Opened 6 years ago

Closed 8 weeks ago

#125 closed defect (migrated)

max problem reports reduced cost with wrong sign

Reported by: guest Owned by: tkr
Priority: major Component: Cbc
Version: trunk Keywords: reduced cost, maximization, wrong sign, max
Cc:

Description

When solving a MAX problem and a variable is pushed to its LOWER bound cbc is reporting a positive value for the reduced cost. I believe in practice it should be reported as negative. For the following three complementary cases, cbc seems to report the correct sign for the reduced cost

max problem -> var at UB -> (+) r.c. min problem -> var at LB -> (+) r.c. min problem -> var at UB -> (-) r.c.

The problematic case (which occurs when using the LP file interface) can be tested using the following simple LP file:

max
obj:
-1.000000 x(1)

s.t.

bounds
   -1 <= x(1) <= 1
end

This happens in 2.7, 2.8, and trunk. Below is my contact info:

name: Gabe email: gabehack@…

Change History (2)

comment:1 Changed 6 years ago by guest

I don't like how some of that formatting came out. See below for what are the working cases...

max problem -> var at UB -> (+) r.c.

min problem -> var at LB -> (+) r.c.

min problem -> var at UB -> (-) r.c.

comment:2 Changed 8 weeks ago by stefan

  • Resolution set to migrated
  • Status changed from new to closed

This ticket has been migrated to GitHub and will be resolved there: https://github.com/coin-or/Cbc/issues/125

Note: See TracTickets for help on using tickets.