[Clp] Postsolve and quadratic problems

Vincent Devillierse devillierse.vincent at gmail.com
Mon Jul 22 12:58:28 EDT 2013


Dear CLP Community,

I've tried to solve a non integer quadratic problem with the CLP API.
CLP seems to find the optimal solution, but after that, executes a
postsolve phase and the objective value is then totally different (and
visibly false).

Here is as example of output :
*Clp0006I 1984  Obj -4113764.5 Dual inf 57.100756 (236)
Clp0006I 2058  Obj -4114185.3
Clp0000I Optimal - objective value -4114185.3
Coin0511I After Postsolve, objective -182704.15, infeasibilities - dual 0
(0), primal 0 (0)
Clp0032I Optimal objective -182704.1521 - 2058 iterations time 9.752,
Presolve 0.02*

-182704.15 is, according to Cplex the optimal objective value.
I don't know what * *-4114185.3 corresponds to.

In my code, I use the OsiClpSolverInterface class, read an MPS file, and
then call initialSolve() to solve the problem (I stay with the default
parameters).

What is the origin of the problem ?
Do I need to get rid of the postsolve phase ? To use more specific
parameters ?

Thanks in advance for any help you are able to provide !

Best regards,

Vincent
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