[Coin-discuss] fractional dual prices that should be integer

[Berit L0fstedt]

Hi,

I'm using the OSIClpSolverInterface to solve an LP problem with column 
generation. However, I am getting duplicate columns stating a reduced cost 
where there is none.

All coefficients of the problem are integer and the solution vector is also 
integer. However, if I ask for the vector of dual prices (getRowPrice()) some 
entries are fractional. When taking the dotProduct between the column I wish to 
add and the dual prices it states a reduced cost. However, when added to the LP 
the column is never priced in because that column in the LP does not have 
reduced cost.

I set bounds on the variables (columns) added and the problem is still integer. 
Feeding the same problem to CPLEX yields a different integer dual vector. I may 
have duplicate contsraints yielding several optimal dual solutions but I am 
mystified by the fractionality.

Has anyone experienced anything similar using clp?

Best regards,

Berit Løfstedt