[Cbc] Cbc Digest, Vol 141, Issue 5

[James Levis]

Thanks for the reply.

I actually the problem is presolve. If I turn preprocess off, then it
solves in a reasonable time.


On Sat, May 18, 2019 at 6:35 PM <cbc-request at coin-or.org> wrote:

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>    1. Re: Problem with root cuts when LP relaxation is integer
>       optimal (John Forrest)
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>
> ----------------------------------------------------------------------
>
> Message: 1
> Date: Sat, 18 May 2019 13:37:09 +0100
> From: John Forrest <john.forrest at fastercoin.com>
> To: cbc at list.coin-or.org
> Subject: Re: [Cbc] Problem with root cuts when LP relaxation is
>         integer optimal
> Message-ID: <34c0d266-8501-fee6-028e-7788acb0c608 at fastercoin.com>
> Content-Type: text/plain; charset="utf-8"; Format="flowed"
>
> James,
>
> The problem is that the final solve does not use presolve so problem is
> large.? Normally this doesn't matter but in your case it does.? I am
> thinking about the best thing to do, but here are two solutions -
>
> 1) In CbcSolver.cpp look for
>
> originalSolver->setBasis(*basis);
>
> and add
>
> originalSolver->setHintParam(OsiDoPresolveInResolve, true, OsiHintTry);
>
> This may be what will be changed in code.
>
> 2) I have committed to trunk/Cbc/examples presolveBefore.cpp
>
> This also works.? If you add
> #define SAVE_MEMORY
>
> then it should use less memory which may fix your other problems.
>
> John Forrest
>
> On 17/05/2019 16:09, James Levis wrote:
> > 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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