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    <div class="moz-cite-prefix">Matt,<br>
      <br>
      Fixed 2. (now says Lower or Upper)<br>
      <br>
      Not doing 1. for now - most likely probing in preprocessing -
      obviously you can switch off preprocessing.<br>
      <br>
      A less minor issue is that you want to solve this problem.  I
      would guess that there are 998,000 convexity rows for SOS - which
      is good for modeling but obviously not so good for the LP.  If
      they are convexity rows then it may be possible to take them out
      and add them back as cuts.<br>
      <br>
      If you want, I can look at (a slightly smaller) problem to see
      what can be done.<br>
      <br>
      John<br>
      <br>
      On 23/01/18 02:06, Matthew Galati wrote:<br>
    </div>
    <blockquote type="cite"
      cite="mid:8fbe4ead05c14eb391c466942f2a32b3@MERCMBX43R.na.SAS.com">
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        <p class="MsoNormal">Two minor issues. This is through the C++
          CBCModel API using the latest CBC.<o:p></o:p></p>
        <p class="MsoNormal"><o:p> </o:p></p>
        <ol style="margin-top:0in" start="1" type="1">
          <li class="MsoListParagraph"
            style="margin-left:0in;mso-list:l0 level1 lfo1">I set max
            time (1300 seconds), but CBC did not stop until after 19,900
            seconds.<o:p></o:p></li>
          <li class="MsoListParagraph"
            style="margin-left:0in;mso-list:l0 level1 lfo1">This is a
            maximization problem, but the final summary states “Lower
            bound” for the bound. It might be cleaner to just say
            “bound” – to avoid confusion.<o:p></o:p></li>
        </ol>
        <p class="MsoNormal"><o:p> </o:p></p>
        <p class="MsoNormal">command line - cbc -solve -quit -seconds
          1300 (default strategy 1)<o:p></o:p></p>
        <p class="MsoNormal">Continuous objective value is 1.88508e+09 -
          855.75 seconds<o:p></o:p></p>
        <p class="MsoNormal">Cgl0005I 998000 SOS with 13941976 members<o:p></o:p></p>
        <p class="MsoNormal">Cgl0004I processed model has 999000 rows,
          13941976 columns (13941976 integer
(13                                                                      
                                    941976 of which binary)) and
          26887952 elements<o:p></o:p></p>
        <p class="MsoNormal">Cutoff increment increased from 1e-05 to
          0.9999<o:p></o:p></p>
        <p class="MsoNormal">Cbc0020I Exiting on maximum time<o:p></o:p></p>
        <p class="MsoNormal">Cbc0005I Partial search - best objective
          1e+50 (best possible -1.885078e+09), to                     
                                                                           ok
          0 iterations and 0 nodes (19624.31 seconds)<o:p></o:p></p>
        <p class="MsoNormal">Cbc0035I Maximum depth 0, 0 variables fixed
          on reduced cost<o:p></o:p></p>
        <p class="MsoNormal">Cuts at root node changed objective from
          -1.88508e+09 to -1.88508e+09<o:p></o:p></p>
        <p class="MsoNormal">Probing was tried 0 times and created 0
          cuts of which 0 were active after
adding                                                                                                 
          rounds of cuts (0.000 seconds)<o:p></o:p></p>
        <p class="MsoNormal">Gomory was tried 0 times and created 0 cuts
          of which 0 were active after
adding                                                                                                 
          rounds of cuts (0.000 seconds)<o:p></o:p></p>
        <p class="MsoNormal">Knapsack was tried 0 times and created 0
          cuts of which 0 were active after addin                  
                                                                              g
          rounds of cuts (0.000 seconds)<o:p></o:p></p>
        <p class="MsoNormal">Clique was tried 0 times and created 0 cuts
          of which 0 were active after
          adding                                                                 
                                          rounds of cuts (0.000 seconds)<o:p></o:p></p>
        <p class="MsoNormal">MixedIntegerRounding2 was tried 0 times and
          created 0 cuts of which 0 were
activ                                                                                                
          e after adding rounds of cuts (0.000 seconds)<o:p></o:p></p>
        <p class="MsoNormal">FlowCover was tried 0 times and created 0
          cuts of which 0 were active after
addi                                                                                                
          ng rounds of cuts (0.000 seconds)<o:p></o:p></p>
        <p class="MsoNormal">TwoMirCuts was tried 0 times and created 0
          cuts of which 0 were active after
add                                                                                                
          ing rounds of cuts (0.000 seconds)<o:p></o:p></p>
        <p class="MsoNormal"><o:p> </o:p></p>
        <p class="MsoNormal">Result - Stopped on time limit<o:p></o:p></p>
        <p class="MsoNormal"><o:p> </o:p></p>
        <p class="MsoNormal">No feasible solution found<o:p></o:p></p>
        <p class="MsoNormal">Lower bound:                   
          1885078031.000<o:p></o:p></p>
        <p class="MsoNormal">Enumerated nodes:               0<o:p></o:p></p>
        <p class="MsoNormal">Total iterations:               0<o:p></o:p></p>
        <p class="MsoNormal">Time (CPU seconds):             19928.34<o:p></o:p></p>
        <p class="MsoNormal">Time (Wallclock seconds):       19973.07<o:p></o:p></p>
        <p class="MsoNormal"><o:p> </o:p></p>
        <p class="MsoNormal">Total time (CPU seconds):       19930.87  
          (Wallclock seconds):       19975.64<o:p></o:p></p>
      </div>
      <br>
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      <br>
      <pre wrap="">_______________________________________________
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</pre>
    </blockquote>
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