<br><font size=2 face="sans-serif">Problem was in part of presolve which
was performing a transformation which was not valid for integer variables
- so a coefficient of 4.004 and a rhs of of 4 forced several variables
to have lower bounds of 1.0. I suspect the problem is then infeasible
- which can take along time to solve.</font>
<br>
<br><font size=2 face="sans-serif">I have made the smallest change I could
think of to CoinPresolve to get round problem.</font>
<br>
<br><font size=2 face="sans-serif">John Forrest</font>
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<br>
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<td width=40%><font size=1 face="sans-serif"><b>Esben Mose Hansen <esben@ange.dk></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">03/06/2007 09:53 AM</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
<coin-discuss@list.coin-or.org></font></div></table>
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<div align=right><font size=1 face="sans-serif">To</font></div>
<td><font size=1 face="sans-serif">coin-discuss@list.coin-or.org</font>
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<td>
<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><font size=1 face="sans-serif">[Coin-discuss] Cglpreproccesing seems
"improve" the objective too much</font></table>
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<br><tt><font size=2>Hi,<br>
<br>
I (accidentially, but nevermind that) made a problem which you can download
at<br>
<br>
http://sirius.ange.dk/public/esbennasty.mps<br>
<br>
glpsol (and cplex for that matter) solves this problem with little problem:<br>
<br>
[...]<br>
Integer optimization begins...<br>
+ 702: mip = not found yet >=
-inf (1; 0)<br>
+ 808: mip = 4.004013250e+07 >= 4.003317291e+07
< 0.1% (51; 0)<br>
+ 833: mip = 4.003812500e+07 >= 4.003317291e+07
< 0.1% (57; 13)<br>
+ 1508: mip = 4.003812500e+07 >= 4.003616868e+07
< 0.1% (58; 317)<br>
+ 1558: mip = 4.003812500e+07 >= tree is
empty 0.0% (0; 471)<br>
INTEGER OPTIMAL SOLUTION FOUND<br>
Time used: 6.0 secs<br>
Memory used: 2.3M (2460604 bytes)<br>
<br>
Note the optimal solution... 4.0038*10e7. Runnning this through cbc (both
<br>
trunk and devel) gives this:<br>
<br>
Problem BLANK has 729 rows, 1265 columns and 7965 elements<br>
Optimal - objective value 4.00332e+07<br>
Cgl0003I 0 fixed, 1065 tightened bounds, 0 strengthened rows, 0 substitutions<br>
Cgl0003I 0 fixed, 5 tightened bounds, 0 strengthened rows, 0 substitutions<br>
Cgl0004I processed model has 585 rows, 1052 columns (1052 integer) and
7448 <br>
elements<br>
processed model has 585 rows, 1052 columns and 7448 elements<br>
Optimal - objective value 4.00492e+07<br>
[...]<br>
Cbc0010I After 0 nodes, 1 on tree, 1e+50 best solution, best possible <br>
4.20303e+07 (1.39 seconds)<br>
<br>
<br>
Note how the objective value "improved" from 4.00332e07 to 4.00492e07...
<br>
something that is larger than the minimal solution. Later on it <br>
further "improves" this solution:<br>
<br>
Cuts at root node changed objective from 4.00492e+07 to 4.20303e+07<br>
<br>
and then it just starts adding nodes to the tree until it probably runs
out of <br>
memory at some point.<br>
<br>
My conclusion is that something is wrong with CglProcess... but I'd like
to <br>
hear someone elses opinion in this matter :)<br>
<br>
-- <br>
regards, Esben<br>
<br>
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<br>