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MIP: Relaxing the 'infeasible bound', the 'feasible' solution meets the 'infeasible' bound



1 comment

  • Jaromił Najman
    Gurobi Staff Gurobi Staff

    Hi Haleh,

    It seems like many of the coefficients in your model suffer from round off errors, e.g., the coefficient -2.8563150000000004e+01 should very likely be set to -2.856315e+01. These innocent looking small round off errors may cause a lot of trouble during the solution process as they are far below the feasibility tolerance of the solver but still may have influence on the solution process. Another such coefficient is, e.g., -5.5607999999999993e+02 which should rather be -5.5608e+02.

    In contrast, if we export your MPS file to an LP file, these round off errors are just cut off during the writing of the LP file and the problem you describe does not occur for your models in LP file format. So, except if these values are really desired, we strongly recommend to always clean up round off errors caused by floating point operations or data generation methods.

    For more information, I recommend the excellent article by Ed Klotz on Numerical Instability in Linear and Integer Programs.

    Best regards,


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