[Cbc] wrong optimal solution - preprocess SOS - preprocess aggregate works fine
Pieter Zieschang
pieter.zieschang at modis.de
Tue Jan 28 13:16:50 EST 2020
Hi John,
thanks for looking into that.
I noticed that the time spent is always too little, but wasn't sure if
that is a real bug. Glad you found that.
I still have a test run output on that problem with cplex, which was on
another machine, i guess some cplex 12.x version back then.
I'd say your end solution is relatively near to optimal, as cplex reached
optimal as 382710 (in 33 seconds).
Thanks for the tip with the eventhandler, i'll look into that.
Any options which could be a good idea to reduce solve time to anywhere
around ~300 seconds?
I'd happily try some things if you can point me to something or a good
direction. :-)
Thank you.
CPLEX> read 23844-T1_0
Selected objective sense: MINIMIZE
Selected objective name: OBJ
Selected RHS name: RHS1
Selected bound name: BND1
Problem '23844-T1_0.mps' read.
Read time = 0.23 sec. (46.52 ticks)
CPLEX> opt
Tried aggregator 3 times.
MIP Presolve eliminated 42470 rows and 27224 columns.
MIP Presolve modified 2970 coefficients.
Aggregator did 4530 substitutions.
Reduced MIP has 13575 rows, 13306 columns, and 117592 nonzeros.
Reduced MIP has 7871 binaries, 0 generals, 0 SOSs, and 0 indicators.
Presolve time = 0.28 sec. (291.99 ticks)
Found incumbent of value 6.1417173e+07 after 0.38 sec. (326.45 ticks)
Probing time = 0.03 sec. (7.70 ticks)
Tried aggregator 2 times.
MIP Presolve eliminated 2638 rows and 3354 columns.
MIP Presolve modified 34 coefficients.
Aggregator did 2 substitutions.
Reduced MIP has 10935 rows, 9946 columns, and 67620 nonzeros.
Reduced MIP has 8637 binaries, 1059 generals, 0 SOSs, and 0 indicators.
Presolve time = 0.14 sec. (132.26 ticks)
Probing time = 0.02 sec. (6.15 ticks)
Clique table members: 15956.
MIP emphasis: balance optimality and feasibility.
MIP search method: dynamic search.
Parallel mode: deterministic, using up to 8 threads.
Root relaxation solution time = 1.03 sec. (699.23 ticks)
Nodes Cuts/
Node Left Objective IInf Best Integer Best Bound ItCnt Gap
* 0+ 0 4.20351e+07 369432.0000 99.12%
0 0 376997.5000 1119 4.20351e+07 376997.5000 30
99.10%
* 0+ 0 4.02933e+07 376997.5000 99.06%
0 0 377106.5278 565 4.02933e+07 Cuts: 125 1277
99.06%
* 0+ 0 1740037.6667 377106.5278 78.33%
0 0 377209.3421 877 1740037.6667 Cuts: 66 2240
78.32%
* 0+ 0 497583.0000 377209.3421 24.19%
0 0 377210.0000 720 497583.0000 Cuts: 54 3172
24.19%
* 0+ 0 423436.0000 377210.0000 10.92%
0 0 377313.4091 773 423436.0000 Cuts: 50 3953
10.89%
0 0 377410.0000 456 423436.0000 ZeroHalf: 33 4510
10.87%
0 0 377697.5000 565 423436.0000 ZeroHalf: 40 5416
10.80%
* 0+ 0 388340.0000 377697.5000 2.74%
0 0 379711.5625 669 388340.0000 ZeroHalf: 28 7060
2.22%
* 0+ 0 387815.0000 379711.5625 2.09%
0 0 379917.6613 806 387815.0000 Cuts: 63 7559
2.04%
0 0 380124.1250 673 387815.0000 Cuts: 67 8145
1.98%
0 0 382454.6500 508 387815.0000 Cuts: 55 8479
1.38%
* 0+ 0 382815.0000 382454.6500 0.09%
Repeating presolve.
Tried aggregator 5 times.
MIP Presolve eliminated 6846 rows and 6632 columns.
MIP Presolve added 14 rows and 0 columns.
MIP Presolve modified 337 coefficients.
Aggregator did 475 substitutions.
Reduced MIP has 3607 rows, 2827 columns, and 16429 nonzeros.
Reduced MIP has 2537 binaries, 90 generals, 0 SOSs, and 0 indicators.
Presolve time = 0.08 sec. (78.55 ticks)
Probing fixed 120 vars, tightened 0 bounds.
Probing changed sense of 19 constraints.
Probing time = 0.02 sec. (2.82 ticks)
Cover probing fixed 25 vars, tightened 0 bounds.
Tried aggregator 2 times.
MIP Presolve eliminated 404 rows and 451 columns.
MIP Presolve modified 577 coefficients.
Aggregator did 68 substitutions.
Reduced MIP has 3123 rows, 2303 columns, and 12783 nonzeros.
