[Cbc] wrong optimal solution - preprocess SOS - preprocess aggregate works fine

Fri Jan 24 06:09:57 EST 2020

Hi,

Just to let you know, i entered the problem into github issues.

https://github.com/coin-or/Cbc/issues/283

Mit freundlichen Grüßen / Kind regards
________________________________________

Pieter Zieschang

Modis IT Outsourcing GmbH
Atriumstraße 1, 04315 Leipzig

Amtsgericht Düsseldorf: HRB 78227
Geschäftsführer: Martin Wimmer, Jörg Brinkmann

ito.modis.de

From:   "Pieter Zieschang" <pieter.zieschang at modis.de>
To:     "Ted Ralphs" <ted at lehigh.edu>
Cc:     "cbc" <cbc at list.coin-or.org>
Date:   24.01.2020 10:22
Subject:        Re: [Cbc] wrong optimal solution - preprocess SOS - 
preprocess aggregate works fine
Sent by:        "Cbc" <cbc-bounces at coin-or.org>

Hi Ted,

the version is current trunk, as of January 22th.

The problem is available for testing here: 
https://mega.nz/#!c3Y0CA7R!jFnYcFVzcnYSWucZrCIdgb_AQzE5etB1JlySKom1QuE

Command is in the post below.

I'm not sure if i make it to opening an issue on github today.

Thank you

Mit freundlichen Grüßen / Kind regards
________________________________________

Pieter Zieschang

Modis IT Outsourcing GmbH
Atriumstraße 1, 04315 Leipzig

Amtsgericht Düsseldorf: HRB 78227
Geschäftsführer: Martin Wimmer, Jörg Brinkmann

ito.modis.de

From:        "Ted Ralphs" <ted at lehigh.edu>
To:        "Pieter Zieschang" <pieter.zieschang at modis.de>
Cc:        "cbc" <cbc at list.coin-or.org>
Date:        24.01.2020 04:36
Subject:        Re: [Cbc] wrong optimal solution - preprocess SOS - 
preprocess aggregate works fine

Hi Pieter,

Forgive me if I missed something, but what Cbc version? Could you open an 
issue on Github?

Ted

On Thu, Jan 23, 2020 at 5:23 AM Pieter Zieschang <
pieter.zieschang at modis.de> wrote:
Hello,

there seems to be something going wrong when preprocess=sos (the default) 
is used, cbc selecting the wrong branch?

When preprocess=aggregate the correct optimal solution is found, also 
solution time is longer, probably the

Correct Optimal Solution:

$ cbc Problem_25581_0.mps timemode=elapsed -seconds=400 -keepNames=on 
-threads=8 -dualt=1e-06 -perturb=on -pertvalue=61 -constraint=on -cuts=on 
-clique=forceon -zero=forceon -probing=forceonstrong -combine=on 
-combine2=on -ratiogap=0.001 -multiple=8 -preprocess=aggregate -solve

Cbc0011I Exiting as integer gap of 3.0000005e-05 less than 1e-10 or 0.1%
Cbc0001I Search completed - best objective 180.9999999999945, took 1048 
iterations and 0 nodes (117.76 seconds)
Cbc0035I Maximum depth 0, 289 variables fixed on reduced cost
Cuts at root node changed objective from 177 to 181
Probing was tried 108 times and created 793 cuts of which 0 were active 
after adding rounds of cuts (1152.645 seconds)
Gomory was tried 108 times and created 441 cuts of which 0 were active 
after adding rounds of cuts (25.991 seconds)
Knapsack was tried 108 times and created 18 cuts of which 0 were active 
after adding rounds of cuts (9.414 seconds)
Clique was tried 108 times and created 0 cuts of which 0 were active after 
adding rounds of cuts (0.226 seconds)
MixedIntegerRounding2 was tried 108 times and created 27 cuts of which 0 
were active after adding rounds of cuts (15.430 seconds)
FlowCover was tried 108 times and created 0 cuts of which 0 were active 
after adding rounds of cuts (6.004 seconds)
TwoMirCuts was tried 108 times and created 1530 cuts of which 0 were 
active after adding rounds of cuts (33.287 seconds)
ZeroHalf was tried 108 times and created 27 cuts of which 0 were active 
after adding rounds of cuts (67.834 seconds)

