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Apparently powers of 2 are better. 10^6 also somehow gives incorrect …
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This commit message is not worrying at all!
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When
bigM
is too big, the constraintM <= bigM * b_M
isn't respected, whereb_M
is the binary variable associated with the (auto)map variableM
;b_M = 1 <===> |M| >= 1
. I guessb_M
attains very small but non-zero values in the LP relaxation and so the constraint ends up satisfied for largebigM
. But I'm surprised it happens even at "modest" values ofbigM
. This issue is also briefly mentioned here.I'm worried that even
1000
ish is too big; they say a problem is "well-scaled" only at much smaller coefficients.At any rate,
bigM
represents the maximum AUTOMAP rank we expect to ever see; more modest values of100
or something are also probably fine...right? (And failure here is somewhat "graceful" in the sense that if a rank above that was encountered, the ILP would just be overly constrained and you wouldn't get a solution (rather than a wrong solution)).