[Coin-discuss] How to deal with tolerance?

[John J Forrest]

Miroslav,

That seems a large discrepancy so I would guess the problem is badly 
scaled.  Clp can return an answer which is optimal when scaled but not 
when unscaled.  This can be tested in Clp but you can modify the default 
action of OsiClpSolverInterface::resolve by using 
OsiClpSolverInterface::setCleanupScaling(n)  (suggested value of n = 1).

See if that helps

John Forrest



Miroslav Karamanov <miroslav at andrew.cmu.edu> 
Sent by: coin-discuss-bounces at list.coin-or.org
12/15/2005 06:38 PM
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[Coin-discuss] How to deal with tolerance?






I am using BCP + CLP and I came accross the following 
problem: the solution returned by CLP was found out of 
bounds by BCP (in particular, BCP_lp_user::test_full())

Obviously, both solvers use different precision. test_full 
uses BCP_IntegerTolerance (set to 1e-5 by me). Please advise 
  what the best way to deal with this issue is.

I had to increase BCP_IntegerTolerance to 1e-3 in order to 
avoid this problem but this is not a good solution.
Shouldn't the tolerance for integrality be different from 
the tolerance for bounds?
Or should they be relative to the magnitude of numbers?
The problem occurs with large integers (like 4000.0011 with 
u.b. 4000)
Thank you.

Miroslav
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