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 20130319T19:08:30Z by SystemAdmin
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Pinned topic Negative Gap
20130308T17:59:12Z

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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 instancemodel. Is this a bug or did I do something wrong? Thanks all in advance.
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Updated on 20130319T19:08:30Z at 20130319T19:08:30Z by SystemAdmin

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Re: Negative Gap
20130308T21:59:56Z in response to SystemAdminWhat 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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Re: Negative Gap
20130309T09:58:30Z in response to SystemAdminWindows 764bits on Intel Core i73779@3.4GHz, 16GB RAM. Its log file is attached.Attachments

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Re: Negative Gap
20130309T10:00:02Z in response to SystemAdminsorry, mistyped; it should be 3770 not 3779.
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Re: Negative Gap
20130309T10:24:15Z in response to SystemAdminSame result here (Cplex 12.5, Windows 7 64bit, 16 GB Ram, i7 3520M @ 2,9GHz).
Also happens after writing/reading an (r)lp file.
Best regards,
ThomasAttachments

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Re: Negative Gap
20130309T10:27:17Z in response to T_OCPLEX> 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) 1.96732e013 1.42109e014 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.Attachments
Updated on 20140324T22:36:05Z at 20140324T22:36:05Z by ironman



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Re: Negative Gap
20130311T06:34:20Z in response to SystemAdminThanks, I reproduced the problem here.
We are investigating.
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Re: Negative Gap
20130312T08:35:21Z in response to SystemAdminWe found the issue.
The best known workaround is to set CPX_PARAM_AUXROOTTHREADS to 1.
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Re: Negative Gap
20130319T19:08:30Z in response to SystemAdminThe problem is solved. Thanks.





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Re: Negative Gap
20130311T03:21:10Z in response to SystemAdminSame 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)