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<p>I sent this a few days ago - but it did not seem to appear.<br>
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The problem is mainly one of standard form of input for a quadratic objective - cTx + 1/2 Tx Q x<br>
<br>
MPS format seems to be different from LP format.<br>
<br>
So in this case Clp is given an unbounded problem which is not positive definite - and makes a mess of it.<br>
<br>
If I scale the off diagonal elements in the problem by 0.5 then barrier gives the same correct answer quickly. Simplex still does not like it and I may look into that. If I scale back objective by 1.0e-6 then simplex also solves it.<br>
<br>
John Forrest
<p><font size="4"> </font><br>
<br>
<img width="16" height="16" src="cid:1__=0ABBFF28DFC14C8B8f9e8a93df938@us.ibm.com" border="0" alt="Inactive hide details for Hok Go ---05/14/2009 11:50:56 AM---Hi all,"><font color="#424282">Hok Go ---05/14/2009 11:50:56 AM---Hi all,</font><br>
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<tr valign="top"><td width="1%"><img width="96" height="1" src="cid:2__=0ABBFF28DFC14C8B8f9e8a93df938@us.ibm.com" border="0" alt=""><br>
<font size="2" color="#5F5F5F">From:</font></td><td width="100%"><img width="1" height="1" src="cid:2__=0ABBFF28DFC14C8B8f9e8a93df938@us.ibm.com" border="0" alt=""><br>
<font size="2">Hok Go <Hok.Go@qrm.com></font></td></tr>
<tr valign="top"><td width="1%"><img width="96" height="1" src="cid:2__=0ABBFF28DFC14C8B8f9e8a93df938@us.ibm.com" border="0" alt=""><br>
<font size="2" color="#5F5F5F">To:</font></td><td width="100%"><img width="1" height="1" src="cid:2__=0ABBFF28DFC14C8B8f9e8a93df938@us.ibm.com" border="0" alt=""><br>
<font size="2">"'clp@list.coin-or.org'" <clp@list.coin-or.org></font></td></tr>
<tr valign="top"><td width="1%"><img width="96" height="1" src="cid:2__=0ABBFF28DFC14C8B8f9e8a93df938@us.ibm.com" border="0" alt=""><br>
<font size="2" color="#5F5F5F">Date:</font></td><td width="100%"><img width="1" height="1" src="cid:2__=0ABBFF28DFC14C8B8f9e8a93df938@us.ibm.com" border="0" alt=""><br>
<font size="2">05/14/2009 11:50 AM</font></td></tr>
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<font size="2" color="#5F5F5F">Subject:</font></td><td width="100%"><img width="1" height="1" src="cid:2__=0ABBFF28DFC14C8B8f9e8a93df938@us.ibm.com" border="0" alt=""><br>
<font size="2">[Clp] bestBasicSequence, pivotRow and theta</font></td></tr>
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<font face="Calibri">Hi all,</font><br>
<font face="Calibri"> </font><br>
<font face="Calibri">Running into a problem in ClpSimplexNonlinear where pivotColumn finds a theta of 1e30, bestBasicSequence of -1 and pivotRow of -1. This also causes problems when we start reading from these locations. I’ve attempted modifications to the perturbation without success and was wondering whether anyone’s run into this problem and knows a way around it. Another thing I’ve tried is scaling the coefficients.</font><br>
<font face="Calibri"> </font><br>
<font face="Calibri">On a side note the barrier solver does not run into memory problems but ends after 201 iterations with a stopped objective. I’ve also verified that other solvers can produce a correct answer to this problem and I’ve appended that solution.</font><br>
<font face="Calibri"> </font><br>
<font face="Calibri">Anyone got any ideas?</font><br>
<font face="Calibri"> </font><br>
<font face="Calibri">Cheers,</font><br>
<font face="Calibri">Hok</font><br>
<font face="Calibri"> </font><br>
<font face="Calibri">Presolve 2 (0) rows, 21 (0) columns and 42 (0) elements</font><br>
<font face="Calibri">0 Obj 0 Primal inf 55.6677 (2) Dual inf 0.153707 (21)</font><br>
<font face="Calibri">2 Obj 0</font><br>
<font face="Calibri">End of values pass after 2 iterations</font><br>
<font face="Calibri">2 Obj 0</font><br>
<font face="Calibri">2 Obj 0</font><br>
<font face="Calibri">Optimal - objective value 0</font><br>
<font face="Calibri">0 Obj -5.71266e+017 Dual inf 1.40189e+015 (19)</font><br>
<font face="Calibri"> </font><br>
<font face="Calibri"> </font><br>
<font face="Calibri">STATE</font><br>
<font face="Calibri">optimal</font><br>
<font face="Calibri">OBJECTIVE</font><br>
<font face="Calibri">5483597535069.56</font><br>
<font face="Calibri">SOLUTION</font><br>
<font face="Calibri">-173.941591973461</font><br>
<font face="Calibri">252.228299131887</font><br>
<font face="Calibri">645.768536126273</font><br>
<font face="Calibri">-479.002236942252</font><br>
<font face="Calibri">0.372648640617555</font><br>
<font face="Calibri">-12.3137632778437</font><br>
<font face="Calibri">1.09779599200074</font><br>
<font face="Calibri">-0.0512981461901408</font><br>
<font face="Calibri">-4.95954705298369</font><br>
<font face="Calibri">-0.662623008913045</font><br>
<font face="Calibri">-2.48548076636163</font><br>
<font face="Calibri">-1.3484270133586</font><br>
<font face="Calibri">0.149873781527723</font><br>
<font face="Calibri">-0.0198378539000891</font><br>
<font face="Calibri">4.477576268655</font><br>
<font face="Calibri">0.47567076116259</font><br>
<font face="Calibri">0.14752851966193</font><br>
<font face="Calibri">0.0421460826706324</font><br>
<font face="Calibri">-0.748317699220338</font><br>
<font face="Calibri">0.33517340397477</font><br>
<font face="Calibri">0.300487415965592</font><br>
<font face="Calibri"> [attachment "badlyformed.mps" deleted by John J Forrest/Watson/IBM] </font><tt>_______________________________________________<br>
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