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upper bound not reported correctly in CBC Progress Callback

Open ngtuankhai opened this issue 1 year ago • 0 comments

Describe the bug The CBC progress callback method doesn't report the correct values of ub (upper bound). While the lb (lower bound) is reported correctly (it increases over time from zero), the ub drops immediately from infinity to zero

To Reproduce

import mip
import tempfile

lp_str = '''
Minimize
 obj: xMAX
 
Subject To
 xMAX(b): xMAX - x(b) >= 0
 xMAX(d): xMAX - x(d) >= 0
 xMAX(f): xMAX - x(f) >= 0
 xMAX(g): xMAX - x(g) >= 0
 xMAX(l): xMAX - x(l) >= 0
 xMAX(n): xMAX - x(n) >= 0
 dc_a(g,b): x(g) - x(b) + 1000 t(g,b) >= 1
 dc_b(g,b): x(b) - x(g) - 1000 t(g,b) >= -999
 dc_a(g,d): x(g) - x(d) + 1000 t(g,d) >= 1
 dc_b(g,d): x(d) - x(g) - 1000 t(g,d) >= -999
 dc_a(g,f): x(g) - x(f) + 1000 t(g,f) >= 1
 dc_b(g,f): x(f) - x(g) - 1000 t(g,f) >= -999
 dc_a(g,n): x(g) - x(n) + 1000 t(g,n) >= 1
 dc_b(g,n): x(n) - x(g) - 1000 t(g,n) >= -999
 dc_a(g,l): x(g) - x(l) + 1000 t(g,l) >= 1
 dc_b(g,l): x(l) - x(g) - 1000 t(g,l) >= -999
 dc_a(b,f): x(b) - x(f) + 1000 t(b,f) >= 1
 dc_b(b,f): x(f) - x(b) - 1000 t(b,f) >= -999
 dc_a(b,n): x(b) - x(n) + 1000 t(b,n) >= 1
 dc_b(b,n): x(n) - x(b) - 1000 t(b,n) >= -999
 dc_a(b,l): x(b) - x(l) + 1000 t(b,l) >= 1
 dc_b(b,l): x(l) - x(b) - 1000 t(b,l) >= -999
 dc_a(f,l): x(f) - x(l) + 1000 t(f,l) >= 1
 dc_b(f,l): x(l) - x(f) - 1000 t(f,l) >= -999

Bounds
 x(b) <= 5
 x(d) <= 5
 x(f) <= 5
 x(g) <= 5
 x(l) <= 5
 x(n) <= 5

Binaries
 t(g,b) t(g,d) t(g,f) t(g,n)
 t(g,l) t(b,f) t(b,n)
 t(b,l) t(f,l)

Generals
 x(b) x(d) x(f) x(g) x(l) x(n)
 
End
'''

with tempfile.NamedTemporaryFile(suffix='.lp', delete=False) as tmp:
    # Store string to tmp file
    tmp.write(lp_str.encode('utf-8'))
    tmp.close()
    # Instantiate a problem model and have it read the tmp file
    test_mdl = mip.Model()
    test_mdl.read(path=tmp.name)

test_mdl.store_search_progress_log = True

test_mdl.optimize(max_seconds=300)

for second, (lb, ub) in test_mdl.search_progress_log.log:
	print(ub)

Expected behavior The ub should gradually decrease from infinity to a finite value.

Desktop:

  • Operating System, version: Win 11
  • Python version: 3.11
  • Python-MIP version: 1.15

ngtuankhai avatar Mar 20 '24 18:03 ngtuankhai