<html xmlns:v="urn:schemas-microsoft-com:vml" xmlns:o="urn:schemas-microsoft-com:office:office" xmlns:w="urn:schemas-microsoft-com:office:word" xmlns:m="http://schemas.microsoft.com/office/2004/12/omml" xmlns="http://www.w3.org/TR/REC-html40">
<head>
<!-- Template generated by Exclaimer Mail Disclaimers on 08:58:03 Friday, 6 January 2017 -->
<meta http-equiv="Content-Type" content="text/html; charset=utf-8">
<style type="text/css">P.e55d15ef-e033-4ba6-b356-aa29e5d031d4 {
MARGIN: 0cm 0cm 0pt
}
LI.e55d15ef-e033-4ba6-b356-aa29e5d031d4 {
MARGIN: 0cm 0cm 0pt
}
DIV.e55d15ef-e033-4ba6-b356-aa29e5d031d4 {
MARGIN: 0cm 0cm 0pt
}
TABLE.e55d15ef-e033-4ba6-b356-aa29e5d031d4Table {
MARGIN: 0cm 0cm 0pt
}
DIV.Section1 {
page: Section1
}
</style>
<meta name="Generator" content="Microsoft Word 15 (filtered medium)">
<style><!--
/* Font Definitions */
@font-face
{font-family:"Cambria Math";
panose-1:2 4 5 3 5 4 6 3 2 4;}
@font-face
{font-family:Calibri;
panose-1:2 15 5 2 2 2 4 3 2 4;}
/* Style Definitions */
p.MsoNormal, li.MsoNormal, div.MsoNormal
{margin:0in;
margin-bottom:.0001pt;
font-size:11.0pt;
font-family:"Calibri",sans-serif;}
a:link, span.MsoHyperlink
{mso-style-priority:99;
color:#0563C1;
text-decoration:underline;}
a:visited, span.MsoHyperlinkFollowed
{mso-style-priority:99;
color:#954F72;
text-decoration:underline;}
span.EmailStyle17
{mso-style-type:personal-compose;
font-family:"Calibri",sans-serif;
color:windowtext;}
.MsoChpDefault
{mso-style-type:export-only;
font-size:10.0pt;
font-family:"Calibri",sans-serif;}
@page WordSection1
{size:8.5in 11.0in;
margin:1.0in 1.0in 1.0in 1.0in;}
div.WordSection1
{page:WordSection1;}
--></style><!--[if gte mso 9]><xml>
<o:shapedefaults v:ext="edit" spidmax="1026" />
</xml><![endif]--><!--[if gte mso 9]><xml>
<o:shapelayout v:ext="edit">
<o:idmap v:ext="edit" data="1" />
</o:shapelayout></xml><![endif]-->
</head>
<body lang="EN-US" link="#0563C1" vlink="#954F72">
<div class="WordSection1">
<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>
</div>
<br>
<br>
<img id="IMG1" border="0" src="cid:imagebdb08d.GIF@9fbe85b8.46b517f3" width="179" height="47"><br>
<br>
<table class="e55d15ef-e033-4ba6-b356-aa29e5d031d4Table" style="BORDER-COLLAPSE: collapse" cellspacing="0" cols="1" cellpadding="0" border="0">
<tbody>
<tr>
<td style="FONT-SIZE: 7.5pt; FONT-FAMILY: Arial; COLOR: #7d7d7d; PADDING-LEFT: 50px" nowrap="">
<span style="font-family:Arial; font-size:x-small; color: #808080; font-weight: bold; ">Dave</span><strong><font color="#808080" size="3"> </font></strong><span style="font-family:Arial; font-size:x-small; color: #808080; font-weight: bold; ">Elwood</span><br>
<span style="font-family:Arial; font-size:xx-small; color: #666666; "></span><span style="font-family:Arial; font-size:xx-small; color: #666666; ">Power Systems Development</span><br>
<br>
<font color="#666666">4101 Arrowhead Drive<br>
Medina, Minnesota 55340-9457<br>
Phone: 763 551 0559<br>
</font><span style="color: #666666; "></span><span style="color: #666666; "></span><font color="#666666">Fax: 763 551 0750<br>
<strong>Email:</strong></font><strong> </strong><span style="font-weight: bold; "><span style="font-weight: bold; "><a href="mailto:dave.elwood@osii.com" title="Click to send email to Elwood, Dave" target=""><span style="font-weight: bold; ">dave.elwood@osii.com</span></a></span></span><br>
<strong><font color="#666666">Website:</font> </strong><a href="http://www.osii.com"><strong>www.osii.com</strong></a></td>
</tr>
</tbody>
</table>
<br>
</body>
</html>