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<div class="moz-cite-prefix">James,</div>
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<div class="moz-cite-prefix">The problem is that the final solve
does not use presolve so problem is large. Normally this doesn't
matter but in your case it does. I am thinking about the best
thing to do, but here are two solutions -</div>
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<div class="moz-cite-prefix">1) In CbcSolver.cpp look for <br>
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<div class="moz-cite-prefix">originalSolver->setBasis(*basis);</div>
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<div class="moz-cite-prefix">and add</div>
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originalSolver->setHintParam(OsiDoPresolveInResolve, true,
OsiHintTry);</div>
<div class="moz-cite-prefix"><br>
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<div class="moz-cite-prefix">This may be what will be changed in
code.</div>
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<div class="moz-cite-prefix">2) I have committed to
trunk/Cbc/examples presolveBefore.cpp</div>
<div class="moz-cite-prefix"><br>
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<div class="moz-cite-prefix">This also works. If you add</div>
<div class="moz-cite-prefix">#define SAVE_MEMORY</div>
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<div class="moz-cite-prefix">then it should use less memory which
may fix your other problems.</div>
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<div class="moz-cite-prefix">John Forrest<br>
</div>
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<div class="moz-cite-prefix">On 17/05/2019 16:09, James Levis wrote:<br>
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<blockquote type="cite"
cite="mid:CAGQPxXwc=GFOanz64H9BHuhOQ=ZY1fw2863FHH80CqwF=LDWLw@mail.gmail.com">
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<div dir="ltr"><span
style="color:rgb(36,41,46);font-family:-apple-system,BlinkMacSystemFont,"Segoe
UI",Helvetica,Arial,sans-serif,"Apple Color
Emoji","Segoe UI Emoji","Segoe UI
Symbol";font-size:14px">I am reading a problem where the
LP relaxation is also integer optimal. clp solves the problem
in ~12 s. CPLEX solves the whole problem in several seconds.</span>
<div><font face="-apple-system, BlinkMacSystemFont, Segoe UI,
Helvetica, Arial, sans-serif, Apple Color Emoji, Segoe UI
Emoji, Segoe UI Symbol" color="#24292e"><span
style="font-size:14px"><br>
</span></font>
<p
style="box-sizing:border-box;margin-bottom:16px;margin-top:0px;color:rgb(36,41,46);font-family:-apple-system,BlinkMacSystemFont,"Segoe
UI",Helvetica,Arial,sans-serif,"Apple Color
Emoji","Segoe UI Emoji","Segoe UI
Symbol";font-size:14px">CBC finds the LP solution in
1.8 s, and acknowledges that it is the optimal solution (<code
style="box-sizing:border-box;font-family:SFMono-Regular,Consolas,"Liberation
Mono",Menlo,Courier,monospace;font-size:11.9px;background-color:rgba(27,31,35,0.05);border-radius:3px;margin:0px;padding:0.2em
0.4em">Cbc3007W No integer variables - nothing to do</code>),
but then the root cuts change the optimal value by ~300
orders of magnitude (<code
style="box-sizing:border-box;font-family:SFMono-Regular,Consolas,"Liberation
Mono",Menlo,Courier,monospace;font-size:11.9px;background-color:rgba(27,31,35,0.05);border-radius:3px;margin:0px;padding:0.2em
0.4em">Cuts at root node changed objective from
1.25864e+08 to -1.79769e+308</code>). It then starts the
search with a large negative value (<code
style="box-sizing:border-box;font-family:SFMono-Regular,Consolas,"Liberation
Mono",Menlo,Courier,monospace;font-size:11.9px;background-color:rgba(27,31,35,0.05);border-radius:3px;margin:0px;padding:0.2em
0.4em">200 Obj -1.0630244e+15 Primal inf 3.6043524e+12
(98)</code>), and works back to the actual optimal value
over the course of nearly an hour (3119 s).</p>
<p
style="box-sizing:border-box;margin-bottom:16px;margin-top:0px;color:rgb(36,41,46);font-family:-apple-system,BlinkMacSystemFont,"Segoe
UI",Helvetica,Arial,sans-serif,"Apple Color
Emoji","Segoe UI Emoji","Segoe UI
Symbol";font-size:14px">It also states that zero nodes
were enumerated and zero iterations were performed.</p>
<p
style="box-sizing:border-box;margin-bottom:16px;margin-top:0px;color:rgb(36,41,46);font-family:-apple-system,BlinkMacSystemFont,"Segoe
UI",Helvetica,Arial,sans-serif,"Apple Color
Emoji","Segoe UI Emoji","Segoe UI
Symbol";font-size:14px">Can anyone tell me what is
going on and how to avoid it? In general, the LP relaxation
will not be integer optimal, so I can't just use clp.</p>
<p
style="box-sizing:border-box;margin-bottom:16px;margin-top:0px;color:rgb(36,41,46);font-family:-apple-system,BlinkMacSystemFont,"Segoe
UI",Helvetica,Arial,sans-serif,"Apple Color
Emoji","Segoe UI Emoji","Segoe UI
Symbol";font-size:14px">Selected prompt inputs and
outputs are provided below:</p>
<pre style="box-sizing:border-box;font-family:SFMono-Regular,Consolas,"Liberation Mono",Menlo,Courier,monospace;font-size:11.9px;margin-top:0px;background-color:rgb(246,248,250);border-radius:3px;line-height:1.45;overflow:auto;padding:16px;color:rgb(36,41,46);margin-bottom:0px"><code style="box-sizing:border-box;font-family:SFMono-Regular,Consolas,"Liberation Mono",Menlo,Courier,monospace;background:transparent;border-radius:3px;margin:0px;padding:0px;border:0px;word-break:normal;display:inline;line-height:inherit;overflow:visible">`C:\my_directory>cbc
Welcome to the CBC MILP Solver
Version: Trunk (unstable)
Build Date: May 3 2019
CoinSolver takes input from arguments ( - switches to stdin)
Enter ? for list of commands or help
Coin:import SF_STD.lp
Coin:solv
Continuous objective value is 1.25864e+08 - 1.83 seconds
Cgl0002I 6 variables fixed
Cgl0004I processed model has 18298 rows, 19156 columns (0 integer (0 of which binary)) and 137182 elements
Cbc3007W No integer variables - nothing to do
Cuts at root node changed objective from 1.25864e+08 to -1.79769e+308
....
Perturbing problem by 0.001% of 0.0057290012 - largest nonzero change 0 ( 0%) - largest zero change 1.0005696e-05
0 Obj 1.2586431e+08 Primal inf 3829487.6 (43) Dual inf 636.78239 (1) w.o. free dual inf (0)
200 Obj -1.0630244e+15 Primal inf 3.6043524e+12 (98)
...
272255 Obj 1.2586085e+08
Optimal - objective value 1.2586431e+08
Optimal - objective value 1.2586431e+08
Result - Optimal solution found
Objective value: 125864307.31267282
Enumerated nodes: 0
Total iterations: 0
Time (CPU seconds): 3119.13
Time (Wallclock seconds): 3119.13</code></pre>
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