[Clp] Tolerance on column solution value
Kish Shen
kisshen at cisco.com
Mon Sep 28 12:32:42 EDT 2009
I have been looking at a problem that one of our users reported to me
while using CLP/CBC (via OSI). The root of the problem is that a
(non-integer) column has its upper and lower bound set to the same
value, which is 206.999993<more digits>.
The value assigned to this column after a solve is 207.0, which is
outside the given bounds, but I assume this is because it is within some
tolerance -- it is about 1e-5 from 207.0. I assumed that this tolerance
is specified by OsiPrimalTolerance (I am using OSI), but the
value for this is 1e-7, significantly smaller than 1e-5.
I looked at the OsiClp code, and OsiPrimalTolerance seem to map to
ClpPrimalTolerance. On other solvers, this does seem to map to the
correct tolerance, e.g CPX_PARAM_EPRHS for CPLEX. Am I correct? Is
OsiPrimalTolerance the tolerance that a solution value for a column can
be outside a bound for that column?
Thanks and cheers,
Kish Shen
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