[Cbc-tickets] [COIN-OR Branch-and-Cut MIP Solver] #105: CBC 2.6 returns incorrect objective for small MIP

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

#105: CBC 2.6 returns incorrect objective for small MIP
--------------------+-------------------------------------------------------
Reporter:  marcelh  |       Type:  defect
  Status:  new      |   Priority:  major 
 Version:           |   Keywords:        
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 For the attached small MIP model CBC 2.6 returns an incorrect objective of
 -4 while the correct optimal objective is -4.5 (with x0 = -1.5, x1 = -3
 and x2 = 1).

 Cbc version 2.6, build Nov 23 2010[[BR]]
 command line - cbcSolve semi4.lp -solve (default strategy 1)[[BR]]
 Continuous objective value is -4.5 - 0.00 seconds[[BR]]
 Cgl0003I 0 fixed, 0 tightened bounds, 1 strengthened rows, 0
 substitutions[[BR]]
 Cgl0004I processed model has 3 rows, 3 columns (2 integer) and 7
 elements[[BR]]
 Cbc0038I Solution found of -4.5[[BR]]
 Cbc0038I Branch and bound needed to clear up 1 general integers[[BR]]
 Cbc0038I Full problem 3 rows 3 columns, reduced to 1 rows 2 columns[[BR]]
 Cbc0038I Cleaned solution of -4.5[[BR]]
 Cbc0038I Before mini branch and bound, 1 integers at bound fixed and 0
 continuous[[BR]]
 Cbc0038I Mini branch and bound did not improve solution (0.00
 seconds)[[BR]]
 Cbc0038I After 0.00 seconds - Feasibility pump exiting with objective of
 -4.5 - took 0.00 seconds[[BR]]
 Cbc0012I Integer solution of -4.5 found by feasibility pump after 0
 iterations and 0 nodes (0.00 seconds)[[BR]]
 Cbc0009I Objective coefficients multiple of 1[[BR]]
 Cbc0001I Search completed - best objective -4.5, took 0 iterations and 0
 nodes (0.00 seconds)[[BR]]
 Cbc0035I Maximum depth 0, 0 variables fixed on reduced cost[[BR]]
 Cuts at root node changed objective from -4.5 to -4.5[[BR]]
 Probing was tried 0 times and created 0 cuts of which 0 were active after
 adding rounds of cuts (0.000 seconds)[[BR]]
 Gomory was tried 0 times and created 0 cuts of which 0 were active after
 adding rounds of cuts (0.000 seconds)[[BR]]
 Knapsack was tried 0 times and created 0 cuts of which 0 were active after
 adding rounds of cuts (0.000 seconds)[[BR]]
 Clique was tried 0 times and created 0 cuts of which 0 were active after
 adding rounds of cuts (0.000 seconds)[[BR]]
 MixedIntegerRounding2 was tried 0 times and created 0 cuts of which 0 were
 active after adding rounds of cuts (0.000 seconds)[[BR]]
 FlowCover was tried 0 times and created 0 cuts of which 0 were active
 after adding rounds of cuts (0.000 seconds)[[BR]]
 TwoMirCuts was tried 0 times and created 0 cuts of which 0 were active
 after adding rounds of cuts (0.000 seconds)[[BR]]
 Cgl0014I Postprocessing changed objective from -4 to -4.5 - possible
 tolerance issue - try without preprocessing[[BR]]
 Result - Finished objective -4 after 0 nodes and 0 iterations - took 0.00
 seconds (total time 0.00)[[BR]]
 Total time 0.00[[BR]]

 Also without preprocessing CBC returned -4. (The "Postprocessing changed
 objective from -4 to -4.5" seems a bit confusing because it looks like
 Postprocessing changed the objective from -4.5 to -4.)

 Thanks,

 Marcel

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Ticket URL: <https://projects.coin-or.org/Cbc/ticket/105>
COIN-OR Branch-and-Cut MIP Solver <http://projects.coin-or.org/Cbc>
An LP-based branch-and-cut MIP solver.