[Cbc-tickets] [COIN-OR Branch-and-Cut MIP Solver] #82: CBC gives incorrect optimal solution when knapsack cuts are added

[COIN-OR Branch-and-Cut MIP Solver]

#82: CBC gives incorrect optimal solution when knapsack cuts are added
------------------------+---------------------------------------------------
 Reporter:  guptasr     |       Owner:  somebody
     Type:  defect      |      Status:  new     
 Priority:  major       |   Milestone:          
Component:  component1  |     Version:          
 Keywords:              |  
------------------------+---------------------------------------------------
 It seems CBC gives incorrect solution on the attached mps problem when
 knapsack cuts are added. The code below reads in the mps file, adds the
 knapsack cut generator, and solves the problem. The optimal solution is
 (-589). When the knapsack cut generator is added to the model object, the
 optimal solution is reported to be (-586); and when the knapsack cut
 generator is not added (by commenting out the line:
 model.addCutGenerator(&generator3,-99,"Knapsack");), then the optimal
 solution is correctly reported to be (-589). It seems adding the knapsack
 cut generator results in an incorrect optimal solution. I am using CBC
 stable release 2.3.1.

 ----
 #if defined(_MSC_VER)

 // Turn off compiler warning about long names

 #  pragma warning(disable:4786)

 #endif



 #include <cassert>

 #include <iomanip>



 // For Branch and bound

 #include "OsiSolverInterface.hpp"

 #include "CbcModel.hpp"

 #include "CbcCutGenerator.hpp"

 #include "OsiClpSolverInterface.hpp"

 #include "CglKnapsackCover.hpp"

 #include  "CoinTime.hpp"



 int main ()

 {

   //read in the mps file;

   OsiClpSolverInterface solver1;

   std::string mpsFileName = "C:\\g1.mps";

   int numMpsReadErrors = solver1.readMps(mpsFileName.c_str(),"");

   assert(numMpsReadErrors==0);

   double time1 = CoinCpuTime();



   CbcModel model(solver1);

   model.solver()->setHintParam(OsiDoReducePrint,true,OsiHintDo);



   //solve root node;

   model.initialSolve();



   //add knapsack cut generator;

   CglKnapsackCover generator3;

   model.addCutGenerator(&generator3,-99,"Knapsack");



   OsiClpSolverInterface * osiclp = dynamic_cast< OsiClpSolverInterface*>
 (model.solver());

   if (osiclp) {

     osiclp->setSpecialOptions(128);

     if(osiclp->getNumRows()<300&&osiclp->getNumCols()<500) {

       osiclp->setupForRepeatedUse(0,0);

     }

   }



   //solve;

   model.branchAndBound();



   std::cout<<mpsFileName<<" took "<<CoinCpuTime()-time1<<" seconds, "

          <<model.getNodeCount()<<" nodes with objective "

          <<model.getObjValue()

          <<(!model.status() ? " Finished" : " Not finished")

          <<std::endl;



   // Print more statistics

   std::cout<<"Cuts at root node changed objective from
 "<<model.getContinuousObjective()

          <<" to "<<model.rootObjectiveAfterCuts()<<std::endl;



     OsiSolverInterface * solver = model.solver();

     int numberColumns = solver->getNumCols();



     const double * solution = solver->getColSolution();



     std::vector<std::string> columnNames =
 *solver1.getModelPtr()->columnNames();



     int iColumn;

 std::cout<<std::setiosflags(std::ios::fixed|std::ios::showpoint)<<std::setw(14);



     std::cout<<"--------------------------------------"<<std::endl;

     for (iColumn=0;iColumn<numberColumns;iColumn++) {

       double value=solution[iColumn];

       if (fabs(value)>1.0e-7&&solver->isInteger(iColumn))

       std::cout<<std::setw(6)<<iColumn<<" "

                  <<columnNames[iColumn]<<" "

                  <<value<<std::endl;

       }

     std::cout<<"--------------------------------------"<<std::endl;



 std::cout<<std::resetiosflags(std::ios::fixed|std::ios::showpoint|std::ios::scientific);

       return 0;

   }

 ----

-- 
Ticket URL: <https://projects.coin-or.org/Cbc/ticket/82>
COIN-OR Branch-and-Cut MIP Solver <http://projects.coin-or.org/Cbc>
An LP-based branch-and-cut MIP solver.