Infeasible with Reduce-and-split on

[christoph-cullmann]

This ILP will become infeasible if Reduce-and-split is turned on.

value_17869585116638.lp.txt

[christoph-cullmann]

At least that happens with my driver, with standard cbc I get

❯ ../usr/bin/cbc test/value_17869585116638.lp -reduce=on -solve
Welcome to the CBC MILP Solver
Version: trunk
Build Date: Mar 14 2024
command line - test/value_17869585116638.lp -reduce on -solve (default strategy 1)
 CoinLpIO::readLp(): Maximization problem reformulated as minimization
Coin0009I Switching back to maximization to get correct duals etc
Continuous objective value is 1.78696e+13 - 0.01319 seconds
Cgl0003I 0 fixed, 148 tightened bounds, 13 strengthened rows, 0 substitutions
Cgl0003I 0 fixed, 78 tightened bounds, 1 strengthened rows, 0 substitutions
Cgl0003I 0 fixed, 10 tightened bounds, 0 strengthened rows, 0 substitutions
Cgl0004I processed model has 557 rows, 418 columns (418 integer (133 of which binary)) and 1859 elements
Coin3009W Conflict graph built in 0.000 seconds, density: 1.770%
Cgl0015I Clique Strengthening extended 0 cliques, 0 were dominated
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
Cbc0012I Integer solution of 1.7869585e+13 found by DiveCoefficient after 1 iterations and 0 nodes (0.65 seconds)
Cbc0031I 1 added rows had average density of 3
Cbc0013I At root node, 1 cuts changed objective from 1.7869585e+13 to 1.7869585e+13 in 100 passes
Cbc0014I Cut generator 0 (Probing) - 2287 row cuts average 3.9 elements, 0 column cuts (0 active)  in 0.506 seconds - new frequency is 1
Cbc0014I Cut generator 1 (Gomory) - 0 row cuts average 0.0 elements, 0 column cuts (0 active)  in 0.009 seconds - new frequency is -100
Cbc0014I Cut generator 2 (Knapsack) - 0 row cuts average 0.0 elements, 0 column cuts (0 active)  in 0.011 seconds - new frequency is -100
Cbc0014I Cut generator 3 (Reduce-and-split) - 0 row cuts average 0.0 elements, 0 column cuts (0 active)  in 0.013 seconds - new frequency is 1000
Cbc0014I Cut generator 4 (Clique) - 0 row cuts average 0.0 elements, 0 column cuts (0 active)  in 0.001 seconds - new frequency is -100
Cbc0014I Cut generator 5 (OddWheel) - 0 row cuts average 0.0 elements, 0 column cuts (0 active)  in 0.001 seconds - new frequency is -100
Cbc0014I Cut generator 6 (MixedIntegerRounding2) - 0 row cuts average 0.0 elements, 0 column cuts (0 active)  in 0.010 seconds - new frequency is -100
Cbc0014I Cut generator 7 (FlowCover) - 198 row cuts average 1.5 elements, 0 column cuts (0 active)  in 0.003 seconds - new frequency is 1
Cbc0001I Search completed - best objective 17869585116638, took 1 iterations and 0 nodes (0.65 seconds)
Cbc0035I Maximum depth 0, 0 variables fixed on reduced cost
Cuts at root node changed objective from 1.78696e+13 to 1.78696e+13
Probing was tried 100 times and created 2287 cuts (0.505655 seconds)
Gomory was tried 100 times and created 0 cuts (0.008579 seconds)
Knapsack was tried 100 times and created 0 cuts (0.01133 seconds)
Reduce-and-split was tried 100 times and created 0 cuts (0.013238 seconds)
Clique was tried 100 times and created 0 cuts (0.00084 seconds)
OddWheel was tried 100 times and created 0 cuts (0.00128 seconds)
MixedIntegerRounding2 was tried 100 times and created 0 cuts (0.010035 seconds)
FlowCover was tried 100 times and created 198 cuts (0.003332 seconds)
TwoMirCuts was tried 1 times and created 0 cuts (9.6e-05 seconds)
ZeroHalf was tried 1 times and created 0 cuts (0.000604 seconds)

Result - Optimal solution found
Objective value:                1.78695851166e+13
Enumerated nodes:               0
Total iterations:               1
Time (CPU seconds):             0.656969
Time (Wallclock seconds):       0.668097
Total time (CPU seconds):       0.667192   (Wallclock seconds):       0.679074

[christoph-cullmann]

