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Look at row scale options in clp.<br>
You have terrible scaling The constraint matrix inf-norm is 275591,
with a dynamic range of 2.19171e+017.<br>
Or when you generate the cut__6_119: and sur__6: type rows<br>
scale them by rhs / 100 so they all have coefficients < 100.<br>
It would be good to do something about the columns in the obj that
are far away from the useless 0.008333333<br>
namely the last 3 . Yould be mutch better off with an obj like
... +1 C0000119 +1590 C0000660 +1297 C0000661 +685 C0000662;<br>
C0000114 +0.008333333 C0000115 +0.008333333 C0000116 +0.008333333
C0000117 +0.008333333 C0000118 +0.008333333 C0000119<br>
+1590 C0000660 +1297 C0000661 +685 C0000662;<br>
<br>
<br>
Why do you carry rows like this? Because of assumed positive vars,
these force them to be 0 and so can be deleted.<br>
Make sure you give a presolve option to enforce this. Same with the
fixed at 0 vars.<br>
FX BOUND C0000567 0.0 <br>
FX BOUND C0000568 0.0 <br>
FX BOUND C0000569 0.0 <br>
<br>
<br>
<br>
OR maybe just run it cold! I renamed it akhil.mps<br>
<br>
H:\lpsolve-55\glpk445bin<b>>clp2 akhil.mps<br>
Coin LP version 1.14.4, build Nov 10 2011<br>
command line - clp2 akhil.mps</b><br>
At line 1 NAME BLANK FREE<br>
At line 2 ROWS<br>
At line 910 COLUMNS<br>
At line 97677 RHS<br>
At line 98086 BOUNDS<br>
At line 98630 ENDATA<br>
Problem BLANK has 906 rows, 663 columns and 192701 elements<br>
Model was imported from .\akhil.mps in 0.179 seconds<br>
Presolve 846 <b>(-60)</b> rows, 403<b> (-260)</b> columns and
192104 (-597) elements<br>
Perturbing problem by 0.001 % of 9.175031 - largest nonzero change
1.8688792e-00<br>
5 (% 15.602748) - largest zero change 1.9162731e-005<br>
0 Obj 0 Primal inf 3.4531696e+011 (726)<br>
82 Obj 2533.5625 Primal inf 2032910.4 (84)<br>
173 Obj 2779.3107 Primal inf 1.1564748e+008 (45)<br>
264 Obj 29990.164 Primal inf 3.2332069e+010 (284)<br>
319 Obj 68623.309 Primal inf 9.8482044e+009 (112)<br>
410 Obj 84542.754 Primal inf 34343.11 (1)<br>
411 Obj 84543.041<br>
411 Obj 79648.885 Dual inf 0.011916972 (6)<br>
418 Obj 79596.394<br>
Optimal - objective value 79596.394<br>
After Postsolve, objective 79596.394, infeasibilities - dual
1.4620643e-005 (1),<br>
primal 0 (0)<br>
<b>Presolved model was optimal, full model needs cleaning up</b><br>
0 Obj 79596.394 Primal inf 1.6093254e-005 (8) Dual inf 8e+008 (11)<br>
End of values pass after 22 iterations<br>
22 Obj 79596.394<br>
22 Obj 79596.394<br>
Optimal - objective value 79596.394<br>
Optimal objective 79596.39385 - 440 iterations time 0.302, Presolve
0.08<br>
<br>
H:\lpsolve-55\glpk445bin><br>
<br>
H:\lpsolve-55\glpk445bin><b>cbc2 akhil.mps</b><br>
<b>Welcome to the CBC MILP Solver<br>
Version: 2.7.5<br>
Build Date: Nov 10 2011<br>
Revision Number: 1759</b><br>
<br>
command line - cbc2 akhil.mps (default strategy 1)<br>
At line 1 NAME BLANK FREE<br>
At line 2 ROWS<br>
At line 910 COLUMNS<br>
At line 97677 RHS<br>
At line 98086 BOUNDS<br>
At line 98630 ENDATA<br>
Problem BLANK has 906 rows, 663 columns and 192701 elements<br>
Coin0008I BLANK read with 0 errors<br>
Presolve 846 (<b>-60)</b> rows, 403 (<b>-260)</b> columns and 192104
(-597) elements<br>
<b>Perturbing problem by 0.001 % of </b>9.175031 - largest nonzero
change 1.8688792e-00<br>
5 (% 15.602748) - largest zero change 1.9162731e-005<br>
0 Obj 0 Primal inf 3.4531696e+011 (726)<br>
82 Obj 2533.5625 Primal inf 2032910.4 (84)<br>
173 Obj 2779.3107 Primal inf 1.1564748e+008 (45)<br>
264 Obj 29990.164 Primal inf 3.2332069e+010 (284)<br>
319 Obj 68623.309 Primal inf 9.8482044e+009 (112)<br>
410 Obj 84542.754 Primal inf 34343.11 (1)<br>
411 Obj 84543.041<br>
411 Obj 79648.885 Dual inf 0.011916972 (6)<br>
418 Obj 79596.394<br>
Optimal - objective value 79596.394<br>
After Postsolve, objective 79596.394, infeasibilities - dual
1.4620643e-005 (1),<br>
primal 0 (0)<br>
<b>Presolved model was optimal, full model needs cleaning up</b><br>
0 Obj 79596.394 Primal inf 1.6093254e-005 (8) Dual inf 8e+008 (11)<br>
