[Cbc] Cbc returning sub-optimal solution
Michal Kaut
mail at michalkaut.net
Sat Feb 5 16:31:50 EST 2011
Hello,
I have a problem where Cbc returns a wrong solution. In particular,
version 2.4.2 (64-bit Linux, from Debian repo) finds a solution with
objective 26020891859.89631.
Stable version 2.7, as well as trunk (64-bit Linux, selv-compiled) finds
a worse solution, with obj. 24151584877.10296631 (it is a maximization
problem).
In both cases, the solvers claim to have found an optimal solution.
However, the optimal solution, as reported by Xpress and gurobi, is
26220754244.
The mps file can be downloaded from
http://www.iot.ntnu.no/users/kaut/files/test.mps.zip.
I have not used any special options: "cbc test.mps -maximize -solve".
Is this just a matter of setting some tolerances, or is it a bug
somewhere in Cbc?
Thanks.
Regards,
Michal
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