[SCIP] My Branch-and-Cut algorithm says that problem is infeasible even though it has a solution

Matheus Ota matheusota at gmail.com
Tue Mar 19 19:56:46 CET 2019


Hello all,

I'm currently implementing a Branch-and-Cut algorithm using SCIP. I've
already implemented the Constraint Handler that add the constraints during
the Branch-and-Bound procedure. The problem is that, after adding some
constraints, SCIP says that the problem has become infeasible, even though
it clearly has a solution. For example, in this problem:
OBJECTIVE
  Sense            : minimize
VARIABLES
  [binary] <x_3,2>: obj=5, original bounds=[0,1]
  [binary] <x_3,0>: obj=8.9443, original bounds=[0,1]
  [binary] <x_3,1>: obj=8, original bounds=[0,1]
  [binary] <x_2,3>: obj=5, original bounds=[0,1]
  [binary] <x_2,1>: obj=5, original bounds=[0,1]
  [binary] <x_2,0>: obj=5, original bounds=[0,1]
  [binary] <x_1,3>: obj=8, original bounds=[0,1]
  [binary] <x_1,2>: obj=5, original bounds=[0,1]
  [binary] <x_1,0>: obj=8.9443, original bounds=[0,1]
  [binary] <x_0,3>: obj=8.9443, original bounds=[0,1]
  [binary] <x_0,1>: obj=8.9443, original bounds=[0,1]
  [binary] <x_0,2>: obj=5, original bounds=[0,1]

After the Constraint Handler (in the CONSEPALP method) adds:
1 <= +1<t_x_3,1> +1<t_x_2,1> +1<t_x_0,1> <= 1e+20
1 <= +1<t_x_2,3> +1<t_x_1,3> +1<t_x_0,3> <= 1e+20

SCIP says that problem is infeasible, even though it clearly has a solution
(setting all variables to 1, for example). Any thoughs here?

Thanks,
Matheus
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