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LP infeasible after fixing integers

Question asked by sean.ma@energyexemplar.com on Aug 11, 2015
Latest reply on Aug 18, 2015 by zsoltcsizmadia@fico.com

Hi,

 

I have an MILP problem, once the optimal solution was found, we use FixGlobals(1) to fix all the integers and optimize it again using LpOptimize("") or LpOptimize("pdb") the fixed LP is declared as infeasible. Could the presolve be the cause of the infeasibility?

 

Here is the logging from the Xpress solver:

 

Minimizing MILP \

Original problem has:

     82605 rows        67392 cols       228167 elements      5409 globals

Presolved problem has:

     28372 rows        19626 cols        87437 elements      3091 globals

LP relaxation tightened

Symmetric problem: generators: 162, support set: 164

Number of orbits: 2, largest orbit: 96 (largest clique: 96)

Will try to keep branch and bound tree memory usage below 24.0Gb

Fixed 16 columns in 16 subproblems

 

 

Starting parallel dual simplex, using up to 16 threads

   Its         Obj Value      S   Ninf  Nneg   Sum Dual Inf  Time

  1838      -1571358.336      D  11617     0        .000000     3

  5076       13030.91606      D   9542     0        .000000     6

  7870       1366019.783      D   8592     0        .000000     9

10922       1819612.140      D   8415     0        .000000    12

13871       1865125.459      D   6115     0        .000000    13

17252       1894687.639      D   4366     0        .000000    16

20732       1905242.818      D   2351     0        .000000    19

24108       1906264.218      D   1600     0        .000000    21

26579       1906703.725      P      0     0        .000000    23

26579       1906703.725      P      0     0        .000000    23

Optimal solution found

Starting root cutting & heuristics

Its Type    BestSoln    BestBound   Sols    Add    Del     Gap     GInf   Time

User solution () searched: Found feasible solution through local search.

+         38307639.24  1906703.725      1                 95.02%       0     39

+         3919857.711  1906703.725      2                 51.36%       0     42

+         2090036.211  1906703.725      3                  8.77%       0     45

   1  K   2090036.211  1939509.346      3   1525      0    7.20%     753     57

+         2016301.272  1939509.346      4                  3.81%       0     60

   2  K   2016301.272  1945561.570      4    781    501    3.51%     580     60

   3  K   2016301.272  1945590.165      4    479    576    3.51%     418     62

   4  K   2016301.272  1945606.677      4    443    356    3.51%     398     65

   5  K   2016301.272  1945625.608      4    289    364    3.51%     394     67

   6  K   2016301.272  1945628.750      4    303    310    3.51%     388     70

   7  K   2016301.272  1945631.562      4    176    249    3.50%     398     73

   8  K   2016301.272  1945635.013      4    296    157    3.50%     394     76

+         1996337.792  1945635.013      5                  2.54%       0     78

   9  K   1996337.792  1945635.251      5    146    248    2.54%     404     78

+         1984689.718  1945635.251      6                  1.97%       0     81

  10  K   1984689.718  1945635.741      6    112    153    1.97%     411     81

+         1966079.941  1945635.741      7                  1.04%       0     83

  11  K   1966079.941  1945635.847      7     50    104    1.04%     405     83

+         1948604.067  1945635.847      8                  0.15%       0     85

  12  K   1948604.067  1945637.977      8     66     63    0.15%     407     85

  13  K   1948604.067  1945638.010      8     58     38    0.15%     396     86

  14  K   1948604.067  1945638.012      8     39     37    0.15%     389     90

  15  K   1948604.067  1945638.012      8     27     59    0.15%     393     92

  16  K   1948604.067  1945638.012      8      5     24    0.15%     394     94

  17  K   1948604.067  1945638.047      8     11      6    0.15%     393     96

  18  K   1948604.067  1945638.047      8     54     10    0.15%     392     99

  19  K   1948604.067  1945638.047      8      8     56    0.15%     391    101

  20  K   1948604.067  1945638.047      8     12    630    0.15%     392    104

Heuristic search started

Heuristic search stopped

Cuts in the matrix         : 939

Cut elements in the matrix : 12163

Will try to keep branch and bound tree memory usage below 24.0Gb

Starting tree search with up to 16 threads (deterministic mode)

    Node     BestSoln    BestBound   Sols Active  Depth     Gap     GInf   Time

     100  1948604.067  1945716.928      8      4      8    0.15%     388    149

     200  1948604.067  1945716.928      8      3     14    0.15%     378    152

     300  1948604.067  1945716.928      8      2     21    0.15%     341    155

     400  1948604.067  1945716.928      8      5     27    0.15%     354    159

     500  1948604.067  1945716.928      8      2     31    0.15%     338    163

+    559  1947017.700  1945716.928      9      2     33    0.07%       0    166

*** MIP gap is less than MIPABSSTOP/MIPRELSTOP ***

*** Search completed ***     Time:   167 Nodes:        571

Number of integer feasible solutions found is 9

Best integer solution found is  1947017.700

Best bound is  1945716.928

Uncrunching matrix

Minimizing LP \

Original problem has:

     82605 rows        67392 cols       228167 elements

The problem is infeasible due to row R1200

Outcomes