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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!<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";
color:#1F497D">Javad<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>
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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"> clp-bounces@list.coin-or.org [mailto:clp-bounces@list.coin-or.org]
<b>On Behalf Of </b>John Forrest<br>
<b>Sent:</b> Thursday, June 21, 2012 10:57 AM<br>
<b>To:</b> clp@list.coin-or.org<br>
<b>Subject:</b> Re: [Clp] CLP finds feasible model infeasible<o:p></o:p></span></p>
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<p class="MsoNormal"><o:p> </o:p></p>
<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: <o:p></o:p></p>
<p class="MsoNormal">Dear CLP mailing list members, <o:p></o:p></p>
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<p class="MsoNormal"><o:p> </o:p></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.<o:p></o:p></p>
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<p class="MsoNormal"><o:p> </o:p></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.<o:p></o:p></p>
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<p class="MsoNormal"><o:p> </o:p></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?<o:p></o:p></p>
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<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal">Best regards<o:p></o:p></p>
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<p class="MsoNormal">Nils<o:p></o:p></p>
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<p class="MsoNormal"><br clear="all">
<o:p></o:p></p>
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<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal">-- <o:p></o:p></p>
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<p class="MsoNormal">Dr. Nils Löhndorf<o:p></o:p></p>
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<p class="MsoNormal">Institut für Produktionsmanagement<br>
Wirtschaftsuniversität Wien<br>
Nordbergstraße 15, 1090 Wien, Austria <o:p></o:p></p>
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<p class="MsoNormal"><a href="http://prodman.wu.ac.at" target="_blank">http://prodman.wu.ac.at</a><o:p></o:p></p>
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<p class="MsoNormal">+43 1 31336 5629<o:p></o:p></p>
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<p class="MsoNormal"><a href="mailto:nils.loehndorf@wu.ac.at" target="_blank">nils.loehndorf@wu.ac.at</a><o:p></o:p></p>
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<p class="MsoNormal"><br>
<br>
<br>
<br>
<o:p></o:p></p>
<pre>_______________________________________________<o:p></o:p></pre>
<pre>Clp mailing list<o:p></o:p></pre>
<pre><a href="mailto:Clp@list.coin-or.org">Clp@list.coin-or.org</a><o:p></o:p></pre>
<pre><a href="http://list.coin-or.org/mailman/listinfo/clp">http://list.coin-or.org/mailman/listinfo/clp</a><o:p></o:p></pre>
<p class="MsoNormal"><o:p> </o:p></p>
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