[Cbc] Fwd: CBC

[Petros Karasakalidis]

Hi guys,

Sorry to be bugging you about this again but looking it closer, it appears
that even an output can be successful like this

------------------------------------------------------------------
 This is CBC v2.8.8
 Author: John J. Forrest

 Problem Properties:
 # Decision Variables:   2730 [0 Integer, 945 Binary]
 # Linear Constraints:   2829 [12294 nz]
------------------------------------------------------------------
Pass   1: suminf.    0.56051 (3) obj. -0.0501974 iterations 260

 *** SUCCESSFUL TERMINATION ***
 Objective Value: 1e+50
 Gap:             1e+50 (100.00%)
 Searched:        4 nodes [1506 LP iterations]
------------------------------------------------------------------

looking at the values of x, the ones I set to be binary become real
(satisfying all my linear constraints). Is anyone aware of under what
circumstances could this happen?

Thanks



On Mon, Feb 17, 2014 at 9:35 PM, Petros Karasakalidis <petkaras at gmail.com>wrote:

> Hi Giacomo,
>
> Thanks for looking at this. The Matlab interface is using the C++ version
> of the cbc as is, so I m not sure if it really matters.
>
> What is interesting is that when I know whether a problem is infeasible
> the output of the function is correctly as follows:
>
> ------------------------------------------------------------------
>  This is CBC v2.8.8
>  Author: John J. Forrest
>
>  Problem Properties:
>  # Decision Variables:   2730 [0 Integer, 945 Binary]
>  # Linear Constraints:   2830 [13013 nz]
> ------------------------------------------------------------------
>
>  *** TERMINATION: LINEAR RELAXATION INFEASIBLE ***
>  Objective Value: 1.79769e+308
>  Gap:             1.79769e+308 (100.00%)
>  Searched:        0 nodes [0 LP iterations]
> ------------------------------------------------------------------
>
> What makes it a little further tricky and makes me think there is a bug
> here is that in my test run (for which I have the inputs in the dropbox
> link above) I get an fval of sth like 1e+50 whereas the f'*x is sth like
> 0.5011 which is more close to reality. However, I know that the resulting x
> is not right because even though satisfies all my constraints, it does
> converts my binary variables to reals and gives me this following
> (repeating the previous output here).
>
> ------------------------------------------------------------------
>  This is CBC v2.8.8
>  Author: John J. Forrest
>
>  Problem Properties:
>  # Decision Variables:   2730 [0 Integer, 945 Binary]
>  # Linear Constraints:   2830 [13013 nz]
> ------------------------------------------------------------------
> Pass   1: suminf.    0.81917 (8) obj. -0.0499381 iterations 198
>
>  *** SUCCESSFUL TERMINATION ***
>  Objective Value: 1e+50
>  Gap:             1e+50 (100.00%)
>  Searched:        0 nodes [223 LP iterations]
> ------------------------------------------------------------------
>
> Any further feedback/clue would be greatly appreciated.
>
> Thanks
>
>
> On Mon, Feb 17, 2014 at 6:47 PM, Giacomo Nannicini <giacomo.n at gmail.com>wrote:
>
>> Hi,
>> I never used the Matlab interface, but looking at the output, it seems
>> that the LP relaxation of the problem is infeasible (look at the sum
>> of infeasibilities).
>> "Successful termination" probably just means that there was no error,
>> but the problem has no feasible solution anyway. If you think that
>> there must be a feasible solution, I'd suggest checking your data.
>>
>> Giacomo
>>
>> On Tue, Feb 18, 2014 at 9:56 AM, Petros Karasakalidis
>> <petkaras at gmail.com> wrote:
>> > Hi all,
>> >
>> > I am forwarding this email here as I m not sure my previous email went
>> > through since I cannot see it on the active tickets. Any help would be
>> > greatly appreciated.
>> >
>> > Thanks
>> >
>> > ---------- Forwarded message ----------
>> > From: Petros Karasakalidis <petkaras at gmail.com>
>> > Date: Sat, Feb 15, 2014 at 8:21 PM
>> > Subject: CBC
>> > To: cbc-tickets at list.coin-or.org
>> >
>> >
>> > I use CBC through the opti toolbox (having Matlab as an interface) in
>> order
>> > to solve a MILP problem. Everything was working until the point I used
>> as
>> > inputs the data I have here
>> >
>> > https://www.dropbox.com/s/qwg4x50bcrhq066/cbc_inputs.xlsx
>> >
>> >
>> > The file is about 20MB and wouldnt fit into this email. For some
>> reason, the
>> > objective results into a very large number (like 1e+50) while the status
>> > output shows success as follows:
>> >
>> > ------------------------------------------------------------------
>> >  This is CBC v2.8.8
>> >  Author: John J. Forrest
>> >
>> >  Problem Properties:
>> >  # Decision Variables:   2730 [0 Integer, 945 Binary]
>> >  # Linear Constraints:   2830 [13013 nz]
>> > ------------------------------------------------------------------
>> > Pass   1: suminf.    0.81917 (8) obj. -0.0499381 iterations 198
>> >
>> >  *** SUCCESSFUL TERMINATION ***
>> >  Objective Value: 1e+50
>> >  Gap:             1e+50 (100.00%)
>> >  Searched:        0 nodes [223 LP iterations]
>> > ------------------------------------------------------------------
>> >
>> > Would appreciate any feedback or direction towards the solution. Feel
>> free
>> > to ask any questions that might be helpful.
>> >
>> > Thanks
>> >
>> >
>> > _______________________________________________
>> > Cbc mailing list
>> > Cbc at list.coin-or.org
>> > http://list.coin-or.org/mailman/listinfo/cbc
>> >
>>
>
>
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