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<div class="moz-cite-prefix">Ted,<br>
<br>
2. - as described - is not a bug - you have to say solve or dual
or similar before -solution $. Clp is just giving you the
solution before solving it. <br>
<br>
1. probably is a bug<br>
<br>
What version of SYMPHONY should I check out to debug this - and
how do I reproduce bugs?<br>
<br>
John<br>
<br>
<br>
On 18/08/14 17:27, Ted Ralphs wrote:<br>
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<div>Hi all,<br>
<br>
</div>
I've been puzzling over the fact that Clp sporadically gives
incorrect solutions when used within SYMPHONY to solve LP
relaxations of an MILP. It's difficult to create a minimal
example of the issue because it happens when the problem has
already been modified and warm solved a number of times. There
are two different seemingly unrelated scenarios in which
issues arise:<br>
<br>
</div>
1. When doing strong branching with a dual iteration limit, Clp
sometimes returns an incorrect objective value. I have debugged
this issue and I can see that when the solver first stops in
hitMaximumIterations(), the value seems correct, but it is then
later re-calculated before the solver exist in
computeObjectiveValue() and this computed value is incorrect (if
I dump the LP to a file and solve with stand-alone Clp, the
corrected value exceeds the reported optimum by a substantial
amount, while the uncorrected is a correct lower bound) . It
seems to compute this value from a primal solution, though I
would think that this would be done from a dual solution in this
case. This problem can be fixed, by the way, by solving from a
hot start rather than a warm start, which perhaps gives a clue
as to what the issue is. I have not been able to create an
isolated example yet, though it happens almost immediately when
branching in the root node of fast0507 from MIPLIB 3 and can be
easily reproduced there within SYMPHONY with a short
computational run.<br>
<div>
<div>
<div>
<div><br>
</div>
<div>2. The second problem is that Clp sometimes gets a
(very) wrong solution when solving an LP to full
optimality. I have managed to isolate one LP relaxation
where this can be replicated on the command line with
stable version 1.15, revision 2046. If you solve the
attached MPS file with<br>
<br>
</div>
<div>clp danoint1.MPS<br>
</div>
<div><br>
the result is<br>
<br>
Optimal - objective value 63.062691<br>
After Postsolve, objective 63.062691, infeasibilities -
dual 0 (0), primal 0 (0)<br>
Optimal objective 63.06269136 - 703 iterations time
0.252, Presolve 0.01<br>
<br>
</div>
<div>However, solving it with<br>
<br>
</div>
<div>clp danoint1.MPS -solution $<br>
<br>
</div>
<div>gives the wrong objective value and the incorrect
solution that I am seeing in SYMPHONY:<br>
<br>
Model was imported from ./danoint1.MPS in 0.016001
seconds<br>
<br>
status unknown<br>
Objective value 0<br>
31 C0000031 1 0<br>
39 C0000039 1 0<br>
505 C0000505 80 0<br>
506 C0000506 90 0<br>
507 C0000507 68 0<br>
508 C0000508 69 0<br>
509 C0000509 83 0<br>
510 C0000510 75 0<br>
511 C0000511 71 0<br>
512 C0000512 66 0<br>
513 C0000513 74 0<br>
514 C0000514 81 0<br>
515 C0000515 63 0<br>
516 C0000516 63 0<br>
517 C0000517 75 0<br>
518 C0000518 70 0<br>
519 C0000519 65 0<br>
520 C0000520 61 0<br>
<br>
</div>
<div>Note that Clp says "status unknown" in this case.<br>
<br>
</div>
<div>John, any idea on either of these two problems?<br>
<br>
</div>
<div>Cheers,<br>
<br>
Ted<br>
</div>
<div>-- <br>
Dr. Ted Ralphs<br>
Associate Professor, Lehigh University<br>
(610) 628-1280<br>
ted 'at' lehigh 'dot' edu<br>
<a moz-do-not-send="true"
href="http://coral.ie.lehigh.edu/%7Eted"
target="_blank">coral.ie.lehigh.edu/~ted</a><br>
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