[Cbc] confusing solution

[John Forrest]

Mike,

The problem is due to the elements of 1.0e9 in model.  In postprocessing 
this led to values of 1.0e-9 which is just on a particular tolerance.

Without preprocessing my tests gave correct solution.

It was a bug - I have made postprocessing more robust in 2.9.

John Forrest

On 09/02/15 11:39, Mike Steglich wrote:
> Hello,
>
> I've got an interesting behaviour with the attached mps file. When I 
> run this problem with the CBC binary (2.8.9 on OS X and 2.9.0 on 
> Win8.1) then I got the following information:
>
> ...
> /Coin0505I Presolved problem not optimal, resolve after postsolve
> Cgl0013I Postprocessed model is infeasible - possible tolerance issue 
> - try without preprocessing
> 16 relaxed row infeasibilities - summing to 193
> 16 relaxed row infeasibilities - summing to 193
> 16 relaxed row infeasibilities - summing to 193
>
> Result - Optimal solution found
>
> Objective value:                813.00000000/
> ...
>
> The solution file (It doesn't matter whether I use the solu or gsolu 
> option) shows an different objective function value of 1925 and values 
> for the variables that are obviously infeasible.  When I set the 
> preprocessing off then the problem is stated as infeasible.
>
> It could be possible that the problem formulation and therefore the 
> mps file is stupid. But when I use the same mps file with glpk, scip 
> and Cplex then I'm able to find in any case an optimal solution with 
> the objective function value 813 (that is also shown by Cbc).
>
>
>
>
>
> Thanks,
>
> Mike
>
>
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