[Clp] Value of objective changes after enableSimplexInterface

[John Forrest]

Valentin,

Code modified to use feasible objective value in enableSimplexInterface
(response faster owing to not wonderful snow conditions).

John

On Tue, 2010-03-16 at 12:20 +0100, Valentin Ziegler wrote:
> 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 
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