Hi,<div><br></div><div>I have created another model formulation that crashes. I have redefined the objective function and removed the buy/sell variables, which were a legacy from another more complex formulation. I have also tightened the bounds of futureValue, so the RHS value have become a lot smaller. </div>
<div><br></div><div>This formulation behaves a lot better, but CLP still crashes. I suppose it must be a numerical problem, because it works when I set the coefficient of reservoir_0_23 in auto_constraint_49 to 0.0 instead of -1.10468e-12. Also, turning off scaling helps. Is there some rule of thumb that I can safely round a model coefficient to zero, as it would be treated as zero by the optimizer anyways?</div>
<div><br></div><div>Thanks. Nils</div><div><br></div><div><br></div><div><br></div><div><div class="gmail_quote">On Thu, Jun 21, 2012 at 7:46 PM, Bo Jensen <span dir="ltr"><<a href="mailto:jensen.bo@gmail.com" target="_blank">jensen.bo@gmail.com</a>></span> wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">Reposting this reply, since it bounced on my other email address, sorry for the double posting if it went through :<br>
<br>Nils,John,<div><br></div><div>The two numbers are probably exactly equal
in your running application, you loose precision on negative number
writing the file because it makes room for the - sign. I have debugged
these issues before, where a linear dependency checker failed because of
this. I hope the file is not written with our software, because I think
they should have equal precision no matter the sign :-)</div><br><br><div class="gmail_quote"><div class="im">On Thu, Jun 21, 2012 at 5:56 PM, John Forrest <span dir="ltr"><<a href="mailto:john.forrest@fastercoin.com" target="_blank">john.forrest@fastercoin.com</a>></span> wrote:<br>
</div><div><div class="h5"><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
<div 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<div><div><br>
On 21/06/12 15:49, Nils Löhndorf wrote:
</div></div><blockquote type="cite"><div><div>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><a href="tel:%2B43%201%2031336%205629" value="+431313365629" target="_blank">+43 1 31336 5629</a></div>
<div><a href="mailto:nils.loehndorf@wu.ac.at" target="_blank">nils.loehndorf@wu.ac.at</a></div>
</div>
<br>
<br>
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