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<div class="moz-cite-prefix">Dave,<br>
<br>
I managed to get values of inf but code was quite happy - what
compiler options were you using?<br>
<br>
If you checkout latest stable, it should be fixed - simply changed
those default initializations to COIN_DBL_MAX*1.0e-50 in
ClpSolve.cpp<br>
<br>
John Forrest<br>
<br>
On 05/01/17 13:10, Elwood, Dave wrote:<br>
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<p class="MsoNormal">Hi,<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal" style="text-autospace:none">I am using Clp
1.6.10 and getting a floating point overflow exception at
ClpSimplexPrimal.cpp line 1244 when calling Clp_dual (C
interface) with ifValuesPass = 0 and the problem given below.<o:p></o:p></p>
<p class="MsoNormal" style="text-autospace:none"><o:p> </o:p></p>
<p class="MsoNormal" style="text-autospace:none">Just prior to
line 1244 of ClpSimplexPrimal.cpp the variables lastInf,
lastInf3, thisInf, thisObj, lastObj, and lastObj3 are all set
to 1.7976931348623157e+308 (the value of COIN_DBL_MAX) via
calls to progress->lastInfeasibility(…) and
progress->lastObjective(…).<o:p></o:p></p>
<p class="MsoNormal" style="text-autospace:none"><o:p> </o:p></p>
<p class="MsoNormal" style="text-autospace:none">Floating point
overflows then occur in the three lines of the form:<o:p></o:p></p>
<p class="MsoNormal"> thisObj += infeasibilityCost_ * 2.0 *
thisInf; (line 1239 – where infeasibilityCost_ =
10000000000.000000)<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal" style="text-autospace:none">This problem is
infeasible and the two rows of constraints are almost linearly
dependent. Presumably this is causing the dual solution to
fail (line 5592 “problemStatus_ = 10;” of ClpSimplexDual.cpp
is hit), and the primal code to be tried. I’ve previously
used Clp to successfully solve similar problems where the
constraint matrix has linearly dependent rows, this is the
first time I’ve had any problem.<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">Any help would be appreciated. Thanks.<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">Dave<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">The simplest problem I’ve found (derived
from a larger problem) that causes this overflow is:<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">numcols = 5<o:p></o:p></p>
<p class="MsoNormal">numrows = 2<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">
collb
colub
obj Row 1
constraint Row 2 constraint<o:p></o:p></p>
<p class="MsoNormal">0.000000000000000e+000
2.499999478459358e-003 6.750000119209290e-001
1.758912086486816e+000 -2.412456832826138e-002<o:p></o:p></p>
<p class="MsoNormal">0.000000000000000e+000
2.499997615814209e-003 6.750000119209290e-001
-1.758912086486816e+000 2.412456832826138e-002<o:p></o:p></p>
<p class="MsoNormal">0.000000000000000e+000
2.500001341104507e-003 6.750000119209290e-001
1.639305591583252e+000 -2.248409017920494e-002<o:p></o:p></p>
<p class="MsoNormal">0.000000000000000e+000
2.500001341104507e-003 6.750000119209290e-001
-1.639305591583252e+000 2.248409017920494e-002<o:p></o:p></p>
<p class="MsoNormal">0.000000000000000e+000
2.499997615814209e-003 6.750000119209290e-001
2.748087310791016e+001 -3.769172132015228e-001<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">
rowlb
rowub<o:p></o:p></p>
<p class="MsoNormal">1.352944225072861e-002
6.439730748534203e-001<o:p></o:p></p>
<p class="MsoNormal">8.794582739938051e-003
9.814968082355335e-002<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
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