[Clp] Tolerance on column solution value

[John J Forrest]

Kish,

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





[Clp] Tolerance on column solution value

Kish Shen 
to:
clp
09/28/2009 12:37 PM


Sent by:
clp-bounces at list.coin-or.org







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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