[Clp-tickets] [COIN-OR Linear Programming Solver] #83: Constraint Violated

[COIN-OR Linear Programming Solver]

#83: Constraint Violated
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 Reporter:  shahab      |      Owner:  somebody
     Type:  defect      |     Status:  new
 Priority:  major       |  Milestone:
Component:  component1  |    Version:
 Keywords:              |
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 It seems CLP cannot solve the following problem correctly. the result I
 get violates the ctr_2 constraint.

 version: 1.16.10
 OS: MacOS High Siera

 INPUT:

 Maximize

 obj: + 9.89253038075288E15 c0v0 + 9.81584409873154E15 c0v1 +
 5.94467302491009E11 c1v0 + 5.89859028828288E11 c1v1

 Subject To

 c0: + c0v0 + c0v1 = 1.0

 c1: + c1v0 + c1v1 = 1.0

 ctr_2: + 0.001 c0v0 + 0.001 c1v0 <= 0.001

 Bounds

 c0v0 <= 1.0

 c0v1 <= 1.0

 c1v0 <= 1.0

 c1v1 <= 1.0

 End

 ===========

 OUTPUT:

 c0v0 = 1.0

 c0v1 = 0.0

 c1v0 = 1.0

 c1v1 = 0.0

 ###############################

 Interestingly, if I remove the bounds (which is not necessary here) the
 solution becomes correct.

 INPUT:

 Maximize

 obj: + 9.89253038075288E15 c0v0 + 9.81584409873154E15 c0v1 +
 5.94467302491009E11 c1v0 + 5.89859028828288E11 c1v1

 Subject To

 c0: + c0v0 + c0v1 = 1.0

 c1: + c1v0 + c1v1 = 1.0

 ctr_2: + 0.001 c0v0 + 0.001 c1v0 <= 0.001

 Bounds

 End

 ===========

 OUTPUT:

 c0v0 = 1.0

 c0v1 = 0.0

 c1v0 = 0.0

 c1v1 = 1.0

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Ticket URL: <https://projects.coin-or.org/Clp/ticket/83>
COIN-OR Linear Programming Solver <http://projects.coin-or.org/Clp>
A linear programming solver.