[Clp] Postsolve and quadratic problems

[Michael Hennebry]

On Mon, 22 Jul 2013, Vincent Devillierse wrote:

> 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.

My guess is that -182704.15 is the optimum to
some linearization of the quadratic objective.
Probably it omits some constant term.

-- 
Michael   hennebry at web.cs.ndsu.NoDak.edu
"On Monday, I'm gonna have to tell my kindergarten class,
whom I teach not to run with scissors,
that my fiance ran me through with a broadsword."  --  Lily