Originally posted by: Calvin Sun Hainan

Attached is the engine log. 

I declare the decision variables as follows:

dvar boolean isSubstitutionTransaction [eligibleSubstitutionPositions];

When this happens, I do not see anything under "Statistics". It seems that the optimal solution is found by the preprocessing algorithm.

Attached is the lp file of the model and you should be able to see the same problem in Interactive mode if you are using CPLEX 12.5.0.0.

 

 

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hi

are you having a look at a solution or a relaxed solution ?

regards

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Originally posted by: Calvin Sun Hainan

It is confirmed by the technical support that this is a bug in the presolve of CPLEX 12.5.0. The problem does not happen in CPLEX 12.6.0. Unfortunately, this causes a critical constraint broken in our production and I have to turn off the presolve before we upgrade to 12.6.0.

Once the presolve is turned off (cplex.preind = 0;), the binary decision variable does not equal to -2 anymore.

 

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Originally posted by: Calvin Sun Hainan

I have output my problem into an lp file. When I use the interactive optimizer to solve this lp, it returns optimal with binary variable x8 = -2.

Below is the MIP in lp format. x8 is the variable that is causing problem.

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Originally posted by: Calvin Sun Hainan

It turns out CPLEX 12.6.0.0 and CPLEX 12.5.0.0 return different result.

 

Results of CPLEX 12.6.0.0

CPLEX> optimize
MIP emphasis: balance optimality and feasibility.
MIP search method: dynamic search.
Parallel mode: deterministic, using up to 4 threads.

        Nodes                                         Cuts/
   Node  Left     Objective  IInf  Best Integer    Best Bound    ItCnt     Gap

      0     0        cutoff       -4.05529e+007 -4.05529e+007        2    0.00%
Elapsed time = 0.00 sec. (0.01 ticks, tree = 0.00 MB, solutions = 0)

Root node processing (before b&c):
  Real time             =    0.00 sec. (0.01 ticks)
Parallel b&c, 4 threads:
  Real time             =    0.13 sec. (0.01 ticks)
  Sync time (average)   =    0.00 sec.
  Wait time (average)   =    0.00 sec.
                          ------------
Total (root+branch&cut) =    0.13 sec. (0.02 ticks)

Solution pool: 2 solutions saved.

MIP - Integer optimal solution:  Objective = -4.0552877331e+007
Solution time =    0.13 sec.  Iterations = 2  Nodes = 0
Deterministic time = 0.02 ticks  (0.19 ticks/sec)

CPLEX> display solution variables *
Incumbent solution
Variable Name           Solution Value
x1                    -10800000.000000
x2                    -14500000.000000
x4                     65029209.290356
x7                            1.000000
x11                    40552877.341000
x12                           1.000000
All other variables matching '*' are 0.
CPLEX>


================================================

Results of CPLEX 12.5.0.0


        Nodes                                         Cuts/
   Node  Left     Objective  IInf  Best Integer    Best Bound    ItCnt     Gap

*     0+    0                            0.0000 -5.03067e+007        9     ---
*     0+    0                     -4.06398e+007 -5.03067e+007        9   23.79%
      0     0        cutoff       -4.06398e+007 -4.06398e+007        9    0.00%

Root node processing (before b&c):
  Real time             =    0.00 sec. (0.04 ticks)
Parallel b&c, 4 threads:
  Real time             =    0.00 sec. (0.00 ticks)
  Sync time (average)   =    0.00 sec.
  Wait time (average)   =    0.00 sec.
                          ------------
Total (root+branch&cut) =    0.00 sec. (0.04 ticks)

Solution pool: 2 solutions saved.

MIP - Integer optimal solution:  Objective = -4.0639828141e+007
Solution time =    0.05 sec.  Iterations = 9  Nodes = 0
Deterministic time = 0.10 ticks  (2.16 ticks/sec)

CPLEX> display solution variables *
Incumbent solution
Variable Name           Solution Value
x1                    -10800000.000000
x2                    -14500000.000000
x3                      6000000.000000
x4                     33950267.001222
x6                            1.000000
x7                            1.000000
x8                           -2.000000
x11                    40639828.141000
All other variables matching '*' are 0.
CPLEX>

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