[Coin-discuss] Construct a MIP problem

[Ted Ralphs]

Spencer,

It is not a bug. The way the CPLEX solver works is not actually very 
compatible with the way the current version of OSI works. As long as 
CPLEX thinks the problem type is an LP, it will not keep track of the 
integrality status of the variables. One possible solution would be to 
set the problem type to MIP whenever the user asks for the integrality 
type of the variables to be changed, so that CPLEX will accept it. 
However, once this switch is made, the problem can no longer be solved 
as an LP. If one then tries to switch the problem type back to LP, CPLEX 
will "forget" the integrality information again. And even nastier things 
can happen---if one tries to solve the problem as an LP and then 
switches the problem type to MIP, CPLEX "forgets" the LP solution 
information. This is a big problem when using OsiCpx in a branch and cut 
implementation where one wants to solve LP relaxations and retain both 
the LP solution information and the integrality status of the variables 
at the same time. This is basically impossible with a straightforward 
interface to CPLEX. The best solution seems to be to simply cache the 
information for the user and load it only when it is really needed, 
i.e., when the branchAndBound() method is actually called. The 
unfortunate side effect is that CPLEX always thinks it has an LP on its 
hands and writeMps() will not work properly, as you have discovered. 
There is no perfect solution to this until we redesign Osi, which is 
currently in the works. Hope this helps explain things.

Ted
-- 
Dr. Ted Ralphs
Assistant Professor
Industrial and Systems Engineering
Lehigh University
(610)758-4784
tkralphs at lehigh.edu
www.lehigh.edu/~tkr2