[Cbc] cbc infeasible, cplex not

[James Howey]

Attached lp comes up infeasible in cbc, but finds optimal objective in
cplex. In cbc I ran it with and without preprocessing which has given me
problems before.

 

I ran latest trunk build and an older one. I saw one checkin in latest
saying SOS shouldn't have tolerance, and wonder if this is another similar
manifestation.

 

It looks like it is correctly computing l1 (63999/64000), but then rounding
l2 (1/64000 = 1.5625e-5) down to zero. It would seem that a consistent
rounding strategy would yield a feasible solution. If it doesn't admit l2 =
1.5625e-5 to the solution, it shouldn't let l4 = 1.5930576e-09 in . If it
rounds l2 = 1.5625e-5 to zero, it should round l1 = .99998089 to 1.0. I
would prefer no tolerance.

 

X0009905: S2:: HS_ST(0)_l1:1 HS_ST(0)_l2:2 HS_ST(0)_l3:3 HS_ST(0)_l4:4

 

Integer infeasible - objective value 0.00000000

     10 HS_ST(0)_l1              0.99998089                       0

     11 HS_ST(0)_l2                       0                       0

     12 HS_ST(0)_l3           1.9106687e-05                       0

     13 HS_ST(0)_l4           1.5930576e-09                       0

 

In the meantime, can anyone suggest a workaround?

 

Thanks,

 

jkh

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