[Cbc] OA-based solvers and (in)feasibility of solutions

[Pietro Belotti]

Hi there,

I'm having a problem with a Cbc-based solver that has Outer
Approximation (OA) as its main cut generator. I'm using stable-2.8. In
the loop "while (anyAction == -1)" between lines 13802 and 13970 of
CbcModel.cpp, although an integer solution has been found by Cbc the
call to saveSolution at line 13915 rejects (correctly) the solution
found, since it violates a quadratic constraint, and sets objval to a
very large value.

However, since the subsequent resolve() sets feasible to true,
anyAction is set to -1 and the loop restarts. Since the solution is
infeasible for the model (a derived class of CbcModel) but feasible
for Cbc, the solution should be separated. I might not have set all
required options, but it might be useful here to put an call to a cut
separator in this loop.

Thanks,
Pietro