[Cbc] confusing solution

[Mike Steglich]

Great .. it works !

Thanks, 

Mike
> Am 10.02.2015 um 14:53 schrieb John Forrest <john.forrest at fastercoin.com>:
> 
> Mike,
> 
> Fix is in svn 2.9 - won't be in a release just yet.
> 
> John Forrest
> On 10/02/15 13:41, Mike Steglich wrote:
>> Hi John,
>> 
>> I tested Cbc  2.9.2 on OS X with the attached free mps file and found the same issue for this maximisation problem:
>> 
>> Coin0505I Presolved problem not optimal, resolve after postsolve
>> Cgl0013I Postprocessed model is infeasible - possible tolerance issue - try without preprocessing
>> 7 relaxed row infeasibilities - summing to 1604
>> 7 relaxed row infeasibilities - summing to 1604
>> 7 relaxed row infeasibilities - summing to 1604
>> 
>> Result - Optimal solution found
>> 
>> Objective value:                56640.00000000
>> Enumerated nodes:               0
>> 
>> It is shown that an optimal solution was found ... but as for the example I sent Yesterday .... one of the non-negative variables (x[1,1]) is shown in the solution file with a negative value.  
>> Without preprocessing the problem is stated as infeasible.
>> 
>> Thanks,
>> 
>> Mike
>> 
>> 
>>  
>>> Am 10.02.2015 um 11:33 schrieb John Forrest <john.forrest at fastercoin.com <mailto:john.forrest at fastercoin.com>>:
>>> 
>>> 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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> 

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