Re: [ojAlgo-user] Problematic small MIP model

[Anders P. <an...@op...>]

Thanks for reporting the problem. Can you send me executable code that (sometimes) reproduce the problem - something that I can easily turn into a junit test.

I believe this is a concurrency related problem with the integer solver.

/Anders


On 19 aug 2014, at 13:48, Anders Johansson <and...@gm...> wrote:

> Hello,
> 
> I would like to report a small MIP-model that OjAlgo had trouble solving correctly that I found.
> 
> The model is over 16 integer variables x0..x15 with domain [0..414]. There are four constraints as follows:
> 
> 117 <=  30 30 30 30  0  4  0  0  0  4  0  0  0  4  0  0  <=  14868
>  36 <=   0  4  0  0 40 40 40 40  0  0  4  0  0  0  4  0  <= 170569
> 341 <=   0  0  8  0  0  0  8  0 68 68 68 68  0  0  0  5  <= 140833
> 413 <=   0  0  0  8  0  0  0  9  0  0  0  6 59 59 59 59  <=  48321
> 
> The weights for the variables are 
> [2691.5357279536333,2600.760150603986,2605.8958795795374,2606.7208332501104,2715.0757845953835,2602.194912040238,2606.0069468717575,2609.0385816244316,2750.0520522057927,2602.048261785581,2600.507229973181,2602.046307869504,2721.343937605796,2601.7367414553805,2600.595318433882,2599.405979211142]
> and the solution mode is to minimize the value.
> 
> Sometimes, but not always, OjAlgo will report a solution as both feasible and optimal, even though some of the constraints are actually violated. The invalid solution produced is
>     x =  1  2  0  0  0  0  0  1  0  4  0  0  2  3  0  2
> 
> Here is a printout of the model when that happens:
> ############################################
> 0 <= x0: 1.000000 (2691.535728) <= 414.000000
> 0 <= x1: 2.000000 (2600.760151) <= 414.000000
> 0 <= x2: 0 (2605.895880) <= 414.000000
> 0 <= x3: 0 (2606.720833) <= 414.000000
> 0 <= x4: 0 (2715.075785) <= 414.000000
> 0 <= x5: 0 (2602.194912) <= 414.000000
> 0 <= x6: 0 (2606.006947) <= 414.000000
> 0 <= x7: 1.000000 (2609.038582) <= 414.000000
> 0 <= x8: 0 (2750.052052) <= 414.000000
> 0 <= x9: 4.000000 (2602.048262) <= 414.000000
> 0 <= x10: 0 (2600.507230) <= 414.000000
> 0 <= x11: 0 (2602.046308) <= 414.000000
> 0 <= x12: 2.000000 (2721.343938) <= 414.000000
> 0 <= x13: 3.000000 (2601.736741) <= 414.000000
> 0 <= x14: 0 (2600.595318) <= 414.000000
> 0 <= x15: 2.000000 (2599.405979) <= 414.000000
> 36.000000 <= constraint 1: 48.0 <= 14868.000000
> 413.000000 <= constraint 3: 422.0 <= 170569.000000
> 341.000000 <= constraint 2: 282.0 <= 140833.000000
> 117..000000 <= constraint 0: 118.0 <= 48321.000000
> ############################################
> 
> 
> As can be seen, constraint 2 is clearly violated by this solution.
> 
> This was just found during some testing using some generated models, but I thought that you might be interested.
> 
> Kind regards,
> Anders
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