[Cbc] Cbc incorrect concludes integer infeasible for MIQP

Tue Nov 5 13:41:57 EST 2019

John,

Thanks for your help! I'll try tomorrow's Bintray master build and report. 

Jan-Willem

On 5 Nov 2019, at 12:51, John Forrest <jjhforrest at gmail.com> wrote:

Jan-Willem,

I have committed changes to CbcSolver.cpp which I hope fix problem.  The QP coding is complex (I would ask who wrote it, but I fear I may have done and then tried my best to forget that) - and the heuristic solution was not handed over correctly to the main solver.

John Forrest

> On 04/11/2019 20:42, Jan-Willem Goossens wrote:
> Hi,
> I’m using CBC 2.10.3 to solve the attached small MIQP (MIP with quad objective), but the solution is reported as “Integer infeasible”, which is not correct.
> The actual solution is x1=1, x2=1, with obj value -7.5. Continuous relaxation solution is x1 = 0.66, x2 = 1.333  with obj value -8.22222. See https://www.inverseproblem.co.nz/OPTI/index.php/Probs/MIQP
> The command I use is
> *cbc -import testmiqp.mps -minimize -solve -solution sol.txt*
> The output shows interesting lines:
>                 […]
> Clp0000I Optimal - objective value -7.5
> Cbc0012I Integer solution of -7.5 found by feasibility pump after 0 iterations and 0 nodes (0.00 seconds)
> Cbc0001I Search completed - best objective -7.5, took 0 iterations and 0 nodes (0.00 seconds)
> Cbc0035I Maximum depth 0, 0 variables fixed on reduced cost
> Clp0006I 0  Obj -7.5
> Clp0000I Optimal - objective value -7.5
> obj -7.5
> *Continuous objective value is -9* - 0.00 seconds
> Testing OsiObject options 0
> Cbc0006I The LP relaxation is infeasible or too expensive
> […]
> So Feasibility Pump finds the integer solution with obj value -7.5, but then reported Continuous objective value of -9 seems incorrect.
> How can I solve this MIQP with cbc?
> Many thanks for any help.
> Jan-Willem
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