[Osi] OsiClp branchandbound

John J Forrest jjforre at us.ibm.com
Tue Oct 14 12:55:24 EDT 2008


"Reasonable?".  It will solve problems where bounds will fit into an
integer variable i.e. about 2.0e9.

I have modified trunk so will modify integer upper bounds if too large.

John Forrest


                                                                                                                         
  From:       Jan-Willem Goossens <jhmgoossens at hotmail.com>                                                              
                                                                                                                         
  To:         <osi at list.coin-or.org>                                                                                     
                                                                                                                         
  Date:       10/14/2008 10:42 AM                                                                                        
                                                                                                                         
  Subject:    [Osi] OsiClp branchandbound                                                                                
                                                                                                                         





Hi,

I understand that the "branchAndBound" method as part of
OsiClpSolverInterface is not for 'heavy' use, however:
Is it correct that OsiClp will only solve problems where the integer
variables have reasonable upper (and lower, I guess) bounds?

For example, I've tried a simple problem like   max x1 + x2, st.   x1 + 2 *
x2 <= 3.9   with x1, x2 >= 0 and integer.

NAME          BLANK
ROWS
 N  OBJROW
 L  R0000000
COLUMNS
    C0000000  OBJROW    1.             R0000000  1.
    C0000001  OBJROW    1.             R0000000  2.
RHS
    RHS       R0000000  3.9
BOUNDS
 UI BOUND     C0000000         1e+30
 UI BOUND     C0000001         1e+30
ENDATA

This wont solve correctly

Coin0506I Presolve 0 (-1) rows, 0 (-2) columns and 0 (-2) elements
Clp0000I Optimal - objective value 3.9
Coin0511I After Postsolve, objective 3.9, infeasibilities - dual 0 (0),
primal 0 (0)
Clp0032I Optimal objective 3.9 - 0 iterations time 0.002, Presolve 0.00
Clp0006I 0  Obj 3.9 Primal inf 3.9 (1)
Clp0006I 1  Obj -0
Clp0001I Primal infeasible - objective value -0
(and stops here)

unless I add something like x1, x2 <= 10

Is this an (undocument?) requirement, or am I doing something wrong..

Thanks,

Jan-Willem Goossens



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