[Cbc] Cbc returning sub-optimal solution

[John Forrest]

Michal,


> 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?

Probably the tolerances are tighter in Cbc.  Changing tolerances I can
get a solution closer but not exactly the same.  Looking at your problem
I am surprised both other solvers got exactly same answer given the
numbers in the problem.  However changing the tolerances can lead to
problems - and that is a bug of sorts.

If numbers in the problem should add up exactly to an integer but don't
because of rounding issues in writing mps file then you could try
creating it with writeMpsNative and formatType 2.

You could also take integer solution from another solver and fix
variables to those values and see if Cbc/Clp says problem is feasible
with standard tolerances.

John Forrest