[Cgl-tickets] [COIN-OR Cut Generator Library] #33: Potential error in CglTwomir

[COIN-OR Cut Generator Library]

#33: Potential error in CglTwomir
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 Reporter:  jwatson  |       Owner:  somebody     
     Type:  defect   |      Status:  new          
 Priority:  major    |   Milestone:               
Component:  Cgl      |     Version:  release 0.5.1
 Keywords:           |  
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 I have isolated a situation in which I believe CglTwomir is returning
 invalid cuts. I have attached a test driver (driver.cpp), a test input
 file (mas74.mps, from miplib2003), and the output trace I obtain on our
 rather vanilla RedHat linux server.

 The “catch” is that I’m using CPLEX 11.2, and the OsiCpxSolverInterface.
 Although this technically shouldn’t matter, I suppose (the behavior also
 occurs with other versions of CPLEX).

 A quick summary of the unexpected behavior:
 1)      The LP relaxation for mas74 solves fine – relaxation is around
 10K. Validated with various other solvers.
 2)      3 two-mir cuts are found and successfully applied.
 3)      Upon re-solve after cut addition, the LP relaxation is something
 like 21K, which is far above the integer optimal of ~11K. Obviously
 incorrect behavior.

 Any help is greatly appreciated – I am seeing similar behavior on a
 handful of other test instances.

 Thanks!

 Jean-Paul

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Ticket URL: <https://projects.coin-or.org/Cgl/ticket/33>
COIN-OR Cut Generator Library <http://projects.coin-or.org/Cgl>
A library of mixed-integer programming cutting plane generators.