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

From: xypron
Subject: Re: [Bug-glpk] GLPSOL outputs MIP solution that is not LP optimal for fixed integers
Date: Sun, 13 Sep 2009 23:10:05 -0700 (PDT)

Andrew Makhorin wrote:
>> I would not have expected a MIP solution to yield an noninteger
>> objective for this model.
> 'incommon' is declared as continuous:
> var incommon {i in teams, j in teams: i < j}, >=0, <=1;
> so I do not see a problem. Why do you think that all components of
> 'incommon' must be integral?

Hello Andrew,

the feasibility pump provides assumedly feasible solution where all
binaries are either 0 or 1.

If I fix the values of the binaries and resolve the original problem
all components are integral.

Please, run the files 
http://www.nabble.com/file/p25430771/f1.mod f1.mod 
http://www.nabble.com/file/p25430771/f2.mod f2.mod 

(Please, check the ODBC connection data or use CSV.)

glpsol.exe --fpump --tmlim 30 -m f1.mod
glpsol.exe -m f2.mod

Compare the objective
f1: 1.041490000e+002
f2: 1.08

f1 saves the binary vlaues from the feasibility pump to the database.
f2 uses this values as fixed values.

Best regards

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