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<p>Sebastian,<br>
<br>
It seemed to work when I tried something similar, but my problem was feasible after changes - duals did change with (2) but not with (0). You say the result is infeasible. The duals are not updated if infeasible. fastDual was meant to do as little as possible.<br>
<br>
John Forrest<br>
<br>
<img width="16" height="16" src="cid:1__=0ABBFF69DFC3DA988f9e8a93df938@us.ibm.com" border="0" alt="Inactive hide details for "Sebastian Theophil" ---07/21/2009 10:32:24 AM---Hi John,"><font color="#424282">"Sebastian Theophil" ---07/21/2009 10:32:24 AM---Hi John,</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__=0ABBFF69DFC3DA988f9e8a93df938@us.ibm.com" border="0" alt=""><br>
<font size="2">"Sebastian Theophil" <stheophil@think-cell.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__=0ABBFF69DFC3DA988f9e8a93df938@us.ibm.com" border="0" alt=""><br>
<font size="2">John J Forrest/Watson/IBM@IBMUS</font></td></tr>
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<font size="2" color="#5F5F5F">Cc:</font></td><td width="100%" valign="middle"><img width="1" height="1" src="cid:2__=0ABBFF69DFC3DA988f9e8a93df938@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__=0ABBFF69DFC3DA988f9e8a93df938@us.ibm.com" border="0" alt=""><br>
<font size="2">07/21/2009 10:32 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__=0ABBFF69DFC3DA988f9e8a93df938@us.ibm.com" border="0" alt=""><br>
<font size="2">RE: [Clp] Problem infeasible after fast dual although only bound changed?</font></td></tr>
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<font color="#1F497D" face="Calibri">Hi John,</font><br>
<font color="#1F497D" face="Calibri"> </font><br>
<font color="#1F497D" face="Calibri">thanks for your prompt reply. Unfortunately it doesn't work no matter what parameters I pass. I have also updated to the most recent TRUNK to make sure I'm not finding old bugs. </font><br>
<font color="#1F497D" face="Calibri">Still, the duals don't get updated and the result is infeasible. </font><br>
<font color="#1F497D" face="Calibri"> </font><br>
<font color="#1F497D" face="Calibri">Regards</font><br>
<font color="#1F497D" face="Calibri">Sebastian</font><br>
<font color="#1F497D" face="Calibri"> </font><br>
<font color="#1F497D" face="Calibri"> </font><br>
<b><font face="Tahoma">From:</font></b><font face="Tahoma"> John J Forrest [</font><font face="Tahoma"><a href="mailto:jjforre@us.ibm.com">mailto:jjforre@us.ibm.com</a></font><font face="Tahoma">] </font><b><font face="Tahoma"><br>
Sent:</font></b><font face="Tahoma"> Dienstag, 21. Juli 2009 16:14</font><b><font face="Tahoma"><br>
To:</font></b><font face="Tahoma"> Sebastian Theophil</font><b><font face="Tahoma"><br>
Cc:</font></b><font face="Tahoma"> clp@list.coin-or.org; clp-bounces@list.coin-or.org</font><b><font face="Tahoma"><br>
Subject:</font></b><font face="Tahoma"> Re: [Clp] Problem infeasible after fast dual although only bound changed?</font><br>
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<p><font size="4" face="Times New Roman">Sebastian,<br>
<br>
If you want the duals updated then it should be startFastDual(2) - see OsiClpSolverInterface.hpp;<br>
<br>
John Forrest<br>
<br>
</font><img src="cid:1__=0ABBFF69DFC3DA988f9e8a93df938@us.ibm.com" width="16" height="16" alt="Inactive hide details for "Sebastian Theophil" ---07/21/2009 07:33:45 AM---Hi, I have a very simple primal degenerate LP proble"><font size="4" color="#424282" face="Times New Roman">"Sebastian Theophil" ---07/21/2009 07:33:45 AM---Hi, I have a very simple primal degenerate LP problem:</font>
