MIPStart is ignored by CBC? #44
Description
I'm having some trouble with MIPStart. For the following toy model
import mip
from random import randint
class DelayedConstraintGenerator(mip.ConstrsGenerator):
def generate_constrs(self, model):
print("generating_constraints", model.status)
model += model.vars[9] == 1
m = mip.Model(sense=mip.MAXIMIZE)
vs = [m.add_var(str(x), obj=1, var_type=mip.BINARY) for x in range(10)]
m.lazy_constrs_generator = DelayedConstraintGenerator()
m += mip.xsum(vs[0::2]) <= 3
m += vs[6] + vs[7] <= 1
L = []
for v in vs[:3]:
L.append((v, 1))
m.start = L
m.validate_mip_start()
status = m.optimize()
print(status, m.objective_value)I get the following output:
Checking feasibility of MIPStart
Model LP relaxation bound is 8.0
fixing 0 to 1 ... ok, obj now: 8.0
fixing 1 to 1 ... ok, obj now: 8.0
fixing 2 to 1 ... ok, obj now: 8.0
Linear Programming relaxation of model with fixations from MIPStart is feasible.
MIP model may still be infeasible.
generating_constraints OptimizationStatus.OPTIMAL
generating_constraints OptimizationStatus.OPTIMAL
generating_constraints OptimizationStatus.OPTIMAL
generating_constraints OptimizationStatus.OPTIMAL
OptimizationStatus.OPTIMAL 8.0
but the output from CBC warns that it ignores my start values:
...
Starting MIP optimization
Option for preprocess changed from sos to off
Option for heuristicsOnOff changed from on to off
maxSavedSolutions was changed from 0 to 10
integerTolerance was changed from 1e-06 to 1e-06
Continuous objective value is 8 - 0.00 seconds
Cutoff increment increased from 1e-05 to 0.9999
Cbc0045I Warning: MIPstart solution is not valid, column names do not match, ignoring it.
Coin0506I Presolve 0 (-2) rows, 0 (-10) columns and 0 (-7) elements
Clp1000I sum of infeasibilities 0 - average nan, 0 fixed columns
Coin0506I Presolve 0 (0) rows, 0 (0) columns and 0 (0) elements
Clp0000I Optimal - objective value 8
...
I notice that the validate_mip_start method uses constraints to add the values onto the model, so it might not be checking the way MIPStart is done in CBC. I tried adding MIPStarts with smaller models and it worked, so I'm not sure why this particular use case is triggering this comment. Could you please look into this? Thank you!