Hi Jonas,<br><br>if I am not wrong:<br>I think, you have go to set CPX_PARAM_BAROBJRNG to some thing larger than 1e20. <br>Also, be sure that your primal or dual are not actually unbounded.<br><br><br>regards,<br><br><div class="gmail_quote">
On Sat, Jan 8, 2011 at 2:35 AM, <span dir="ltr"><<a href="mailto:dip-request@list.coin-or.org">dip-request@list.coin-or.org</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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Today's Topics:<br>
<br>
1. Re: Dip Digest, Vol 8, Issue 9 (Jonas Christoffer Villumsen)<br>
2. Solving master problems using interior point method<br>
(Jonas Christoffer Villumsen)<br>
<br>
<br>
----------------------------------------------------------------------<br>
<br>
Message: 1<br>
Date: Fri, 31 Dec 2010 00:41:37 +0100<br>
From: Jonas Christoffer Villumsen <<a href="mailto:jcvi@man.dtu.dk">jcvi@man.dtu.dk</a>><br>
Subject: Re: [Dip] Dip Digest, Vol 8, Issue 9<br>
To: Matthew Galati <<a href="mailto:matthew.galati@gmail.com">matthew.galati@gmail.com</a>><br>
Cc: "<a href="mailto:dip@list.coin-or.org">dip@list.coin-or.org</a>" <<a href="mailto:dip@list.coin-or.org">dip@list.coin-or.org</a>>, Shahin Gelareh<br>
<<a href="mailto:shahin.gelareh@gmail.com">shahin.gelareh@gmail.com</a>><br>
Message-ID:<br>
<<a href="mailto:D1098F5B0816804F870334AA52B65F510132B5BCAE71@WINEXCHANGE1.win.dtu.dk">D1098F5B0816804F870334AA52B65F510132B5BCAE71@WINEXCHANGE1.win.dtu.dk</a>><br>
Content-Type: text/plain; charset="us-ascii"<br>
<br>
Logs for for first and second run attached. Thank you for your assistance.<br>
<br>
firstrun.txt 1) has<br>
<br>
__DECOMP_LP_CPX__<br>
<br>
__DECOMP_IP_CPX__<br>
<br>
secondrun.txt 2) has<br>
<br>
<br>
__DECOMP_LP_CLP__<br>
<br>
__DECOMP_IP_CPX__<br>
<br>
<br>
<br>
From: Matthew Galati [mailto:<a href="mailto:matthew.galati@gmail.com">matthew.galati@gmail.com</a>]<br>
Sent: 30. december 2010 03:33<br>
To: Jonas Christoffer Villumsen<br>
Cc: Shahin Gelareh; <a href="mailto:dip@list.coin-or.org">dip@list.coin-or.org</a><br>
Subject: Re: [Dip] Dip Digest, Vol 8, Issue 9<br>
<br>
<br>
I have tried different settings<br>
<br>
1)<br>
<br>
__DECOMP_LP_CPX__<br>
<br>
__DECOMP_IP_CPX__<br>
<br>
Gives a range constraint error.<br>
<br>
<br>
Can you post the error log?<br>
<br>
COIN Exception [ Range constraints are not yet supported. Please break up your range constraints into two constraints. ] at ..\..\..\..\src\DecompAlgo.cpp:L1170 in DecompAlgo:<br>
:masterMatrixAddArtCols<br>
<br>
<br>
<br>
<br>
2)<br>
<br>
__DECOMP_LP_CLP__<br>
<br>
__DECOMP_IP_CPX__<br>
<br>
No error.<br>
<br>
In either case, however, It doesn't seem to be using CPLEX.<br>
<br>
<br>
Turn up the log levels and post the log (or just send it to me directly).<br>
<br>
In the parameter file, use<br>
<br>
[DECOMP]<br>
LogLpLevel = 1<br>
LogDebugLevel = 3<br>
LogLevel = 3<br>
<br>
<br>
<br>
<br>
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<br>
Message: 2<br>
Date: Wed, 5 Jan 2011 10:12:02 +0100<br>
From: Jonas Christoffer Villumsen <<a href="mailto:jcvi@man.dtu.dk">jcvi@man.dtu.dk</a>><br>
Subject: [Dip] Solving master problems using interior point method<br>
To: Matthew Galati <<a href="mailto:matthew.galati@gmail.com">matthew.galati@gmail.com</a>><br>
