[Cbc] Solution found by diving is not considered after reaching timeout

[Michael Römer]

Dear CBC community,

as noted in a previous post, I am dealing with an optimization problem 
where solution time matters (more than optimality).
Having experimented with different parameter settings, I have 
considerably improved running time for my instances. So far, I am quite 
happy with the resulting performance of CBC.
There is, however, one issue which might be considered as a bug in CBC: 
If the timeout is reached and a feasible solution has been found (only) 
by a diving heurisitic, then this solution is not
considered as a solution but CBC log shows "Result - Problem proven 
infeasible" (see an example log below).
If, for example, I adjust the ratio in a way that the feasible solution 
is within the threshold, this solution is accepted. Adjusting the ratio 
parameter is thus a workaround; however, it has the disadvantage that 
for some instances, a better solution might be found within the 
available time limit.

Thank you for your consideration, best regards

Michael Römer



Option for preprocess changed from sos to off
passFeasibilityPump was changed from 20 to 30
Option for feasibilityPump changed from on to before
strongBranching was changed from 5 to 0
Option for costStrategy changed from off to pri!orities
Continuous objective value is 965.069 - 0.02 seconds
Cbc0026I Setting priorities for objects 0 to 3290 inclusive (out of 3291)
Cbc0012I Integer solution of 972.06743 found by DiveAny after 0 
iterations and 0 nodes (25.68 seconds)
Cbc0013I At root node, 0 cuts changed objective from 965.06912 to 
965.06912 in 1 passes
Cbc0014I Cut generator 0 (Probing) - 0 row cuts average 0.0 elements, 
475 column cuts (475 active)  in 0.371 seconds - new frequency is 1
Cbc0014I Cut generator 1 (Gomory) - 0 row cuts average 0.0 elements, 0 
column cuts (0 active)  in 0.048 seconds - new frequency is -100
Cbc0014I Cut generator 2 (Knapsack) - 0 row cuts average 0.0 elements, 0 
column cuts (0 active)  in 0.045 seconds - new frequency is -100
Cbc0014I Cut generator 3 (Clique) - 0 row cuts average 0.0 elements, 0 
column cuts (0 active)  in 0.000 seconds - new frequency is -100
Cbc0014I Cut generator 4 (MixedIntegerRounding2) - 0 row cuts average 
0.0 elements, 0 column cuts (0 active)  in 0.008 seconds - new frequency 
is -100
Cbc0014I Cut generator 5 (FlowCover) - 0 row cuts average 0.0 elements, 
0 column cuts (0 active)  in 0.029 seconds - new frequency is -100
Cbc0010I After 0 nodes, 1 on tree, 972.06743 best solution, best 
possible 965.06912 (44.40 seconds)
Cbc0001I Search completed - best objective 972.0674270390082, took 34475 
iterations and 54 nodes (105.22 seconds)
Cbc0035I Maximum depth 14, 1186 variables fixed on reduced cost
0  Obj 965.06919 Primal inf 59.709361 (180) Dual inf 2.9309733e+015 (9289)
Stopped - objective value -2.2290621e+011
Cuts at root node changed objective from 965.069 to 965.069
Probing was tried 8 times and created 578 cuts of which 0 were active 
after adding rounds of cuts (0.646 seconds)
Gomory was tried 1 times and created 0 cuts of which 0 were active after 
adding rounds of cuts (0.048 seconds)
Knapsack was tried 1 times and created 0 cuts of which 0 were active 
after adding rounds of cuts (0.045 seconds)
Clique was tried 1 times and created 0 cuts of which 0 were active after 
adding rounds of cuts (0.000 seconds)
MixedIntegerRounding2 was tried 1 times and created 0 cuts of which 0 
were active after adding rounds of cuts (0.008 seconds)
FlowCover was tried 1 times and created 0 cuts of which 0 were active 
after adding rounds of cuts (0.029 seconds)
TwoMirCuts was tried 1 times and created 0 cuts of which 0 were active 
after adding rounds of cuts (0.148 seconds)

Result - Problem proven infeasible

Objective value: 
100000000000000010000000000000000000000000000000000.00000000
Enumerated nodes:               54
Total iterations:               34475
Time (CPU seconds):             105.38
Time (Wallclock seconds):       105.38

Total time (CPU seconds):       112.62   (Wallclock seconds):       112.62