[Couenne] Different solutions depending on tree strategy

[Damien Gerard]

Dear all,

If I run some models with different tree search strategies and node comparison methods, I sometimes end up with a difference in the optimal objective value which is bigger than COUENNE_EPS=1.e-07. Let me illustrate this with a small model - a continuous qcqp with 2 variables :

top node & best bound : f* = -0.007036, x0 = 0.0617, x1 = 0.0374
top node & best guess : f* = -0.007066, x0 = 0.0624, x1 = 0.0382

Does anybody has any clue why such a difference ?

Thank you very much and thanks to all the Couenne contributors for the great work !

Best regards,

Damien Gerard


-- problem in AMPL format, solved with Couenne 0.4 --

var X0 >= -0.175464, <= 0.088790;
var X1 >= -0.205315, <= 0.088286;
minimize f : X0^2 * -1.942191249 + X1^2 * -1.942191249 + 3.884382497 * X0 * X1 - 0.005870047836474;
subject to ctr01 : X0^2 * 1.942191249 - 1.942191249 * X0 * X1 - 10.035428230507371 * X1 + 9.457590773272191 * X0 + 1.458281314539863 - 1.942191249 * 0.9547837317091492 * 0.8998075223169929 <= 0;
subject to ctr02 : X0^2 * 10.51068205  + -1.747598295628436 * X0 + -10.51068205 * X0 * X1 + 1.942191249 * 0.9547837317091492 * X1 + 9.052213345123171 - 9.029953811482843 <= 0;