[Coin-lpsolver] Problem with COIN MIP solver

[John J Forrest]

In continuous solution all integer variables are at 0 or 1 apart from two
at 0.02.  So unless integer tolerance >=0.02 it seems unlikely.

John Forrest


                                                                           
             Andrew Makhorin                                               
             <mao at gnu.org>                                                 
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                                                                   Subject 
                                       Re: [Coin-lpsolver] Problem with    
             11/17/06 09:43 AM         COIN MIP solver                     
                                                                           
                                                                           
             Please respond to                                             
              Andrew Makhorin                                              
               <mao at gnu.org>                                               
                                                                           
                                                                           




>> 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


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