[Cgl] Attempt #2: Potential error in CglTwomir

[Watson, Jean-paul]

Trying again, this time w/o attachments. Attachments seem to be bouncing.

Jean-Paul

--


Dr. Jean-Paul Watson
Discrete Math and Complex Systems Department
Sandia National Laboratories
P.O. Box 5800, MS 1318
Albuquerque, NM 87185-1318
(505) 845-8887
jwatson at sandia.gov



_____________________________________________
From: Watson, Jean-paul
Sent: Tuesday, October 06, 2009 4:57 PM
To: cgl at list.coin-or.org
Cc: Phillips, Cynthia A; Watson, Jean-paul
Subject: Potential error in CglTwomir


Hi,

I have isolated a situation in which I believe CglTwomir is returning invalid cuts. I have attached a test driver (driver.cpp), a test input file (mas74.mps, from miplib2003), and the output trace I obtain on our rather vanilla RedHat linux server.


The "catch" is that I'm using CPLEX 11.2, and the OsiCpxSolverInterface. Although this technically shouldn't matter, I suppose (the behavior also occurs with other versions of CPLEX).

A quick summary of the unexpected behavior:
1)      The LP relaxation for mas74 solves fine - relaxation is around 10K. Validated with various other solvers.
2)      3 two-mir cuts are found and successfully applied.
3)      Upon re-solve after cut addition, the LP relaxation is something like 21K, which is far above the integer optimal of ~11K. Obviously incorrect behavior.

Any help is greatly appreciated - I am seeing similar behavior on a handful of other test instances.

Thanks!

Jean-Paul

--

Dr. Jean-Paul Watson
Discrete Math and Complex Systems Department
Sandia National Laboratories
P.O. Box 5800, MS 1318
Albuquerque, NM 87185-1318
(505) 845-8887
jwatson at sandia.gov






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