[Coin-lpsolver] behaviour of OsiMaxNumIteration with Clp

[Kish Shen]

Hi,

I have set the iteration limit for Clp Simplex solver with Osi's 
OsiMaxNumIteration parameter (through the OsiClpSolverInterface).
Looking at the messages printed by Clp, it appears that after reaching the 
limit, the Simplex solve is stopped, but then restarted with a resolve (all 
within a call to initialSolve()). For example:

Clp0006I 2395  Obj 2.08958e+06 Primal inf 21.6669 (19) Dual inf 1.9129e+12 
(2125)
Clp0006I 2544  Obj 2.04513e+06 Dual inf 595108 (2277)
Clp0006I 2696  Obj 1.98142e+06 Dual inf 212071 (2052)
Clp0006I 2841  Obj 1.93202e+06 Dual inf 3.0126e+06 (2128)
Clp0006I 2984  Obj 1.84925e+06 Dual inf 4.31107e+07 (2571)
Clp0003I Stopped - objective value 1.83099e+06
Coin0505I Presolved problem not optimal, resolve after postsolve
Coin0511I After Postsolve, objective 1.83099e+06, infeasibilities - dual 
8.89174e+6 (2881), primal 0 (0)
Clp0006I 0  Obj 1.83099e+06 Dual inf 1.5021e+07 (2718)
Clp0029I End of values pass after 10 iterations
Clp0006I 10  Obj 1.82246e+06 Dual inf 1.39314e+07 (2975)
Clp0006I 227  Obj 1.71404e+06 Dual inf 7.8932e+06 (2834)
Clp0006I 441  Obj 1.60609e+06 Dual inf 1.78273e+06 (2034)
Clp0006I 657  Obj 1.4714e+06 Dual inf 366286 (1927)
Clp0006I 887  Obj 1.35025e+06 Dual inf 1.36657e+06 (2135)
Clp0006I 1141  Obj 1.29188e+06 Dual inf 3.15447e+06 (2690)
Clp0006I 1448  Obj 1.14856e+06 Dual inf 2.85256e+06 (2792)
Clp0006I 1791  Obj 1.06044e+06 Dual inf 134040 (2050)
Clp0006I 2191  Obj 1.00322e+06 Dual inf 25244.5 (1590)
Clp0006I 2591  Obj 996369 Dual inf 185603 (2050)
Clp0006I 2991  Obj 988731 Dual inf 3707.67 (554)
Clp0003I Stopped - objective value 988703

In this case, the iteration limit was set to 3000, and Primal Simplex was used 
to solve the problem. In this case, the solve finally stop after reaching the 
iteration limit for a second time.

Is this expected behaviour? It was a bit surprising to me, but I am not that 
familiar with the Simplex method.

Cheers,

Kish Shen