JuMP COPT does not solve LP relaxation of MILP with SOS1 constraints

Specific Domains Optimization (Mathematical)
1

When I use COPT through JuMP to solve the LP relaxation of a MILP with SOS1 constraints, the MILP rather than its LP relaxation is solved. If the SOS1 constraints are removed, then COPT solves the LP relaxation.

Output:

$ julia JuMP_solve.jl
Cardinal Optimizer v6.5.7. Build date Jul 28 2023
Copyright Cardinal Operations 2023. All Rights Reserved
Setting parameter ‘LogToConsole’ to 1
Setting parameter ‘LpMethod’ to 2
Model fingerprint: aa3dc1e0

Using Cardinal Optimizer v6.5.7 on Linux
Hardware has 24 cores and 48 threads. Using instruction set X86_NATIVE (1)
Minimizing a MIP problem

The original problem has:
294515 rows, 299698 columns and 888526 non-zero elements
100 SOSs

Presolving the problem

The presolved problem has:
294515 rows, 299698 columns and 888526 non-zero elements
294414 binaries

Starting the MIP solver with 32 threads and 64 tasks

 Nodes    Active  LPit/n  IntInf     BestBound  BestSolution    Gap   Time
     0         1      --       0  0.000000e+00            --    Inf   184s

H 0 1 – 0 0.000000e+00 1.280000e+06 100.0% 184s
H 0 1 – 0 0.000000e+00 4.053610e+05 100.0% 184s
0 1 – 197 1.722190e+05 4.053610e+05 57.5% 199s
H 0 1 – 197 1.722190e+05 2.002380e+05 14.0% 201s
0 1 – 291 1.722675e+05 2.002380e+05 14.0% 221s
0 1 – 271 1.722696e+05 2.002380e+05 14.0% 238s
0 1 – 293 1.723109e+05 2.002380e+05 13.9% 255s
0 1 – 289 1.723154e+05 2.002380e+05 13.9% 273s

Julia code in JuMP_solve.jl:

using JuMP
#using SCIP
#using HiGHS
using COPT

MPS_fn = “/data/stuart/gen_MPS_files/p12_fix0_MILP_binary_SOS1_x.mps”
model = read_from_file(MPS_fn)

#opt = SCIP.Optimizer
#opt = HiGHS.Optimizer
opt = COPT.Optimizer

relax_integrality(model)
set_optimizer(model,opt)
set_attribute(model,“LpMethod”,2)

@time optimize!(model)

2

Per the docstring of relax_integrality, it does not remove SOS constraints: JuMP · JuMP