Robustness of Cbc when "no additional dual cuts can be added" #134
Description
This one may be a bug in Cbc (jump-dev/AmplNLWriter.jl#142 (comment))?
This goes away if x has a finite upper bound.
JuMP reproducer
model = Model(bridge_constraints=false) do
AmplNLWriter.Optimizer(SHOT_jll.amplexe, ["Output.Debug.Enable=true"])
end
@variable(model, x)
@objective(model, Max, x)
@NLconstraint(model, x^2 <= 1)
optimize!(model)
julia> objective_value(model)
0.0
julia> value(x)
0.0Pure SHOT reproducer
g3 1 1 0
1 1 1 0 0 0
1 1
0 0
1 0 0
0 0 0 1
0 0 0 0 0
1 1
0 0
0 0 0 0 0
C0
o1
o5
v0
n2
n1
O0 1
n0
x1
0 0
r
1 0
b
3
k0
J0 1
0 0
G0 1
0 1
julia> SHOT_jll.amplexe() do exe
run(`$(exe) bug.nl -AMPL`)
end
╶ Supporting Hyperplane Optimization Toolkit (SHOT) ──────────────────────────────────────────────────────────────────╴
Andreas Lundell and Jan Kronqvist, Åbo Akademi University, Finland.
See documentation for full list of contributors and utilized software libraries.
Version: 1.1.0. Git hash: edbff51d-dirty. Released: Jul 12 2021.
For more information visit https://shotsolver.dev
╶ Modeling system ────────────────────────────────────────────────────────────────────────────────────────────────────╴
Modeling system: AMPL
Problem read from file: bug.nl
Performing bound tightening on original problem.
- Bounds for 0 variables tightened in 0.00 s and 1 passes.
Performing bound tightening on reformulated problem.
- Bounds for 0 variables tightened in 0.00 s and 1 passes.
╶ Problem instance ───────────────────────────────────────────────────────────────────────────────────────────────────╴
Original Reformulated
Problem classification: QCQP, convex NLP, convex
Objective function direction: maximize maximize
Objective function type: nonlinear linear
Number of constraints: 1 1
- convex quadratic: 1 0
- convex nonlinear: 0 1
Number of variables: 1 1
- real: 1 1
- nonlinear: 1 1
╶ Options ────────────────────────────────────────────────────────────────────────────────────────────────────────────╴
No options file specified.
Options specified:
- Dual.TreeStrategy = 0
- Model.Reformulation.Quadratics.Strategy = 0
- Model.Reformulation.Quadratics.UseEigenValueDecomposition = true
- Output.OutputDirectory = 0
- Primal.Tolerance.TrustLinearConstraintValues = false
Dual strategy: NLP version
- cut algorithm: ESH
- solver: Cbc 2.10.5
Primal NLP solver: none
╶ Interior point search ──────────────────────────────────────────────────────────────────────────────────────────────╴
Strategy selected: cutting plane minimax
Iteration │ Time │ Cuts │ Objective value │ Objective diff.
#: type │ tot. │ + | tot. │ problem | line srch │ abs. | rel.
╶─────────────────┴────────┴─────────────┴─────────────────────────┴──────────────────╴
1: LP 0.01 -1e+12 | -1e+12 inf. | inf.
2: LP 0.01 1 | 1 -1 | -1 0.0e+00 | 0.0e+00
Valid interior point with constraint deviation -1.000 found.
╶ Main iteration step ────────────────────────────────────────────────────────────────────────────────────────────────╴
Iteration │ Time │ Dual cuts │ Objective value │ Objective gap │ Current solution
#: type │ tot. │ + | tot. │ primal | dual │ abs. | rel. │ obj.fn. | max.err.)
╶─────────────────┴────────┴─────────────┴─────────────────────────┴───────────────────┴──────────────────────────────╴
1: LP-F 0.01 0 | inf. inf. | inf. 0 | 0: -1.00e+00
╶ Solution report ────────────────────────────────────────────────────────────────────────────────────────────────────╴
Terminated since no additional dual cuts can be added.
Feasible primal solution found to convex problem. Can not guarantee optimality to the given termination criteria.
Objective bound (maximization) [primal, dual]: [0, 1.79769e+308].
Objective gap absolute / relative: 1.79769e+308 / inf.
Fulfilled termination criteria:
- maximal constraint tolerance -1 <= 1e-08
Unfulfilled termination criteria:
- absolute objective gap tolerance 1.79769e+308 > 0.001
- relative objective gap tolerance inf > 0.001
- iteration limit 3 <= 200000
- solution time limit (s) 0.0178754 <= 1.79769e+308
Dual problems solved in main step: 3
- LP problems 3
Problems solved during interior point search:
- LP problems: 2
Number of primal solutions found: 1
- Interior point search: 1
Total solution time: 0.0179136
- problem reformulation: 6.5952e-05
- bound tightening: 5.7271e-05
- feasibility based (original problem): 2.71e-05
- feasibility based (reformulated problem): 6.401e-06
- interior point search: 0.00313878
- dual strategy: 0.00795445
- root search for constraint cuts: 3.1161e-05
- primal strategy: 7.143e-05
- performing root searches: 9.85e-06
╶─────────────────────────────────────────────────────────────────────────────────────────────────────────────────────╴
Results written to: bug.osrl
bug.sol
Log written to: /Users/oscar/.julia/dev/AmplNLWriter/SHOT.log