Javad,<br><br>Did you remember to use maximization ?<br><br>This is what I get with Sulum :<br><br>sulum command >> --read /home/bj/Downloads/maximize_infeasible.mps<br><Info> Read problem file : /home/bj/Downloads/maximize_infeasible.mps<br>
<Info> Reading MPS file 78 cons 217 vars 424 non zeroes<br><Info> Read time : 0.046<br>sulum command >> --param-int-set SlmPrmIntObjSense SlmObjSenseMax<br>sulum command >> --opt<br><Log> Starting optimizer<br>
<Info> No license checkout, problem fits limited trial size.<br><Log> Starting presolve<br><Info> Problem to be optimized has 78 constraints 217 variables and 424 non zeroes in A matrix.<br>
<Info> Presolved problem has 54 constraints 145 variables and 280 non zeroes in A matrix.<br><Log> Completed presolve<br><Log> Presolve time : 0.080<br><Log> Starting Simplex Optimizer<br>
<Info> No hotstart used<br><Log> Starting Dual Simplex Optimizer<br><Log> Iters : 0 DInf : 0.0000000e+00 <br><Log> Iters : 0 DObj : 1.4779100e+08 <br><Log> Iters : 84 DObj : 1.4622627e+08 <br>
<Log> Solution is optimal<br><Log> Completed Dual Simplex Optimizer<br><Log> Completed Simplex Optimizer<br><Log> Starting postsolve<br><Log> Completed postsolve<br><Log> Completed optimizer<br>
<Log> Optimizer Time : 0.195 <br><Info> Optimizer Return Key : SlmRetOk<br>sulum command >> --sol-quality<br><Info> Quality LP sol : <br><br><Info> Primal solution <br>
<Info> --------------- <br><Info> Primal obj : 1.4622627e+08<br><Info> Primal basic inf. : 0.0000000e+00<br>
<Info> Primal basic num inf. : 0<br><Info> Primal non basic bound inf. : 0.0000000e+00<br><Info> Primal max super basic : 0.0000000e+00<br>
<Info> Primal max eq. inf i.e ||Ax-s|| : 1.5133992e-08<br><Info> Primal invalid status keys : 0<br><br><Info> Dual solution <br>
<Info> ------------- <br><Info> Dual obj : 1.4622627e+08<br><Info> Dual basic inf . : 0.0000000e+00<br>
<Info> Dual basic num inf. : 0<br><Info> Dual non basic bound inf. : 1.6816624e-14<br><Info> Dual max super basic : 4.5474735e-13<br>
<Info> Dual max eq. inf i.e max(||c-yA-rc||,||y-cb*inv(B)||) : 2.9000000e-07<br><br>sulum command >> <br><br><br><div class="gmail_quote">On Thu, Jun 21, 2012 at 7:29 PM, Ahmadi, Javad <span dir="ltr"><<a href="mailto:javad.ahmadi@amd.com" target="_blank">javad.ahmadi@amd.com</a>></span> wrote:<br>
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<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">I ran this with CLP, CPLEX and GUROBI; all say infeasible!<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">Javad<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>
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<p class="MsoNormal"><b><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif";color:windowtext">From:</span></b><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif";color:windowtext"> <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>John Forrest<br>
<b>Sent:</b> Thursday, June 21, 2012 10:57 AM<br>
<b>To:</b> <a href="mailto:clp@list.coin-or.org" target="_blank">clp@list.coin-or.org</a><br>
<b>Subject:</b> Re: [Clp] CLP finds feasible model infeasible<u></u><u></u></span></p>
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<p class="MsoNormal">Nils,<br>
<br>
Something to do with scaling.<br>
<br>
By fiddling about I can get it to be primal infeasible OR dual infeasible with scaling.<br>
<br>
Looking more closely Clp is correct and all the other codes are wrong! <br>
<br>
You have sell/buy variables e.g.<br>
<br>
sell_23 OBJROW 44.66755905 auto_constraint_000069 1. <br>
buy_23 OBJROW -44.667559 auto_constraint_000069 -1. <br>
<br>
So the code wants to buy an infinite amount and then sell it at a small profit.<br>
<br>
This was on about half the sell/buy pairs. When I made all those bad ones equal cost then it was fine.<br>
<br>
John Forrest<br>
On 21/06/12 15:49, Nils Löhndorf wrote: <u></u><u></u></p>
<p class="MsoNormal">Dear CLP mailing list members, <u></u><u></u></p>
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<p class="MsoNormal"><u></u> <u></u></p>
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<p class="MsoNormal">I have been testing CLP as part of a cutting planes algorithm to solve stochastic optimization problems. My problem is that CLP frequently finds a problem infeasible although the problem is definitely feasible. I have tested the same model
with other solvers such as Gurobi, Xpress and Sulum, where I did not encounter this problem.<u></u><u></u></p>
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<p class="MsoNormal"><u></u> <u></u></p>
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<p class="MsoNormal">I have attached the mps file of a prototypical LP. When I read the file from the console and solve the problem using "clp maximize_infeasible.mps -max -dualsimplex", it returns "primal infeasible". I have found out that with some LPs like
the one attached, I just need to increase the dual tolerance, e.g. using "clp maximize_infeasible.mps -max -dualT 1.0 -dualsimplex". However, this does not always work.<u></u><u></u></p>
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<p class="MsoNormal"><u></u> <u></u></p>
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<p class="MsoNormal">Does anyone have an idea what is wrong here or what I have to do with my model to avoid this behavior?<u></u><u></u></p>
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<p class="MsoNormal"><u></u> <u></u></p>
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<p class="MsoNormal">Best regards<u></u><u></u></p>
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<p class="MsoNormal">Nils<u></u><u></u></p>
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<p class="MsoNormal"><br clear="all">
<u></u><u></u></p>
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<p class="MsoNormal"><u></u> <u></u></p>
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<p class="MsoNormal">-- <u></u><u></u></p>
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<p class="MsoNormal">Dr. Nils Löhndorf<u></u><u></u></p>
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<p class="MsoNormal">Institut für Produktionsmanagement<br>
Wirtschaftsuniversität Wien<br>
Nordbergstraße 15, 1090 Wien, Austria <u></u><u></u></p>
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<p class="MsoNormal"><a href="http://prodman.wu.ac.at" target="_blank">http://prodman.wu.ac.at</a><u></u><u></u></p>
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<p class="MsoNormal"><a href="tel:%2B43%201%2031336%205629" value="+431313365629" target="_blank">+43 1 31336 5629</a><u></u><u></u></p>
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<p class="MsoNormal"><a href="mailto:nils.loehndorf@wu.ac.at" target="_blank">nils.loehndorf@wu.ac.at</a><u></u><u></u></p>
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<p class="MsoNormal"><br>
<br>
<br>
<br>
<u></u><u></u></p>
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