[Clp] Postsolve and quadratic problems

Wed Jul 24 12:36:21 EDT 2013

My guess is that presolve was pretty successful at reducing the problem 
and that the -4114185 was the presolved problem solution
The inverse presolve steps was then done to recover the base units of 
measure.
Note that this Coin0511I*After Postsolve,* objective -182704.15 solution 
agrees with Cplex solution and so does not seem to be *visibly false*!
So try again with presolve off.
Also try the barrier solver. On the sample share2qp.mps it gives a 
slightly different solution than the standard solve.

 >>>>>>>>>>>>>>>>

Coin LP version 1.14.4, build Nov 10 2011
Clp takes input from arguments ( - switches to stdin)
Enter ? for list of commands or help
Clp:presolve
*presolve has value on*
Clp:import share2qp.mps
At line 1 NAME          SHARE2B
At line 2 ROWS
At line 100 COLUMNS
At line 482 RHS
At line 495 QUADOBJ
Problem SHARE2B has 96 rows, 79 columns and 694 elements
At line 524 ENDATA
Model was imported from .\share2qp.mps in 0.002 seconds
Clp:solve
*Presolve 93 (-3) rows, 79 (0) columns and 691 (-3) elements*
*Perturbing problem by 0.001 % *of 11.662247 - largest nonzero change 
9.8207092e-0
05 (% 0.0083883756) - largest zero change 0
0  Obj 0 Primal inf 145.87618 (5) Dual inf 15.1756 (9)
58  Obj 0
Optimal - objective value 0
0  Obj 1285.1361 Dual inf 1487.2647 (22)
42  Obj -400.91701
Optimal - objective value*-400.91701*
After Postsolve, objective -398.05931, infeasibilities - dual 0 (0), 
primal 0 (0
)
Optimal objective*-398.059309* - 42 iterations time 0.012, Presolve 0.00
Clp:*presolve off*
Clp:presolve
*presolve has value off*
Clp:solve
0  Obj -400.91701
Optimal - objective value -400.91701
Optimal objective -400.9170115 - 0 iterations time 0.002
Clp:import share2qp.mps
At line 1 NAME          SHARE2B
At line 2 ROWS
At line 100 COLUMNS
At line 482 RHS
At line 495 QUADOBJ
Problem SHARE2B has 96 rows, 79 columns and 694 elements
At line 524 ENDATA
Model was imported from .\share2qp.mps in 0.004 seconds
Clp:solve
0  Obj 0 Primal inf 145.87619 (5) Dual inf 1.5175601e+011 (11)
76  Obj 571.60984 Primal inf 1.3459942 (2) Dual inf 7.9222065e+009 (23)
152  Obj -400.89999 Dual inf 1.1847668 (4)
153  Obj -400.91701
Optimal - objective value -400.91701
Optimal objective*-400.9170115* - 153 iterations time 0.012
Clp:presolve
presolve has value off
Clp:
Clp:*barrier*
2928 elements in sparse Cholesky, flop count 89374
0 Primal 1880441 Dual -1.6693328e+008 Complementarity 1.9590728e+008 - 0 
fixed,
rank 271
1 Primal 30581.248 Dual -10443941 Complementarity 26978058 - 0 fixed, 
rank 271
2 Primal 1572.4622 Dual -3087057.1 Complementarity 6108433.1 - 0 fixed, 
rank 271

3 Primal 310.8557 Dual -1459155.3 Complementarity 2507164.8 - 0 fixed, 
rank 271
4 Primal 509.42803 Dual -501381.13 Complementarity 606063.42 - 0 fixed, 
rank 271

5 Primal 967.29319 Dual -105866.26 Complementarity 115919.99 - 0 fixed, 
rank 271

6 Primal 837.84361 Dual -52400.522 Complementarity 57435.819 - 0 fixed, 
rank 271

7 Primal 102.95273 Dual -4147.861 Complementarity 4353.3398 - 0 fixed, 
rank 271
8 Primal -311.19033 Dual -855.93051 Complementarity 551.31766 - 0 fixed, 
rank 27
1
9 Primal -349.04464 Dual -618.45146 Complementarity 275.98936 - 0 fixed, 
rank 27
1
10 Primal -377.72515 Dual -436.0772 Complementarity 59.71886 - 0 fixed, 
rank 271

11 Primal -393.65235 Dual -415.96868 Complementarity 22.998293 - 0 
fixed, rank 2
71
12 Primal -398.79134 Dual -403.89314 Complementarity 5.2467322 - 0 
fixed, rank 2
71
13 Primal -400.18831 Dual -401.99952 Complementarity 1.8687018 - 0 
fixed, rank 2
71
14 Primal -400.83016 Dual -401.04844 Complementarity 0.22457764 - 0 
fixed, rank
271
15 Primal -400.90225 Dual -400.9482 Complementarity 0.045949787 - 13 
fixed, rank
  271
16 Primal -400.9224 Dual -400.92272 Complementarity 0.00031159724 - 13 
fixed, ra
nk 271
17 Primal -400.92254 Dual -400.92254 Complementarity 2.5038999e-006 - 13 
fixed,
rank 271
18 Primal -400.92254 Dual -400.92254 Complementarity 1.7307463e-008 - 50 
fixed,
rank 271
19 Primal -400.92254 Dual -400.92254 Complementarity 1.5460613e-008 - 53 
fixed,
rank 271
Exiting - using solution from iteration 17
At end primal/dual infeasibilities 0/0.078454371, complementarity gap 
1.4091511e
-007, objective -400.92254
Optimal objective*-400.9225413* - 19 iterations time 0.042

William

On 7/24/2013 10:27 AM, Michael Hennebry wrote:
> On Mon, 22 Jul 2013, Vincent Devillierse wrote:
>
>> I've tried to solve a non integer quadratic problem with the CLP API.
>> CLP seems to find the optimal solution, but after that, executes a
>> postsolve phase and the objective value is then totally different (and
>> visibly false).
>>
>> Here is as example of output :
>> *Clp0006I 1984  Obj -4113764.5 Dual inf 57.100756 (236)
>> Clp0006I 2058  Obj -4114185.3
>> Clp0000I Optimal - objective value -4114185.3
>> Coin0511I After Postsolve, objective -182704.15, infeasibilities - 
>> dual 0
>> (0), primal 0 (0)
>> Clp0032I Optimal objective -182704.1521 - 2058 iterations time 9.752,
>> Presolve 0.02*
>>
>> -182704.15 is, according to Cplex the optimal objective value.
>> I don't know what * *-4114185.3 corresponds to.
>
> My guess is that -182704.15 is the optimum to
> some linearization of the quadratic objective.
> Probably it omits some constant term.
>

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