<div dir="ltr">Hi Matthew,<div><br></div><div><br></div><div class="gmail_extra"><div class="gmail_quote">On Tue, Jul 7, 2015 at 10:09 PM, Matthew Bromberg <span dir="ltr"><<a href="mailto:mcbromberg@gmail.com" target="_blank">mcbromberg@gmail.com</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0px 0px 0px 0.8ex;border-left-width:1px;border-left-color:rgb(204,204,204);border-left-style:solid;padding-left:1ex">I am interfacing to Clp through the python package cylp. Unfortunately it seems to only support cbc-2.8.5. </blockquote><div><br></div><div>I was just able to compile cylp agaisnt the current trunk. Have you given that (or similar) a try and failed? According to the install file, it looks for coin libraries in either your COIN_INSTALL_PATH (if set) or the result of `which clp` (for me this is my custom install location.</div><div><div><br></div><blockquote class="gmail_quote" style="margin:0px 0px 0px 0.8ex;border-left-width:1px;border-left-color:rgb(204,204,204);border-left-style:solid;padding-left:1ex">$ which clp<br>/home/gidden/.local/bin/clp</blockquote></div><div><br></div><div><br></div><div> </div><blockquote class="gmail_quote" style="margin:0px 0px 0px 0.8ex;border-left-width:1px;border-left-color:rgb(204,204,204);border-left-style:solid;padding-left:1ex">
It is a large scale linear programming problem whose constraint matrix is of dimension 40K x 10K.<br>
<br>
Here is what happens when I attempt to optimize this model:<br>
<br>
$ python mycode.py<br>
Clp0006I 0 Obj 0 Dual inf 13.083708 (9998) w.o. free dual inf (0)<br>
Clp0006I 12 Obj -0.59273256 Dual inf 494.36229 (9979) w.o. free dual inf (5)<br>
Clp0006I 91 Obj -1.2553307 Dual inf 60372.348 (9862) w.o. free dual inf (44)<br>
Clp0006I 291 Obj -2.369027 Dual inf 4562.9727 (9559) w.o. free dual inf (141)<br>
Clp0006I 491 Obj -3.492329 Dual inf 4602.3626 (9264) w.o. free dual inf (246)<br>
Clp0006I 691 Obj -4.4089791 Dual inf 2491.8024 (8955) w.o. free dual inf (337)<br>
Segmentation fault<br>
<br>
I'm expecting it to find a solution around -100 or so, so it segfaulted rather early. I'd like to try it against cbc-2.9.5, but I have no idea how to do that.<br>
Any MPS file created for this would be over 100 GBytes in size, so that's ruled out as an input format. My data is stored in Matlabs hdf5 format (matlab 7.3).<br>
<br>
How does Clp handle a subset of constraints that is nearly singular?<br>
<br>
By the way I've been pleasantly surprised at how fast this code runs on smaller problems being more memory efficient apparently than some commercial products. It's also surprising considering that it is not really effectively parallelized. Probably no more than the underlying multithreaded Blas libraries.<br>
<br>
<br>
<br>
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</blockquote></div><br><br clear="all"><div><br></div>-- <br><div class="gmail_signature"><div dir="ltr"><div><div dir="ltr">Matthew Gidden, Ph.D.<br>Postdoctoral Associate, Nuclear Engineering<div>The University of Wisconsin -- Madison<br>Ph. 225.892.3192<br></div></div></div></div></div>
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