[Coin-lpsolver] Problem with COIN MIP solver

[Andrew Makhorin]

>> With the commercial package, the objective value that we get is
>> 39361.67, however COIN is giving an objective value of 37668.9 .
> 
> Probably 37668.9 is wrong solution, and 39361.67 seems to be correct.
> Is it possible that 37668.9 is considered as integer feasible within
> a tolerance? (I mean coin mip solver.)

The point is that dual solution components of that instance are highly
sensitive to round-off errors, and small perturbation of its source data
(with relative error about 1e-10) significantly changes the optimal
basis of lp relaxation.

Andrew Makhorin