<br><font size=2 face="sans-serif">Miroslav,</font>
<br>
<br><font size=2 face="sans-serif">That seems a large discrepancy so I
would guess the problem is badly scaled. Clp can return an answer
which is optimal when scaled but not when unscaled. This can be tested
in Clp but you can modify the default action of OsiClpSolverInterface::resolve
by using OsiClpSolverInterface::setCleanupScaling(n) (suggested value
of n = 1).</font>
<br>
<br><font size=2 face="sans-serif">See if that helps</font>
<br>
<br><font size=2 face="sans-serif">John Forrest</font>
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<br>
<br>
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<td width=40%><font size=1 face="sans-serif"><b>Miroslav Karamanov <miroslav@andrew.cmu.edu></b>
</font>
<br><font size=1 face="sans-serif">Sent by: coin-discuss-bounces@list.coin-or.org</font>
<p><font size=1 face="sans-serif">12/15/2005 06:38 PM</font>
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<div align=center><font size=1 face="sans-serif">Please respond to<br>
Discussions about open source software for Operations Research
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<div align=right><font size=1 face="sans-serif">To</font></div>
<td valign=top><font size=1 face="sans-serif">coin-discuss@list.coin-or.org</font>
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<div align=right><font size=1 face="sans-serif">cc</font></div>
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<div align=right><font size=1 face="sans-serif">Subject</font></div>
<td valign=top><font size=1 face="sans-serif">[Coin-discuss] How to deal
with tolerance?</font></table>
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<br>
<br><font size=2><tt>I am using BCP + CLP and I came accross the following
<br>
problem: the solution returned by CLP was found out of <br>
bounds by BCP (in particular, BCP_lp_user::test_full())<br>
<br>
Obviously, both solvers use different precision. test_full <br>
uses BCP_IntegerTolerance (set to 1e-5 by me). Please advise <br>
what the best way to deal with this issue is.<br>
<br>
I had to increase BCP_IntegerTolerance to 1e-3 in order to <br>
avoid this problem but this is not a good solution.<br>
Shouldn't the tolerance for integrality be different from <br>
the tolerance for bounds?<br>
Or should they be relative to the magnitude of numbers?<br>
The problem occurs with large integers (like 4000.0011 with <br>
u.b. 4000)<br>
Thank you.<br>
<br>
Miroslav<br>
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