[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?
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Reporter: amas008 | Owner: tkr
Type: defect | Status: new
Priority: major | Component: Cbc
Version: 2.7.6 | Keywords:
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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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