[Cbc] Wrong dual values from Cbc

[Valentin Koch]

Hello,

The small MIP in the attached mps file produces an optimal value of 1550. However, if I look at the dual variables that are returned by Cbc/Clp (standalone or API), they sum up to 1050 only. Cbc returns me the following duals (using getRowPrice() in the API or printi all in the standalone):

Balance_1 = -2
Balance_2 = -1
Removal_20 = 1

The correct dual values should be

Balance_1 = -2
Balance_2 = -1
Balance_3 = 1

which sum up to 1550. I tested with Glpk and lp_solve standalone applications and both gave me the correct dual values. Is it possible that Cbc/Clp is not doing the last iteration for the dual once it found an optimal in the primal? Or are the dual values simply the ones from the last relaxation? How can I force it in the API to give me the optimal dual values?

I appreciate any help or clarification.
With best regards,

Valentin
--
Valentin Koch, Department of Mathematics
University of British Columbia, 3333 University Way
Kelowna, BC  V1V1V7, CANADA
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