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<div class="moz-cite-prefix">James,<br>
<br>
I can see the problem. It is not just an SOS issue, although it
is most likely to occur there. In the Lp's solved in branch and
bound feasibility is a tolerance issue while for IPs/SOS it is a
yes-no issue.<br>
<br>
Throwing all fixed variables out of basis before solving LP would
fix problem, but has significant performance issues. I am
thinking (which hurts) and I think I will have to add an option so
that if integer/sos variables are "just infeasible" after a solve
then they will be made non-basic at bound and the problem
resolved. This option may add 1-2% to solution times.<br>
<br>
May take a few days.<br>
<br>
John Forrest<br>
On 14/05/18 19:03, James Howey wrote:<br>
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<p class="MsoNormal">I sent in an s2 issue yesterday.<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">Here is a slightly more reduced repro:<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">Maximize<o:p></o:p></p>
<p class="MsoNormal">b1y<o:p></o:p></p>
<p class="MsoNormal">SUBJECT TO<o:p></o:p></p>
<p class="MsoNormal">-agi + 0 m1 +32000 m2 + 1e8 m3 = 0<o:p></o:p></p>
<p class="MsoNormal">m1 + m2 + m3 = 1<o:p></o:p></p>
<p class="MsoNormal">-b1y +32000 m1 = 0<o:p></o:p></p>
<p class="MsoNormal">BOUNDS<o:p></o:p></p>
<p class="MsoNormal">agi = 1<o:p></o:p></p>
<p class="MsoNormal">m1 <= 1E+15<o:p></o:p></p>
<p class="MsoNormal">m2 <= 1E+15<o:p></o:p></p>
<p class="MsoNormal">m3 <= 1E+15<o:p></o:p></p>
<p class="MsoNormal">SOS<o:p></o:p></p>
<p class="MsoNormal">X: S2:: m1:1 m2:2 m3:3<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 latest trunk build:<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal" style="text-indent:.5in">cbc b1.lp
-preprocess off -solve -solu a –quit<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">comes up<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal" style="margin-left:.5in">Integer infeasible
- objective value -31999.99968000<o:p></o:p></p>
<p class="MsoNormal" style="margin-left:.5in"> 0
b1y 32000 0<o:p></o:p></p>
<p class="MsoNormal" style="margin-left:.5in"> 1
agi 1 0.00032<o:p></o:p></p>
<p class="MsoNormal" style="margin-left:.5in"> 2
m1 0.99999999 0<o:p></o:p></p>
<p class="MsoNormal" style="margin-left:.5in"> 3
m2 0 31989.76<o:p></o:p></p>
<p class="MsoNormal" style="margin-left:.5in"> 4
m3 1e-08 0<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">Where cplex says:<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal" style="margin-left:.5in">MIP - Integer
optimal solution: Objective = 3.1999000000e+04<o:p></o:p></p>
<p class="MsoNormal" style="margin-left:.5in">Solution time =
0.00 sec. Iterations = 0 Nodes = 0<o:p></o:p></p>
<p class="MsoNormal" style="margin-left:.5in">Deterministic time
= 0.01 ticks (6.71 ticks/sec)<o:p></o:p></p>
<p class="MsoNormal" style="margin-left:.5in"><o:p> </o:p></p>
<p class="MsoNormal" style="margin-left:.5in">CPLEX> display
solution variables *<o:p></o:p></p>
<p class="MsoNormal" style="margin-left:.5in">Incumbent solution<o:p></o:p></p>
<p class="MsoNormal" style="margin-left:.5in">Variable
Name Solution Value<o:p></o:p></p>
<p class="MsoNormal" style="margin-left:.5in">b1y
31999.000000<o:p></o:p></p>
<p class="MsoNormal" style="margin-left:.5in">agi
1.000000<o:p></o:p></p>
<p class="MsoNormal" style="margin-left:.5in">m1
0.999969<o:p></o:p></p>
<p class="MsoNormal" style="margin-left:.5in">m2
0.000031<o:p></o:p></p>
<p class="MsoNormal" style="margin-left:.5in">All other
variables matching '*' are 0.<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">If I change the 1e8 to 1e7, then both cbc
and cplex reach correct optimum of 31999.<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">Thanks for any attention you give this.<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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