Dependency on input parameter values

[persiflex]

Describe the bug
I found the following issue: Depending on the values of some input parameters, Coluna is able to either find the same value as plain JuMP or not.

To Reproduce
This test model is about the minimization of investment costs of machines:
test_problem_vs1.txt
When "decompose" is true (l. 10f.) and the first provided values for cost are taken (l. 83ff.), Coluna does not find the solution. When "decompose" is false (i.e. plain JuMP used) or the second pair of cost values is taken, the model can be solved.

Expected behavior
Coluna should solve the problem for any value, as JuMP does. Not sure if it's related but the log returns after already the first iteration "CG Algo has converged" while I find it's usually at least two iterations. Also mlp, db and pb have all different values:

Coluna
Version 0.2 - https://github.com/atoptima/Coluna.jl
[ Info: Coluna ready to start.
[ Info: Coluna.Params(10000, 100000, 1.0e-6, 6, Inf, -Inf, false, Coluna.Algorithm.GlobalStrategy(Coluna.Algorithm.SimpleBnP(Coluna.Algorithm.ColumnGeneration(1000, 1.0e-5, 1), Coluna.Algorithm.MasterIpHeuristic()), Coluna.Algorithm.BranchingStrategy(Coluna.Algorithm.BranchingPhase[], Coluna.Algorithm.MostFractionalCriterion, Coluna.Algorithm.AbstractBranchingRule[Coluna.Algorithm.VarBranchingRule(1.0, 1.0)]), Coluna.Algorithm.DepthFirst()))
[ Info: Setting up node 1 before apply

---

1 open nodes. Treating node 1.
Current best known bounds : [ -Inf , Inf ]
Elapsed time: 2.57 seconds
Subtree dual bound is -Inf

---

[ Info: Setting up Reformulation before applying or algorithm.
[ Info: Setting up Reformulation before applying or algorithm.
[ Info: Formulation is up-to-date, aborting preparation.
<it= 1> <et=18.86> <mst= 6.90> <sp= 3.96> <cols= 0> <mlp=100000.0000> <DB=106704.2139> <PB=Inf>
[ LogLevel(1): Column Generation Algorithm has converged.
[ Info: Recording reformulation state after solving node.
[ Info: Recording master info.
[ Info: Recording sp 7 info.
[ Info: Recording sp 4 info.
[ Info: Recording sp 9 info.
[ Info: Recording sp 10 info.
[ Info: Recording sp 2 info.
[ Info: Recording sp 3 info.
[ Info: Recording sp 11 info.
[ Info: Recording sp 5 info.
[ Info: Recording sp 8 info.
[ Info: Recording sp 6 info.
<it= 1> <et=19.47> <mst= 0.00> <sp= 0.00> <cols= 0> <mlp=100000.0000> <DB=106704.2139> <PB=Inf>
[ LogLevel(1): Phase one determines infeasibility.
[ Info: Recording reformulation state after solving node.
[ Info: Recording master info.
[ Info: Recording sp 7 info.
[ Info: Recording sp 4 info.
[ Info: Recording sp 9 info.
[ Info: Recording sp 10 info.
[ Info: Recording sp 2 info.
[ Info: Recording sp 3 info.
[ Info: Recording sp 11 info.
[ Info: Recording sp 5 info.
[ Info: Recording sp 8 info.
[ Info: Recording sp 6 info.

---

Node 1 is treated
Generated 0 children nodes
Node bounds after treatment : [ -Inf , Inf ]

---

[ Info: Updating tree.
───────────────────────────────────────────────────────────────────────────────────────────────────────────────
Time Allocations
────────────────────── ───────────────────────
Tot / % measured: 9627s / 0.19% 3.46GiB / 18.4%

Section ncalls time %tot avg alloc %tot avg
───────────────────────────────────────────────────────────────────────────────────────────────────────────────
Coluna 1 18.4s 100% 18.4s 653MiB 100% 653MiB
Coluna.Algorithm.ColumnGeneration(1000, 1.0e-5, 1) 1 12.6s 68.4% 12.6s 426MiB 65.3% 426MiB
run 1 12.6s 68.4% 12.6s 426MiB 65.3% 426MiB
LP restricted master 2 6.90s 37.5% 3.45s 274MiB 42.0% 137MiB
Pricing subproblem 20 2.15s 11.7% 108ms 54.6MiB 8.36% 2.73MiB
prepare 1 1.37μs 0.00% 1.37μs 0.00B 0.00% 0.00B
───────────────────────────────────────────────────────────────────────────────────────────────────────────────
[ LogLevel(1): Terminated
[ LogLevel(1): Primal bound: Inf
[ LogLevel(1): Dual bound: -Inf

Environment (please complete the following information):

• Julia 1.2.0
• JuMP v0.21.1
• BlockDecomposition v1.1.0 [~/.julia/dev/BlockDecomposition] (current master)
• Coluna v0.2.0 [~/.julia/dev/Coluna] (commit cc99cbd)
• Linux

ATTENTION: For testing this I used the second-to-last commit of Coluna master, since the latest returns "ERROR: LoadError: UndefVarError: GlobalStrategy not defined"

[guimarqu]

I updated the documentation for the GlobalStrategy error (see #258).

[persiflex]

Thanks! I updated the problem file accordingly and tested on the current master but the bug remains:(
test_problem_vs1.txt

[guimarqu]

Thanks! I updated the problem file accordingly and tested on the current master but the bug remains:(
test_problem_vs1.txt

Yes, I think the bug is in the colgen algorithm

[guimarqu]

Artifical/setup variables have a too small cost... So it costs less to keep the artificial variable in the solution instead of using a column and ColGen concludes that the problem is infeasible.

[guimarqu]

Hi !

You have to define a primal bound on your objective function :

objectiveprimalbound!(model, 1000000.0)

[persiflex]

Thanks a lot for fixing this!