[Clp-tickets] [COIN-OR Linear Programming Solver] #15: Feasible problem returns infeasible; inconsistent results

COIN-OR Linear Programming Solver coin-trac at coin-or.org
Fri Nov 16 22:27:25 EST 2007


#15: Feasible problem returns infeasible; inconsistent results
------------------------+---------------------------------------------------
 Reporter:  ltaylor     |       Owner:  somebody
     Type:  defect      |      Status:  new     
 Priority:  major       |   Milestone:          
Component:  component1  |     Version:          
 Keywords:              |  
------------------------+---------------------------------------------------
 This is an MPS file generated by COINMP.dll interface, after loading it by
 API calls. Under COINOptimizeProblem, it returns problem infeasible.

 I have also tested it with: (1) windows binary clp.exe, several versions;
 (2) locally compiled MS Visual studio 2005 project in debug mode, with
 project files in synch with the latest (Nov. 16. 2007) versions, and
 several previous versions. Revision 1137.


 {{{
 Coin LP version 1.06.00, build Nov 16 2007
 Clp takes input from arguments ( - switches to stdin)
 Enter ? for list of commands or help
 Clp:directory c://temp//
 Clp:import ch108-prob1.mps
 At line 1 NAME          BLANK
 At line 2 ROWS
 At line 98 COLUMNS
 At line 11210 RHS
 At line 11211 BOUNDS
 At line 13581 ENDATA
 Problem BLANK has 94 rows, 2369 columns and 17942 elements
 Model was imported from c://temp//\ch108-prob1.mps in 0.062 seconds
 Clp:duals
 Presolve 72 (-22) rows, 2323 (-46) columns and 17764 (-178) elements
 0  Obj 0 Primal inf 31.3191 (16)
 76  Obj 4.52447e-006 Primal inf 0.587574 (7)
 152  Obj 0.207158 Primal inf 285148 (24)
 156  Obj 0.220218 Primal inf 895508 (23)
 215  Obj 8859.37 Primal inf 1.02777e+010 (24)
 220  Obj 15623.2 Primal inf 2.32421e+010 (30)
 220  Obj 15623.2 Primal inf 2.32421e+010 (30)
 Primal infeasible - objective value 15623.2
 Presolved problem not optimal, resolve after postsolve
 After Postsolve, objective 15701.4, infeasibilities - dual 0.000231735
 (1), prim
 al 3.49235e+010 (51)
 PrimalInfeasible objective 15701.42062 - 440 iterations time 0.232,
 Presolve 0.0
 9
 Clp:
 }}}

 However, if I load the same file and use command 'primals', clp.exe
 reports that the problem is feasible. As I know from solving it
 previously, the correct solution has an objective of 4.87.

 {{{
 Microsoft Windows XP [Version 5.1.2600]
 (C) Copyright 1985-2001 Microsoft Corp.

 C:\Documents and Settings\Larry A. Taylor>cd my*

 C:\Documents and Settings\Larry A. Taylor\My Documents>cd coi*

 C:\Documents and Settings\Larry A. Taylor\My Documents\COIN-OR>cd
 C:\Documents and Settings\Larry A. Taylor\My Documents\COIN-OR

 C:\Documents and Settings\Larry A. Taylor\My Documents\COIN-OR>dir
  Volume in drive C has no label.
  Volume Serial Number is 07D1-0B0E

  Directory of C:\Documents and Settings\Larry A. Taylor\My Documents\COIN-
 OR

 03/13/2007  12:04 PM    <DIR>          .
 03/13/2007  12:04 PM    <DIR>          ..
 03/08/2007  11:12 AM    <DIR>          Bonmin-0.1.1
 03/13/2007  12:26 PM    <DIR>          Vol-1.0.0
 03/13/2007  03:10 PM    <DIR>          Clp-1.3.3-win32-msvc8
 03/13/2007  06:05 PM    <DIR>          CoinMP
 03/13/2007  06:25 PM    <DIR>          MSVisualStudio
 03/14/2007  03:19 PM           296,108 saltzman-OSI-2006.pdf
 03/14/2007  04:09 PM           190,060 tkr2_symphony.pdf
 03/14/2007  04:40 PM            66,037 CORS2004-OSI.pdf
 03/14/2007  06:18 PM    <DIR>          FlopC++
 03/15/2007  06:28 PM    <DIR>          TestCoinMP
 03/15/2007  07:37 PM    <DIR>          TestCoinMP1
 05/31/2007  02:51 PM    <DIR>          BINARY DOWNLOAD
 06/07/2007  03:50 PM    <DIR>          WrapCoinMP
 08/08/2007  03:06 PM             9,969 Doxyfile
 08/08/2007  03:06 PM    <DIR>          html
 08/08/2007  03:06 PM    <DIR>          latex
 08/21/2007  12:04 PM    <DIR>          bin
 08/21/2007  12:04 PM    <DIR>          doc
 11/16/2007  07:08 PM    <DIR>          FEEDBACk
                4 File(s)        562,174 bytes
               17 Dir(s)   4,700,372,992 bytes free

