[Coin-discuss] OsiCpxSolverInterface incompatible with CGL

[Jonathan Eckstein]

Hi, COINers --

On my list of things to bring up from the ISMP conference: I learned 
from Matt Saltzman that OsiCpxSolverInterface is incompatible with the 
CGL.  Apparently the LP relaxation solution gets lost during the various 
manipulations of the embedded cplex object, and the CGL cannot figure 
out what point it is trying to cut.  I guess this could be fixed by 
having OsiCpxSolverInterface cache the LP solution after each call to 
the cplex solver.

In my view, this is a fairly serious bug which undercuts COIN's 
philosophy of solver independence (agnosticism? atheism? heresy?). 
Anyway, I was just posting a reminder that this needs to be looked at. 
I think it can be fixed without waiting for a full redesign of OSI, 
which will take quite a while.  If it is not dealt with by next month, I 
could try to fool around with it myself, although I suspect those closer 
to the code could make the fix more quickly and reliably than I.

    Thanks,

      Jonathan

-- 

Associate Professor Jonathan Eckstein
MSIS Department, Rutgers Business School, Rutgers University

   TEACHING ADDRESS                 RESEARCH ADDRESS
+------------------------------+--------------------------------+
| 255 J.H. Levin Building      |   RUTCOR, Room 155             |
| 94 Rockafeller Road          |   640 Bartholomew Road         |
| Livingston Campus            |   Busch Campus                 |
| Rutgers University           |   Rutgers University           |
| Piscataway, NJ 08854 USA     |   Piscataway, NJ 08854 USA     |
| (732) 445-0510               |   (732) 445-3272               |
| FAX (732) 445-6329           |   FAX (732) 445-5472           |
+------------------------------+--------------------------------+

jeckstei at rutcor.rutgers.edu

http://rutcor.rutgers.edu/~jeckstei/