[Couenne] Infeasibility on batchdes instance

[Giacomo Nannicini]

Hi,
on some instances of MINLPLib, it seems to me that Couenne returns
slightly infeasible solutions. One example is batchdes; I am attaching
the AMPL mod file. But there are other examples as well. In my tests,
the problem happens with different versions of Couenne and on
different machines.
I checked those solutions through AMPL, by comparing _con[i].lb,
_con[i].ub, and _con[i].body, that is, lower/upper bounds of the
constraints and their body, after solving the instance. And there are
cases where some constraints are not satisfied (in particular,
constraints involving exp functions).
In the file that I am attaching, constraint e13 is reported to have a
body with value 6000.000057, whereas the upper bound is 6000.000000. I
had a very similar problem with Ipopt some time ago, and I solved it
by setting the option bound_relax_factor 0. In fact, on the very same
instance, if I just run Ipopt, it returns a solution that is
infeasible (the same constraint evaluates to 6000.000263, when checked
through AMPL), but when I set bound_relax_factor 0, it returns a
feasible point.
However, if I set the same option in couenne.opt, the problem is still
there. Note that the objective function value coincides with the one
reported by other solvers, so I believe that the solution is "almost"
correct.

Does someone have some insight on how to get rid of that "almost"?

Giacomo

P.S: I am using default tolerances
-------------- next part --------------
A non-text attachment was scrubbed...
Name: batchdes.mod
Type: audio/x-mod
Size: 2504 bytes
Desc: not available
Url : http://list.coin-or.org/pipermail/couenne/attachments/20101208/5e630536/attachment.bin