Constraint Violated

[svigerske]

Issue created by migration from Trac.

Original creator: shahab

Original creation time: 2018-05-27 02:04:05

Assignee: somebody

Version:

It seems CLP cannot solve the following problem correctly. the result I get violates the ctr_2 constraint.

version: 1.16.10
OS: MacOS High Siera

INPUT:

Maximize

obj: + 9.89253038075288E15 c0v0 + 9.81584409873154E15 c0v1 + 5.94467302491009E11 c1v0 + 5.89859028828288E11 c1v1

Subject To

c0: + c0v0 + c0v1 = 1.0

c1: + c1v0 + c1v1 = 1.0

ctr_2: + 0.001 c0v0 + 0.001 c1v0 <= 0.001

Bounds

c0v0 <= 1.0

c0v1 <= 1.0

c1v0 <= 1.0

c1v1 <= 1.0

End

===========

OUTPUT:

c0v0 = 1.0

c0v1 = 0.0

c1v0 = 1.0

c1v1 = 0.0

###############################

Interestingly, if I remove the bounds (which is not necessary here) the solution becomes correct.

INPUT:

Maximize

obj: + 9.89253038075288E15 c0v0 + 9.81584409873154E15 c0v1 + 5.94467302491009E11 c1v0 + 5.89859028828288E11 c1v1

Subject To

c0: + c0v0 + c0v1 = 1.0

c1: + c1v0 + c1v1 = 1.0

ctr_2: + 0.001 c0v0 + 0.001 c1v0 <= 0.001

Bounds

End

===========

OUTPUT:

c0v0 = 1.0

c0v1 = 0.0

c1v0 = 0.0

c1v1 = 1.0

[svigerske]

Could not be reproduced. Could have been bad numerics.