Reduced MIP has 2217 binaries, 86 generals, 0 SOSs, and 0 indicators.
Presolve time = 0.03 sec. (23.50 ticks)
Probing fixed 8 vars, tightened 0 bounds.
Probing changed sense of 7 constraints.
Probing time = 0.00 sec. (2.08 ticks)
Tried aggregator 2 times.
MIP Presolve eliminated 45 rows and 19 columns.
MIP Presolve modified 8 coefficients.
Aggregator did 15 substitutions.
Reduced MIP has 3063 rows, 2269 columns, and 12536 nonzeros.
Reduced MIP has 2183 binaries, 86 generals, 0 SOSs, and 0 indicators.
Presolve time = 0.01 sec. (20.33 ticks)
Represolve time = 0.24 sec. (200.68 ticks)
Probing fixed 1 vars, tightened 0 bounds.
Probing changed sense of 1 constraints.
Probing time = 0.00 sec. (1.97 ticks)
Clique table members: 6970.
MIP emphasis: balance optimality and feasibility.
MIP search method: dynamic search.
Parallel mode: deterministic, using up to 8 threads.
Root relaxation solution time = 0.23 sec. (195.57 ticks)
Nodes Cuts/
Node Left Objective IInf Best Integer Best Bound ItCnt Gap
* 0+ 0 382815.0000 382455.2000 0.09%
0 0 382459.3333 393 382815.0000 382459.3333 8526
0.09%
0 0 382460.0000 389 382815.0000 Cuts: 90 8634
0.09%
0 0 382460.0000 423 382815.0000 Cuts: 34 8684
0.09%
0 0 382460.0000 271 382815.0000 Cuts: 5 8766
0.09%
0 0 382460.0000 395 382815.0000 Cuts: 26 9141
0.09%
* 0+ 0 382710.0000 382460.0000 0.07%
0 2 382460.0000 139 382710.0000 382520.8500 9141
0.05%
Elapsed time = 14.55 sec. (8080.38 ticks, tree = 0.01 MB, solutions = 15)
31 21 382630.3125 303 382710.0000 382520.8500 12397
0.05%
164 86 382627.9558 282 382710.0000 382520.8500 30324
0.05%
292 140 382627.9558 286 382710.0000 382520.8500 50041
0.05%
372 180 382547.5636 275 382710.0000 382520.8500 64456
0.05%
481 233 382611.6667 267 382710.0000 382520.8500 75253
0.05%
600 289 382633.5317 286 382710.0000 382547.8667 89473
0.04%
748 347 cutoff 382710.0000 382560.2667 107733
0.04%
877 424 382676.3393 226 382710.0000 382576.4348 124048
0.03%
1039 485 382652.2885 237 382710.0000 382577.5000 146785
0.03%
1758 876 cutoff 382710.0000 382611.6667 239269
0.03%
Elapsed time = 20.01 sec. (11210.54 ticks, tree = 3.57 MB, solutions = 15)
2585 1068 382627.9558 282 382710.0000 382620.5556 318110
0.02%
3393 1424 382693.9000 181 382710.0000 382627.9558 415392
0.02%
4310 1842 382627.9558 349 382710.0000 382627.9558 516917
0.02%
5006 2244 382585.0000 100 382710.0000 382627.9558 620717
0.02%
5043 46 382646.8500 328 382710.0000 382627.9558 624613
0.02%
Clique cuts applied: 12
Cover cuts applied: 5
Mixed integer rounding cuts applied: 8
Zero-half cuts applied: 170
Lift and project cuts applied: 7
Gomory fractional cuts applied: 33
Root node processing (before b&c):
Real time = 14.53 sec. (8079.98 ticks)
Parallel b&c, 8 threads:
Real time = 19.20 sec. (11312.85 ticks)
Sync time (average) = 2.06 sec.
Wait time (average) = 0.02 sec.
------------
Total (root+branch&cut) = 33.73 sec. (19392.83 ticks)
Solution pool: 19 solutions saved.
MIP - Integer optimal, tolerance (0.0001/1e-06): Objective =
3.8271000000e+05
Current MIP best bound = 3.8267319672e+05 (gap = 36.8033, 0.01%)
Solution time = 33.77 sec. Iterations = 659328 Nodes = 5309 (16)
Deterministic time = 19392.96 ticks (574.33 ticks/sec)
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: "John Forrest" <jjhforrest at gmail.com>
To: "Pieter Zieschang" <pieter.zieschang at modis.de>
Cc: cbc at list.coin-or.org
Date: 28.01.2020 18:55
Subject: Re: [Cbc] wrong optimal solution - preprocess SOS -
preprocess aggregate works fine
Pieter,
There seems to be a minor bug in that the time spent before entering
Branch and Bound counts twice against the maximum time limit! So time
in solving it was less than 600 seconds - just 460 Cpu seconds which is
not a lot. Problem still has 23000 rows after preprocessing so is not
going to solve very quickly.