End of values pass after 22 iterations<br>
22 Obj 79596.394<br>
22 Obj 79596.394<br>
Optimal - objective value 79596.394<br>
Optimal objective 79596.39385 - 440 iterations time 0.322, Presolve
0.10<br>
Total time (CPU seconds): 0.51 (Wallclock seconds):
0.51<br>
<br>
<br>
H:\lpsolve-55\glpk445bin><br>
<br>
<br>
On 5/27/2012 6:18 PM, Jonathan Currie wrote:
<blockquote
cite="mid:6588F6A32DCF6A498DAD108D389A15E710115384@Lewis.autuni.aut.ac.nz"
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<div class="WordSection1">
<p class="MsoNormal"><span
style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">Hi
Akhil,<o:p></o:p></span></p>
<p class="MsoNormal"><span
style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></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:<o:p></o:p></span></p>
<p class="MsoNormal"><span
style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span
style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">Test
Problem [LP] Result<o:p></o:p></span></p>
<p class="MsoNormal"><span
style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">--------------------------------------------------<o:p></o:p></span></p>
<p class="MsoNormal"><span
style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">
Solver Status Fval Time<o:p></o:p></span></p>
<p class="MsoNormal"><span
style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">
cplex OK +79596.2542 0.7609s<o:p></o:p></span></p>
<p class="MsoNormal"><span
style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">
mosek FAIL +79596.2164 1.0940s<o:p></o:p></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<o:p></o:p></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<o:p></o:p></span></p>
<p class="MsoNormal"><span
style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">
glpk FAIL +0.0000 1.9977s<o:p></o:p></span></p>
<p class="MsoNormal"><span
style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">
qsopt OK +79596.2542 0.8384s<o:p></o:p></span></p>
<p class="MsoNormal"><span
style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">
matlab OK +79596.2542 7.7259s<o:p></o:p></span></p>
<p class="MsoNormal"><span
style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">--------------------------------------------------<o:p></o:p></span></p>
<p class="MsoNormal"><span
style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></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?<o:p></o:p></span></p>
<p class="MsoNormal"><span
style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span
style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">Jonathan
Currie<o:p></o:p></span></p>
<p class="MsoNormal"><span
style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span
style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><b><span
style="font-size:10.0pt;font-family:"Tahoma","sans-serif""
lang="EN-US">From:</span></b><span
style="font-size:10.0pt;font-family:"Tahoma","sans-serif""
lang="EN-US"> <a class="moz-txt-link-abbreviated" href="mailto:clp-bounces@list.coin-or.org">clp-bounces@list.coin-or.org</a>
[<a class="moz-txt-link-freetext" href="mailto:clp-bounces@list.coin-or.org">mailto: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 class="moz-txt-link-abbreviated" href="mailto:clp@list.coin-or.org">clp@list.coin-or.org</a><br>
<b>Subject:</b> [Clp] different optimal values with primal
and dual methods.<o:p></o:p></span></p>
<p class="MsoNormal"><o:p> </o:p></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.<o:p></o:p></p>
<div>
<p class="MsoNormal"><o:p> </o:p></p>
</div>
<div>
<p class="MsoNormal">Some help as early as possible will be
useful as I am in a critical phase of my project.<o:p></o:p></p>
<div>
<p class="MsoNormal"><o:p> </o:p></p>
</div>
<div>
<p class="MsoNormal">Thanks,<o:p></o:p></p>
</div>
<div>
<p class="MsoNormal">Akhil<o:p></o:p></p>
</div>
</div>
</div>
<br>
<fieldset class="mimeAttachmentHeader"></fieldset>
<br>
<pre wrap="">_______________________________________________
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