[Cbc] Correct solving of problem with SOS only

[Stefan Vigerske]

Hi,

On 10/22/2012 09:51 PM, Kish Shen wrote:
> Hi,
>
> I have had a report of an incorrect solution with using SOS (SOS1) with
> CBC, in that the SOS constraint is not respected (i.e. all the variables
> specified in the SOS have non-zero solution values).
>
> It turns out that this happens when no 'normal' constraints are
> specified for the problem. Here is a problem that produces the incorrect
> solution:
>
> Objective: -2*X1*X2*X3

What a MIP...

> SOS1 for X1,X2,X3
>
> Bounds for X1,X2,X3 are 0.0..1.0
>
> The solution sets X1,X2,X3 to 1.0, violating the SOS.
>
> Also, for the above problem, I get the message
>
> Cbc3007W No integer variables - nothing to do
>
> (I only get this on some platforms I tried the problem on, this might be
> due to running with different versions of CBC)
>
> If I then add the specification that X1,X2,X3 are integers, I still get
> the same incorrect solution, but not the 'No integer variables' warning.
>
> If a redundant constraint is added to the problem,  e.g.
>
> X1+X2+X3 >= 0.1
>
> then it is solved correctly.
>
> It looks like CBC decided that the MIP search does not have to be done
> as there are no constraints. I have checked the running of the code,
> and the SOS is added to the problem:
>
> mipobjects = new CbcSOS(...);

This does not add the SOS to the problem.

> and then
>
> CbcMain0(*model);
> ...
> model->addObjects(nsos, mipobjects);

This one should add it.
I do this one before CbcMain0().

What if you swap these lines?


> ...
> CbcMain1(...);
>
>  From what I can tell, the 'No integer variables' warning comes before
> addObjects is called, so I assume it is during the call to CbcMain0 (I
> can't be sure as I have gdb stopping at the addObjects call, but the
> message only appear later over some trivial code, before CbcMain1 is
> called, I assume the message was delayed because the buffer was not
> flushed).
>
> The version of Cbc I am using is 2.7, downloaded about a year ago.
>
> I can provide the full code I used to generate this problem, if required.
>
> Is this a problem with CbcSlover, or is it a problem with the way I am
> calling the routines? I don't think I can call model->addObjects()
> before CbcMain0(*model). Is this correct?

I think you can (and should).

Stefan

>
> Thanks in advance for any information/help!
>
> Cheers,
>
> Kish Shen
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