[Cbc] Baffling (resend)

David Einstein deinst at gmail.com
Wed Mar 5 13:51:21 EST 2014


(attaching large mps files is not allowed, so I'm resending)

I am calling libCbcSolver as follows ( cbc 2.8 windows 7 64 bit)

  CbcModel cbc(osi);
  CbcMain0(cbc);
  cbc.setDblParam(CbcModel::CbcMaximumSeconds, 1800);
  const char *argv2[] = {"schedulemip", "-preprocess", "off", "-solve",
"-quit"};
  CbcMain1(5, argv2, cbc);


and the tail end of the output looks like
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

Cbc0010I After 10800 nodes, 1166 on tree, 169460.67 best solution, best
possible 157572.58 (804.68 seconds)
Cbc0010I After 10900 nodes, 1214 on tree, 169460.67 best solution, best
possible 157572.58 (810.69 seconds)
Cbc0010I After 11000 nodes, 1264 on tree, 169460.67 best solution, best
possible 157572.58 (815.13 seconds)
Cbc0010I After 11100 nodes, 1311 on tree, 169460.67 best solution, best
possible 158109.85 (835.74 seconds)
Cbc0010I After 11200 nodes, 1361 on tree, 169460.67 best solution, best
possible 158345.27 (853.65 seconds)
Cbc0010I After 11300 nodes, 1411 on tree, 169460.67 best solution, best
possible 158404.02 (869.75 seconds)
Cbc0010I After 11400 nodes, 1461 on tree, 169460.67 best solution, best
possible 158464.46 (886.81 seconds)
Cbc0020I Exiting on maximum time
Cbc0005I Partial search - best objective 169460.67 (best possible
158464.46), took 1871577 iterations and 11482 nodes (900.43 seconds)
Cbc0032I Strong branching done 8334 times (76189 iterations), fathomed 9
nodes and fixed 1 variables
Cbc0035I Maximum depth 124, 223498 variables fixed on reduced cost
Cbc0038I Probing was tried 1579 times and created 82296 cuts of which 1
were active after adding rounds of cuts (11.281 seconds)
Cbc0038I Gomory was tried 7626 times and created 8129 cuts of which 2464
were active after adding rounds of cuts (144.295 seconds)
Cbc0038I Knapsack was tried 2 times and created 0 cuts of which 0 were
active after adding rounds of cuts (0.016 seconds)
Cbc0038I Clique was tried 2 times and created 0 cuts of which 0 were active
after adding rounds of cuts (0.000 seconds)
Cbc0038I MixedIntegerRounding2 was tried 2 times and created 0 cuts of
which 0 were active after adding rounds of cuts (0.031 seconds)
Cbc0038I FlowCover was tried 2 times and created 0 cuts of which 0 were
active after adding rounds of cuts (0.000 seconds)
Cbc0038I TwoMirCuts was tried 1579 times and created 10 cuts of which 1
were active after adding rounds of cuts (3.860 seconds)
Cbc0038I Stored from first was tried 7626 times and created 350 cuts of
which 179 were active after adding rounds of cuts (0.000 seconds)
Cbc0001I Search completed - best objective 184071.9400000001, took 1886804
iterations and 11532 nodes (900.65 seconds)
Cbc0032I Strong branching done 428 times (5741 iterations), fathomed 0
nodes and fixed 0 variables
Cbc0035I Maximum depth 34, 0 variables fixed on reduced cost
Cuts at root node changed objective from 156922 to 157294
Probing was tried 3 times and created 0 cuts of which 0 were active after
adding rounds of cuts (0.032 seconds)
Gomory was tried 24 times and created 61 cuts of which 28 were active after
adding rounds of cuts (1.650 seconds)
Knapsack was tried 3 times and created 0 cuts of which 0 were active after
adding rounds of cuts (0.016 seconds)
Clique was tried 3 times and created 0 cuts of which 0 were active after
adding rounds of cuts (0.000 seconds)
MixedIntegerRounding2 was tried 3 times and created 0 cuts of which 0 were
active after adding rounds of cuts (0.031 seconds)
FlowCover was tried 1 times and created 0 cuts of which 0 were active after
adding rounds of cuts (0.000 seconds)
TwoMirCuts was tried 3 times and created 5 cuts of which 0 were active
after adding rounds of cuts (0.624 seconds)

Result - Optimal solution found

Objective value:                184071.94000000
Enumerated nodes:               11532
Total iterations:               1886804
Time (CPU seconds):             901.01
Time (Wallclock seconds):       901.01

Total time (CPU seconds):       901.50   (Wallclock seconds):       901.49

 ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

Things that baffle me:
1) It is timing out after 900 seconds instead of 1800
2) It is reporting 184071.94 as optimal when it has found a solution of
169460.67

I am running with preprocesssing off because I get the following with it on

Coin0505I Presolved problem not optimal, resolve after postsolve
Coin0505I Presolved problem not optimal, resolve after postsolve
Cgl0013I Postprocessed model is infeasible - possible tolerance issue - try
without preprocessing
1 relaxed row infeasibilities - summing to 1
1 relaxed row infeasibilities - summing to 1
1 relaxed row infeasibilities - summing to 1

Result - Stopped on time limit

Objective value:                173347.10500000
Lower bound:                    159327.768
Gap:                            0.09
Enumerated nodes:               23597
Total iterations:               4755507
Time (CPU seconds):             1800.63



Am I doing something wrong?
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