[Clp] Value of objective changes after enableSimplexInterface

[Valentin Ziegler]

Hello,

We solve some LP by initialSolve, check that the solution is proven
optimal, and then call enableSimplexInterface(true).

Immediately after enabling the simplex interface, we often observe
dramatic changes in the objective. The reason seems to be some penalty
cost applied by ClpSimplex::checkBothSolutions().

Sebastian reported this before (see
http://list.coin-or.org/pipermail/clp/2009-March/000902.html ) and
recommended to do a resolve after enabling the simplex interface, but
this does not always help. I attached a problem (Test.lp) for
reproduction, test by

OsiClpSolverInterface solver;
solver.setupForRepeatedUse(0);
solver.readLp("Test.lp", 1e-10);

solver.initialSolve();
assert(solver.isProvenOptimal());
solver.getObjValue();  // == -426.899993

solver.enableSimplexInterface(true);
solver.getObjValue();  // == 573012.4375

solver.resolve();
assert(solver.isProvenOptimal());
solver.getObjValue();  // still 573012.4375

Are there any suggestions how to fix or work around this? Thank you in
advance.

Valentin

--
Valentin Ziegler . vziegler at think-cell.com
Software Engineer
 
think-cell Software GmbH . Chausseestr. 8/E . 10115 Berlin, Germany 
http://www.think-cell.com . phone +49 30 666473-10 . toll-free (US) +1 800 891 8091
Directors: Dr. Markus Hannebauer, Dr. Arno Schoedl . Amtsgericht Berlin-Charlottenburg, HRB 85229

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