id summary reporter owner description type status priority milestone component version resolution keywords cc
4319 Pyomo .lp writer uses six decimal digits ledelato@… unassigned "I'm copying this directly from the Coopr google group:
Using CPLEX concert, I'd previously written the extensive form of a
stochastic programming model. I've rewritten it with Pysp to use
progressive hedging. When I use Pysp to write the extensive form, the
optimal solution doesn't match the solution found by concert, and the
optimal solution found by concert is infeasible when I plug it into
the model generated by Pysp.
I narrowed the problem down to an equality constraint where several
fractional values must equal one. The LP generated by CPLEX export
model was using 16 decimal places, and Pysp's LP file had 6. When I
manually copied the values from the CPLEX LP file into the Pysp LP
file, the solutions matched.
" defect closed normal Coopr 3.4 pyomo.core fixed lp-format kmhunte2@…