 C:\Documents and Settings\Larry A. Taylor\My Documents\COIN-OR>cd bin*

 C:\Documents and Settings\Larry A. Taylor\My Documents\COIN-OR\BINARY
 DOWNLOAD>d
 ir
  Volume in drive C has no label.
  Volume Serial Number is 07D1-0B0E

  Directory of C:\Documents and Settings\Larry A. Taylor\My Documents\COIN-
 OR\BIN
 ARY DOWNLOAD

 05/31/2007  02:51 PM    <DIR>          .
 05/31/2007  02:51 PM    <DIR>          ..
 05/31/2007  02:53 PM    <DIR>          Clp-1.3.3-win32-msvc8
 05/31/2007  02:56 PM    <DIR>          coin-win32-msvc7-13Feb06
 11/16/2007  06:09 PM         3,328,485 coin-win32-msvc6-24Feb06.zip
                1 File(s)      3,328,485 bytes
                4 Dir(s)   4,700,372,992 bytes free

 C:\Documents and Settings\Larry A. Taylor\My Documents\COIN-OR\BINARY
 DOWNLOAD>c
 d clp*

 C:\Documents and Settings\Larry A. Taylor\My Documents\COIN-OR\BINARY
 DOWNLOAD\C
 lp-1.3.3-win32-msvc8>dir
  Volume in drive C has no label.
  Volume Serial Number is 07D1-0B0E

  Directory of C:\Documents and Settings\Larry A. Taylor\My Documents\COIN-
 OR\BIN
 ARY DOWNLOAD\Clp-1.3.3-win32-msvc8

 05/31/2007  02:53 PM    <DIR>          .
 05/31/2007  02:53 PM    <DIR>          ..
 11/08/2006  03:07 PM                16 AUTHORS
 05/31/2007  02:53 PM    <DIR>          bin
 05/31/2007  02:53 PM    <DIR>          include
 05/31/2007  02:53 PM    <DIR>          lib
 11/08/2006  03:07 PM            11,611 LICENSE
 11/08/2006  03:07 PM             1,837 README
                3 File(s)         13,464 bytes
                5 Dir(s)   4,700,372,992 bytes free

 C:\Documents and Settings\Larry A. Taylor\My Documents\COIN-OR\BINARY
 DOWNLOAD\C
 lp-1.3.3-win32-msvc8>cd bin

 C:\Documents and Settings\Larry A. Taylor\My Documents\COIN-OR\BINARY
 DOWNLOAD\C
 lp-1.3.3-win32-msvc8\bin>dir
  Volume in drive C has no label.
  Volume Serial Number is 07D1-0B0E

  Directory of C:\Documents and Settings\Larry A. Taylor\My Documents\COIN-
 OR\BIN
 ARY DOWNLOAD\Clp-1.3.3-win32-msvc8\bin

 05/31/2007  02:53 PM    <DIR>          .
 05/31/2007  02:53 PM    <DIR>          ..
 11/08/2006  03:46 PM         1,155,072 clp.exe
                1 File(s)      1,155,072 bytes
                2 Dir(s)   4,700,372,992 bytes free

 C:\Documents and Settings\Larry A. Taylor\My Documents\COIN-OR\BINARY
 DOWNLOAD\C
 lp-1.3.3-win32-msvc8\bin>clp.exe
 Coin LP version 1.03.03, build Nov  8 2006
 Clp takes input from arguments ( - switches to stdin)
 Enter ? for list of commands or help
 Clp:directory c://temp//
 Clp:import ch108-prob1.mps

 ... SKIPPED ...

 Clp:primals

 ... SKIPPED ...

 Presolved problem not optimal, resolve after postsolve
 After Postsolve, objective 2.71674e-005, infeasibilities - dual 0.00104051
 (333)
 , primal 3903.52 (6)
 0  Obj 2.71674e-005 Primal inf 0.0464045 (4) Dual inf 4.06771e+010 (9)
 7  Obj 4.87297 Primal inf 3.78856e-007 (1) Dual inf 0.000600785 (58)
 7  Obj 4.87297 Primal inf 3.78856e-007 (1)
 Optimal - objective value 3793.44
 Optimal objective 3793.436084 - 184 iterations time 0.282, Presolve 0.06
 Clp:
 }}}


 Notice that this was the clp.exe of the binary download clp-1.3.3-win32-
 msvc8.

 Even for this earlier version, it does not get the correct answer if you
 type 'duals'.

 What is even weirder is that if you do the same problem in clp.exe twice
 in a row (e.g., duals followed by duals, or other combinations), I get
 different answers. Something is not clearing out between optimizations.

 Also, although when it gets the right answer, 4.87, it is not reported
 correctly in the same line as the "optimal" report.

 LAT

-- 
Ticket URL: <https://projects.coin-or.org/Clp/ticket/15>
COIN-OR Linear Programming Solver <http://projects.coin-or.org/Clp>
A linear programming solver.



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