[Couenne] Printing best solution found when time limit exceeded

[Pietro Belotti]

Just to add to what Giacomo correctly said: Couenne and Cbc have, for
several reason, a different idea of what makes a solution feasible, and
sometimes it happens in the opposite sense of what you observed (i.e. Cbc
logging a worse solution than what Couenne holds). Can you see any non-Cbc
log line that reports the solution with 0.25 objective, or the 0.28
objective?

What would be needed is a single methods for flexibility checking, which
Cbc allows for but hasn't been implemented in Couenne yet.

Regards,
Pietro

On Thu, Apr 26, 2018 at 12:24 PM, Giacomo Nannicini <giacomo.n at gmail.com>
wrote:

> Nesrine,
> is the solution that you obtain feasible?
> In my experience, the log is wrong: Cbc (the branch-and-bound part of
> Couenne) thinks that it found a feasible solution of value 0.25, but
> Couenne internally rejects it according to its own tolerances.
> At the end of the search, Couenne prints the best solution it found -
> which is worse than the "fictitious" 0.25 solution.
>
> Giacomo
>
> On Wed, Apr 25, 2018 at 2:26 PM, Ouanes, Nesrine
> <nesrine.ouanes at campus.tu-berlin.de> wrote:
> > Hello,
> >
> >
> > I'm solving a NLP Problem with couenne. My model is written in Python and
> > Pyomo.
> >
> >
> > In my case, Couenne takes very long without exiting with an optimal
> > solution. The best solution is given after a few iterations and doesn't
> > change after hours of execution:
> >
> >
> > Cbc0010I After 7100 nodes, 3364 on tree, 0.25239475 best solution, best
> > possible 0.15 (14.72 seconds)
> >
> >
> > Therefore, I've set the option time_limit to a smaller value (100
> seconds),
> > to be able to retrieve the best solution found so far and print it to a
> > file. However couenne prints another solution than the one stated in the
> > solver log:
> >
> >
> > instead of 0.25239475, I get 0.281323177 as a value for the objective
> > function.
> >
> >
> > The value printed by Couenne is the same one I get if I solve my model
> using
> > Ipopt.
> >
> >
> > 1) Do you have any idea, why this occurs?  Is it possible that Couenne is
> > printing the best solution found by ipopt, since it's used in Couenne?
> >
> >
> > 2) Is there a way to obtain the better solution given in the solver log?
> >
> >
> > I look forward to your reply.
> >
> >
> > Best,
> >
> > Nesrine
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
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