[Scip] Solution found, constraint not fulfilled
Ramón Casero Cañas
rcasero at gmail.com
Sun May 25 20:02:52 CEST 2014
Dear all,
I have found a couple of cases where I provide a problem with constraints
to SCIP, I set the solution limit to 1, optimize, SCIP finds a solution,
but at least one of the constraints is not fulfilled.
I'm not too sure whether this is a finite precision problem (maybe I'm
doing something wrong). I have attached a model and solution to illustrate
the issue.
**********************************************************************************
SCIP version 3.1.0, Linux 64 bit
SCIP> read /tmp/model-tpd4cbba1c_26fc_4b5c_81bf_0dcdffc1ec38.pip
read problem </tmp/model-tpd4cbba1c_26fc_4b5c_81bf_0dcdffc1ec38.pip>
============
original problem has 61 variables (0 bin, 0 int, 0 impl, 61 cont) and 161
constraints
SCIP> set limits solutions 1
limits/solutions = 1
SCIP> optimize
...
2.7s| 1 | 0 | 32399 | - |2495k| 0 | 0 | 139 | 205 | 139
|1731 |1697 | 0 | 0 |-2.187679e+04 |-2.003787e+04 | 9.18%
2.7s| 1 | 1 | 32399 | - |2495k| 0 | 0 | 139 | 205 | 139
|1731 |1697 | 0 | 0 |-2.187679e+04 |-2.003787e+04 | 9.18%
SCIP Status : solving was interrupted [solution limit reached]
Solving Time (sec) : 2.67
Solving Nodes : 1
Primal Bound : -2.00378746938832e+04 (1 solutions)
Dual Bound : -2.18767884307964e+04
Gap : 9.18 %
SCIP> checksol
check best solution
solution is feasible in original problem
**********************************************************************************
However, if we look at constraint 17:
c17: -0.166666666666667 x197 y204 z202 + 0.166666666666667 x204 y197 z202
+ 0.166666666666667 x197 y202 z204 + -0.166666666666667 x202 y197 z204 +
-0.166666666666667 x204 y202 z197 + 0.166666666666667 x202 y204 z197 >=
4.51681931542477e-08
The values provided by the solution are:
x197 = 0.371685887161333;
y197 = -1.53809757847603;
z197 = -1.32501091239681;
x202 = 0.0972528846406156;
y202 = -1.24399107862034;
z202 = -1.64395150486303;
x204 = -0.371685854531146;
y204 = 1.53809760270505;
z204 = 1.32501089342457;
If we put these values into the constraint above, we get
7.723300589346227e-09 >= 4.51681931542477e-08
which is false. I have found another case with a similar problem where the
left hand side of the inequality comes as a small negative number (~ -1e-8).
Is this kind of "constraint almost fulfilled" behaviour to be expected? Am
I missing something?
Best regards,
Ramon.
--
Dr. Ramón Casero Cañas
Institute of Biomedical Engineering
Department of Engineering Science, University of Oxford
Old Road Campus Research Building, Headington
Oxford
OX3 7DQ
UK
tlf +44 (0) 1865 617716
twitter @Ramon_Casero
web http://www.cs.ox.ac.uk/people/Ramon.CaseroCanas/
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solution status: solution limit reached
objective value: -20037.8746938832
x41 -0.718595464573985 (obj:0)
y41 1.92185552263695 (obj:0)
z41 -0.222801225317342 (obj:0)
x58 -1.0159294946835 (obj:0)
y58 1.79549051083227 (obj:0)
z58 0.0604116292013748 (obj:0)
x63 -0.957137854324389 (obj:0)
y63 1.82848738001702 (obj:0)
z63 -0.00833705806433609 (obj:0)
x66 -0.956345882068585 (obj:0)
y66 1.82889813580048 (obj:0)
z66 -0.00909067188606538 (obj:0)
x67 -0.956200502292394 (obj:0)
y67 1.82897346731159 (obj:0)
z67 -0.00922674836216925 (obj:0)
x69 -0.962762369497461 (obj:0)
y69 1.82554872865362 (obj:0)
z69 -0.00298944646093406 (obj:0)
x88 -1.26100234041855 (obj:0)
y88 1.62138722022489 (obj:0)
z88 -0.201308363337688 (obj:0)
x91 -1.26893927905173 (obj:0)
y91 1.61524579863368 (obj:0)
z91 -0.200804864670299 (obj:0)
x160 -0.798929015238486 (obj:0)
y160 0.0105648153385859 (obj:0)
z160 -1.9029317620152 (obj:0)
x166 -0.456905468044929 (obj:0)
y166 -0.490330888660671 (obj:0)
z166 -1.95201472599344 (obj:0)
x168 -0.455859870756358 (obj:0)
y168 -0.491716207600773 (obj:0)
z168 -1.95191071184521 (obj:0)
