This reminds me of an issue I found when I tried this a while back.<br><br>CC'ing OSI list.<br><br>OSI does not seem to support interior point solvers. For example, there is no OsiDoInteriorInResolve option, or anything like that.<br>
<br>OSI folks - if I want to invoke an interior solver of Cpx or Clp, for example, how do I do it?<br><br>Matt<br><br><br><br><br><br><br><div class="gmail_quote">On Wed, Jan 5, 2011 at 4:12 AM, Jonas Christoffer Villumsen <span dir="ltr"><<a href="mailto:jcvi@man.dtu.dk">jcvi@man.dtu.dk</a>></span> wrote:<br>
<blockquote class="gmail_quote" style="margin: 0pt 0pt 0pt 0.8ex; border-left: 1px solid rgb(204, 204, 204); padding-left: 1ex;">
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<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">Hi all,</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US"> </span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">Does anyone have experience solving master problems with an
interior point method?</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US"> </span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">There is a parameter SolveMasterUpdateAlgo that can be set to 2
(barrier), but this doesn’t seem to have an effect.</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US"> </span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">In DecompAlgo.cpp I tried to set DO_INTERIOR. I managed to
get it to run, but it terminates with an assertion failure – saying that Barrier
limit on dual objective exceeded.</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">I have pasted some of the log below (full log attached). I
guess the barrier algorithm doesn’t find a feasible solution (within the
set limit), and the infeasible state is not set properly (as stated in the
comments of the code). Is this the case? And if so any ideas how to come by
that?</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US"> </span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">Thanks,</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">Jonas</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US"> </span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">D-ALGO : 4.35 [CPU:
4.37 ] <--- solutionUpdate() --------</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">Tried aggregator 1 time.</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">CPX0000 Tried aggregator 1 time.</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">LP Presolve eliminated 43 rows and 53 columns.</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">CPX0000 LP Presolve eliminated 43 rows and 53 columns.</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">Reduced LP has 36 rows, 44 columns, and 76 nonzeros.</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">CPX0000 Reduced LP has 36 rows, 44 columns, and 76
nonzeros.</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">Presolve time = 0.02 sec.</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">CPX0000 Presolve time = 0.02 sec.</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">Parallel mode: using up to 2 threads for barrier.</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">CPX0000 Parallel mode: using up to 2 threads for barrier.</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">Number of nonzeros in lower triangle of A*A'CPX0000 Number
of nonzeros in </span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US"></span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">lower triangle of</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US"> = 144</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">CPX0000 Number of nonzeros in lower triangle
oCPX0000 A*A'</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">Using Approximate Minimum Degree ordering</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">CPX0000 Using Approximate Minimum Degree ordering</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">Total time for automaticCPX0000 Total time for</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US"> ordering = 0.00 sec.</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">CPX0000 Total time foCPX0000 automatic</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">Summary statistics for Cholesky factor:</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">CPX0000 Summary statistics for Cholesky factor:</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">
Threads
= 2</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">CPX0000
Threads
= 2</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US"> Rows in
Factor = 36</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">CPX0000 Rows in
Factor = 36</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US"> Integer space required = 36</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">CPX0000 Integer space
required = 36</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US"> Total non-zeros in factor = 180</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">CPX0000 Total non-zeros in factor = 180</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US"> Total FP ops to factor = 1140</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">CPX0000 Total FP ops to
factor = 1140</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US"> Itn Primal
Obj Dual Obj Prim Inf Upper
Inf Dual Inf</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">CPX0000 Itn Primal
Obj Dual Obj Prim Inf Upper
Inf Dual Inf</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US"> 0 1.2727273e+021 4.0000000e+000
1.75e+021 0.00e+000 1.12e+002</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">CPX0000 0 1.2727273e+021
4.0000000e+000 1.75e+021 0.00e+000 1.12e+002</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US"> 1 5.9609448e+020 5.6913266e+020
3.93e+005 0.00e+000 1.99e+001</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">CPX0000 1 5.9609448e+020
5.6913266e+020 3.93e+005 0.00e+000 1.99e+001</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US"> Barrier limit on dual objective exceeded.</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">CPX0000 Barrier limit on dual objective exceeded.</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US"> Infeasible barrier solution (dependent on objective
limit).</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">CPX0000 Infeasible barrier solution (dependent on
objective limit).</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US"> </span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">Total real time on 2 threads = 0.09 sec.</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">CPX0000</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">CPX0000 Total real time on 2 threads =
0.09 sec.</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">Solution update
n_cols:97 n_rows:
79 n_iter:
0 time: </span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US"></span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">0.109</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">Iteration Count :
0</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">isAbandoned()
: 0</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">isProvenOptimal()
: 0</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">isProvenPrimalInfeasible() : 0</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">isProvenDualInfeasible() : 0</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">isPrimalObjectiveLimitReached : 0</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">isDualObjectiveLimitReached : 0</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">isIterationLimitReached : 0</span></p>
<p class="MsoNormal"><span style="font-size: 11pt; color: rgb(31, 73, 125);" lang="EN-US">Assertion failed: 0, file ..\..\..\..\src\DecompAlgo.cpp, line
2434</span></p>
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