John Forrest

The default cutoff increment is 0.0001 and 0.0191391 is not 0.0001 better than 0.019232, which is why you got that behaviour. I will get round to adding a setCutoffIncrement to...

Does not look like an error in Cbc - but in the pulp interface. Have you tried a more recent version of pulp? Running cbc 2.10.3 on python_1.mps looks fine...

I know very little about pulp, but I downloaded pulp. Ran it from pulp as >>>var2,prob2=pulp.LpProblem.fromMPS("python_1.mps",pulp.LpMaximize) >>> prob2.solve() and it still looks fine Output - Welcome to the CBC MILP...

It seems to me that fromMPS is broken. If I do writeMPS on a small miplib problem like enigma, I can see that some of RHS values are missing. If...

I have tried several solvers which all say infeasible. Take Infeasible2.mps - if I look at rows _C29 and _C585 G _C29 L _C585 x1335 _C29 6.000000000000e+00 x1335 _C585 6.000000000000e+00...

Other solvers say infeasible. On Infeasible2.mps clp with loglevel 3 gives Problem is infeasible due to row 584, -1.797693134862316e+308 710 and debugging gave other row

Looks like a problem with preprocessing. With -preprocess off I get Objective value: 145817.32105125 in a few seconds. Will have a look at preprocessing.

Will try and give an update this week.

I would think that the big M approach is slightly better than the SOS approach, especially if the big M is as tight as possible. There is code in Cbc/master...

Added SOS version. A bit clumsy with 0 indicators as you have to add a variable and a constraint x+xnew==1