[Coin-symphony] user_is_feasible() doesn't work

[francois dionne]

Dear mailing list,

First, I want to thank Dr. Ralphs and Mr. Guzelsoy for their reply to my
"Three Questions" post. Thanks to their helpful advices and suggestions,
I was able to work out most of the issues. Now I have a different problem.

I'm working on a series of MIP problems. All I want is a feasible solution
or proof of infeasibility of each one. The objective function is not 
important
except that it helps me generate user cuts.

This routine sets my parameters:
/*************************
*       setparam.c       *
**************************/

#include "horatio_mip.h"

sym_environment* setparam(sym_environment *env)
{
sym_set_defaults(env);

sym_set_int_param(env,"max_cp_num",1);
sym_set_int_param(env,"use_cg",TRUE);
sym_set_int_param(env,"node_selection_rule",DEPTH_FIRST_SEARCH);
sym_set_int_param(env,"find_first_feasible",TRUE);
sym_set_int_param(env,"problem_type",MIXED_INTEGER_PROBLEM);
sym_set_int_param(env,"do_reduced_cost_fixing",TRUE);
sym_set_int_param(env,"select_candidates_default",USER__CLOSE_TO_HALF);
sym_set_int_param(env,"compare_candidates_default",LOWEST_LOW_OBJ);
sym_set_int_param(env,"select_child_default",PREFER_LOWER_OBJ_VALUE);
sym_set_int_param(env,"max_size",4*1024*1024);
sym_set_int_param(env,"max_number_of_cuts",10000);
sym_set_int_param(env,"verbosity",-1);

return env;
}

I also wrote my own version of these callback routines: user_find_cuts(),
user_select_child() and user_is_feasible() .

Here's the problem: my model allows solutions that are feasible
but not interesting. This happens when a specific continuous variable is on
its lower bound. What I did was, I set up an objective function that 
maximizes
this variable (actually, I minimize its negative) and in user_find_cuts(), I 
use
the solution of the LP relaxation to generate cuts.

Then in user_select_child(), I prune the child when the specified variable 
in
the child is on its lower bound, or I use RETURN_THIS_CHILD. Finally in
user_is_feasible(), I use the same test to declare a solution unfeasible,
ie. I set *feasible=IP_INFEASIBLE and return USER_SUCCESS. Otherwise, It
returns USER_DEFAULT.

In the end, Symphony outputs a solution that should not have passed the
user_is_feasible() test. Is it a bug in Symphony? Should I instead test the
output of sym_solve() and declare the entire problem unfeasible when this
happens?

I'm using Symphony downloaded by CVS checkout on 2005-8-17. My system is
an Intel Celeron processor running Suse Linux 9.0 and g++ 3.3.1 .
I hope you can help.

Thanks for your time, and have a nice day.