Re: [Bug-glpk] GLPSOL outputs MIP solution that is not LP optimal for fixed integers

[xypron]

Hello Andrew,

I guess what is missing either in function glp_ios_heur_sol() or in
ios_feas_pump() is to 
solve the original problem with the integer values found.

I would prefer glp_ios_heur_sol to call glp_simplex. This would allow to
check the feasibility 
of the heuristic solution and to provide local optimality.

Best regards

Xypron

xypron wrote:
> 
> Hello Andrew,
> 
> I have solved the model below with
> glpsol.exe --fpump -m test.mod --tmlim 30
> 
> (derived from
>  http://lists.gnu.org/archive/html/help-glpk/2009-09/msg00015.html
> http://lists.gnu.org/archive/html/help-glpk/2009-09/msg00015.html 
> )
> 
> The output was 
> +  1763: mip =  1.041490000e+002 <=  1.200000000e+002  15.2% (2; 0)
> TIME LIMIT EXCEEDED; SEARCH TERMINATED
> ...
> incommon[2,3] = 0.148999999999954
> ...
> gamepair[2,3,4] = 1
> 
> sum{}incommon is to be maximized.
> The only contraint limiting requires
>   incommon[i, j] <= sum{r in rounds}roundGame[r,i,j] 
>                   + sum{k in teams: i != k and j != k} gamepair[i, j, k];
> 
> roundGame is binary. Hence I would have expected a solution with 
> incommon[2,3] = 1 if gamepair[2,3,4] = 1.
> 
> I would not have expected a MIP solution to yield an noninteger objective
> for this model.
> 
> This strange behaviour only occurs if the feasibility pump is used.
> Could it be that it adds some cut that is not part of the original
> problem?
> 
> Best regards
> 
> Xypron
> 
> 

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