<html>
<head>
<meta content="text/html; charset=ISO-8859-1"
http-equiv="Content-Type">
</head>
<body bgcolor="#FFFFFF" text="#000000">
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:
<blockquote
cite="mid:CAHbbziTwMNWB7sC=-Hf268tfEtoVdhLMtofbHVUYXUd5w=XUgQ@mail.gmail.com"
type="cite">Dear CLP mailing list members,
<div><br>
</div>
<div>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.</div>
<div><br>
</div>
<div>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.</div>
<div><br>
</div>
<div>Does anyone have an idea what is wrong here or what I have to
do with my model to avoid this behavior?</div>
<div><br>
</div>
<div>Best regards</div>
<div>Nils</div>
<br clear="all">
<div><br>
</div>
-- <br>
<div>
Dr. Nils Löhndorf</div>
<div>Institut für Produktionsmanagement<br>
Wirtschaftsuniversität Wien<br>
Nordbergstraße 15, 1090 Wien, Austria
<div><a moz-do-not-send="true" href="http://prodman.wu.ac.at"
target="_blank">http://prodman.wu.ac.at</a></div>
<div>+43 1 31336 5629</div>
<div><a moz-do-not-send="true"
href="mailto:nils.loehndorf@wu.ac.at" target="_blank">nils.loehndorf@wu.ac.at</a></div>
</div>
<br>
<br>
<fieldset class="mimeAttachmentHeader"></fieldset>
<br>
<pre wrap="">_______________________________________________
Clp mailing list
<a class="moz-txt-link-abbreviated" href="mailto:Clp@list.coin-or.org">Clp@list.coin-or.org</a>
<a class="moz-txt-link-freetext" href="http://list.coin-or.org/mailman/listinfo/clp">http://list.coin-or.org/mailman/listinfo/clp</a>
</pre>
</blockquote>
<br>
</body>
</html>