Originally posted by: T_O

Hi,

we have a pure binary program where we do a lot of bound changes (fixing / unfixing variables to 0/1). After some changes are done, we reoptimize. This works quite well, but after some time, CPLEX returns status code 118 (CPXMIP_UNBOUNDED). If I write a .prm and .sav file and read them into the interactive optimizer, everything is fine, nothing is umbounded, I can obtain a solution. The kappastats say that all bases are stable.

CPLEX> dis sol qual Incumbent solution: MILP objective                                -1.3900000000e+002 MILP solution norm |x| (Total, Max)           2.80000e+002 1.00000e+000 MILP solution error (Ax=b) (Total, Max)       0.00000e+000 0.00000e+000 MILP x bound error (Total, Max)               0.00000e+000 0.00000e+000 MILP x integrality error (Total, Max)         0.00000e+000 0.00000e+000 MILP slack bound error (Total, Max)           0.00000e+000 0.00000e+000   Branch-and-cut subproblem optimization: Max condition number:                    4.8820e+006 Percentage (number) of stable bases:     100.00%   (95) Percentage (number) of suspicious bases:   0.00%   (0) Percentage (number) of unstable bases:     0.00%   (0) Percentage (number) of ill-posed bases:    0.00%   (0)

CPLEX> dis prob stat Problem name: debug.sav Variables            :    6068  [Binary: 6068] Objective nonzeros   :      16 Linear constraints   :    9211  [Less: 8423,  Greater: 762,  Equal: 26] Nonzeros           :   25257 RHS nonzeros       :    1244   Variables            : Min LB: 0.0000000        Max UB: 1.000000 Objective nonzeros   : Min   : 1.000000         Max   : 144.0000 Linear constraints   : Nonzeros           : Min   : 1.000000         Max   : 256.0000 RHS nonzeros       : Min   : 1.000000         Max   : 5.000000

Any ideas?

Best regards,
Thomas
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: T_O

Here is an example, where it also happens when reading the sav-file.

It does not happen, if I disable repeated presolve.

Best regards,
Thomas
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: SystemAdmin

I cannot reproduce the problem here. When I just solve your SAV file with CPLEX 12.4 or CPLEX 12.5 then I get -139 as optimal objective value.
What version of CPLEX do you use? What machine/OS? Do you use any non-default parameter settings? Could you please attach a log file for the offending solve?
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Originally posted by: T_O

CPLEX 12.5, Windows 7 64-bit, 16 GB Ram, i7 3520M @ 2,9GHz

I attached the log file. In this example, i did not set any parameters. Just

r debug
o

I get -139 as objective, but it says unbounded:

MIP - Integer unbounded:  Objective = -1.3900000000e+002

Best regards,
Thomas
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: SystemAdmin

OK, I reproduced the problem here. The issue is exactly the same as already discussed a few days ago in this thread.
The workaround is to disable repeated presolve or fix up the status manually, see also in that thread.
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#DecisionOptimization

Originally posted by: T_O

Ok, thank you. I disabled repeated presolve.

Best regards,
Thomas
#CPLEXOptimizers
#DecisionOptimization