Cc: "<a href="mailto:dip@list.coin-or.org">dip@list.coin-or.org</a>" <<a href="mailto:dip@list.coin-or.org">dip@list.coin-or.org</a>><br>
Message-ID:<br>
<<a href="mailto:D1098F5B0816804F870334AA52B65F510132B5DF0E4D@WINEXCHANGE1.win.dtu.dk">D1098F5B0816804F870334AA52B65F510132B5DF0E4D@WINEXCHANGE1.win.dtu.dk</a>><br>
Content-Type: text/plain; charset="us-ascii"<br>
<br>
Hi all,<br>
<br>
Does anyone have experience solving master problems with an interior point method?<br>
<br>
There is a parameter SolveMasterUpdateAlgo that can be set to 2 (barrier), but this doesn't seem to have an effect.<br>
<br>
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.<br>
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?<br>
<br>
Thanks,<br>
Jonas<br>
<br>
D-ALGO : 4.35 [CPU: 4.37 ] <--- solutionUpdate() --------<br>
Tried aggregator 1 time.<br>
CPX0000 Tried aggregator 1 time.<br>
LP Presolve eliminated 43 rows and 53 columns.<br>
CPX0000 LP Presolve eliminated 43 rows and 53 columns.<br>
Reduced LP has 36 rows, 44 columns, and 76 nonzeros.<br>
CPX0000 Reduced LP has 36 rows, 44 columns, and 76 nonzeros.<br>
Presolve time = 0.02 sec.<br>
CPX0000 Presolve time = 0.02 sec.<br>
Parallel mode: using up to 2 threads for barrier.<br>
CPX0000 Parallel mode: using up to 2 threads for barrier.<br>
Number of nonzeros in lower triangle of A*A'CPX0000 Number of nonzeros in<br>
lower triangle of<br>
= 144<br>
CPX0000 Number of nonzeros in lower triangle oCPX0000 A*A'<br>
Using Approximate Minimum Degree ordering<br>
CPX0000 Using Approximate Minimum Degree ordering<br>
Total time for automaticCPX0000 Total time for<br>
ordering = 0.00 sec.<br>
CPX0000 Total time foCPX0000 automatic<br>
Summary statistics for Cholesky factor:<br>
CPX0000 Summary statistics for Cholesky factor:<br>
Threads = 2<br>
CPX0000 Threads = 2<br>
Rows in Factor = 36<br>
CPX0000 Rows in Factor = 36<br>
Integer space required = 36<br>
CPX0000 Integer space required = 36<br>
Total non-zeros in factor = 180<br>
CPX0000 Total non-zeros in factor = 180<br>
Total FP ops to factor = 1140<br>
CPX0000 Total FP ops to factor = 1140<br>
Itn Primal Obj Dual Obj Prim Inf Upper Inf Dual Inf<br>
CPX0000 Itn Primal Obj Dual Obj Prim Inf Upper Inf Dual Inf<br>
0 1.2727273e+021 4.0000000e+000 1.75e+021 0.00e+000 1.12e+002<br>
CPX0000 0 1.2727273e+021 4.0000000e+000 1.75e+021 0.00e+000 1.12e+002<br>
1 5.9609448e+020 5.6913266e+020 3.93e+005 0.00e+000 1.99e+001<br>
CPX0000 1 5.9609448e+020 5.6913266e+020 3.93e+005 0.00e+000 1.99e+001<br>
Barrier limit on dual objective exceeded.<br>
CPX0000 Barrier limit on dual objective exceeded.<br>
Infeasible barrier solution (dependent on objective limit).<br>
CPX0000 Infeasible barrier solution (dependent on objective limit).<br>
<br>
Total real time on 2 threads = 0.09 sec.<br>
CPX0000<br>
CPX0000 Total real time on 2 threads = 0.09 sec.<br>
Solution update n_cols:97 n_rows: 79 n_iter: 0 time:<br>
0.109<br>
Iteration Count : 0<br>
isAbandoned() : 0<br>
isProvenOptimal() : 0<br>
isProvenPrimalInfeasible() : 0<br>
isProvenDualInfeasible() : 0<br>
isPrimalObjectiveLimitReached : 0<br>
isDualObjectiveLimitReached : 0<br>
isIterationLimitReached : 0<br>
Assertion failed: 0, file ..\..\..\..\src\DecompAlgo.cpp, line 2434<br>
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End of Dip Digest, Vol 9, Issue 3<br>
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