[Couenne] Couenne error with final solution

[Pietro Belotti]

Akshay,

Couenne sometimes finds feasible solutions that Cbc deems infeasible, and 
hence keeps printing 1e50 as the best upper bound (the lines that begin 
with "After 100 nodes," are printed by Cbc). You may want to check if the 
reported upper bound of -3.562291e+04 corresponds to a feasible solution, 
i.e., is there a .sol file?

Cheers,
Pietro

--
Pietro Belotti
Dept. of Mathematical Sciences
Clemson University
email: pbelott at clemson.edu
phone: 864-656-6765
web:   http://myweb.clemson.edu/~pbelott

On Wed, 4 Apr 2012, Akshay Gupte wrote:

> Hi,
> 
> I am attaching a sample output below:
> 
> 
> Cbc0013I At root node, 1 cuts changed objective from -37772.749 to -37772.688 in 2 passes
> Cbc0014I Cut generator 0 (Couenne convexifier cuts) - 1 row cuts average 2.0 elements, 320 column cuts (321 active)
> Cbc0010I After 0 nodes, 0 on tree, 1e+50 best solution, best possible -37772.688 (777.18 seconds)
> Cbc0010I After 100 nodes, 44 on tree, 1e+50 best solution, best possible -37739.148 (819.40 seconds)
> Cbc0010I After 200 nodes, 93 on tree, 1e+50 best solution, best possible -37724.941 (835.35 seconds)
> Cbc0020I Exiting on maximum time
> Cbc0005I Partial search - best objective 1e+50 (best possible -37724.941), took 23515 iterations and 255 nodes (838.10 seconds)
> Cbc0035I Maximum depth 80, 0 variables fixed on reduced cost
>         "Not finished"
> Stats: /tmp/at2730.nl   233 [var]    0 [int]  592 [con]  823 [aux]   1595 [root]     1595 [tot] 0.008999 [sep]  838.775 [time]  838.782 [bb]        -3.772494e+04 [lower]       
> -3.562291e+04 [upper]     255 [nodes]
> 
> couenne: Optimization interupted on limit.
> 
> In the "Stats" line, a finite upper bound is being reported. However, just before exiting on maximum time, the "best solution" is +Inf.
> The reported lower bounds are consistent in the two lines.
> 
> What is going on here ?
> 
> -- 
> Regards,
> Akshay 
> 
> --
> Akshay Gupte
> Ph.D. student, Operations Research
> School of Industrial & Systems Engineering
> Georgia Institute of Technology
> Email: akshayg at gatech.edu
> 
>