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

[zhongxia at eng.buffalo.edu]

Please discard my previous post. The problem was solved correctly by
sos2.cpp. 

Thanks,
Christy

Quoting 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                                          
>  
> >      
> >              <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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> > 
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