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<p>Sebastian,<br>
<br>
If you want the duals updated then it should be startFastDual(2) - see OsiClpSolverInterface.hpp;<br>
<br>
John Forrest<br>
<br>
<img width="16" height="16" src="cid:1__=0ABBFF69DFDD86318f9e8a93df938@us.ibm.com" border="0" 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 color="#424282">"Sebastian Theophil" ---07/21/2009 07:33:45 AM---Hi, I have a very simple primal degenerate LP problem:</font><br>
<br>
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<font size="2">"Sebastian Theophil" <stheophil@think-cell.com></font></td></tr>
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<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__=0ABBFF69DFDD86318f9e8a93df938@us.ibm.com" border="0" alt=""><br>
<font size="2">07/21/2009 07:33 AM</font></td></tr>
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<font size="2">[Clp] Problem infeasible after fast dual although only bound changed?</font></td></tr>
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<br>
<tt>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 <br>
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