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scip generates inconsistent solutions with non-default parameters

Open zxt5 opened this issue 7 months ago • 1 comments

For seed.lp.txt, scip can generate the correct answer (objective = -43484..) with numerics/feastol = 1e-9 (or by default),

BUT, if additionally setting numerics/epsilon = 1e-9 and numerics/sumepsilon = 1e-9 (to follow previous comments), scip returns with an incorrect answer (objective = -43477..).

Is this a new issue?

$> cat options.set 
numerics/feastol = 1e-9
numerics/epsilon = 1e-9
numerics/sumepsilon = 1e-9
$>
$>
$> scip -f seed.lp -s options.set 
SCIP version 10.0.0 [precision: 8 byte] [memory: block] [mode: debug] [LP solver: SoPlex 8.0.0] [GitHash: 1b1bc790f6]
Copyright (c) 2002-2025 Zuse Institute Berlin (ZIB)

External libraries: 
  SoPlex 8.0.0         Linear programming solver developed at Zuse Institute Berlin (soplex.zib.de) [GitHash: 85549f2c]
  CppAD 20180000.0     Algorithmic Differentiation of C++ algorithms developed by B. Bell (github.com/coin-or/CppAD)
  ZLIB 1.2.11          General purpose compression library by J. Gailly and M. Adler (zlib.net)
  TinyCThread 1.2      small portable implementation of the C11 threads API (tinycthread.github.io)
  GMP 6.2.1            GNU Multiple Precision Arithmetic Library developed by T. Granlund (gmplib.org)
  AMPL/MP 4.0.0        AMPL .nl file reader library (github.com/ampl/mp)
  Nauty 2.8.8          Computing Graph Automorphism Groups by Brendan D. McKay (users.cecs.anu.edu.au/~bdm/nauty)
  sassy 2.0            Symmetry preprocessor by Markus Anders (github.com/markusa4/sassy)

reading user parameter file <options.set>

read problem <seed.lp>
============

original problem has 6 variables (0 bin, 4 int, 2 cont) and 46 constraints

solve problem
=============

presolving:
(round 1, fast)       0 del vars, 0 del conss, 0 add conss, 1 chg bounds, 0 chg sides, 0 chg coeffs, 0 upgd conss, 0 impls, 0 clqs
   (0.0s) symmetry computation started: requiring (bin +, int +, cont +), (fixed: bin -, int -, cont -)
   (0.0s) no symmetry present (symcode time: 0.00)
presolving (2 rounds: 2 fast, 1 medium, 1 exhaustive):
 0 deleted vars, 0 deleted constraints, 0 added constraints, 1 tightened bounds, 0 added holes, 0 changed sides, 0 changed coefficients
 0 implications, 0 cliques
presolved problem has 6 variables (0 bin, 4 int, 2 cont) and 46 constraints
presolved problem has 0 implied integral variables (0 bin, 0 int, 0 cont)
     46 constraints of type <linear>
Presolving Time: 0.00

 time | node  | left  |LP iter|LP it/n|mem/heur|mdpt |vars |cons |rows |cuts |sepa|confs|strbr|  dualbound   | primalbound  |  gap   | compl. 
  0.0s|     1 |     0 |     7 |     - |   848k |   0 |   6 |  46 |  46 |   0 |  0 |   0 |   0 |-4.353170e+04 |      --      |    Inf | unknown
r 0.0s|     1 |     0 |     7 |     - |randroun|   0 |   6 |  46 |  46 |   0 |  0 |   0 |   0 |-4.353170e+04 |-4.347703e+04 |   0.13%| unknown
  0.0s|     1 |     0 |     8 |     - |   905k |   0 |   6 |  46 |  47 |   1 |  1 |   0 |   0 |-4.349725e+04 |-4.347703e+04 |   0.05%| unknown
  0.0s|     1 |     0 |     8 |     - |   906k |   0 |   6 |  46 |  47 |   1 |  1 |   0 |   0 |-4.349725e+04 |-4.347703e+04 |   0.05%| unknown
  0.0s|     1 |     0 |     8 |     - |   906k |   0 |   6 |  46 |  46 |   1 |  1 |   0 |   0 |-4.349725e+04 |-4.347703e+04 |   0.05%| unknown
  0.0s|     1 |     0 |     9 |     - |   906k |   0 |   6 |  46 |  46 |   2 |  2 |   0 |   0 |-4.347703e+04 |-4.347703e+04 |   0.00%| unknown
  0.0s|     1 |     0 |     9 |     - |   906k |   0 |   6 |  46 |  46 |   2 |  2 |   0 |   0 |-4.347703e+04 |-4.347703e+04 |   0.00%| unknown

SCIP Status        : problem is solved [optimal solution found]
Solving Time (sec) : 0.02
Solving Nodes      : 1
Primal Bound       : -4.34770302451599e+04 (3 solutions)
Dual Bound         : -4.34770302451599e+04
Gap                : 0.00 %

primal solution (original space):
=================================

objective value:                    -43477.0302451599
x2                                                -79   (obj:-35.61)
x3                                                 12   (obj:-67.04)
x4                                                -48   (obj:94.3)
x5                                                200   (obj:-60.18)
x1                                               -200   (obj:99.05)
x0                                  -190.655653664432   (obj:47.8)

zxt5 avatar May 17 '25 05:05 zxt5

This is a new issue because it is a dual fail with consistent numerics settings and without assertion fail, so thank you!

DominikKamp avatar May 17 '25 08:05 DominikKamp