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<div class="moz-cite-prefix">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:<br>
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<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;font-family:"DejaVu Sans
Mono";color:#323232;border:none windowtext
1.0pt;padding:0in">pwl1: y = x 0.5 (0, 0) (1, 1) (2, 4) 2.0
</span><span style="font-size:9.0pt;font-family:"DejaVu
Sans Mono";color:#323232"><o:p></o:p></span></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>
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