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<p class="MsoNormal">John,<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">This fixes the problem for me, thanks.<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">Our code sets up signal handlers at run time to trap floating point “errors”, rather than using compiler flags.<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">Do you expect to issue a new release of Clp, 1.16.11 or something, in the next few months?<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"><o:p> </o:p></p>
<pre>From john.forrest at fastercoin.com Thu Jan 5 11:47:49 2017<o:p></o:p></pre>
<pre>From: john.forrest at fastercoin.com (John Forrest)<o:p></o:p></pre>
<pre>Date: Thu, 5 Jan 2017 16:47:49 +0000<o:p></o:p></pre>
<pre>Subject: [Clp] Clp floating point overflow exception<o:p></o:p></pre>
<pre>In-Reply-To: <b4e3417693df48fcbd9467cb4028d097@EXCMN203v.osii.com><o:p></o:p></pre>
<pre>References: <b4e3417693df48fcbd9467cb4028d097@EXCMN203v.osii.com><o:p></o:p></pre>
<pre>Message-ID: <cdb5a112-d5ec-f8cb-d33f-fa689585d1ac@fastercoin.com><o:p></o:p></pre>
<pre><o:p> </o:p></pre>
<pre>Dave,<o:p></o:p></pre>
<pre><o:p> </o:p></pre>
<pre>I managed to get values of inf but code was quite happy - what compiler <o:p></o:p></pre>
<pre>options were you using?<o:p></o:p></pre>
<pre><o:p> </o:p></pre>
<pre>If you checkout latest stable, it should be fixed - simply changed those <o:p></o:p></pre>
<pre>default initializations to COIN_DBL_MAX*1.0e-50 in ClpSolve.cpp<o:p></o:p></pre>
<pre><o:p> </o:p></pre>
<pre>John Forrest<o:p></o:p></pre>
<pre><o:p> </o:p></pre>
<pre>On 05/01/17 13:10, Elwood, Dave wrote:<o:p></o:p></pre>
<pre>><i><o:p> </o:p></i></pre>
<pre>><i> Hi,<o:p></o:p></i></pre>
<pre>><i><o:p> </o:p></i></pre>
<pre>><i> I am using Clp 1.6.10 and getting a floating point overflow exception <o:p></o:p></i></pre>
<pre>><i> at ClpSimplexPrimal.cpp line 1244 when calling Clp_dual (C interface) <o:p></o:p></i></pre>
<pre>><i> with ifValuesPass = 0 and the problem given below.<o:p></o:p></i></pre>
<pre>><i><o:p> </o:p></i></pre>
<pre>><i> Just prior to line 1244 of ClpSimplexPrimal.cpp the variables lastInf, <o:p></o:p></i></pre>
<pre>><i> lastInf3, thisInf, thisObj, lastObj, and lastObj3 are all set to <o:p></o:p></i></pre>
<pre>><i> 1.7976931348623157e+308 (the value of COIN_DBL_MAX) via calls to <o:p></o:p></i></pre>
<pre>><i> progress->lastInfeasibility(…) and progress->lastObjective(…).<o:p></o:p></i></pre>
<pre>><i><o:p> </o:p></i></pre>
<pre>><i> Floating point overflows then occur in the three lines of the form:<o:p></o:p></i></pre>
<pre>><i><o:p> </o:p></i></pre>
<pre>><i> thisObj += infeasibilityCost_ * 2.0 * thisInf; (line <o:p></o:p></i></pre>
<pre>><i> 1239 – where infeasibilityCost_ = 10000000000.000000)<o:p></o:p></i></pre>
<pre>><i><o:p> </o:p></i></pre>
<pre>><i> This problem is infeasible and the two rows of constraints are almost <o:p></o:p></i></pre>
<pre>><i> linearly dependent. Presumably this is causing the dual solution to <o:p></o:p></i></pre>
<pre>><i> fail (line 5592 “problemStatus_ = 10;” of ClpSimplexDual.cpp is hit), <o:p></o:p></i></pre>
<pre>><i> and the primal code to be tried. I’ve previously used Clp to <o:p></o:p></i></pre>
<pre>><i> successfully solve similar problems where the constraint matrix has <o:p></o:p></i></pre>
<pre>><i> linearly dependent rows, this is the first time I’ve had any problem.<o:p></o:p></i></pre>
<pre>><i><o:p> </o:p></i></pre>
<pre>><i> Any help would be appreciated. Thanks.<o:p></o:p></i></pre>
<pre>><i><o:p> </o:p></i></pre>
<pre>><i> Dave<o:p></o:p></i></pre>
<pre>><i><o:p> </o:p></i></pre>
<p class="MsoNormal"><o:p> </o:p></p>
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<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>
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