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Cut Generator Library
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CGL probing cut code does not work with all LP solvers #2

Closed svigerske closed 5 years ago

svigerske commented 5 years ago

Issue created by migration from Trac.

Original creator: caphill@sandia.gov

Original creation time: 2006-09-07 22:00:06

Assignee: somebody

Version:

Keywords: Probing cuts

Probing cuts make the following call

si.getDblParam(OsiDualObjectiveLimit,cutoff);

four times in CglProbing.cpp (lines 1412, 1457, 2474, and 4032 in the tarball from 9/6/06). Some LP solvers, in particular soplex, do not support this parameter. The OsiSpxSolverInterface returns a value of "false" to indicate the problem. Since the probing cut code does not look at the return value, the variable cutoff can contain garbage.

The simple fix for the simple problem is to replace the above line of code (in all instances) with:

bool cutoff_OK = si.getDblParam(OsiDualObjectiveLimit,cutoff); if (!cutoff_OK) // cut off isn't set or isn't valid cutoff = si.getInfinity();

svigerske commented 5 years ago

Comment by fmargot created at 2006-09-10 13:33:39

Fixed

svigerske commented 5 years ago

Comment by fmargot created at 2006-09-10 13:33:39

Resolution: fixed