x181 -0.368856875454313 (obj:0)
y181 -0.764321207873297 (obj:0)
z181 -1.8813043810677 (obj:0)
x183 -0.160133366059923 (obj:0)
y183 -0.85441903350053 (obj:0)
z183 -1.87186374981345 (obj:0)
x188 -1.25010119192503 (obj:0)
y188 -0.0681417226364477 (obj:0)
z188 -1.64077792317641 (obj:0)
x197 0.371685887161333 (obj:0)
y197 -1.53809757847603 (obj:0)
z197 -1.32501091239681 (obj:0)
x202 0.0972528846406156 (obj:0)
y202 -1.24399107862034 (obj:0)
z202 -1.64395150486303 (obj:0)
x204 -0.371685854531146 (obj:0)
y204 1.53809760270505 (obj:0)
z204 1.32501089342457 (obj:0)
x253 -1.90336921896639 (obj:0)
y253 -0.783037080803319 (obj:0)
z253 -0.153580675794921 (obj:0)
x260 -1.88824797901103 (obj:0)
y260 -0.815299413826014 (obj:0)
z260 -0.171332755698045 (obj:0)
x268 -1.7922425039862 (obj:0)
y268 -0.981530204797257 (obj:0)
z268 -0.289851240423906 (obj:0)
quadobjvar -20037.8746938832 (obj:1)
nlreform0 0.00286131237123599 (obj:0)
nlreform1 0.128861131565779 (obj:0)
nlreform2 0.889845180705875 (obj:0)
nlreform3 1.62590111691849 (obj:0)
nlreform4 0.128195321329449 (obj:0)
nlreform5 -1.74879331609404 (obj:0)
nlreform6 -0.0168747828790713 (obj:0)
nlreform7 0.116102423212158 (obj:0)
nlreform8 -0.0177324772958163 (obj:0)
nlreform9 -1.83767921607886 (obj:0)
nlreform10 -1.75050763747795 (obj:0)
nlreform11 -2.05744193029586 (obj:0)
nlreform12 0.307069847087119 (obj:0)
nlreform13 -0.0152197057500602 (obj:0)
nlreform14 -0.00546616512705449 (obj:0)
nlreform15 -0.0578222571500446 (obj:0)
nlreform16 -1.72863069861908 (obj:0)
nlreform17 0.110461901600981 (obj:0)
nlreform18 -2.52855786859319 (obj:0)
nlreform19 -1.64830173049494 (obj:0)
nlreform20 -0.128861133410884 (obj:0)
nlreform21 0.571689112808148 (obj:0)
nlreform22 1.64830175409623 (obj:0)
nlreform23 0.957082113925343 (obj:0)
nlreform24 0.959837278246354 (obj:0)
nlreform25 0.867470227090418 (obj:0)
nlreform26 -0.00482712189708484 (obj:0)
nlreform27 0.935702389341171 (obj:0)
nlreform28 1.66774966389411 (obj:0)
nlreform29 0.920425744203634 (obj:0)
nlreform30 -0.00169177944196927 (obj:0)
nlreform31 0.853307567063473 (obj:0)
nlreform32 0.304722868433835 (obj:0)
nlreform33 0.955478852975987 (obj:0)
nlreform34 0.0251345428997545 (obj:0)
nlreform35 2.35182084914652 (obj:0)
nlreform36 0.605212218057269 (obj:0)
nlreform37 1.25408136409404 (obj:0)
nlreform38 0.00869250502363137 (obj:0)
nlreform39 0.00882396280104391 (obj:0)
nlreform40 -0.0166265976796488 (obj:0)
nlreform41 -0.0168747828790713 (obj:0)
nlreform42 -1.74913124387614 (obj:0)
nlreform43 -1.74913124387614 (obj:0)
nlreform44 -1.74879331609404 (obj:0)
nlreform45 0.00869250502363137 (obj:0)
nlreform46 0.00882396280104391 (obj:0)
nlreform47 -0.0166265976796488 (obj:0)
nlreform48 -0.0160226210834893 (obj:0)
nlreform49 -0.407389228745088 (obj:0)
nlreform50 -1.29023133776969 (obj:0)
nlreform51 0.213251486741086 (obj:0)
nlreform52 -0.0434115227516333 (obj:0)
nlreform53 -1.31429203843627 (obj:0)
nlreform54 -1.83767921607886 (obj:0)
nlreform55 0.213042643559803 (obj:0)
nlreform56 0.00663029952582037 (obj:0)
nlreform57 -0.407497529589931 (obj:0)
nlreform58 0.213042643559803 (obj:0)
nlreform59 0.00663029952582037 (obj:0)
nlreform60 -0.407497529589931 (obj:0)
nlreform61 -0.0177324772958163 (obj:0)
nlreform62 -1.31429203843627 (obj:0)
nlreform63 0.007973111148394 (obj:0)
nlreform64 0.00870102618339516 (obj:0)
nlreform65 -1.76079430279276 (obj:0)
nlreform66 -0.0166221788195463 (obj:0)
nlreform67 0.00285894481257881 (obj:0)
nlreform68 -0.325162488111024 (obj:0)
nlreform69 -0.325582441335411 (obj:0)
nlreform70 0.253215404316678 (obj:0)
nlreform71 0.255448089440811 (obj:0)
nlreform72 -2.03682873242831 (obj:0)
nlreform73 0.236315546414354 (obj:0)
nlreform74 0.16816827478878 (obj:0)
nlreform75 0.275253814950582 (obj:0)
nlreform76 1.47856818531756 (obj:0)
nlreform77 0.15074407216589 (obj:0)
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