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GLPK/glpsol gives different objective values for mip/nomip


From: Domingo Alvarez Duarte
Subject: GLPK/glpsol gives different objective values for mip/nomip
Date: Tue, 6 Oct 2020 15:09:25 +0200
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:68.0) Gecko/20100101 Thunderbird/68.10.0

Hello !

Testing GLPK with miplib2017 I noticed that GLPK/glpsol gives different values for LP objective funcion value when a MIP problem is given with the option --nomip , is this the expected behavior ?

Solving MIP -> *  6593: obj =   4.383346402e+07 inf = 1.946e-09 (0) 29

Soling "--nomip" -> *  6743: obj =   4.233035973e+07 inf = 6.147e-12 (0) 29

====

glpsol --freemps  mps/lrn.mps.gz
GLPSOL: GLPK LP/MIP Solver, v4.65
Parameter(s) specified in the command line:
 --freemps mps/lrn.mps.gz
Reading problem data from 'mps/lrn.mps.gz'...
Problem: lrn
Objective: func
8702 rows, 7253 columns, 52643 non-zeros
2455 integer variables, all of which are binary
67330 records were read
211 free rows were removed
GLPK Integer Optimizer, v4.65
8491 rows, 7253 columns, 46123 non-zeros
2455 integer variables, all of which are binary
Preprocessing...
112 hidden packing inequaliti(es) were detected
209 hidden covering inequaliti(es) were detected
1975 constraint coefficient(s) were reduced
5850 rows, 5299 columns, 31271 non-zeros
1654 integer variables, all of which are binary
Scaling...
 A: min|aij| =  9.766e-04  max|aij| =  6.215e+07  ratio = 6.365e+10
GM: min|aij| =  5.419e-02  max|aij| =  1.845e+01  ratio = 3.405e+02
EQ: min|aij| =  2.937e-03  max|aij| =  1.000e+00  ratio = 3.405e+02
2N: min|aij| =  2.441e-03  max|aij| =  1.760e+00  ratio = 7.209e+02
Constructing initial basis...
Size of triangular part is 5722
Solving LP relaxation...
GLPK Simplex Optimizer, v4.65
5850 rows, 5299 columns, 31271 non-zeros
      0: obj =   2.498157926e+07 inf =   1.866e+05 (334)
   2731: obj =   5.436550173e+12 inf =   1.848e-11 (0) 20
*  6593: obj =   4.383346402e+07 inf =   1.946e-09 (0) 29
OPTIMAL LP SOLUTION FOUND
Integer optimization begins...
Long-step dual simplex will be used
+  6593: mip =     not found yet >=              -inf (1; 0)

====

glpsol3 --nomip --freemps  mps/lrn.mps.gz
GLPSOL: GLPK LP/MIP Solver, v4.65
Parameter(s) specified in the command line:
 --nomip --freemps mps/lrn.mps.gz
Reading problem data from 'mps/lrn.mps.gz'...
Problem: lrn
Objective: func
8702 rows, 7253 columns, 52643 non-zeros
2455 integer variables, all of which are binary
67330 records were read
211 free rows were removed
GLPK Simplex Optimizer, v4.65
8491 rows, 7253 columns, 46123 non-zeros
Preprocessing...
6994 rows, 6390 columns, 39179 non-zeros
Scaling...
 A: min|aij| =  9.766e-04  max|aij| =  6.215e+07  ratio = 6.365e+10
GM: min|aij| =  5.419e-02  max|aij| =  1.845e+01  ratio = 3.405e+02
EQ: min|aij| =  2.937e-03  max|aij| =  1.000e+00  ratio = 3.405e+02
Constructing initial basis...
Size of triangular part is 6859
      0: obj =   1.806438124e+07 inf =   1.926e+05 (365)
   2652: obj =   6.010935271e+12 inf =   7.411e-14 (0) 19
*  6743: obj =   4.233035973e+07 inf =   6.147e-12 (0) 29
OPTIMAL LP SOLUTION FOUND
Time used:   2.3 secs
Memory used: 13.2 Mb (13847675 bytes)

====

Cheers !




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