[Cbc] Artificial variables

[Christos]

A lot of very useful info in one email! -many explanatory questions arise!

Look under your sentences.



On 10/8/2012 23:10, acw at ascent.com wrote:
> The problem is certainly infeasibility.  Unboundedness is simply not 
> possible if all the variables have bounds.  Here are some random ideas.
>
> If you can do it without modifying your code too painfully, you might 
> try selectively disabling constraints to find an infeasible set.
>
Because it is painful, i will try the other solutions first.
> I assume you have some integer variables.  If so, make sure that their 
> bounds all include at least one integer.  For instance, if X is an 
> integer, but 0.3 <= X <= 0.82, then the problem is infeasible because 
> there are no integers in that range.
>
I do not understand what do you mean "integer variables" as soon as i do 
not declare anywhere, i only pass the column and row bounds, the 
objective, the value, index, start matrices, and the number of rows and 
columns.

But there are no such bound in any of the variables. Some have equal 
bounds (0), i do not know if this is a problem. I doesn't seems to be..

> Look at your objective, and try removing the lower bounds on some 
> variables with positive coefficients, or the upper bounds on some with 
> negative coefficients.  This might give you a better idea of the 
> nature of the infeasibility.
All variables have positive coefficients and all have collb=0. I made 
them -infinity but the defect became bigger
>
> Remember that an infeasibility is a distributed issue; you cannot 
> attribute it to a single bound or constraint.  The best you can hope 
> for is to find a small subset of your bounds and constraints that is 
> still infeasible, but is simple enough to understand.
>
> You might want to try saving the problem as an MPS file (using 
> WriteMps), so that you can more easily modify the problem and make 
> your debug cycle simpler.
>
This would be really useful. How can i use it through C++?
As i mentioned C++ reads data from excel file, puts them in matrices, 
builds the model (ie the index, value, start, obj...) and calls the solver.
How can i make it write an .mps file? Do i need time to learn something 
like CBC?

Thank you

>
> From: 	Christos <chtsolak at gmail.com>
> To: 	acw at ascent.com
> Cc: 	Allan Wechsler <acw at robson.ascent.com>, "cbc at list.coin-or.org" 
> <cbc at list.coin-or.org>
> Date: 	08/10/2012 03:59 PM
> Subject: 	Re: [Cbc] Artificial variables
>
>
> ------------------------------------------------------------------------
>
>
>
> Thank you very much for you time and your valuable help.
>
> Yes, all the variables are bounded.. Some of them have equal low and 
> upper bounds. I tried by differing them, but the problem remains...
>
> I would try the option of limiting the objective but the code is too 
> complex to add a new constrain in a few hours.. (The model is 
> constructed in C++ by reading an excel file).
>
> So, i almost agree that the defect is infeasibility.
>
> Can you suggest any trick to find it while trying to limit the objective?
>
> Thank you very much.
>
>
> On 10/8/2012 20:06, _acw at ascent.com_ <mailto:acw at ascent.com>wrote:
> The objective is a linear combination of some set of variables.  Of 
> course I don't know what your objective function is, but let's call it F.
>
> Since this is a minimization problem, I propose adding one more 
> constraint to the problem, F >= -1e6.  If unboundedness is the 
> problem, the modified problem will solve with no trouble.
>
> In your first response, you mention variable bounds.  Do you have 
> bounds on all your variables?  If you do, then my analysis is probably 
> wrong and the difficulty is infeasibility rather than unboundedness.
>
> It should not be necessary to know any solver internals to figure out 
> what's wrong.
>
> From:	Christos _<chtsolak at gmail.com>_ <mailto:chtsolak at gmail.com>
> To:	_acw at ascent.com_ <mailto:acw at ascent.com>
> Cc:	_"cbc at list.coin-or.org"_ 
> <mailto:cbc at list.coin-or.org>_<cbc at list.coin-or.org>_ 
> <mailto:cbc at list.coin-or.org>, Allan Wechsler 
> _<acw at robson.ascent.com>_ <mailto:acw at robson.ascent.com>
> Date:	08/10/2012 12:37 PM
> Subject:	Re: [Cbc] Artificial variables
>
>
>
> ------------------------------------------------------------------------
>
>
>
> I forgot to mention that it is a minimization problem , so i do not 
> know if there is any point in limiting objective.
>
> Sorry for the double mail.
>
> On 10/8/2012 19:24, _acw at ascent.com_ <mailto:acw at ascent.com>wrote:
> No single constraint is responsible for an infeasibility.  Consider a 
> system with one variable, and two constraints, X >= 7 and X <= 4. 
>  This system is obviously infeasible, but which of the two constraints 
> is at fault?
>
> In your case I suspect that the problem is unbounded rather than 
> infeasible, because you have so few constraints and so many variables. 
>  Unless the problem has a very special structure, a problem with fewer 
> constraints than variables is likely to be unbounded.
>
> You can check this by adding a constraint that limits your objective 
> to, say, 1e6.  If the problem now solves, then unboundedness is almost 
> certainly your difficulty.
> From:	Christos _<chtsolak at gmail.com>_ <mailto:chtsolak at gmail.com>
> To:	_cbc at list.coin-or.org_ <mailto:cbc at list.coin-or.org>
> Date:	08/10/2012 09:32 AM
> Subject:	[Cbc] Artificial variables
>
>
>
>
> ------------------------------------------------------------------------
>
>
>
> Hi, i have a model with around 10000 variable and 1500 equations.
>
> But i get the messages on the photo when i run it:_
> __http://imageshack.us/photo/my-images/39/dascd.png/_
>
> Is there any way to use artificial variable or something else in order
> to find the problematic equation?
>
> Thank you in advance
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