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svigerske avatar svigerske commented on June 3, 2024

SCIP by default treats absolute values below 1e-9 as zero in many places. For this instance, it means that 4.6666667039999999e-10 objective coefficients do not make it into the problem that SCIP solves.

If I set numerics/epsilon = 1e-12, I get +2.92427185532635e-04 as optimal value.
But I wouldn't recommend changing numerics/epsilon in general. This isn't tested.

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pmlpm1986 avatar pmlpm1986 commented on June 3, 2024

Thank you. Following your suggestion, I modified that parameter and was able to obtain the expected result. However, I wonder if this option should be kept as it is: shouldn't users be the ones to decide whether or not such low values can be regarded as zero? I suspect this has an impact on performance/matrix sparsity but couldn't it also break a problem?

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svigerske avatar svigerske commented on June 3, 2024

The value of numerics/epsilon is used at many different places, mainly to deal with rounding errors in floating point arithmetic.

It would be nice if the readers would notify that very small coefficients are dropped.

from scip.

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