I have tried a local fix for time problem (needs a bit more thinking to
make some printout better) just solved normally giving ratiogap of 0.001
and 1500 seconds elapsed with 4 cores.
I had 710059 as solution at root node and 382785 at end.
Probably you should look at some of the examples using the event handler
to decide when to stop - as that would give you greater control.
John Forrest
On 27/01/2020 09:37, Pieter Zieschang wrote:
> Hi John,
>
> Presolve=SOS is working now for most problems i have.
>
> Except this one
> https://mega.nz/#!pvwDCC4A!GQBkhIZxkTdYaasgv_zGJwtIa1xQnWA98zisqsb2G-Q
>
>
> Seems like it didn't find any solution at all?
> Maybe my parameters are too bad.
>
>
> /opt/msp/cbc-trunk-2020-01-24/bin/cbc 23844-T1_0.mps timemode=elapsed
> -seconds=600 -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=sos -solve
>
> ...
>
> Cbc0012I Integer solution of 1.0045498e+09 found by Multiple root
> solvers after 0 iterations and 0 nodes (334.98 seconds)
> Cbc0030I Thread 0 used 0 times, waiting to start 0.54918051, 0 cpu
> time, 0 locks, 0 locked, 0 waiting for locks
> Cbc0030I Thread 1 used 0 times, waiting to start 0.48254895, 0 cpu
> time, 0 locks, 0 locked, 0 waiting for locks
> Cbc0030I Thread 2 used 0 times, waiting to start 0.41087604, 0 cpu
> time, 0 locks, 0 locked, 0 waiting for locks
> Cbc0030I Thread 3 used 0 times, waiting to start 0.34028697, 0 cpu
> time, 0 locks, 0 locked, 0 waiting for locks
> Cbc0030I Thread 4 used 0 times, waiting to start 0.27142525, 0 cpu
> time, 0 locks, 0 locked, 0 waiting for locks
> Cbc0030I Thread 5 used 0 times, waiting to start 0.20406055, 0 cpu
> time, 0 locks, 0 locked, 0 waiting for locks
> Cbc0030I Thread 6 used 0 times, waiting to start 0.13375831, 0 cpu
> time, 0 locks, 0 locked, 0 waiting for locks
> Cbc0030I Thread 7 used 0 times, waiting to start 0.064822912, 0 cpu
> time, 0 locks, 0 locked, 0 waiting for locks
> Cbc0030I Main thread 0 waiting for threads, 1 locks, 1.1205673e-05
> locked, 2.1457672e-06 waiting for locks
> Cbc0020I Exiting on maximum time
> Cbc0005I Partial search - best objective 1.0045498e+09 (best possible
> 376997.5), took 0 iterations and 0 nodes (335.73 seconds)
> Cbc0035I Maximum depth 0, 0 variables fixed on reduced cost
> Cuts at root node changed objective from 376997 to 376997
> 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)
>
> Result - Stopped on time limit
>
> Objective value: 1004549786.00000000
> Lower bound: 376997.500
> Gap: 2663.61
> Enumerated nodes: 0
> Total iterations: 0
> Time (CPU seconds): 459.71
> Time (Wallclock seconds): 341.82
>
> Total time (CPU seconds): 460.09 (Wallclock seconds): 342.24
>
>
> 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 <https://ito.modis.de/>
>
>
>
>
>
>
> From: "John Forrest" <jjhforrest at gmail.com>
> To: cbc at list.coin-or.org
> Date: 24.01.2020 18:57
> Subject: Re: [Cbc] wrong optimal solution - preprocess SOS - preprocess
> aggregate works fine
> Sent by: "Cbc" <cbc-bounces at coin-or.org>
> ------------------------------------------------------------------------
>
>
>
> Pieter,
>
> I think I have fixed the problem in trunk.
>
> With some options, pre-processing tries to move costs from continuous
> variables to integer variables - and when it does that the offset to the
> objective will change. It does this before presolving the problem.
> Your model has some fixed variables at non-zero values (which would have
> vanished in presolving). There was a section of the code in
> CglPreProcess.cpp which got confused and adjusted the objective
incorrectly.
>
> When I ran the problem the solution values produced by the bad code were
> good, but the objective value did not match the correct value.
>
> I have tested the changes on other models - but if anyone finds they
> have problems, add -DSKIP_MOVE_COSTS_TO_INTEGERS to your configure AND
> inform me.
>
> John Forrest
>
>
>
> On 24/01/2020 09:18, Pieter Zieschang wrote:
>> 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 <https://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_ <mailto: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_ <https://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_ <http://coral.ie.lehigh.edu/~ted>
>>
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>
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> This email and any attachments are confidential and intended for the
> addressee and may also be privileged or exempt from disclosure under
> applicable law. If you are not the addressee, or have received this
> email in error, please notify the sender immediately, delete it from
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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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