[Coin-discuss] problem of solving a model with SOS2 in CBC

[zhongxia at eng.buffalo.edu]

Thanks for the reply. I tried this on the same mps model (sos2.mps) and
got solution with obj value -10. This is still not correct. The correct
solution should be (x1=x2=1, obj = -5).

Christy

Quoting John J Forrest <jjforre at us.ibm.com>:

> The CoinMpsIO reader does not know how to pass SOS info to solvers.
> 
> The attached driver gives correct answer.
> 
> John Forrest
> 
> 
> (See attached file: sos2.cpp)
> 
> 
>                                                                      
>      
>              Hongxia Zhao                                            
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>              <zhongxia at eng.buf                                       
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>              falo.edu>                                               
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> Subject 
>                                        [Coin-discuss] problem of
> solving a 
>                                        model with SOS2 in CBC        
>      
>              09/08/06 02:55 PM                                       
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> 
> 
> Hello,
> 
> I am trying to solve the following simple problem with SOS2
> constraint
> using CBC,
> 
> ------------------------------
> min -10x1 + 5x2 -10x3
> 
> s.t. x1 + x2 + x3  = 2
> 
>      x1           <= 1
> 
>                x3 <= 1
> 
>      x1, x2, x3   >= 0
> 
>      { x1, x2, x3 } is SOS2
> ---------------------------------
> 
> I don't want to use binary variables to model the problem. So the MPS
> file
> (sos.mps) of this problem is
> 
> *=============================================================
> NAME
> ROWS
>  N  obj
>  E  c1
>  L  c2
>  L  c3
> COLUMNS
>     x1        obj                -10   c1                   1
>     x1        c2                   1
>     x2        obj                  5   c1                   1
>     x3        obj                -10   c1                   1
>     x3        c3                   1
> RHS
>     rhs       c1                   2   c2                   1
>     rhs       c3                   1
> SOS
>  S2
>     x1
>     x2
>     x3
> ENDATA
> *============================================================
> 
> I tried to solve this problem on windows by using
> CbcExamplesSample2.exe
> 
> > CbcExamplesSample2.exe sos.mps
> 
> The solution I got has objective value -20 which is not correct. If
> the
> SOS2 constraint was considered correctly, the solution should be
> 
> x1 = x2 = 1, obj = -5.
> 
> My question is:
> 
> Can Cbc solve this kind of problem with SOS2 constraint and without
> using
> binary variable correctly? If so, how?
> 
> Thanks,
> Christy
> 
> 
> 
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