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</o:shapelayout></xml><![endif]--></head><body bgcolor=white lang=EN-US link="#0563C1" vlink="#954F72"><div class=WordSection1><p class=MsoNormal><span style='color:#1F497D'>I applied the fix and am currently experiencing superior headroom. Thanks.<o:p></o:p></span></p><p class=MsoNormal><span style='color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><span style='color:#1F497D'>Note that Preprocess must be disabled to take advantage of higher values.<o:p></o:p></span></p><p class=MsoNormal><span style='color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><span style='color:#1F497D'>As to pre/post slope, I was sadly unable to get the example working. I took some liberties filling in extra bits. There was a missing sign in the y computation which I arbitrarily provided:<o:p></o:p></span></p><p class=MsoNormal><span style='color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><span style='color:#1F497D'>MINIMIZE<o:p></o:p></span></p><p class=MsoNormal><span style='color:#1F497D'>y<o:p></o:p></span></p><p class=MsoNormal><span style='color:#1F497D'>SUBJECT TO<o:p></o:p></span></p><p class=MsoNormal><span style='color:#1F497D'>-y + 0.5 xpre + x1 + 4 x2 +2 xpost = 0<o:p></o:p></span></p><p class=MsoNormal><span style='color:#1F497D'>-x + xpre + x0 + x1 + x2 + xpost = 0<o:p></o:p></span></p><p class=MsoNormal><span style='color:#1F497D'>xpre + x0 + x1 + x2 + xpost = 1<o:p></o:p></span></p><p class=MsoNormal><span style='color:#1F497D'>BOUNDS<o:p></o:p></span></p><p class=MsoNormal><span style='color:#1F497D'>x = 1.5<o:p></o:p></span></p><p class=MsoNormal><span style='color:#1F497D'>xpre free<o:p></o:p></span></p><p class=MsoNormal><span style='color:#1F497D'>SOS<o:p></o:p></span></p><p class=MsoNormal><span style='color:#1F497D'>set: S2:: xpre:-10 x0:0 x1:1 x2:2 xpost:10<o:p></o:p></span></p><p class=MsoNormal><span style='color:#1F497D'>END<o:p></o:p></span></p><p class=MsoNormal><span style='color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><span style='color:#1F497D'>What I actually seek would be represented in the cplex pre/post slope nomenclature as:<o:p></o:p></span></p><p class=MsoNormal><span style='color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal>pwl1: y = x 0.0 (32000, 12000) (44000, 0) 0.0<o:p></o:p></p><p class=MsoNormal>x free<o:p></o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal>You may recognize this from your taxable social security computation <span style='font-family:Wingdings'>J</span>. Looks like it should be obvious, but my brain is weak.<o:p></o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal>Thanks again,<o:p></o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal>jkh<o:p></o:p></p><p class=MsoNormal><span style='color:#1F497D'><o:p> </o:p></span></p><div><div style='border:none;border-top:solid #E1E1E1 1.0pt;padding:3.0pt 0in 0in 0in'><p class=MsoNormal><b><span style='color:windowtext'>From:</span></b><span style='color:windowtext'> Cbc [mailto:cbc-bounces@coin-or.org] <b>On Behalf Of </b>John Forrest<br><b>Sent:</b> Thursday, February 22, 2018 4:15 AM<br><b>To:</b> cbc@list.coin-or.org<br><b>Subject:</b> Re: [Cbc] sos2 and preprocess<o:p></o:p></span></p></div></div><p class=MsoNormal><o:p> </o:p></p><div><p class=MsoNormal>James,<br><br>It was a "minor" bug in CbcSOS where the integer tolerance was used when it should be an absolute zero/non-zero.<br><br>Hopefully fixed in trunk. You can just copy over CbcSOS.cpp if using stable.<br><br>As to "preslope" etc - I am not sure it is worth effort of implementing in that way.