[Symphony] SYMPHONY fails in solving with optimal initial solution

[Ted Ralphs]

Yes, this is a point of confusion that has come up before. If SYMPHONY
cannot find a solution *better* than the initial bound given, it
reports the instance infeasible. Essentially, it treats improvement of
the initial bound as a constraint that must be satisfied. I will try
to find some time to fix this, so it reports the correct result. In
the meantime, rest assured that everything is working correctly as far
as the algorithm itself is concerned.

By the way, part of the issue is that we don't actually use the
solution given or try to verify that it is feasible. We just try to
improve upon the given bound. This is the original design why, in some
sense, the result reported is correct. One thing you can do if you
want SYMPHONY to report the result is to give it an initial bound just
slightly above the one produced by the initial solution (if it's a
pure integer problem and the objective has all integer coefficients,
then just add 1). Then the solution will be produced as expected.
Generally speaking, this doesn't in crease the running time *too*
much.

Cheers,

Ted

On Fri, Mar 25, 2011 at 2:34 AM, Linh Truong Dieu
<linhtd at soict.hut.edu.vn> wrote:
> Dear all,
> I'm using Symphony 5.2.4 for some Mixed Interger problem. The problem is
> large so that I try to use set initial solution for the problem before
> solving it using branch and bound. I used Osi interface.
> However, sometimes when the initial solution is coincidently the optimal
> solution then the branch and bound after that terminate with a conclusion
> that the problem is infeasible which is completely illogic. I did test if
> the problem is feasible by running the problem again without setting the
> initial solution, the branch and bound process find the optimal solution.
>
> I used setColSolution() for setting the initial solution and
> branchAndBound() for calling brand and Bound process.
> Can someone help me.
> Many thanks,
> Linh
> --
> Truong Dieu Linh, PhD
> Department of Data Communications and Networks
> Faculty of Information Technology/School of ICT
> Hanoi University of Technology
> http://www.it-hut.edu.vn/~linhtd
>
> _______________________________________________
> Symphony mailing list
> Symphony at list.coin-or.org
> http://list.coin-or.org/mailman/listinfo/symphony
>
>



-- 
Dr. Ted Ralphs
Associate Professor, Lehigh University
(610) 628-1280
ted 'at' lehigh 'dot' edu
coral.ie.lehigh.edu/~ted