Originally posted by: SystemAdmin

I solved this small, very tight MIP problem (.sav is attached) using cplex 12.5 (64bits) and got negative gap, i.e. 0bj of integer solution (29) < that of lp solution (30). I saw in one of the threads, so I thought it was some rounding error of coefficients that makes the problem ill conditioned and tried to make them more accurate but didn't work. Then I used cplex 12.4 (64bits) and cplex 12.5 (32bits) to solve the same original .sav file, and they both gave me correct answer, i.e. integer = lp solution (30). This is the only instance i had such a negative gap problem out of more than 3000 instance-model. Is this a bug or did I do something wrong? Thanks all in advance.
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Originally posted by: SystemAdmin

What OS and what machine do you use for the 12.5/64bit run that produces the 29 integer optimal solution?
I just tried on an Intel Core 2 Duo with Linux and got an integer optimal solution of 30.
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Originally posted by: SystemAdmin

Windows 7-64bits on Intel Core i7-3779@3.4GHz, 16GB RAM. Its log file is attached.
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Originally posted by: SystemAdmin

sorry, mistyped; it should be 3770 not 3779.
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Originally posted by: T_O

Same result here (Cplex 12.5, Windows 7 64-bit, 16 GB Ram, i7 3520M @ 2,9GHz).

Also happens after writing/reading an (r)lp file.

Best regards,
Thomas
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Originally posted by: T_O

CPLEX> dis sol qual
Incumbent solution:
MILP objective                                2.9000000000e+001
MILP solution norm |x| (Total, Max)           2.03580e+003 2.90000e+001
MILP solution error (Ax=b) (Total, Max)       1.96732e-013 1.42109e-014
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)           1.93000e+002 1.20000e+001
CPLEX>

MST attached.
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Originally posted by: SystemAdmin

Thanks, I reproduced the problem here.
We are investigating.
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Originally posted by: SystemAdmin

We found the issue.
The best known workaround is to set CPX_PARAM_AUXROOTTHREADS to 1.
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Originally posted by: SystemAdmin

The problem is solved. Thanks.
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Originally posted by: SystemAdmin

Same result here (CPLEX 12.5, Linux Mint 64 bit). I matched Thomas's results, including the large slack bound errors. Kappa statistics had 100% of the bases stable.

Turning off presolve eliminated the problem. In fact, turning off just repeat presolve fixed it.

Paul

Mathematicians are like Frenchmen: whenever you say something to them, they translate it into their own language, and at once it is something entirely different. (Goethe)
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