[Couenne] SetCutoff()
Francois Margot
fmargot at andrew.cmu.edu
Mon May 2 05:03:47 EDT 2011
Hi:
In Couenne/stable/0.3, the code for CouenneProblem::setCutoff(double
value) always sets the value to
cutoff + SafeCutoff * (1. + fabs(cutoff))
where SafeCutoff is 1e-4. While that might be safe, it might also be
disastrous for problems with many optimal solutions or many feasible
solutions within SafeCutoff * (1. + fabs(optimal_value)) of the optimal
value. While it might be a reasonable thing to do in some situations, it
seems that when the code claims to have found a feasible solution with
value v, the cutoff should be set to v, not slightly higher.
I also noted that Couenne/stable/0.3 (downloaded today) does not
terminate on nvs19. On a Fedora 13 (linux 64 bits) install, I get:
Cbc0015I Node 175 Obj -1103.72 Unsat 100 depth 88
## WEAK up-br: [ 9.00000000 ,(9.00000000)] -> 9.00000000
and then the last line repeats with no end. This is using
bb_log_level 3
variable_selection osi-strong
and all other defaults as in the provided couenne.opt file.
Francois
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