[Cbc] integer overflow in CglGomory.cpp

[Haroldo Gambini Santos]

Thanks for the explanation Giacomo,  I'll do some tests to check if 
there is any significant difference between the dual bounds produced by 
these two cut generators.

Cheers,

Haroldo

Em 19/05/2017 08:34, Giacomo Nannicini escreveu:
> CglGMI does not perform any integer rounding, and in fact it should be
> numerically very safe, although not as optimized and tightly
> integrated with the Branch-and-Cut algorithm as CglGomory.
> This information is provided with no warranty :-) I haven't used
> either cut generator in a long time.
>
> Cheers
>
> Giacomo
>
> On Thu, May 18, 2017 at 9:41 AM, Haroldo Santos
> <haroldo.santos at gmail.com> wrote:
>> Hi,
>>
>> AFAIK, now there are two Gomory cut generators available in CBC (Cgl):
>> CglGomory and CglGMI.  Does this overflow affects both versions ?
>> Which version is recommended for general use now ?  Should we do some tests
>> to determine that ?
>>
>>
>>
>> 2017-05-16 15:44 GMT-03:00 John Forrest <john.forrest at fastercoin.com>:
>>> Modified in trunk (can be copied to stable).  Just for now I have left it
>>> as was unless GOMORY_LONG is defined in configure.  If anyone is interested
>>> they could see what difference it makes (on my first test it was slower -
>>> but then invalid cuts can be very powerful!).  There may be some connection
>>> with queries about accuracy of Gomory cuts in 2015 (GOMORY_RELAX_NUMBER).
>>>
>>> John Forrest
>>>
>>>
>>> On 16/05/17 10:47, Tobias Stengel wrote:
>>>
>>> Hi,
>>>
>>>
>>>
>>> I noticed an integer overflow in CglGomory.cpp / nearestRational(double,
>>> int) lines 445 and 446. That specific MIP is solved correctly, but I have no
>>> idea whether such an overflow can lead to wrong cuts that e.g. cut off the
>>> optimal solution. Anyway integer overflow is undefined behaviour in C/C++
>>> and the returned fractional is not „near“ the input…
>>>
>>>
>>>
>>> 2 parameter sets for nearestRational that lead to overflow can be found in
>>> the attached test program. Does anyone know how nearestRational works and
>>> how the overflow can be fixed properly?
>>>
>>>
>>>
>>> Thanks
>>>
>>>
>>>
>>> Tobias
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
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>>
>> --
>> =============================================================
>> Haroldo Gambini Santos
>> Computing Department
>> Universidade Federal de Ouro Preto - UFOP
>> email: haroldo [at ] iceb.ufop.br
>> home/research page: www.decom.ufop.br/haroldo
>>
>>
>> It has long been an axiom of mine that the little things are infinitely
>> the most important.
>> -- Sir Arthur Conan Doyle, "A Case of Identity"
>>
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-- 
==================================================
Haroldo Gambini Santos
D.Sc, Computer Science
Universidade Federal de Ouro Preto
http://www.decom.ufop.br/haroldo/