[Dip-tickets] [Dip] #72: Root bound anomaly

[Dip]

#72: Root bound anomaly
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  Reporter:  vejlin  |      Owner:       
      Type:  defect  |     Status:  new  
  Priority:  major   |    Version:  trunk
Resolution:          |   Keywords:       
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Comment (by mgalati):

 This is a "tolerance"/setting issue. If you run with higher log level, you
 will see the last iteration
 {{{
 PriceCallsRound= 17     mostNegRC=  -0.8928             thisLB=
 -183.3677
 DW relGap = 0.00486864 isTight = 1
 }}}

 The PC algo is stopping based on the option MasterGapLimit, which has a
 default of 0.01. That is, it stops when DW_UB and DW_LB are within 1% of
 each other. If you want the "best" possible PC bound, use
 MasterGapLimit=0. But, for difficult cases, convergence might be an issue.

 For example, if you use MasterGapLimit=0.001 on this case, you will get a
 root bound of -181.27322, which is better than the simple LP bound.

-- 
Ticket URL: <https://projects.coin-or.org/Dip/ticket/72#comment:4>
Dip <https://projects.coin-or.org/Dip>
An extensible software framework for implementing decompositon-based bounding algorithms for use in solving large-scale discrete optimization problems.