[Cbc] [CBC] On closer inspection - solution discarded

mg giunto.cardanico at gmail.com
Fri Sep 12 05:43:48 EDT 2014


Hi All,
sorry if I'm bothering you lately but I hope this issues reporting will
lead to a better and better version of CBC :)

My problem is the following:

I have a quite complex MIP model, that usually has some "acceptable"
infeasibilities.
So, I solve it in 2 steps :
 -  first step : I add some acceptable slacks in some constraints and the
objective is to minimize these slacks
 -  second step : I modify the constraints right-hand-sides according to
the slacks found in the previous step and run with the desired objective
function.

This usually works great , but sometimes it happens that the second step
fails in founding a solution or results in an infeasible problem even if
feasibility pump seemed to find a solution that is finally discarded with
the error : "On closer inspection - solution discarded".
Funny thing is, if I write the LP and re-run it in CBC, it works fine and
the returned solution seems to be the one found and discarded in the
previous run !

I think this is due to some floating-point accuracy problems (got lost in
the lp conversion), but I have no idea how can I solve it...

Also, I would like to reproduce it and submit it to you, but it's quite
complex, and, as I said, dumping the LP is not enough to reproduce the
issue.

At the moment I'm running on this code revisions :
CBC : 2043
CGL: 1028
CLP : 2036
CoinUtils : 1721
(so it's almost the trunk version)

As soon as I can I'm going to try to run it on the trunk version and report
the result.
In the meantime, do you have any suggestion ? For instance, some way to
"increase" the tolerance in the second step ?

Thanks in advance,
Marco
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