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 href="http://prodman.wu.ac.at" target="_blank">http://prodman.wu.ac.at</a></div>
<div>+43 1 31336 5629</div><div><a href="mailto:nils.loehndorf@wu.ac.at" target="_blank">nils.loehndorf@wu.ac.at</a></div></div><br>