<br><br>The example of -<br><br>pwl1: y = x 0.5 (0, 0) (1, 1) (2, 4) 2.0<br><br>can be implemented (I hope I haven't made a stupid mistake) as<br><br>-y 0.5 xpre + x1 + 4 x2 +2 xpost = 0<br>-x + xpre + x0 + x1 + x2 + xpost = 0 <br>BOUNDS<br>x free<br>xpre free<br>SOS<br>set: S2:: xpre:-10 x0:0 x1:1 x2:2 xpost:10 <br><br>John Forrest<br><br>On 22/02/18 01:13, James Howey wrote:<span style='font-size:12.0pt'><o:p></o:p></span></p></div><blockquote style='margin-top:5.0pt;margin-bottom:5.0pt'><p class=MsoNormal>I am modeling a simple piecewise linear problem with an sos2:<o:p></o:p></p><p class=MsoNormal> <o:p></o:p></p><p class=MsoNormal>MINIMIZE<o:p></o:p></p><p class=MsoNormal>sol<o:p></o:p></p><p class=MsoNormal>SUBJECT TO<o:p></o:p></p><p class=MsoNormal>-sol + 32000 L1 +0 L2 + 0 L3 = 0<o:p></o:p></p><p class=MsoNormal>-x +0 L1 +32000 L2 + 1E8 L3 = 0<o:p></o:p></p><p class=MsoNormal>L1 + L2 + L3 = 1<o:p></o:p></p><p class=MsoNormal>BOUNDS<o:p></o:p></p><p class=MsoNormal>x = 50000<o:p></o:p></p><p class=MsoNormal>SOS<o:p></o:p></p><p class=MsoNormal>set1: S2:: L1:2 L2:3 L3:4<o:p></o:p></p><p class=MsoNormal>END<o:p></o:p></p><p class=MsoNormal> <o:p></o:p></p><p class=MsoNormal>With the upper bound for x set at 1e8 and preprocess on, this comes up proven infeasible.<o:p></o:p></p><p class=MsoNormal>With the upper bound for x set at 1e 8 and preprocess off, this comes up with an optimum.<o:p></o:p></p><p class=MsoNormal>With the upper bound for x set at 1e 10 and preprocess off, this comes up with an optimum.<o:p></o:p></p><p class=MsoNormal>With the upper bound for x set at 1e 11 and preprocess off, this comes up proven infeasible.<o:p></o:p></p><p class=MsoNormal>With the upper bound for x set at 1e7 and preprocess on or off, this comes up with an optimum.<o:p></o:p></p><p class=MsoNormal> <o:p></o:p></p><p class=MsoNormal>1e7 seems a little small, particularly if coefficients are O(1e5). I can work with 1e10, but I believe I would miss having preprocess. I would happily apply any fix that allowed me to slacken these constraints.<o:p></o:p></p><p class=MsoNormal> <o:p></o:p></p><p class=MsoNormal>My larger difficulty is that I don’t know how to model the “preslope” and “postslope” attributes as does cplex in their PWL section (lp format here):<o:p></o:p></p><p class=MsoNormal> <o:p></o:p></p><p class=MsoNormal style='background:#ECECEC;vertical-align:baseline'><span style='font-size:10.0pt'>pwl1: y = x 0.5 (0, 0) (1, 1) (2, 4) 2.0 </span><o:p></o:p></p><p class=MsoNormal> <o:p></o:p></p><p class=MsoNormal>My present problem occurs when I try to model postslope with an arbitrarily large bound. If there was a clever way to do this without the big bound, then all my problems would disappear and all my dreams would come true.<o:p></o:p></p><p class=MsoNormal> <o:p></o:p></p><p class=MsoNormal>Thanks for listening<o:p></o:p></p><p class=MsoNormal> <o:p></o:p></p><p class=MsoNormal>jkh<o:p></o:p></p><p class=MsoNormal><span style='font-size:12.0pt;font-family:"Times New Roman",serif'><br><br><br><o:p></o:p></span></p><pre>_______________________________________________<o:p></o:p></pre><pre>Cbc mailing list<o:p></o:p></pre><pre><a href="mailto:Cbc@list.coin-or.org">Cbc@list.coin-or.org</a><o:p></o:p></pre><pre><a href="https://urldefense.proofpoint.com/v2/url?u=https-3A__list.coin-2Dor.org_mailman_listinfo_cbc&d=DwMD-g&c=Ngd-ta5yRYsqeUsEDgxhcqsYYY1Xs5ogLxWPA_2Wlc4&r=TNTf22dccgjfhN9Y2JzsFSJ7NwRGIuNRtJlW92g0GOA&m=3I7-N68tWAAhGT_YIhxv2DSudaOkPnnZjGU_RD3KqF4&s=W1xoc44PZsYdsEv2YylNEltrddkBsaKm4f8f6X9FzM8&e=">https://list.coin-or.org/mailman/listinfo/cbc</a><o:p></o:p></pre></blockquote><p><o:p> </o:p></p></div></body></html>