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"Sebastian Theophil" <stheophil@think-cell.com></font></td></tr>
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To:</font></td><td width="80%"><font face="Times New Roman"><br>
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Date:</font></td><td width="80%"><font face="Times New Roman"><br>
07/21/2009 07:33 AM</font></td></tr>
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Subject:</font></td><td width="80%"><font face="Times New Roman"><br>
[Clp] Problem infeasible after fast dual although only bound changed?</font></td></tr>
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Hi,<br>
<br>
<br>
I have a very simple primal degenerate LP problem:<br>
<br>
\Problem name: <br>
<br>
Minimize<br>
obj: x2<br>
Subject To<br>
cons0: x0 + x2 >= -0<br>
cons1: - x0 + x2 >= -10<br>
cons2: x1 + x2 >= -0<br>
cons3: - x1 + x2 >= -10<br>
Bounds<br>
x0 Free<br>
x1 Free<br>
x2 Free<br>
End<br>
<br>
The primal solution is (5, 5, -5), but there are two dual solutions<br>
(0.5, 0.5, 0, 0) and (0, 0, 0.5, 0.5). <br>
The code below reads the file, searches a dual positive variable and<br>
changes the RHS of the associated constraint. The constraint can no<br>
longer be binding, and the dual solution should change solution after a<br>
resolve. This works as expected without startFastDual. <br>
<br>
If startFastDual is active, the dual solution doesn't change though<br>
although it is no longer feasible. <br>
<br>
OsiClpSolverInterface solver;<br>
solver.readLp("C:\\primaldegenerate1.lp");<br>
solver.initialSolve();<br>
<br>
solver.startFastDual(0);<br>
<br>
int nRow=0;<br>
for(; nRow<solver.getNumRows(); ++nRow) {<br>
<br>
if(abs(solver.getRowPrice()[nRow])>gvEPSILON_CONSTRAINT) {<br>
break;<br>
}<br>
}<br>
<br>
solver.setRowLower( nRow, solver.getRowLower()[nRow]-1.0<br>
);<br>
solver.resolve();<br>
solver.stopFastDual();<br>
<br>
<br>
Is this a bug or am I doing sth wrong? I thought bound changes inside<br>
fast dual were allowed. What would be the fastest way to resolve the<br>
system after such a change? <br>
<br>
<br>
Thanks,<br>
Sebastian<br>
<br>
--<br>
Sebastian Theophil . stheophil@think-cell.com<br>
Software Engineer<br>
<br>
think-cell Software GmbH . Invalidenstr. 34 . 10115 Berlin, Germany </font><u><font color="#0000FF" face="Courier New"><br>
</font></u><a href="http://www.think-cell.com/"><u><font color="#0000FF" face="Courier New">http://www.think-cell.com</font></u></a><font face="Courier New"> . phone +49-30-666473-10 . toll-free (US) +1-800-891-8091<br>
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<p><font face="Tahoma">--<br>
Sebastian Theophil (</font><a href="mailto:stheophil@think-cell.com"><u><font color="#0000FF" face="Tahoma">stheophil@think-cell.com</font></u></a><font face="Tahoma">)<br>
Software Engineer </font>
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<tr valign="top"><td width="146" valign="middle"><font face="Tahoma">Invalidenstr. 34</font></td><td width="76" valign="middle"><font face="Tahoma">phone</font></td><td width="108" valign="middle"><font face="Tahoma">+49-30-666473-10</font></td></tr>
<tr valign="top"><td width="146"><font face="Tahoma">10115 Berlin, Germany</font></td><td width="76"><font face="Tahoma">toll-free (US)</font></td><td width="108"><font face="Tahoma">+1-800-891-8091</font></td></tr>
<tr valign="top"><td width="332" colspan="3" valign="middle"><font face="Tahoma">Directors: Dr. Markus Hannebauer, Dr. Arno Schoedl</font></td></tr>
<tr valign="top"><td width="332" colspan="3" valign="middle"><font face="Tahoma">Amtsgericht Berlin-Charlottenburg, HRB 85229</font></td></tr>
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