<html>
<head>
<meta content="text/html; charset=windows-1252"
http-equiv="Content-Type">
</head>
<body bgcolor="#FFFFFF" text="#000000">
<div class="moz-cite-prefix">Jackson,<br>
<br>
The dual of the problem is easier to solve. So if I use the
dualize option barrier solves it quite quickly - BUT ...<br>
<br>
the crossover to a basic solution runs very slowly - it looks as
if there are some accuracy issues on dualized problem.<br>
<br>
If you don't crossover then the conversion back from dualized
problem complains. So I have modified in svn stable and trunk so
it doesn't complain.<br>
<br>
My options were fairly complicated (the last few commands are not
needed - I was just checking original model is fairly stable) -
the important commands are -dualize 1 -crossover off -barrier.
Time was under ten minutes - see attached file.<br>
<br>
John Forrest<br>
<br>
<br>
On 01/08/16 23:51, Jackson Christopher Gorham wrote:<br>
</div>
<blockquote
cite="mid:BN6PR02MB24183B99F99D4F6096D72F53C3040@BN6PR02MB2418.namprd02.prod.outlook.com"
type="cite">
<meta http-equiv="Context-Type" content="text/html;
charset=iso-8859-1">
<div id="divtagdefaultwrapper">
<div id="divtagdefaultwrapper">
<p>Cool, after modifying my code a bit (which changed the
constraint matrix and/or objective) and changing the Clp
solver to SolveType = 5, the LP now finishes for a smaller
instance of the problem pretty quickly. However, when I run
this on the somewhat larger instance I'd like to solve
(about 10x), the solver runs for at least 30 minutes on my
laptop without returning. I've attached a MPS format of the
input in case you'd like to inspect the actual problem being
solved (I needed to use a link as the file is too large to
email):<br>
<br>
<a moz-do-not-send="true"
href="https://drive.google.com/folderview?id=0BwHS4GE_zDgWeVhtWlhUNlhBaWM&usp=sharing"
class="OWAAutoLink" id="LPlnk905145" tabindex="-1"
disabled="true">https://drive.google.com/folderview?id=0BwHS4GE_zDgWeVhtWlhUNlhBaWM&usp=sharing</a><br>
<br>
PS: I've left all other options in the solver as their
defaults.</p>
</div>
<hr tabindex="-1" disabled="true">
<div id="divRplyFwdMsg" dir="ltr"><b>From:</b> Clp
<a class="moz-txt-link-rfc2396E" href="mailto:clp-bounces@coin-or.org"><clp-bounces@coin-or.org></a> on behalf of Jackson Gorham
<a class="moz-txt-link-rfc2396E" href="mailto:jacksongorham@gmail.com"><jacksongorham@gmail.com></a><br>
<b>Sent:</b> Tuesday, July 26, 2016 4:29:24 PM<br>
<b>To:</b> <a class="moz-txt-link-abbreviated" href="mailto:clp@list.coin-or.org">clp@list.coin-or.org</a><br>
<b>Subject:</b> [Clp] segfault error
<div> </div>
</div>
<div>
<div dir="ltr">
<div>Hello! My name is Jackson Gorham, and I've been using
the Clp solver to solve many linear programs which are
relevant to my research. Recently, I been trying to solve
some LPs and unfortunately Clp has been segfault'ing on
me. When I run the program with its most verbose logging
option, I see the following on stdout:</div>
<div><br>
</div>
<div>
<div>[Solving optimization program]</div>
<div>Clp0051I Range of diagonal values is 1e+12 to
0.00074793108</div>
<div>Clp0054I 241 variables killed this iteration</div>
<div>Clp0058I Steps - primal 0.99429773 ,dual 0.99516802 ,
mu 1.4472757e-15</div>
<div>Clp0035I 13 Primal 153.81162 Dual 153.81162
Complementarity 6.736505e-10 - 17621 fixed, rank 127312</div>
<div>Clp0036I Feasible - objective gap 1.6454072e-09</div>
<div>Clp0042I Optimal</div>
<div>Clp0046I At end primal/dual infeasibilities 0/0,
complementarity gap 0, objective 153.81162</div>
<div>Clp0033I Barrier took 92.20 seconds (total 92.32)</div>
<div>Clp0033I Crossover took 0.00 seconds (total 92.32)</div>
<div>Coin0511I After Postsolve, objective 153.81162,
infeasibilities - dual 0 (0), primal 0 (0)</div>
<div>Clp0032I Optimal objective 153.8116218 - 26
iterations time 92.332, Presolve 0.14</div>
<div>Coin0513I 1924 rows dropped after presolve pass 1</div>
<div>Coin0506I Presolve 409606 (-1924) rows, 49995 (-15)
columns and 1356796 (-11544) elements</div>
<div>Clp0033I Presolve took 0.32 seconds (total 0.32)</div>
<div>Clp0022I Absolute values of scaled rhs range from
0.005501532 to 7.9713658, minimum gap 1e+100</div>
<div>Clp0020I Absolute values of scaled objective range
from 1.6232495e-09 to 0.002555952</div>
<span>Clp0021I Absolute values of scaled bounds range from
1 to 1, minimum gap 2</span>
<div>6.83568e+08 elements in sparse Cholesky, flop count
3.77274e+14</div>
</div>
<div><br>
</div>
<div>which after hanging for a while is followed by this
getting printed to stderr:</div>
<div><br>
</div>
<div>
<div>signal (11): Segmentation fault</div>
<div>_ZN15ClpCholeskyBase9factorizeEPKdPi at
/home/jgorham/.julia/v0.4/Cbc/deps/usr/lib/libClp.so
(unknown line)</div>
<div>_ZN21ClpPredictorCorrector14createSolutionEv at
/home/jgorham/.julia/v0.4/Cbc/deps/usr/lib/libClp.so
(unknown line)</div>
<div>_ZN21ClpPredictorCorrector5solveEv at
/home/jgorham/.julia/v0.4/Cbc/deps/usr/lib/libClp.so
(unknown line)</div>
<div>_ZN10ClpSimplex12initialSolveER8ClpSolve at
/home/jgorham/.julia/v0.4/Cbc/deps/usr/lib/libClp.so
(unknown line)</div>
<div>initial_solve_with_options at
/home/jgorham/.julia/v0.4/Clp/src/ClpCInterface.jl:190</div>
<div>optimize! at
/home/jgorham/.julia/v0.4/Clp/src/ClpSolverInterface.jl:183</div>
<div>jlcall_optimize!_22590 at (unknown line)</div>
<div>jl_apply at /dev/shm/julia-0.4.0/src/gf.c:1711</div>
<div>solve at
/home/jgorham/.julia/v0.4/JuMP/src/solvers.jl:138</div>
<div>julia_solve_22484 at (unknown line)</div>
<div>jl_apply at /dev/shm/julia-0.4.0/src/gf.c:1711</div>
<div>affine_graph_discrepancy at util.jl:155</div>
<div>...</div>
<div>...</div>
<div>srun: error: sh-26-33: task 0: Segmentation fault</div>
</div>
<div><br>
</div>
<div>I suspect this is due to the fact that my constraint
matrix is badly conditioned... is that correct? If so, is
there anything I can do to improve the preconditioning
and/or get around this? Let me know if I can provide any
other information that might be useful here.</div>
<div><br>
</div>
<div>Thanks!</div>
<div>~jackson</div>
</div>
</div>
</div>
<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>
<p><br>
</p>
</body>
</html>