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jump-dev / Pajarito.jl

A solver for mixed-integer convex optimization
Mozilla Public License 2.0
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in MSD, got CutsFailure when it should have returned UserLimit #351

Closed chriscoey closed 7 years ago

chriscoey commented 7 years ago

I set a limit of 300s on pp_n1000_d10000

  12833  7635   216110.7073   969   216113.6626   216110.6643    78686    0.00%
* 13000+ 7790                       216113.6446   216110.6643             0.00%
  13005  7797   216110.6772   990   216113.6446   216110.6644    78861    0.00%

MIP-solver-driven algorithm summary:
 - Status               =    CutsFailure
 - Best feasible        =  +2.161290e+05
 - Best bound           =  +2.161107e+05
 - Relative opt. gap    =      8.483e-05
 - Total time (s)       =       3.00e+02

Timers (s):
 - Setup                =   9.65e-02
 -- Transform data      =   1.40e-02
 -- Create conic data   =   5.33e-02
 -- Create MIP data     =   2.92e-02
 - Algorithm            =   3.00e+02
 -- Solve relaxation    =   2.83e-01
 -- Get relaxation cuts =   0.00e+00
 -- MIP solver driving  =   3.00e+02
 -- Solve subproblems   =   3.32e+00
 -- Get subproblem cuts =   1.87e+00
 -- Get primal cuts     =   2.38e-03

Counters:
 - Lazy callbacks       =   234
 -- Integer repeats     =   121
 -- Conic subproblems   =   113
 --- Infeasible         =     0
 --- Optimal            =   113
 --- Suboptimal         =     0
 --- UserLimit          =     0
 --- ConicFailure       =     0
 --- Other status       =     0
 -- Feasible solutions  =   119
 --- From subproblems   =   113
 --- In lazy callback   =     6
 - Heuristic callbacks  = 13034
 -- Solutions passed    =    46

Solution returned by conic solver

Outer-approximation cuts added:
Cone             | Relax.    | Violated  | Nonviol. 
    Second order |         0 |    167351 |         0

0 numerically unstable cone duals encountered

Distance to feasibility (negative indicates strict feasibility):
Cone             | Variable  | Constraint
          Linear | -1.20e+01 |  0.00e+00
    Rotated S.O. | -2.39e-07 |        NA

Distance to integrality of integer/binary variables:
         integer |  0.00e+00

#STATUS# CutsFailure
#OBJVAL# 216128.99852783338
#OBJBOUND# 216110.66440379724
#TIMESOLVER# 300.0157709121704
#TIMEALL# 300.1188051700592
chriscoey commented 7 years ago

it happened because the relaxation solve gave CutsFailure. we did not get that in MSD. and the return status is thus misleading.