[TRAC] Constraint Violated · Issue #52 · Coin-or/Clp.old · GitHub

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This repository was archived by the owner on Mar 3, 2019. It is now read-only. [TRAC] Constraint Violated #52Copy linkCopy linkOpenOpen[TRAC] Constraint Violated#52Copy link

Description

bernaldeopened on Oct 16, 2018Issue body actions

Moved from TRAC as part of COIN fORgery: https://projects.coin-or.org/Clp/ticket/83

It seems CLP cannot solve the following problem correctly. the result I get violates the ctr_2 constraint.

version: 1.16.10 OS: MacOS High Siera

INPUT:

Maximize obj: + 9.89253038075288E15 c0v0 + 9.81584409873154E15 c0v1 + 5.94467302491009E11 c1v0 + 5.89859028828288E11 c1v1 Subject To c0: + c0v0 + c0v1 = 1.0 c1: + c1v0 + c1v1 = 1.0 ctr_2: + 0.001 c0v0 + 0.001 c1v0 <= 0.001 Bounds c0v0 <= 1.0 c0v1 <= 1.0 c1v0 <= 1.0 c1v1 <= 1.0 End

===========

OUTPUT:

c0v0 = 1.0 c0v1 = 0.0 c1v0 = 1.0 c1v1 = 0.0

###############################

Interestingly, if I remove the bounds (which is not necessary here) the solution becomes correct.

INPUT:

Maximize obj: + 9.89253038075288E15 c0v0 + 9.81584409873154E15 c0v1 + 5.94467302491009E11 c1v0 + 5.89859028828288E11 c1v1 Subject To c0: + c0v0 + c0v1 = 1.0 c1: + c1v0 + c1v1 = 1.0 ctr_2: + 0.001 c0v0 + 0.001 c1v0 <= 0.001 Bounds End

===========

OUTPUT:

c0v0 = 1.0 c0v1 = 0.0 c1v0 = 0.0 c1v1 = 1.0

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