Result - Optimal solution found (within gap tolerance)

Objective value:                181.00000000
Lower bound:                    181.000
Gap:                            0.00
Enumerated nodes:               0
Total iterations:               1048
Time (CPU seconds):             656.08
Time (Wallclock seconds):       121.02

Total time (CPU seconds):       656.23   (Wallclock seconds):       121.18

Wrong Optimal Solution:

$ cbc Problem_25581_0.mps timemode=elapsed -seconds=400 -keepNames=on 
-threads=8 -dualt=1e-06 -perturb=on -pertvalue=61 -constraint=on -cuts=on 
-clique=forceon -zero=forceon -probing=forceonstrong -combine=on 
-combine2=on -ratiogap=0.001 -multiple=8 -solve
Cbc0011I Exiting as integer gap of 49802 less than 1e-10 or 0.1%
Cbc0001I Search completed - best objective 1200049979, took 0 iterations 
and 0 nodes (67.05 seconds)
Cbc0035I Maximum depth 0, 0 variables fixed on reduced cost
Cuts at root node changed objective from 1.2e+09 to 1.2e+09
Probing was tried 0 times and created 0 cuts of which 0 were active after 
adding rounds of cuts (0.000 seconds)
Gomory was tried 0 times and created 0 cuts of which 0 were active after 
adding rounds of cuts (0.000 seconds)
Knapsack was tried 0 times and created 0 cuts of which 0 were active after 
adding rounds of cuts (0.000 seconds)
Clique was tried 0 times and created 0 cuts of which 0 were active after 
adding rounds of cuts (0.000 seconds)
MixedIntegerRounding2 was tried 0 times and created 0 cuts of which 0 were 
active after adding rounds of cuts (0.000 seconds)
FlowCover was tried 0 times and created 0 cuts of which 0 were active 
after adding rounds of cuts (0.000 seconds)
TwoMirCuts was tried 0 times and created 0 cuts of which 0 were active 
after adding rounds of cuts (0.000 seconds)
ZeroHalf was tried 0 times and created 0 cuts of which 0 were active after 
adding rounds of cuts (0.000 seconds)
Cgl0014I Postprocessing changed objective from 1.20005e+09 to 49979 - 
possible tolerance issue - try without preprocessing

Result - Optimal solution found (within gap tolerance)

Objective value:                1200049979.00000000
Lower bound:                    1200000177.000
Gap:                            0.00
Enumerated nodes:               0
Total iterations:               0
Time (CPU seconds):             241.92
Time (Wallclock seconds):       72.52

Total time (CPU seconds):       242.06   (Wallclock seconds):       72.68

Thanks

Mit freundlichen Grüßen / Kind regards
________________________________________

Pieter Zieschang

Modis IT Outsourcing GmbH
Atriumstraße 1, 04315 Leipzig

Amtsgericht Düsseldorf: HRB 78227
Geschäftsführer: Martin Wimmer, Jörg Brinkmann

ito.modis.de

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-- 
Dr. Ted Ralphs
Professor, Industrial and Systems Engineering
Lehigh University
(610) 628-1280
ted 'at' lehigh 'dot' edu
coral.ie.lehigh.edu/~ted

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and do not copy, or disclose or otherwise act upon any part of this email 
or its attachments. _______________________________________________
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Diese E-Mail und alle Anhänge sind vertraulich und für den Adressaten bestimmt und können auch privilegiert oder von der Offenlegung nach geltendem Recht ausgenommen sein. Wenn Sie nicht der Adressat sind oder diese E-Mail irrtümlicherweise erhalten haben, benachrichtigen Sie den Absender unverzüglich, löschen Sie die E-Mail aus Ihrem System und kopieren Sie keine Teile dieser E-Mail oder deren Anhänge und geben Sie sie nicht weiter. 

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