Re: Solver delivers wrong answer when 2 constraints are close

[Domingo Alvarez Duarte]

Testing this problem I discover that if we change the order of constraint declarations it seems to give the expected answer as stated by Thiago (what I think could be another bug).

====

param min_bound default 0;

var x >= 0;

minimize y: x;

s.t. PART_MIN_X: x >= 1 + min_bound;

s.t. LIM_INF_X: x >= 1;

solve;
display min_bound;
display x; # EXPECTED RESULT: X ==  1.0001

data;
param min_bound := 1e-4;
end;

====

Output:

====

x.val = 1.0001

====

On 3/3/21 19:19, Thiago Neves wrote:

Hi.

I've found a strange behaviour in glpk which I don't know how to fix nor how to contour it. It seems like GLPK can't distinguish constraints that differs from about 1e-4. 

Follows simple examples that explain and reproduce the problem. 

The first model gives the desired answer (x = 1.0001):

param min_bound default 0;

var x >= 0;

minimize y: x;

  
s.t. PART_MIN_X: x >= 1 + min_bound;

solve;
display min_bound;
display x; # EXPECTED RESULT: X ==  1.0001

data;
param min_bound := 1e-4;
end;

_____________________________________

OUTPUT:

x.val = 1.0001

_____________________________________  

Now, if I add a second constraint "close" to the first one, the solver will deliver an answer that is actually infeasible:

param min_bound default 0;

var x >= 0;

minimize y: x;

s.t. LIM_INF_X: x >= 1;

s.t. PART_MIN_X: x >= 1 + min_bound;

solve;
display min_bound;
display x; # EXPECTED RESULT: X ==  1.0001

data;
param min_bound := 1e-4;
end;

_____________________________________

OUTPUT:

x.val = 1

_____________________________________  

If I change the "min_bound" parameter to 1e-2, the second model works as expected (x = 1.01):

param min_bound default 0;

var x >= 0;

minimize y: x;

s.t. LIM_INF_X: x >= 1;

s.t. PART_MIN_X: x >= 1 + min_bound;

solve;

display x; # EXPECTED RESULT: X ==  1.01

data;
param min_bound := 1e-2;
end;

_____________________________________

OUTPUT:

x.val = 1.01

_____________________________________  

Att,

Thiago H. Neves

(31) 98608-0666