[Coin-discuss] Branch and price restore feasibility dual rays

[Matthew Galati]

Hi Jakob,

I brought up the same issue back in December.
http://www-124.ibm.com/pipermail/coin-discuss/2003-December/000730.html

I don't use CPX much, so I never bothered investigating this more. But, 
if I recall, I think the OsiCpx getDualRays is wrong.

Try switching the OsiCpxSolverInterface::getDualRays to use CPXs direct 
call:
CPXdualfarkas(getEnvironmentPtr(), getLpPtr(), ray, NULL);

I think you also need to negate it, as this is what BCP expects:
transform(ray, ray + m, ray, negate<double>())

Let me know if this works and if not, send a small isolated example.

COIN folks, can we switch to a version of mailman that provides 
searchable archives?

Matthew



>hi,
>
>I am looking again at my problem from february, where I cannot use the 
>dual ray from OsiCpxSolverInterface to generate a variable breaking 
>infeasiblity, whereas the ray from OsiClpSolverInterface works well.
>Until now I used Clp which worked well,
>but I would like  to compare to  cplex.
>
>I am applying B&P to a 2D bin packing problem, each variable is 
>a pattern, and each row corresponds to an item (it guarantees that the 
>item is used). 
>OsiClp returns a dual ray having one entry set to a high value, and the 
>others to zero, it therefore gives me the index of a missing item of 
>the solution (i.e. adding a pattern containing this item can restore 
>the feasibility).
>OsiCpx returns a dual ray having several entries set to 1, or 0.5, but
>the entries correspond to items which are allready available in the 
>solution, therefore I cannot generate a variable breaking infeasibility
>using this information.
>
>thank you for your answers (also for the answers from february)!
>
>best wishes
>jakob puchinger  
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>Coin-discuss mailing list
>Coin-discuss at www-124.ibm.com
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>  
>

-- 
Matthew Galati -- Optimization Developer
SAS Institute -- Analytical Solutions / Operations R & D
Office R4112 O: 919-531-0332 F: 919-677-4444
URL: http://sagan.ie.lehigh.edu/mgalati/