[Cbc-tickets] [COIN-OR Branch-and-Cut MIP Solver] #123: CBC.exe produces an "optimal" IP solution that violates a BigM constraint - a scaling problem?

COIN-OR Branch-and-Cut MIP Solver coin-trac at coin-or.org
Fri Feb 24 04:13:52 EST 2012


#123: CBC.exe produces an "optimal" IP solution that  violates a BigM constraint
- a scaling problem?
--------------------+-----------------
Reporter:  amas008  |      Owner:  tkr
    Type:  defect   |     Status:  new
Priority:  major    |  Component:  Cbc
 Version:  2.7.6    |   Keywords:
--------------------+-----------------
 An OpenSolver user has sent me a spreadsheet that has some large BigM
 values. Solving with these large values leads CBC.exe to return a solution
 reported as optimal that violates at least 1 constraint. Reducing the BigM
 by a factor of 100 produces a new, now feasible solution.

 I have attached
 (1) Sue's Model - CBC gives wrong answer.txt
 My summary of the issue
 (2) model2.lp and modelsolution2.txt
 Original Input and solution showing the violated constraint
 (3) model.lp and modelsolution.txt
 Modified input (smaller BigM) and a new solution that does not violate the
 modified constraint

 Please contact me if you need any more information.

 Thanks, Andrew

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Ticket URL: <https://projects.coin-or.org/ticket/123>
COIN-OR Branch-and-Cut MIP Solver <http://projects.coin-or.org/Cbc>
An LP-based branch-and-cut MIP solver.



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