[Cbc] Problem in using SOS and LotSize objects

[mg]

Thanks a lot John for the bug fixes and extensive explanation.




2014-06-28 10:14 GMT+02:00 John Forrest <john.forrest at fastercoin.com>:

>  Marco,
>
> I would strongly recommend going to Cbc/trunk as then I can quickly fix
> things for you.
>
> There are three! ways of passing in  SOS to Cbc -
> 1) SOS indicated in an mps file going in via OsiClp.
> 2) SOS set in CbcModel.solver() by OsiSOS
> 3) SOS set in CbcModel by CbcSOS
>
> 1) and 3) were working but 2) was not being detected (now fixed) - so
> probably better to have
>
>     objs[0]= new CbcSOS(&model,3,which,NULL,0,1);
>     model.addObjects(1,objs);
>
> in your code.
>
> The Lotsizing example does work on stable - but I can see problems with
> stable.  Osi and OsiClp do not know about lotsizing so again you need to
> use model.addObjects(1,objs).
>
> This worked on stable if I used model.branchAndBound().  I have fixed in
> trunk so that callCbc also works correctly.
>
> However for safety you need to modify your code a bit - by playing around
> a bit with bounds I managed to get a solution with x1 at 6.33333, even
> though x1 was declared as integer.  This is because a lotsizing decision
> overrode the integer decision.  There is no elegant change to code to fix
> that problem, but the solution is trivial.  If you really want ranges of
> valid values in a lotsizing variable then do not declare it to be integer.
> If you want a subset of points, then again do not declare it as integer but
> use something like -
>
>     double points[7] =  {0.0,3.0,4.0,5.0,6.0,8.0,10.0};
>     objs[0] = new CbcLotsize(&model,1,7,points);
>     model.addObjects(1,objs);
>
> If you want something even more complicated then it is easy to derive a
> MyLotsizing object which does exactly what you want.
>
> I attach a (much) modified version of your code (adjusted for gcc).
>
> I hope this helps.
>
>
> John Forrest
> On 27/06/14 15:50, mg wrote:
>
> Hi all,
> I'm trying to use SOS and LotSize/SemiContinuous objects without success.
>
>  I have created a very simple program (attached) containing a small
> problem with SOS and a small problem using LotSize objects...
>
>  The SOS test problem is the following:
>
>  max         3 * x0 + 2 * x1 + 4 * x2
> subject to
>             x0, x1, x2 binary
>             sos1(x0, x1, x2)
>
>  and solving it, I get x0 = 1, x1= 1, x2 = 1 where I expected just one
> single 1...
>
>  The LotSize/SemiContinuous test problem is the following:
>
>  min         2 * x0 + 3 * x1 + x2
> subject to
>             3 * x0 + 5 * x1 + 7 * x2 <= 42
>             4 * x0 + 3 * x1 + 2 * x2 <= 31
>             2 * x0 + 1 * x1 + 5 * x2 <= 23
>             x0, x1, x2 integers [0,4]
>             x1 semi-continuous can be 0 or [3,4]
>
>  and solving it, I get x0 = 4, x1 = 2 where I expected x1 being 0,3 or 4
>
>  Am I doing something wrong ?
>
>  Thanks in advance,
> Marco
>
>
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