[Cbc] Non-integer values when using primal simplex

John Forrest john.forrest at fastercoin.com
Fri Sep 26 04:21:28 EDT 2014


Michael,

Code is doing as intended.  primalsimplex is doing exactly what it is 
told - solve the problem using primal simplex - the algorithm has no 
integer functionality - and does (approximately) same as "clp .... 
solve" would do.

So you get a solution with variables at non integral value.

John Forrest
On 25/09/14 19:06, Michael Munday wrote:
> Hi all,
>
> I am trying to solve the attached mps file using the command line cbc 
> program, version 2.8.9.  All of the columns are constrained to be 
> integers (I think).
>
> When I solve it using the following command:
>
> cbc test.mps.gz -primalS -printi csv -solu test.csv
>
> I get an objective value of 3907198 after about 40s, but test.csv 
> contains a lot of values which have a fractional part of .5.
>
> However when I run with the command:
>
> cbc test.mps.gz -solve -printi csv -solu test.csv
>
> I get an objective value of 3907349 after about 170s and all of the 
> results are integers.
>
> I am aware that the results might not be exact integers 
> (http://list.coin-or.org/pipermail/cbc/2014-June/001367.html), however 
> this seems a bit extreme.
>
> Am I doing something wrong or have I stumbled into a bug?
>
> Thanks for your help!
> Michael
>
>
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