[Cbc-tickets] [COIN-OR Branch-and-Cut MIP Solver] #178: MIP Integer Optimality Tolerance (ratioGap) Not Respected

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

#178: MIP Integer Optimality Tolerance (ratioGap) Not Respected
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Reporter:  mforness  |      Owner:  tkr
    Type:  defect    |     Status:  new
Priority:  major     |  Component:  Cbc
 Version:  2.9.4     |   Keywords:
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 I’ve created a MIP model with Excel's OpenSolver add-in that solves with
 Cbc. I have the ratioGap (“Branch and Bound Tolerance (%)” setting in
 OpenSolver) set to 0.1%. However the solution returned by Cbc does not
 seem to respect this tolerance setting. For example, when I solve the
 continuous/relaxed linear model, the objective value being minimized is
 solved to 3,613,245. But with the ratioGap set to 0.001, the model returns
 a solution of 8,388,236, well outside the 0.1% tolerance I was expecting.
 I’ve set ratioGap to various other settings with similar results. At this
 point I am not sure if I'm encountering a bug, or if I have issues within
 my model.

 I have attached the lp model file, the sol solution file, and the
 OpenSolver log file.

 Brief model explanation: this is a production scheduling MIP model
 designed to determine the production location for each piece of demand in
 a way that minimizes lead time to the customer, subject to capacity
 constraints, with penalty costs added for exceeding capacity. The decision
 variables for ‘production quantity’ are constrained to integers. This is
 still loaded with test data.

 Note that I also created an overly simplified version of the model to test
 a similar structure to see if I could better isolate the error. I again
 encountered Cbc returning a solution outside of the specified integer
 tolerance % (even with the tolerance set to 0%, the solution returned was
 4.2% larger than the continuous/relaxed solution).

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Ticket URL: <https://projects.coin-or.org/Cbc/ticket/178>
COIN-OR Branch-and-Cut MIP Solver <http://projects.coin-or.org/Cbc>
An LP-based branch-and-cut MIP solver.