I am solving a small integer program (37 rows and 29 columns) using the C#
interface from http://yoyovicks.blog.free.fr/
I've tested the code on quite a few datasets and it worked fine. But today I
changed some objective function coefficients (just changed the sign of them),
and for one particular problem I'm retrieving non-integer results despite the
fact that an integer optimal was found.
The snippet of the code that calls the solver is (I simplified the error
handling for this example):
GlpkSharp.SOLVERSTATUS simplexOptStatus =
patternProblem.SolveSimplex();
if (simplexOptStatus == GlpkSharp.SOLVERSTATUS.Solved)
{
GlpkSharp.SOLVERSTATUS intOptStatus =
patternProblem.SolveInteger();
if (intOptStatus == GlpkSharp.SOLVERSTATUS.Solved)
{
for (int i = 1; i <= 14; i++)
{
double x = patternProblem.GetColPrimal(i);
string col = patternProblem.GetColName(i);
GlpkSharp.COLKIND colKind =
patternProblem.GetColKind(i);
if (x > 0.0)
{
Console.WriteLine("{0}\t{1}\t of type {2}", col, x,
colKind.ToString());
}
}
}
}
The output from GLPK is:
GLPK Simplex Optimizer, v4.45
37 rows, 29 columns, 147 non-zeros
0: obj = 0.000000000e+000 infeas = 1.050e+002 (9)
* 13: obj = -5.000000000e-001 infeas = 0.000e+000 (1)
* 14: obj = -4.500000000e-001 infeas = 0.000e+000 (1)
OPTIMAL SOLUTION FOUND
GLPK Integer Optimizer, v4.45
37 rows, 29 columns, 147 non-zeros
28 integer variables, 14 of which are binary
Integer optimization begins...
+ 14: mip = not found yet <= +inf (1; 0)
+ 15: >>>>> -5.000000000e-001 <= -5.000000000e-001 0.0% (2; 0)
+ 15: mip = -5.000000000e-001 <= tree is empty 0.0% (0; 3)
INTEGER OPTIMAL SOLUTION FOUND
And the output from the Console.WriteLine(...) that shows the retrieved - non
integer - answers is:
xWeTh 1 of type Integer
xFrSa 0.5 of type Integer
xSaSu 4.5 of type Integer
xSuMo 1 of type Integer
xTu 1 of type Integer
xFr 1.5 of type Integer
xSa 2 of type Integer
xSu 4.5 of type Integer
Would anyone have a guess why the output is non-integer despite solving to
integer optimality and double-checking that these variables are integer?
BTW, when I write the problem out to GLPK format, and solve it using glpsol,
the output is fully integer.
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