-gmi=on and -reduce=on are needed for infeasible

❯ ../usr/bin/cbc test/value_17869585116638.lp -gmi=on -reduce=on -solve
Welcome to the CBC MILP Solver
Version: trunk
Build Date: Mar 14 2024
command line - test/value_17869585116638.lp -gmi on -reduce on -solve (default strategy 1)
 CoinLpIO::readLp(): Maximization problem reformulated as minimization
Coin0009I Switching back to maximization to get correct duals etc
Continuous objective value is 1.78696e+13 - 0.006487 seconds
Cgl0003I 0 fixed, 148 tightened bounds, 13 strengthened rows, 0 substitutions
Cgl0003I 0 fixed, 78 tightened bounds, 1 strengthened rows, 0 substitutions
Cgl0003I 0 fixed, 10 tightened bounds, 0 strengthened rows, 0 substitutions
Cgl0004I processed model has 557 rows, 418 columns (418 integer (133 of which binary)) and 1859 elements
Coin3009W Conflict graph built in 0.000 seconds, density: 1.770%
Cgl0015I Clique Strengthening extended 0 cliques, 0 were dominated
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
Cbc0031I 10 added rows had average density of 44.4
Cbc0013I At root node, 52 cuts changed objective from 1.7869585e+13 to 1.7869202e+13 in 3 passes
Cbc0014I Cut generator 0 (Probing) - 54 row cuts average 3.7 elements, 0 column cuts (0 active)  in 0.017 seconds - new frequency is 1
Cbc0014I Cut generator 1 (Gomory) - 2 row cuts average 71.0 elements, 0 column cuts (0 active)  in 0.000 seconds - new frequency is -100
Cbc0014I Cut generator 2 (Knapsack) - 0 row cuts average 0.0 elements, 0 column cuts (0 active)  in 0.000 seconds - new frequency is -100
Cbc0014I Cut generator 3 (Reduce-and-split) - 0 row cuts average 0.0 elements, 0 column cuts (0 active)  in 0.000 seconds - new frequency is 1000
Cbc0014I Cut generator 4 (Gomory(2)) - 21 row cuts average 42.8 elements, 0 column cuts (0 active)  in 0.001 seconds - new frequency is 1
Cbc0014I Cut generator 5 (Clique) - 0 row cuts average 0.0 elements, 0 column cuts (0 active)  in 0.000 seconds - new frequency is -100
Cbc0014I Cut generator 6 (OddWheel) - 0 row cuts average 0.0 elements, 0 column cuts (0 active)  in 0.000 seconds - new frequency is -100
Cbc0014I Cut generator 7 (MixedIntegerRounding2) - 1 row cuts average 74.0 elements, 0 column cuts (0 active)  in 0.000 seconds - new frequency is -100
Cbc0014I Cut generator 8 (FlowCover) - 8 row cuts average 1.8 elements, 0 column cuts (0 active)  in 0.000 seconds - new frequency is 1
Cbc0001I Search completed - best objective -1e+50, took 26 iterations and 0 nodes (0.08 seconds)
Cbc0035I Maximum depth 0, 0 variables fixed on reduced cost
Cuts at root node changed objective from 1.78696e+13 to 1.78692e+13
Probing was tried 3 times and created 54 cuts (0.016971 seconds)
Gomory was tried 3 times and created 2 cuts (0.00036 seconds)
Knapsack was tried 3 times and created 0 cuts (0.000372 seconds)
Reduce-and-split was tried 3 times and created 0 cuts (0.000456 seconds)
Gomory(2) was tried 3 times and created 21 cuts (0.00052 seconds)
Clique was tried 3 times and created 0 cuts (3.5e-05 seconds)
OddWheel was tried 3 times and created 0 cuts (4.9e-05 seconds)
MixedIntegerRounding2 was tried 3 times and created 1 cuts (0.000361 seconds)
FlowCover was tried 3 times and created 8 cuts (0.000159 seconds)
TwoMirCuts was tried 1 times and created 0 cuts (0.000124 seconds)
ZeroHalf was tried 1 times and created 0 cuts (0.000766 seconds)

Result - Problem proven infeasible
No feasible solution found
Enumerated nodes:               0
Total iterations:               26
Time (CPU seconds):             0.077994
Time (Wallclock seconds):       0.0781639
Total time (CPU seconds):       0.080401   (Wallclock seconds):       0.0805731

[jjhforrest]

Hopefully fixed. Reduce-and-split gets confused on odd row types. Clp thought a cut (from another cut generator was odd) and confused reduce-and-split. A lot of the cuts were "interesting" e.g. sum ... <= -1.0e10

[christoph-cullmann]

