[Clp] Interpretation of solution variables beyond bounds

A A asneeqn at gmail.com
Fri Sep 17 10:54:51 EDT 2010


Hi,

Sometimes CLP gives a solution where some variable values are beyond their
bounds.
Example below:

Maximize
1.2 x + 2.2 y
Subject To
eq1: 1.1 x + 2.1 y <= 11
eq4: 1.4 x + 2.4 y <= 14
eq6: 1.2 x + 2.2 y - z = 10
eq5: z - t = 2.0000001
Bounds
x >= 0
y >= 0
z >= 0
t >= 0
End

Clp reports solution is optimal, but the resulting t is -1e-07 (beyond the
limit t >= 0).

The problem then arises during sanity check and result interpretation.
One can assume that constraint is satisfied if it is satisfied with
tolerance derived from values of summands.
But there is no idea of tolerant check of variables, because there is no
obvious reference point.

Is there some correct way of handling variables that are beyond variables?

Regards,
Alex
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