[Cbc] reformulated s2 bug repro

[James Howey]

I sent in an s2 issue yesterday.

 

Here is a slightly more reduced repro:

 

Maximize

b1y

SUBJECT TO

-agi + 0 m1 +32000 m2 + 1e8 m3 = 0

m1 + m2 + m3 = 1

-b1y +32000 m1 = 0

BOUNDS

agi = 1

m1 <= 1E+15

m2 <= 1E+15

m3 <= 1E+15

SOS

X: S2:: m1:1 m2:2 m3:3

END

 

With latest trunk build:

 

cbc b1.lp -preprocess off -solve -solu a -quit

 

comes up

 

Integer infeasible - objective value -31999.99968000

      0 b1y                32000                       0

      1 agi                    1                 0.00032

      2 m1            0.99999999                       0

      3 m2                     0                31989.76

      4 m3                 1e-08                       0

 

Where cplex says:

 

MIP - Integer optimal solution:  Objective =  3.1999000000e+04

Solution time =    0.00 sec.  Iterations = 0  Nodes = 0

Deterministic time = 0.01 ticks  (6.71 ticks/sec)

 

CPLEX> display solution variables *

Incumbent solution

Variable Name           Solution Value

b1y                       31999.000000

agi                           1.000000

m1                            0.999969

m2                            0.000031

All other variables matching '*' are 0.

 

If I change the 1e8 to 1e7, then both cbc and cplex reach correct optimum of
31999.

 

Thanks for any attention you give this.

 

jkh

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