[Cbc] Switch off postsolve?

John Forrest john.forrest at fastercoin.com
Thu Apr 18 08:56:15 EDT 2013


Marcel,

Send me the model.

John Forrest

On 18/04/13 11:53, Marcel Hunting wrote:
>
> Hi,
>
> I have a small MIP problem for which CBC 2.7.5 returns infeasible 
> while the problem is in fact feasible. This is part of the log file:
>
> Optimal - objective value 5625.1701
>
> Integer solution of -5625.1701 found by feasibility pump after 0 
> iterations and 0 nodes (0.17 seconds)
>
> Objective coefficients multiple of 0.1
>
> Search completed - best objective -5625.170085470087, took 0 
> iterations and 0 nodes (0.18 seconds)
>
> Maximum depth 0, 0 variables fixed on reduced cost
>
> 0  Obj 5625.1701 Primal inf 2.2580657 (48)
>
> 3  Obj 5623.2228 Primal inf 5.4953389 (94)
>
> ...
>
> 40  Obj 5612.1607 Primal inf 1.3658683 (28)
>
> Primal infeasible - objective value 5612.1607
>
> The objective value (5625.1701) of the integer solution found by the 
> feasibility pump algorithm corresponds to the objective value of the 
> optimal solution.
>
> It seems that CBC does some kind of postsolve which fixes variables 
> and that appears to be infeasible. Does CBC have a parameter to switch 
> off the postsolve?
>
> I can provide a LP or MPS file of the model. The scaling of the model 
> seems ok.
>
> Best regards,
>
> Marcel Hunting
>
>
>
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