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<p class="MsoNormal">Hi,<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">I have a MIP which seems to work well, i.e. solved properly by CBC.<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">I then add the following objective function part: <br>
<span style="font-family:"Courier New""> “0 SRI”</span>, where <span style="font-family:"Courier New"">
SRI</span> is a plain continuous variable.<br>
My objective function then becomes:<br>
<span style="font-family:"Courier New""> MINIMIZE<br>
Obj:<br>
…<br>
…<br>
…<br>
0 SRI</span><o:p></o:p></p>
<p class="MsoNormal" style="margin-bottom:12.0pt">Now, the really strange thing is that adding the “<span style="font-family:"Courier New"">0 SRI</span>” part changes the solution. (Objective value is slightly reduced/improved from 255.02725000 to 254.95325000).
<br>
How is this possible? A variable in the objective function multiplied with zero should have no effect??<br>
I have set “<span style="font-family:"Courier New"">-seconds 9999 -maxIterations 999999999 -ratioGap 0.0</span>” so this is not a question of a forced optimization stop, and CBC always reports “Optimal solution found”.<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">FYI: In the solution file, the following line exists:<o:p></o:p></p>
<p class="MsoNormal"><span style="font-family:"Courier New""> </span>386 SRI 2 -0.0629<o:p></o:p></p>
<p class="MsoNormal">I don’t know what the last number in previous line means, but it is quite close to the difference between 255.02725000 and 254.95325000. (Don’t know if this is relevant).<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">NB. This is actually a really big problem, because I have about 30
<span style="font-family:"Courier New"">“SRI”</span> variables, and when I add all of them, my objective function gets really distorted, e.g. getting values around 45.
<o:p></o:p></p>
<p class="MsoNormal">Please help!<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">I think I use CBC 2.9.8 or 2.9.9. cbc.exe file seems to have been created August 1, 2016 or February 7, 2017.<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal">Best regards,<o:p></o:p></p>
<p class="MsoNormal">Bjørn Sigurd<span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Times New Roman",serif;color:black"><o:p> </o:p></span></p>
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