[Cbc] Unbounded MIP problem returned as infeasible by CBCSolver

[Kish Shen]

Hi John,

Thank you very much for your reply.

 > However when I try model->isContinuousUnbounded() it returns true

I reran my program and you are correct -- isContinuousUnbounded() does 
return true for the problem. I am not sure what happened previously, 
sorry for the misreporting.

 >    (model->isProvenInfeasible()) returning true is a bug - the fix is
 > modifying code in that function to
 >
 >   if (!status_ && (bestObjective_ >= 1.0e30  && !secondaryStatus_))
 >

I made the above change in CbcModel.cpp, and isProvenInfeasible() 
returns false as expected. Thanks! Will this change be put into the Cbc 
2.8 branch?

However, my result status checking code now reports the problem slove as 
aborted, because in my code:


if (model->isInitialSolveProvenOptimal()) {
	if (model->isProvenInfeasible()) {
         } // else assume MIP aborted
//<1>
...
}
...
if (model->isContinuousUnbounded()) {
// problem is infeasible or unbounded
....
}

so if isProvenInfeasible() is false, the problem is assumed to have 
aborted, and isContinousUnbounded() is only called if 
isInitialSolveProvenOptimal() is false.

Should the isContinousUnbounded() test be moved into <1> above, or 
should the test be performed at both places (i.e. at <1> and where it is 
now)?

Thanks and cheers,

Kish




On 06/03/2014 10:08, John Forrest wrote:
> Kish,
>
>    (model->isProvenInfeasible()) returning true is a bug - the fix is
> modifying code in that function to
>
>   if (!status_ && (bestObjective_ >= 1.0e30  && !secondaryStatus_))
>
> However when I try model->isContinuousUnbounded() it returns true
>
> If I have
>
> printf("status %d secondary %d infeasible %s unbounded %s\n",
>   model.status(),model.secondaryStatus(),model.isProvenInfeasible()
>       ? "true" : "false",model.isContinuousUnbounded() ? "true" : "false");
>
> in my code I get
>
> status 0 secondary 7 infeasible false unbounded true
>
> with above fix and
>
> status 0 secondary 7 infeasible true unbounded true
>
> without fix.
>
> Can you check isContinuousUnbounded() and if it fails send me some code
> to reproduce?
>
> John Forrest
>
>
> On 06/03/14 01:17, Kish Shen wrote:
>> Hi,
>>
>> For the following (very simple) problem:
>>
>> Minimize
>> obj: x0
>> Subject To
>> cons0:  x0 + x1 <= 3
>> cons1:  X0 = X1  = 0
>> Bounds
>>  x0 Free
>>  x1 Free
>> Integers
>> x0
>> End
>>
>> which is unbounded, but when we use CBCSolver to solve this problem,
>> we get the result that the problem is infeasible, specifically,
>>
>> CbcModel* model;
>> .....
>> model->isProvenInfeasible() returns 1 (true)
>>
>> Here is the relevant code we use to determine the status of a problem
>> after calling CbcSolver (via CbcMain0 and CbcMain1) to solve the problem:
>>
>>
>> if (model->isInitialSolveProvenOptimal()) {
>>    if (model->isProvenInfeasible()) {
>>        ....
>>
>> For the above problem, the above if .. succeeds, which I think should
>> only be the case if the problem is proven infeasible at the root node,
>> but the root node solve should be unbounded (and in fact if I solve
>> the linear problem with CLP, the result is indeed unbounded), but the
>> test
>>
>> We actually have code to test if the root node solve is unbounded (in
>> which case we classify the solve result as "Unknown", i.e. either
>> infeasible or unbounded, which was the result I expected for the above
>> problem), but
>>
>> model->isContinuousUnbounded() returns 0 for the above problem, rather
>> than 1 as I expected.
>>
>> Is there something I am doing wrong, or is there a problem?
>>
>> I am using Cbc 2.8, which was downloaded last month (14 Feb).
>>
>> Thanks in advance for any help.
>>
>> Cheers,
>>
>> Kish
>>
>>
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>>
>
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