[Coin-lpsolver] COIN/Cbc/Samples/qmip.cpp

[John J Forrest]

Looks as if gone wrong - have not tried that sample for some time.  Will 
look at it.

Should be news on mixed integer nonlinear soon.

John Forrest



Yiming Yao <yao3 at llnl.gov> 
Sent by: coin-lpsolver-bounces at list.coin-or.org
03/08/2006 08:56 PM

To
<coin-lpsolver at list.coin-or.org>, John J Forrest/Watson/IBM at IBMUS
cc

Subject
[Coin-lpsolver] COIN/Cbc/Samples/qmip.cpp






I tried to use qmip.cpp in Cbc/Samples (downloaded March 7) to solve a 
simple quadratic 0-1 integer program (qmip1.mps) and got the following 
solution:

N0C0=N1C0=N2C0=N3C0=1 and min obj = 0

This is not the minimum solution. Either N0C0=N1C0=N2C1=N3C1=1 or 
N0C1=N1C1=N2C0=N3C1=1 will result in obj = -6

Would you take a look at it and see what's gone wrong?

As an experiment, I made the coefficient of the N0C0*N1C0 in the objective 
function very large relative to other terms (see qmip2.mps), preventing 
N0C0 and N1C0 from being 1 at the same time, qmip then produced a correct 
answer: N0C1=N1C1=N2C0=N3C1=1 with obj = -6.

The variables are indexed as below:
0 N0C0
1 N0C1
2 N1C0
3 N1C1
4 N2C0
5 N2C1
6 N3C0
7 N3C1
  
Thanks,

Yiming

----------------------------------------------------------------
Yiming Yao 
Systems & Decision Sciences Section         yao3 at llnl.gov 
Lawrence Livermore National Laboratory      Tel: 925-422-1922 
7000 East Avenue, L-377
Livermore, CA 94550
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