[Cbc] Constraint Violation in Cbc 2.8.7

[Matthew Gidden]

Hi everyone,

I can't claim to have figured out the reason, per se, but I was able to
address a symptom that fixed the problem in this case. My objective
coefficients (of this particular instance) span a range of ~1e2. I reduced
this range to ~1e1, and the problem "worked". I ran the problem with no
convergence criteria input to the CLI, and with both ratio and allowable
gaps of 1e-10 (separately, of course). I also ran this on both trunk and
1.8.7 (there was no difference).

Is this expected behavior? Does anyone have a listing of other "tricks" or
best practices to help massage the solution?

Thanks,
Matt

On Wed, Jul 1, 2015 at 12:09 PM, Matthew Gidden <gidden at wisc.edu> wrote:

> Hi folks,
>
> I am running into an issue where Cbc reports an optimal solution with a
> constraint being violated. I explain the issue in more detail and provide
> an MPS input file here
> <https://gist.github.com/gidden/238bf48db399f8e58fb7>. In short, I
> observe a constraint violation of ~3.5% which is affecting the results of
> my test suite.
>
> My Cbc version is:
> ```
> Welcome to the CBC MILP Solver
> Version: 2.8.7
> Build Date: Aug  4 2014
> Revision Number: 2053
> ```
>
> I am looking into switching to trunk, but I was curious if anyone else has
> experienced similar issues.
>
> Cheers,
>
> --
> Matthew Gidden, Ph.D.
> Postdoctoral Associate, Nuclear Engineering
> The University of Wisconsin -- Madison
> Ph. 225.892.3192
>



-- 
Matthew Gidden, Ph.D.
Postdoctoral Associate, Nuclear Engineering
The University of Wisconsin -- Madison
Ph. 225.892.3192
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://list.coin-or.org/pipermail/cbc/attachments/20150702/b8634573/attachment.html>