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<p class="MsoNormal"><span lang="EN-US" style="mso-fareast-language:EN-US">Hi!<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="mso-fareast-language:EN-US"><o:p> </o:p></span></p>
<ol style="margin-top:0cm" start="1" type="1">
<li class="MsoListParagraph" style="margin-left:0cm;mso-list:l0 level1 lfo1"><span lang="EN-US" style="mso-fareast-language:EN-US">How can a SOS1 constraint be defined in the model/lp text file?<br>
<br>
<o:p></o:p></span></li><li class="MsoListParagraph" style="margin-left:0cm;mso-list:l0 level1 lfo1"><span lang="EN-US" style="mso-fareast-language:EN-US">Is a SOS1 constraint handled more efficiently than a constraint of type
<o:p></o:p></span></li></ol>
<p class="MsoNormal" style="margin-left:54.0pt"><span lang="EN-US" style="mso-fareast-language:EN-US">MyBinaryVariable1 + MyBinaryVariable2 + … + MyBinaryVariableN <=0 ?<o:p></o:p></span></p>
<p class="MsoNormal" style="margin-left:35.4pt"><span lang="EN-US" style="mso-fareast-language:EN-US"><o:p> </o:p></span></p>
<p class="MsoNormal" style="margin-left:54.0pt"><span lang="EN-US" style="mso-fareast-language:EN-US"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="mso-fareast-language:EN-US"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="mso-fareast-language:EN-US"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span lang="EN-US" style="color:green">Best regards,<o:p></o:p></span></p>
<p class="MsoNormal"><span style="color:green">Bjørn Sigurd<o:p></o:p></span></p>
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<p class="MsoNormal"><span lang="EN-US" style="mso-fareast-language:EN-US"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="mso-fareast-language:EN-US"><o:p> </o:p></span></p>
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<p class="MsoNormal"><b><span lang="EN-US">From:</span></b><span lang="EN-US"> Cbc [mailto:cbc-bounces@coin-or.org]
<b>On Behalf Of </b>Tobias Stengel<br>
<b>Sent:</b> fredag 29. desember 2017 21:49<br>
<b>To:</b> Rhavar <rhavar@protonmail.com><br>
<b>Cc:</b> cbc@list.coin-or.org<br>
<b>Subject:</b> Re: [Cbc] Suboptimal solution as optimal?<o:p></o:p></span></p>
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<p class="MsoNormal"><span lang="EN-US"><o:p> </o:p></span></p>
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<p class="MsoNormal" style="margin-bottom:12.0pt"><span style="font-size:10.0pt;font-family:"Tahoma",sans-serif;color:black">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>
<br>
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>
<br>
<o:p></o:p></span></p>
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<p class="MsoNormal" style="margin-bottom:12.0pt"><b><span style="font-size:10.0pt;font-family:"Tahoma",sans-serif;color:black">Von:</span></b><span style="font-size:10.0pt;font-family:"Tahoma",sans-serif;color:black"> 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> <a href="mailto:cbc@list.coin-or.org">cbc@list.coin-or.org</a><br>
<b>Betreff:</b> Re: [Cbc] Suboptimal solution as optimal?</span><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">A bit of a tangent, but the reason the model is "not well scaled" is because I have two variables:<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">change_amount (a number saying how much change will be created)<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">has_change (a binary 0 or 1, saying if there's change)<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">and I need to constrain these two things together. The only way I could think of was by creating two different constraints:<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">c0: + change_amount - has_change >= 0<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">c1: + 2100000000000000 has_change - change_amount >= 0<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">Which in a high level language would be:<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">let has_change = change_amount > 0<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">(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).<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">Is there a smarter way of doing what I'm trying to do?<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">---<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">-Ryan<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">-------- Original Message --------<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">Subject: Re: [Cbc] Suboptimal solution as optimal?<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">Local Time: December 29, 2017 4:39 AM<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">UTC Time: December 29, 2017 10:39 AM<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">From:
<a href="mailto:john.forrest@fastercoin.com">john.forrest@fastercoin.com</a><o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">To:
<a href="mailto:cbc@list.coin-or.org">cbc@list.coin-or.org</a><o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">Fixed hopefully - stable and trunk.<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">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.<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">John Forrest<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">On 28/12/17 18:30, John Forrest wrote:<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">Ryan,<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">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.<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">If you add -depth -100 (which means only go into this simpler version at depth 100) then all looked fine.<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">John Forrest<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">On 27/12/17 18:37, Rhavar wrote:<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">I have a problem:<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><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><o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">(lp file and solution file attached)<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">In the solution it says: "Optimal - objective value" but I think I have found a superior solution by hand:<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span class="apple-converted-space"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"> </span></span><span class="s1"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">o6 = 1</span></span><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">i22 = 1<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">Which gives a better objective (<span class="s1">70 instead of </span>825)<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">--<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">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? <o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black">-Ryan<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<pre><span style="color:black">_______________________________________________<o:p></o:p></span></pre>
<pre><span style="color:black">Cbc mailing list<o:p></o:p></span></pre>
<pre><span style="color:black"><a href="mailto:Cbc@list.coin-or.org" target="_blank">Cbc@list.coin-or.org</a><o:p></o:p></span></pre>
<pre><span style="color:black"><a href="https://urldefense.proofpoint.com/v2/url?u=https-3A__list.coin-2Dor.org_mailman_listinfo_cbc&d=DwMDaQ&c=Ngd-ta5yRYsqeUsEDgxhcqsYYY1Xs5ogLxWPA_2Wlc4&r=js2M0T-3OIMIVDvokcKjokJbk0F8QOCd0mT4FsVFE88&m=S4VZrfTJ9vrNsPyEyqDoTZUqb0eG9rdZ8l7-jr8EA9Y&s=SVcz-BvCf0RgvZrRQQxyV89AGoSkVGhfQhv4tx1JKV4&e=" target="_blank">https://list.coin-or.org/mailman/listinfo/cbc</a><o:p></o:p></span></pre>
<pre><span style="color:black"><o:p> </o:p></span></pre>
</blockquote>
<p><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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<pre><span style="color:black">_______________________________________________<o:p></o:p></span></pre>
<pre><span style="color:black">Cbc mailing list<o:p></o:p></span></pre>
<pre><span style="color:black"><a href="mailto:Cbc@list.coin-or.org" target="_blank">Cbc@list.coin-or.org</a><o:p></o:p></span></pre>
<pre><span style="color:black"><a 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> <o:p></o:p></span></pre>
<pre><span style="color:black"><o:p> </o:p></span></pre>
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<p><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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