[Dip] problem with master-only constraints
Shahin Gelareh
shahin.gelareh at gmail.com
Wed Oct 10 01:21:40 EDT 2012
Hello
I have got a set of master-only variables which are not appearing in the
objective function and are continuous in [0, DecomInf].
I do not use DECOMP_MASTERONLY_DIRECT because it becomes more complicated
and not much documentation I could find on it.
To make debugging easier, I add only one of those constraints which looks
like this (in fact only this constraint appears in subproblem to facilitate
debugging).
\sum Wi Y_i (binaries) + eta[0] (the master-only ) = B[0]
even I removed all constraints on Y_i s (in master and subproblem) such
that they take zero in any optimal solution. therefore, when solving a
subproblem I am kinda sure that they do not appear by non-zero values.
I use cplex as LP and IP solvers.
I always get the following error:
------------------------
Process Node 0 (algo = PRICE_AND_CUT, phaseLast = PHASE_UNKNOWN) gLB = -INF
gUB = INF gap = INF time = 13.398
phase = PHASE_PRICE1
Point violates row 0 -> [B](0) LB= 2604.0000000 ax= 0.0000000 UB=
2604.0000000 RelViol= 2604.0000000
Assertion failed: isFeas, file ..\..\..\..\src\DecompAlgo.cpp, line 6982
------------------------
Apparently the variable always takes zero because I know B[0]=2604.
When I check the exported lp file
(PRICE_AND_CUT_subProb_relax0.n0.c0.p0.b0) of subproblem I can see " 0 <=
eta(0) <= 0".
I do not see any LP file of Dummy blocks of master-only being exported such
that I can see the bounds on the eta(0).
I wonder why I get such an error while I set the bounds on this variable to
0 and Decompinf, explicitly.
I do appreciate your comments and suggestions.
I paste the log here.
MPHT-APP: 0.18 [CPU: 0.183 ] <--- createModels() ----------
MPHT-APP: 1.2 [CPU: 1.2 ] <--- createModelCore() -------
MPHT-APP: 3.5 [CPU: 3.506 ] --- createModelCore() -------> funcT =
2.3
MPHT-APP: 3.73 [CPU: 3.73 ] <--- createModelRelax() ------
MPHT-APP: 7.69 [CPU: 7.698 ] --- createModelRelax() ------> funcT =
3.96
Create model part Master-Only.
nCols =
nMasterOnlyCols = 3
MPHT-APP: 7.93 [CPU: 7.93 ] --- createModels() ----------> funcT =
7.75
MPHT-APP: 7.93 [CPU: 7.935 ] --- initializeApp() ---------> funcT =
7.86
Initial Algo Setup (algo = PRICE_AND_CUT)
========================================================
DECOMP PARAMETER SETTINGS
PRICE_AND_CUT LogLevel 3
PRICE_AND_CUT LogDebugLevel 0
PRICE_AND_CUT LogLpLevel 0
PRICE_AND_CUT LogDumpModel 2
PRICE_AND_CUT LogObjHistory 0
PRICE_AND_CUT LimitInitVars 5
PRICE_AND_CUT DebugLevel 3
PRICE_AND_CUT TolZero 1e-006
PRICE_AND_CUT LimitTotalCutIters 2147483647
PRICE_AND_CUT LimitTotalPriceIters 2147483647
PRICE_AND_CUT LimitRoundCutIters 2147483647
PRICE_AND_CUT LimitRoundPriceIters 2147483647
PRICE_AND_CUT LimitTime 1e+021
PRICE_AND_CUT LimitNodes 2147483647
PRICE_AND_CUT TailoffLength 10
PRICE_AND_CUT TailoffPercent 0.1
PRICE_AND_CUT MasterGapLimit 1e-006
PRICE_AND_CUT PCStrategy 0
PRICE_AND_CUT CompressColumns 1
PRICE_AND_CUT CompressColumnsIterFreq 2
PRICE_AND_CUT CompressColumnsSizeMultLimit1.2
PRICE_AND_CUT CompressColumnsMasterGapStart0.2
PRICE_AND_CUT CutDC 0
PRICE_AND_CUT CutCGL 1
PRICE_AND_CUT CutCglKnapC 1
PRICE_AND_CUT CutCglFlowC 1
PRICE_AND_CUT CutCglMir 1
PRICE_AND_CUT CutCglClique 1
PRICE_AND_CUT CutCglOddHole 1
PRICE_AND_CUT CutCglGomory 0
PRICE_AND_CUT SubProbUseCutoff 0
PRICE_AND_CUT SubProbGapLimitExact 0.0001
PRICE_AND_CUT SubProbGapLimitInexact 0.1
PRICE_AND_CUT SubProbTimeLimitExact 1e+021
PRICE_AND_CUT SubProbTimeLimitInexact 1e+021
PRICE_AND_CUT SubProbNumThreads 1
PRICE_AND_CUT SubProbNumSolLimit 1
PRICE_AND_CUT SubProbSolverStartAlgo 0
PRICE_AND_CUT RoundRobinInterval 0
PRICE_AND_CUT RoundRobinStrategy 0
PRICE_AND_CUT SolveMasterAsIp 1
PRICE_AND_CUT SolveMasterAsIpFreqNode 1
PRICE_AND_CUT SolveMasterAsIpFreqPass 1000
PRICE_AND_CUT SolveMasterAsIpLimitTime 30
PRICE_AND_CUT SolveMasterAsIpLimitGap 0.05
PRICE_AND_CUT SolveMasterUpdateAlgo 2
PRICE_AND_CUT SolveRelaxAsIp 0
PRICE_AND_CUT InitVarsWithCutDC 0
PRICE_AND_CUT InitVarsWithIP 0
PRICE_AND_CUT InitVarsWithIPLimitTime 10
PRICE_AND_CUT InitCompactSolve 0
PRICE_AND_CUT DualStab 0
PRICE_AND_CUT DualStabAlpha 0.1
PRICE_AND_CUT BreakOutPartial 0
PRICE_AND_CUT BranchEnforceInSubProb 0
PRICE_AND_CUT BranchEnforceInMaster 1
PRICE_AND_CUT MasterConvexityLessThan 0
PRICE_AND_CUT ParallelColsLimit 1
PRICE_AND_CUT BranchStrongIter 0
PRICE_AND_CUT NumThreads 1
PRICE_AND_CUT DebugCheckBlocksColumns 1
========================================================
MPHT-APP: 8.41 [CPU: 8.41 ] <--- generateInitVars() ------
Model core nCols= 12588 nRows = 871
== Welcome to the Abstract Library for Parallel Search (ALPS)
== Copyright 2000-2011 Lehigh University and others
== All Rights Reserved.
== Distributed under the Eclipse Public License 1.0
== Version: Trunk (unstable)
== Build Date: Sep 17 2012
Alps0250I Starting search ...
Process Node 0 (algo = PRICE_AND_CUT, phaseLast = PHASE_UNKNOWN) gLB = -INF
gUB = INF gap = INF time = 13.398
phase = PHASE_PRICE1
Point violates row 0 -> [B](0) LB= 2604.0000000 ax= 0.0000000 UB=
2604.0000000 RelViol= 2604.0000000
Assertion failed: isFeas, file ..\..\..\..\src\DecompAlgo.cpp, line 6982
Press any key to continue . . .
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