<div dir="ltr"><div dir="ltr">Thanks for the reply.<div><br></div><div>I actually the problem is presolve. If I turn preprocess off, then it solves in a reasonable time.</div><div><div dir="ltr" class="gmail_signature" data-smartmail="gmail_signature"><div dir="ltr"><div><div dir="ltr"><div><div dir="ltr"><div><div dir="ltr"><div><div dir="ltr" style="font-size:12.8px"><div><br></div></div></div></div></div></div></div></div></div></div></div></div></div><br><div class="gmail_quote"><div dir="ltr" class="gmail_attr">On Sat, May 18, 2019 at 6:35 PM <<a href="mailto:cbc-request@coin-or.org">cbc-request@coin-or.org</a>> wrote:<br></div><blockquote class="gmail_quote" style="margin:0px 0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);padding-left:1ex">Send Cbc mailing list submissions to<br>
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Today's Topics:<br>
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1. Re: Problem with root cuts when LP relaxation is integer<br>
optimal (John Forrest)<br>
<br>
<br>
----------------------------------------------------------------------<br>
<br>
Message: 1<br>
Date: Sat, 18 May 2019 13:37:09 +0100<br>
From: John Forrest <<a href="mailto:john.forrest@fastercoin.com" target="_blank">john.forrest@fastercoin.com</a>><br>
To: <a href="mailto:cbc@list.coin-or.org" target="_blank">cbc@list.coin-or.org</a><br>
Subject: Re: [Cbc] Problem with root cuts when LP relaxation is<br>
integer optimal<br>
Message-ID: <<a href="mailto:34c0d266-8501-fee6-028e-7788acb0c608@fastercoin.com" target="_blank">34c0d266-8501-fee6-028e-7788acb0c608@fastercoin.com</a>><br>
Content-Type: text/plain; charset="utf-8"; Format="flowed"<br>
<br>
James,<br>
<br>
The problem is that the final solve does not use presolve so problem is <br>
large.? Normally this doesn't matter but in your case it does.? I am <br>
thinking about the best thing to do, but here are two solutions -<br>
<br>
1) In CbcSolver.cpp look for<br>
<br>
originalSolver->setBasis(*basis);<br>
<br>
and add<br>
<br>
originalSolver->setHintParam(OsiDoPresolveInResolve, true, OsiHintTry);<br>
<br>
This may be what will be changed in code.<br>
<br>
2) I have committed to trunk/Cbc/examples presolveBefore.cpp<br>
<br>
This also works.? If you add<br>
#define SAVE_MEMORY<br>
<br>
then it should use less memory which may fix your other problems.<br>
<br>
John Forrest<br>
<br>
On 17/05/2019 16:09, James Levis wrote:<br>
> I am reading a problem where the LP relaxation is also integer <br>
> optimal. clp solves the problem in ~12 s. CPLEX solves the whole <br>
> problem in several seconds.<br>
><br>
> CBC finds the LP solution in 1.8 s, and acknowledges that it is the <br>
> optimal solution (|Cbc3007W No integer variables - nothing to do|), <br>
> but then the root cuts change the optimal value by ~300 orders of <br>
> magnitude (|Cuts at root node changed objective from 1.25864e+08 to <br>
> -1.79769e+308|). It then starts the search with a large negative value <br>
> (|200 Obj -1.0630244e+15 Primal inf 3.6043524e+12 (98)|), and works <br>
> back to the actual optimal value over the course of nearly an hour <br>
> (3119 s).<br>
><br>
> It also states that zero nodes were enumerated and zero iterations <br>
> were performed.<br>
><br>
> Can anyone tell me what is going on and how to avoid it? In general, <br>
> the LP relaxation will not be integer optimal, so I can't just use clp.<br>
><br>
> Selected prompt inputs and outputs are provided below:<br>
><br>
> |`C:\my_directory>cbc Welcome to the CBC MILP Solver Version: Trunk <br>
> (unstable) Build Date: May 3 2019 CoinSolver takes input from <br>
> arguments ( - switches to stdin) Enter ? for list of commands or help <br>
> Coin:import SF_STD.lp Coin:solv Continuous objective value is <br>
> 1.25864e+08 - 1.83 seconds Cgl0002I 6 variables fixed Cgl0004I <br>
> processed model has 18298 rows, 19156 columns (0 integer (0 of which <br>
> binary)) and 137182 elements Cbc3007W No integer variables - nothing <br>
> to do Cuts at root node changed objective from 1.25864e+08 to <br>
> -1.79769e+308 .... Perturbing problem by 0.001% of 0.0057290012 - <br>
> largest nonzero change 0 ( 0%) - largest zero change 1.0005696e-05 0 <br>
> Obj 1.2586431e+08 Primal inf 3829487.6 (43) Dual inf 636.78239 (1) <br>
> w.o. free dual inf (0) 200 Obj -1.0630244e+15 Primal inf 3.6043524e+12 <br>
> (98) ... 272255 Obj 1.2586085e+08 Optimal - objective value <br>
> 1.2586431e+08 Optimal - objective value 1.2586431e+08 Result - Optimal <br>
> solution found Objective value: 125864307.31267282 Enumerated nodes: 0 <br>
> Total iterations: 0 Time (CPU seconds): 3119.13 Time (Wallclock <br>
> seconds): 3119.13|<br>
><br>
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</blockquote></div></div>