br>
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<div>If you add -depth -100 (which means only go into this simpler version at depth 100) then all looked fine.<br>
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<div>John Forrest<br>
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<div>On 27/12/17 18:37, Rhavar wrote:<br>
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<div>I have a problem:<br>
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<div><a href="https://urldefense.proofpoint.com/v2/url?u=https-3A__gist.github.com_RHavar_dfb9de631363ecb9e1c326fff5ebd09b&d=DwMDaQ&c=Ngd-ta5yRYsqeUsEDgxhcqsYYY1Xs5ogLxWPA_2Wlc4&r=js2M0T-3OIMIVDvokcKjokJbk0F8QOCd0mT4FsVFE88&m=S4VZrfTJ9vrNsPyEyqDoTZUqb0eG9rdZ8l7-jr8EA9Y&s=dWErV9QjwaNhpQZZkV1ZmdJ_Ofpqgb80lh0-5ORAiSU&e=" target="_blank">https://gist.github.com/RHavar/dfb9de631363ecb9e1c326fff5ebd09b</a><br>
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<div>(lp file and solution file attached)<br>
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<div>In the solution it says: "Optimal - objective value" but I think I have found a superior solution by hand:<br>
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<div><span class="s1"><span class="Apple-converted-space"> </span>o6 = 1</span><br>
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<div>i22 = 1<br>
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<div>Which gives a better objective (<span class="s1">70 instead of </span>825)<br>
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<div>--<br>
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<div>So I guess my question is, does "Optimal - objective value" mean that it's guaranteed to be the optimal solution? Or am I doing something wrong? Or is there a bug in cbc? <br>
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<div>-Ryan<br>
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<pre>_______________________________________________
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<pre>_______________________________________________
Cbc mailing list
<a class="moz-txt-link-abbreviated" href="mailto:Cbc@list.coin-or.org" target="_blank">Cbc@list.coin-or.org</a>
<a class="moz-txt-link-freetext" href="https://urldefense.proofpoint.com/v2/url?u=https-3A__list.coin-2Dor.org_mailman_listinfo_cbc&d=DwICAg&c=Ngd-ta5yRYsqeUsEDgxhcqsYYY1Xs5ogLxWPA_2Wlc4&r=js2M0T-3OIMIVDvokcKjokJbk0F8QOCd0mT4FsVFE88&m=S4VZrfTJ9vrNsPyEyqDoTZUqb0eG9rdZ8l7-jr8EA9Y&s=SVcz-BvCf0RgvZrRQQxyV89AGoSkVGhfQhv4tx1JKV4&e=" target="_blank">https://urldefense.proofpoint.com/v2/url?u=https-3A__list.coin-2Dor.org_mailman_listinfo_cbc&d=DwICAg&c=Ngd-ta5yRYsqeUsEDgxhcqsYYY1Xs5ogLxWPA_2Wlc4&r=js2M0T-3OIMIVDvokcKjokJbk0F8QOCd0mT4FsVFE88&m=S4VZrfTJ9vrNsPyEyqDoTZUqb0eG9rdZ8l7-jr8EA9Y&s=SVcz-BvCf0RgvZrRQQxyV89AGoSkVGhfQhv4tx1JKV4&e=</a>
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