<div>Thanks Jonathan for your reply.</div>I obtained somewhat different values using the clp. <span style="border-collapse:collapse;color:rgb(34,34,34);font-family:arial,sans-serif;font-size:13px">178714 and 82187.2 with dual and primal methods respectively. However, I solved with gurobi and got the same value as cplex, qsopt and matlab reported by you. </span><div>
<font color="#222222" face="arial, sans-serif"><span style="border-collapse:collapse"><br></span></font></div><div><font color="#222222" face="arial, sans-serif"><span style="border-collapse:collapse">I am building the model, starting with loading of a base model with just 180 rows. The model is then increased in size by addition of more rows. No new variables are added. I am doing this in the context of stochastic optimization. In every iteration of the stochastic process, I add 120 rows (using the addRows(CoinBuild) interface of ClpSimplex) and then do a primal/dual solve on the model. The program reports infeasibility after 6-7 such iterations i.e. after ~120*6 addition of rows. </span></font></div>
<div><font color="#222222" face="arial, sans-serif"><span style="border-collapse:collapse">Additionally, I am getting another artifact. The optimial value of the model should only increase after every iteration, as only more constraints are added and hence the minimal value of the objective function (which is not modified across iterations) should only increase with iteration number. However, I am seeing that objective value jumps up and down with the iteration number.<br>
</span></font></div><div><div><font color="#222222" face="arial, sans-serif"><span style="border-collapse:collapse"><br></span></font></div><div><font color="#222222" face="arial, sans-serif"><span style="border-collapse:collapse">For clarity, note that iteration number I refer here is the iteration number of the stochastic iterative process and not the iterations referred by the simplex algorithm while optimization.</span></font></div>
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</span></font></div><div><font color="#222222" face="arial, sans-serif"><span style="border-collapse:collapse">--Akhil<br></span></font></div><div><div class="gmail_quote">
On Sun, May 27, 2012 at 6:18 PM, Jonathan Currie <span dir="ltr"><<a href="mailto:jonathan.currie@aut.ac.nz" target="_blank">jonathan.currie@aut.ac.nz</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
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<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">Hi Akhil,<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"><u></u> <u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">I'm not sufficiently experienced to be able to answer why the solvers give such different answers (I assume there are multiple factors), however note I ran
your model using the OPTI Toolbox across the LP solvers I have and found CLP did not return the minimum (using the default settings) for either the dual or primal solvers:<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"><u></u> <u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">Test Problem [LP] Result<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">--------------------------------------------------<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"> Solver Status Fval Time<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"> cplex OK +79596.2542 0.7609s<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"> mosek FAIL +79596.2164 1.0940s<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">clp (dual) OK +114009.8970 0.3482s<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">clp (primal) OK +79605.5292 0.7370s<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"> glpk FAIL +0.0000 1.9977s<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"> qsopt OK +79596.2542 0.8384s<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"> matlab OK +79596.2542 7.7259s<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">--------------------------------------------------<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"><u></u> <u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">I assume you obtained the same minimums as above using CLP? How was the original model created?<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"><u></u> <u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">Jonathan Currie<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"><u></u> <u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"><u></u> <u></u></span></p>
<p class="MsoNormal"><b><span lang="EN-US" style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">From:</span></b><span lang="EN-US" style="font-size:10.0pt;font-family:"Tahoma","sans-serif""> <a href="mailto:clp-bounces@list.coin-or.org" target="_blank">clp-bounces@list.coin-or.org</a> [mailto:<a href="mailto:clp-bounces@list.coin-or.org" target="_blank">clp-bounces@list.coin-or.org</a>]
<b>On Behalf Of </b>Akhil langer<br>
<b>Sent:</b> Sunday, 27 May 2012 2:17 p.m.<br>
<b>To:</b> <a href="mailto:clp@list.coin-or.org" target="_blank">clp@list.coin-or.org</a><br>
<b>Subject:</b> [Clp] different optimal values with primal and dual methods.<u></u><u></u></span></p><div><div>
<p class="MsoNormal"><u></u> <u></u></p>
<p class="MsoNormal">I am attaching a linear program model file in mps format. I am trying to solve it using the driver.cpp program in the examples directory of the coin-clp distribution. Surprisingly, I am getting different optimal values when solved using
the dual and primal methods (model.dual(), model.primal()). Can someone please look into it and help me resolve this issue.<u></u><u></u></p>
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<p class="MsoNormal"><u></u> <u></u></p>
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<p class="MsoNormal">Some help as early as possible will be useful as I am in a critical phase of my project.<u></u><u></u></p>
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<p class="MsoNormal"><u></u> <u></u></p>
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<p class="MsoNormal">Thanks,<u></u><u></u></p>
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<p class="MsoNormal">Akhil<u></u><u></u></p>
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