[SCIP] unresolved numerical troubles

[James Cussens]

Hi all,

I use a subMIQP for a pricer I have. Sometimes when I run it I get

[solve.c:3912] ERROR: (node 1) unresolved numerical troubles in LP 32 cannot be dealt with

I am keen to understand what might have led to such (fatal!) problems and if I can avoid them. I attach an example of this problem. In the attached file you have the original problem and the output when solving the (presolved, transformed problem). The odd thing is that, in the example I have attached, after presolving, the problem should not be too hard to solve: all variables are continuous and we only have convex constraints (22 second-order cone and 21 linear).

One of my variables is fixed to a small positive value, perhaps that has something to do with it.

I am using SoPlex as the LP solver.

James

James Cussens
Dept of Computer Science, University of Bristol
https://jcussens.github.io/
Funded PhDs available in Bristol in the following areas: Data Science<http://www.bristol.ac.uk/cdt/compass/>, Interactive AI<http://www.bristol.ac.uk/cdt/interactive-ai/>, Cyber Security<http://www.bristol.ac.uk/cdt/cyber-security/> or Digital Health<http://www.bristol.ac.uk/cdt/digital-health/>.
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