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<p>Are you sure your problem is really feasible?<br>
<br>
There are differences in how bounds and constraints are treated. Take the following example (with default infeasibility tolerance of 1.0e-7).<br>
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x is free and we have three constraints<br>
<br>
x==0.0<br>
x>=0.6e-7<br>
x<=-0.6e-7<br>
<br>
Now x can pivot into basis on first constraint and the slacks on other two constraints can take values of -0.6e-7 which while infeasible is within tolerance.<br>
<br>
If x<= -0.6e-7 is converted into a bound then IF x is basic on first constraint then both x and a slack are infeasible but within bounds. BUT if x starts out non-basic i.e at -0.6e-7 then it is never allowed to increase to come into basis and so slack will have infeasibility of 1.2e-7.<br>
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Finally if both constraints are made into bounds then the problem will be immediately declared to be infeasible as the lower bound on x is greater than the upper bound.<br>
<br>
John Forrest<br>
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<img width="16" height="16" src="cid:1__=0ABBFF2FDFBBD04C8f9e8a93df938@us.ibm.com" border="0" alt="Inactive hide details for Emrah Tanriverdi ---05/19/2009 11:02:46 AM---I was trying to solve a problem with CLP, and I encounte"><font color="#424282">Emrah Tanriverdi ---05/19/2009 11:02:46 AM---I was trying to solve a problem with CLP, and I encountered a Primal Infeasibility with tolerance of 1.0e-6. After a cumberso</font><br>
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<font size="2" color="#5F5F5F">From:</font></td><td width="100%"><img width="1" height="1" src="cid:2__=0ABBFF2FDFBBD04C8f9e8a93df938@us.ibm.com" border="0" alt=""><br>
<font size="2">Emrah Tanriverdi <emrahtanriverdi@yahoo.com></font></td></tr>
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<font size="2" color="#5F5F5F">To:</font></td><td width="100%"><img width="1" height="1" src="cid:2__=0ABBFF2FDFBBD04C8f9e8a93df938@us.ibm.com" border="0" alt=""><br>
<font size="2">clp@list.coin-or.org</font></td></tr>
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<font size="2" color="#5F5F5F">Date:</font></td><td width="100%"><img width="1" height="1" src="cid:2__=0ABBFF2FDFBBD04C8f9e8a93df938@us.ibm.com" border="0" alt=""><br>
<font size="2">05/19/2009 11:02 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__=0ABBFF2FDFBBD04C8f9e8a93df938@us.ibm.com" border="0" alt=""><br>
<font size="2">[Clp] Possible different treatment for Bounds and Constraints Section</font></td></tr>
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<font size="4" face="Roman"> I was trying to solve a problem with CLP, and I encountered a Primal Infeasibility with tolerance of 1.0e-6. After a cumbersome debugging procedure, I found that it is because of a Variable in Bound Section (that it shouldn't cause). So, I changed the place of the Upper Bound of the Variable from Bound Section to Constraint Section, and then CLP was able to solve it to optimality. With same upper bound in Bounds Section, CLP complaint infeasibility, whereas it solved to optimality when it is in Constraint Section.<br>
It seems, Constraint Section and Bound Section has different rounding or treatment or may be it was because of perturbation we are using. Can someone explain what is going on and what may be the cause?<br>
Thanks,<br>
Emrah</font><br>
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