Incorrect Real Option calls causes COIN CLP to mark some problems as infeasible
|Reported by:||ltaylor||Owned by:||somebody|
In function heading
SOLVAPI int CoinOptimizeProblem(HPROB hProb, int Method)
... there are several calls to CoinGetIntOption? for parameters
that are actually Real values. The CoinGetIntOption? always returns
zero for options that are REAL. So those code lines actually
will set, e.g., DualObjectiveLimit? to zero.
DualObjectiveLimit? should be set high, and the default is 1e+308.
When it is zero, CLP will mark some feasible problems as infeasible.
This has been bothering me, as I have been using CoinMP.dll for optimizations,
and it can sometimes get the right answer, but return the 'PrimalInfeasible?'
message and status.
I would check this change in myself, but I don't have those privileges (yet).
pCoin->clp->setPrimalObjectiveLimit(CoinGetRealOption(hProb, COIN_REAL_PRIMALOBJLIM)); pCoin->clp->setDualObjectiveLimit(CoinGetRealOption(hProb, COIN_REAL_DUALOBJLIM)); pCoin->clp->setPrimalTolerance(CoinGetRealOption(hProb, COIN_REAL_PRIMALOBJTOL)); pCoin->clp->setDualTolerance(CoinGetRealOption(hProb, COIN_REAL_DUALOBJTOL)); ... skip ... pCoin->clp->crash(CoinGetRealOption(hProb, COIN_REAL_CRASHGAP),