[Dip] problem with master-only constraints

Matthew Galati matthew.galati at gmail.com
Wed Oct 10 07:40:16 EDT 2012


Please send me the code. I will debug it. 

Sent from my iPhone

On Oct 10, 2012, at 1:21 AM, Shahin Gelareh <shahin.gelareh at gmail.com> wrote:

> 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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