[SCIP] Strict Integer Inequalities
Matthias Walter
matthias at matthiaswalter.org
Thu Mar 3 08:15:53 CET 2022
Dear Alexander,
I assume that in your problem description you are using the LP format.
However, the documentation
https://www.tu-chemnitz.de/mathematik/discrete/manuals/cplex/doc/refman/html/appendixE5.html
states "... <, <=, =<, >, >=, =>, and =. These are interpreted as <=,
<=, <=, >=, >=, >= and =, respectively". The reason is that linear
programs (which are used as relaxations for IPs) in general do not allow
strict inequalities.
Best,
Matthias
On 03.03.22 01:17, Alex Meiburg wrote:
> I noticed that SCIP doesn't seem to like strict inequalities for
> integers. When it solves
>
> Maximize
> k
> st
> k < 10
> Integer
> k
>
> I get the solution
>
> solution status: optimal solution found
> objective value: 10
> k 10 (obj:1)
>
> When of course that's not actually feasible. :) In this case of course
> it's pretty simple to remedy by replacing "[foo] < N" by "[foo] <=
> N-1". But that's not always valid, e.g. in the problem
>
> Maximize
> halfK
> st
> halfK < 10
> halfK + halfK = k
> Integer
> k
>
> ... in which case the correct answer is 9.5 (and SCIP think it's 10).
> I'm using SCIP v7.0.2. Is there any interest in fixing this, or at
> least, documenting it better...? I skimmed and couldn't find any
> warnings about not using strict inequalities.
>
> -- Alexander Meiburg
>
> _______________________________________________
> Scip mailing list
> Scip at zib.de
> https://listserv.zib.de/mailman/listinfo/scip
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