Hmm, did rerun with current master, debug build, still got

../usr/bin/cbc test/value_17869585116638.lp -gmi=on -reduce=on -solve
Welcome to the CBC MILP Solver
Version: trunk
Build Date: Mar 15 2024
command line - test/value_17869585116638.lp -gmi on -reduce on -solve (default strategy 1)
 CoinLpIO::readLp(): Maximization problem reformulated as minimization
Coin0009I Switching back to maximization to get correct duals etc
Continuous objective value is 1.78696e+13 - 0.012475 seconds
Cgl0003I 0 fixed, 148 tightened bounds, 13 strengthened rows, 0 substitutions
Cgl0003I 0 fixed, 78 tightened bounds, 1 strengthened rows, 0 substitutions
Cgl0003I 0 fixed, 10 tightened bounds, 0 strengthened rows, 0 substitutions
Cgl0004I processed model has 557 rows, 418 columns (418 integer (133 of which binary)) and 1859 elements
Coin3009W Conflict graph built in 0.000 seconds, density: 1.770%
Cgl0015I Clique Strengthening extended 0 cliques, 0 were dominated
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
### ERROR: CglRedSplit::generateCuts(): rstat[557]: 0
Cbc0031I 10 added rows had average density of 44.4
Cbc0013I At root node, 52 cuts changed objective from 1.7869585e+13 to 1.7869202e+13 in 3 passes
Cbc0014I Cut generator 0 (Probing) - 54 row cuts average 3.7 elements, 0 column cuts (0 active)  in 0.017 seconds - new frequency is 1
Cbc0014I Cut generator 1 (Gomory) - 2 row cuts average 71.0 elements, 0 column cuts (0 active)  in 0.000 seconds - new frequency is -100
Cbc0014I Cut generator 2 (Knapsack) - 0 row cuts average 0.0 elements, 0 column cuts (0 active)  in 0.000 seconds - new frequency is -100
Cbc0014I Cut generator 3 (Reduce-and-split) - 0 row cuts average 0.0 elements, 0 column cuts (0 active)  in 0.000 seconds - new frequency is 1000
Cbc0014I Cut generator 4 (Gomory(2)) - 21 row cuts average 42.8 elements, 0 column cuts (0 active)  in 0.001 seconds - new frequency is 1
Cbc0014I Cut generator 5 (Clique) - 0 row cuts average 0.0 elements, 0 column cuts (0 active)  in 0.000 seconds - new frequency is -100
Cbc0014I Cut generator 6 (OddWheel) - 0 row cuts average 0.0 elements, 0 column cuts (0 active)  in 0.000 seconds - new frequency is -100
Cbc0014I Cut generator 7 (MixedIntegerRounding2) - 1 row cuts average 74.0 elements, 0 column cuts (0 active)  in 0.000 seconds - new frequency is -100
Cbc0014I Cut generator 8 (FlowCover) - 8 row cuts average 1.8 elements, 0 column cuts (0 active)  in 0.000 seconds - new frequency is 1
Cbc0001I Search completed - best objective -1e+50, took 26 iterations and 0 nodes (0.08 seconds)
Cbc0035I Maximum depth 0, 0 variables fixed on reduced cost
Cuts at root node changed objective from 1.78696e+13 to 1.78692e+13
Probing was tried 3 times and created 54 cuts (0.016582 seconds)
Gomory was tried 3 times and created 2 cuts (0.000344 seconds)
Knapsack was tried 3 times and created 0 cuts (0.000368 seconds)
Reduce-and-split was tried 3 times and created 0 cuts (0.000428 seconds)
Gomory(2) was tried 3 times and created 21 cuts (0.000513 seconds)
Clique was tried 3 times and created 0 cuts (2.8e-05 seconds)
OddWheel was tried 3 times and created 0 cuts (4.1e-05 seconds)
MixedIntegerRounding2 was tried 3 times and created 1 cuts (0.000351 seconds)
FlowCover was tried 3 times and created 8 cuts (0.00015 seconds)
TwoMirCuts was tried 1 times and created 0 cuts (0.000119 seconds)
ZeroHalf was tried 1 times and created 0 cuts (0.000729 seconds)

Result - Problem proven infeasible
No feasible solution found
Enumerated nodes:               0
Total iterations:               26
Time (CPU seconds):             0.083056
Time (Wallclock seconds):       0.0831409
Total time (CPU seconds):       0.093484   (Wallclock seconds):       0.0936129

[jjhforrest]

I am unable to reproduce the error.

Your log says -
Cgl0003I 0 fixed, 148 tightened bounds, 13 strengthened rows, 0 substitutions
Mine says -
Cgl0003I 0 fixed, 152 tightened bounds, 13 strengthened rows, 0 substitutions
Cgl0003I 0 fixed, 81 tightened bounds, 1 strengthened rows, 0 substitutions
Cgl0003I 0 fixed, 10 tightened bounds, 0 strengthened rows, 0 substitutions
Cgl0004I processed model has 557 rows, 418 columns (418 integer (133 of which binary)) and 1859 elements

so there is a very subtle difference

I am using
gcc (Ubuntu 11.4.0-1ubuntu1~22.04) 11.4.0

What are you using and what compile options?

[christoph-cullmann]

I use

❯ ../usr/bin/clang --version
clang version 17.0.3
Target: x86_64-unknown-linux-gnu
Thread model: posix
InstalledDir: /local/ssd/cullmann/build/lpsolve.clpsolve/lpsolve.clpsolve/../usr/bin

with

-ffp-model=strict -O2 -fno-omit-frame-pointer

[christoph-cullmann]

I found the issue, I didn't have the define COIN_FAST_CODE set, with that it works.