[Cbc] Problem with root cuts when LP relaxation is integer optimal

[James Levis]

I am reading a problem where the LP relaxation is also integer optimal. clp
solves the problem in ~12 s. CPLEX solves the whole problem in several
seconds.

CBC finds the LP solution in 1.8 s, and acknowledges that it is the optimal
solution (Cbc3007W No integer variables - nothing to do), but then the root
cuts change the optimal value by ~300 orders of magnitude (Cuts at root
node changed objective from 1.25864e+08 to -1.79769e+308). It then starts
the search with a large negative value (200 Obj -1.0630244e+15 Primal inf
3.6043524e+12 (98)), and works back to the actual optimal value over the
course of nearly an hour (3119 s).

It also states that zero nodes were enumerated and zero iterations were
performed.

Can anyone tell me what is going on and how to avoid it? In general, the LP
relaxation will not be integer optimal, so I can't just use clp.

Selected prompt inputs and outputs are provided below:

`C:\my_directory>cbc
Welcome to the CBC MILP Solver
Version: Trunk (unstable)
Build Date: May  3 2019

CoinSolver takes input from arguments ( - switches to stdin)
Enter ? for list of commands or help
Coin:import SF_STD.lp
Coin:solv
Continuous objective value is 1.25864e+08 - 1.83 seconds
Cgl0002I 6 variables fixed
Cgl0004I processed model has 18298 rows, 19156 columns (0 integer (0
of which binary)) and 137182 elements
Cbc3007W No integer variables - nothing to do
Cuts at root node changed objective from 1.25864e+08 to -1.79769e+308
....
Perturbing problem by 0.001% of 0.0057290012 - largest nonzero change
0 ( 0%) - largest zero change 1.0005696e-05
0  Obj 1.2586431e+08 Primal inf 3829487.6 (43) Dual inf 636.78239 (1)
w.o. free dual inf (0)
200  Obj -1.0630244e+15 Primal inf 3.6043524e+12 (98)
...
272255  Obj 1.2586085e+08
Optimal - objective value 1.2586431e+08
Optimal - objective value 1.2586431e+08

Result - Optimal solution found

Objective value:                125864307.31267282
Enumerated nodes:               0
Total iterations:               0
Time (CPU seconds):             3119.13
Time (Wallclock seconds):       3119.13
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