[Cbc] Artificial variables
Christos
chtsolak at gmail.com
Fri Aug 10 16:04:08 EDT 2012
Your info was proved to be very useful!
Is there any possibility the infeasibility to be caused from another
reason other than that you mentioned? (upper bound<lower bound),
and the "1 infeasibility" message means that there is problem only with
one number in the problem?
I am reading many of the articles and hope to find a solution soon..
Your help is much appreciated!
On 10/8/2012 20:05, Ted Ralphs wrote:
> As far as I can tell from the output and from a brief perusal of the
> source, the model is being found infeasible by the pre-solve during
> the process of tightening bounds. In a nutshell, the solver tries to
> determine if there are "implied bounds" for any of the variables that
> are tighter than the ones actually given in the problem description.
> The logic is that if you have, e.g.,
>
> x1 + x2 <=1
>
> and x1 and x2 are non-negative variables, then they each have an
> implied upper bound of 1, even if this is not given as part of the
> input. You can get implied bounds from the each constraint for each
> variable and these can be tightened in multiple rounds---one round of
> tightening leads to further implications in the next round. If the
> result of this tightening is that the lower bound of a given variable
> ends up higher than its upper bound, the model is infeasible. As far
> as I can tell, the number that is being reported there is the number
> of such violations, but to be honest, this number is very hard to
> interpret. The single infeasibility could have been caused by any
> number of the actual linear constraints.
>
> Determining what constraints are causing infeasibility is a difficult
> problem in general and has been the subject of much research. A good
> place to start to find out about this area is to put "irreducible
> inconsistent system" in Google Scholar:
>
> http://goo.gl/qdqyU
>
> Cheers,
>
> Ted
>
> On Fri, Aug 10, 2012 at 12:37 PM, Christos <chtsolak at gmail.com
> <mailto:chtsolak at gmail.com>> wrote:
>
> I forgot to mention that it is a minimization problem , so i do
> not know if there is any point in limiting objective.
>
> Sorry for the double mail.
>
>
> On 10/8/2012 19:24, acw at ascent.com <mailto:acw at ascent.com> wrote:
>> No single constraint is responsible for an infeasibility.
>> Consider a system with one variable, and two constraints, X >= 7
>> and X <= 4. This system is obviously infeasible, but which of
>> the two constraints is at fault?
>>
>> In your case I suspect that the problem is unbounded rather than
>> infeasible, because you have so few constraints and so many
>> variables. Unless the problem has a very special structure, a
>> problem with fewer constraints than variables is likely to be
>> unbounded.
>>
>> You can check this by adding a constraint that limits your
>> objective to, say, 1e6. If the problem now solves, then
>> unboundedness is almost certainly your difficulty.
>>
>>
>> From: Christos <chtsolak at gmail.com> <mailto:chtsolak at gmail.com>
>> To: cbc at list.coin-or.org <mailto:cbc at list.coin-or.org>
>> Date: 08/10/2012 09:32 AM
>> Subject: [Cbc] Artificial variables
>>
>>
>> ------------------------------------------------------------------------
>>
>>
>>
>> Hi, i have a model with around 10000 variable and 1500 equations.
>>
>> But i get the messages on the photo when i run it:
>> http://imageshack.us/photo/my-images/39/dascd.png/
>>
>> Is there any way to use artificial variable or something else in
>> order
>> to find the problematic equation?
>>
>> Thank you in advance
>> _______________________________________________
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>> Cbc at list.coin-or.org <mailto:Cbc at list.coin-or.org>
>> http://list.coin-or.org/mailman/listinfo/cbc
>>
>
>
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>
> --
> Dr. Ted Ralphs
> Associate Professor, Lehigh University
> (610) 628-1280
> ted 'at' lehigh 'dot' edu
> coral.ie.lehigh.edu/~ted <http://coral.ie.lehigh.edu/%7Eted>
>
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