[Cbc] CBC misses optimal solution depending on activation of cuts

John Forrest john.forrest at fastercoin.com
Thu Oct 20 06:23:12 EDT 2011


Haroldo,

Thanks for finding this.  Because only one variable had a cost, Cbc 
decides in its wisdom that it is worth trying strong branching on that 
variable even if it is satisfied.  This got into a part of the code 
where it expects ceil(value)-value to be nonzero and bad things happened.

Should be fixed in trunk and 2.7

John Forrest

On 19/10/11 21:31, Haroldo Santos wrote:
> Dear Forrest/Ted,
>
> I have this surprisingly small MIP(few hundred of variables and 
> constraints)  where CBC misses the optimal solution if I deactivate cuts.
>
> http://www.decom.ufop.br/haroldo/files/C_I_6_4_S_1-124_1.lp
>
> CPLEX and GLPK instantlyfound  the optimal solution (77) no matter if 
> cuts/heuristics are activated or not.
>
> Cbc, however, found a sub-optimal solution (136 or 124, depending on 
> the machine) when I deactivate cuts and declares is as optimal. There 
> are no very large/small coefficients so this is not due to numerical 
> instability.
>
> cbc C_I_6_4_S_1-124_1.lp cuts off solve      (wrong result)
>
> If I call cbc with cuts
>
> cbc C_I_6_4_S_1-124_1.lp cuts on solve     (correct result)
>
> Cheers,
>
> Haroldo
>
> -- 
> =============================================================De
> Haroldo Gambini Santos
> Computing Department - Universidade Federal de Ouro Preto - UFOP
> email: haroldo [at ] iceb.ufop.br <http://iceb.ufop.br>
> home/research page: www.decom.ufop.br/haroldo/ 
> <http://www.decom.ufop.br/haroldo/>
>
> "Computer science is no more about computers than astronomy
> is about telescopes." Edsger Dijkstra
>
>
>
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