[Cbc] SOS issue - why infeasible?

[James Howey]

The following is an effort to set a binary indicator (lt) if x <= 44000

 

maximize

lt

SUBJECT TO

x - ff - neg = 0

44000 lt + neg >= 0

BOUNDS

x = 1

ff = 44000

-44000 <= neg <= 1e15

binary

lt

SOS

set1: S1:: neg:0 lt:1

END

 

With command arguments 

preprocess off solve solu a

 

The result reached is:

 

Integer infeasible - objective value -1.00000000

      0 lt                     1                      -1

      1 x                      1                       0

      2 ff                 44000                       0

      3 neg               -43999                       0

 

Which appears feasible to me?

 

Any insight is appreciated.

 

Thanks,

 

jkh

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