[Cbc] optimal solution cut off

[John J Forrest]

Bug in CoinPresolve which has been around for years with integer variables
with infinite bounds - hopefully fixed in 2.3 and trunk


                                                                                                                       
  From:       Ashutosh Mahajan <asm4 at lehigh.edu>                                                                       
                                                                                                                       
  To:         cbc at list.coin-or.org                                                                                     
                                                                                                                       
  Date:       10/22/2009 11:48 AM                                                                                      
                                                                                                                       
  Subject:    [Cbc] optimal solution cut off                                                                           
                                                                                                                       
  Sent by:    cbc-bounces at list.coin-or.org                                                                             
                                                                                                                       





hello everyone,

for the attached problem, cbc-2.3.2 and also cbc-trunk report an optimal
value
of -23 with the solution:
Optimal - objective value             -23
      0 UP000001              2                     -3
      1 UP000002              4                     -4
      2 DOW00001              0                     -1
      3 DOW00002              2                     -1
      4 DOW00003              1                      1
      5 DOW00004              0                      1
      6 DOW00005              0                      7

cplex reports a value of -23.75 with the solution:
UP000001                      1.000000
UP000002                      5.000000
DOW00002                      3.000000
DOW00003                      2.000000
DOW00004                      0.250000


--
regards
Ashutosh Mahajan
http://coral.ie.lehigh.edu/~asm4

[attachment "small.mps" deleted by John J Forrest/Watson/IBM]
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