[Cbc] Problem in using SOS and LotSize objects

[mg]

Sorry for bothering you again, just one small doubt remaining.
You said that in my lotsize example, the integrality of a variable was
overridden by the lotsize object.
In cases like this, when one or more objects give branching constraints on
the same variable, is there a rule to solve these kind of conflicts ?
e.g. object with higher priority wins ?

Thanks again


2014-06-28 12:30 GMT+02:00 mg <giunto.cardanico at gmail.com>:

> 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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