[Clp] Tolerance on column solution value

Kish Shen kisshen at cisco.com
Thu Oct 1 12:27:32 EDT 2009


John J Forrest wrote:

> 
> In Clp, tolerances apply to the scaled problem so it is possible that it 
> was within 1.0e-7.
> 
> You can check the secondary status to see if this is the case.
> 
> John Forrest
> 
Hi John,

Thanks for your reply.

I have managed to examine the program in more detail, and it turns out 
the column with the problem is also the variable representing the 
objective value for the problem, and when the problem is solved, the
objective value is assigned to the variable at the ECLiPSe level, which 
caused the column bounds to be set to 206.999...

Presumably the objective function involved many non-integer variables, 
and so the objective value is outside the 1.0e-7 tolerance of 207.0. I
assume one way to work around this is to actually add the Objective 
function as a constraint to the problem (with Objective value as the RHS)?

Thanks and cheers,

Kish





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