[Cgl] cgl, cpx, mir, error

[Matthew Saltzman]

On Thu, 12 Apr 2007, Matthew Galati wrote:

> Matt: In this case, and in the design I was suggesting, there is no SI 
> at all. CGL is just an independent object that finds separating 
> hyperplanes for some real vector and some polyhedron (defined by a 
> matrix and rhs's).  So, yes, the user would have to calculate Ax* for 
> each new x* - if that is something the particular CGL needed (like in 
> the case of MIRs).
>
> Francois: As a temp fix, I agree that an empty Osi class might work. In 
> fact, for my case, I suppose I can derive my own OsiMyApp and have that 
> use the OsiXxx functions when possible and my own functions in other 
> places. This is ugly, but might be sufficient for now. Let me give it a 
> try. I'll get back to you.
>
> It sounds like there is not much motivation to do this wholesale. So, I 
> am fine with hacking something just for my purposes. Hopefully OSI2 will 
> fix some of these design issues in the future.

In any case, file a ticket on the OsiCpx issue you mentioned, so we have a 
record.  This isn't the only situation where CPLEX's idea of "has a 
solution" causes problems for OsiCpx.  If you want to file an RFE for an 
empty SI, feel free.  We'll need to think about its semantics a bit, and 
it would probably be better to discuss it on the ticket page.

Thanks.

>
> Thanks,
> Matt
>
>
>
>
>> -----Original Message-----
>> From: Matthew Saltzman [mailto:mjs at clemson.edu]
>> Sent: Thursday, April 12, 2007 4:41 AM
>> To: fmargot at andrew.cmu.edu
>> Cc: Matthew Galati; cgl
>> Subject: RE: [Cgl] cgl, cpx, mir, error
>>
>> On Thu, 12 Apr 2007 fmargot at andrew.cmu.edu wrote:
>>
>>>
>>> Matt:
>>>
>>> The simplest fix is to have the gentle and kind people at Osi to
>>> implement an "empty" solver interface class. That would get cheaply
>>> the solver independence we discussed a while back. This is only a
>>> temporary fix, as I was told that Osi2 has a concept identical to
>>> CglData. It seems thus a waste of time to convert Cgl to
>> have CglData
>>> and then to convert it again when Osi2 comes out.
>>>
>>> I know that you would like to have Cgl independent of Osi, but I am
>>> still not convinced that it is worth the work.
>>
>> In this particular case, it's not clear to me how independence helps.
>> Wouldn't you then be stuck with computing the matrix-vector
>> product, rather than being able to query the SI for the current value?
>>
>>
>>>
>>> Francois
>>>
>>>
>>>
>>> On Wed, 11 Apr 2007, Matthew Galati wrote:
>>>
>>>> Any suggestions on a workaround? I don't see any OSI functions for
>>>> setRowActivity.
>>>>
>>>> And, it doesn't look like the idea of making CGL
>> independent of OSI worked
>>>> out. Although I do see Francois added CglData - which
>> looks like what I
>>>> wanted. But, most of the CGLs are still using OSI.
>>>>
>>>>
>>>>
>>>> -----Original Message-----
>>>> From: Ted Ralphs [mailto:tkralphs at Lehigh.EDU]
>>>> Sent: Wednesday, April 11, 2007 5:07 PM
>>>> To: cgl at list.coin-or.org
>>>> Cc: Matthew Galati
>>>> Subject: Re: [Cgl] cgl, cpx, mir, error
>>>>
>>>> There is a call to getRowActivity() in
>> CglMixedIntegerRounding2. In OsiCpx,
>>>> this call is implemented through a call to CPLEX, which
>> complains that
>>>> there is no solution whenever you have not just finished
>> solving the loaded
>>>> instance (which it looks like you have not. The other cut
>> generators seem
>>>> only to use calls that require returning information cached in the
>>>> interface layer, so you don't get the error.
>>>>
>>>> Cheers,
>>>>
>>>> Ted
>>>>
>>>> Matthew Galati wrote:
>>>>> Hi.
>>>>>
>>>>> I am creating an OsiCpx object, populating a model,
>> setting the primal
>>>>> solution, and then calling the MIR cut generator.
>>>>>
>>>>> OsiSolverInterface * siCgl = new OsiLpSolverInterface();
>>>>>
>>>>>   siCgl->loadProblem(*m_modelCore->M,
>>>>>                        &m_modelCore->colLB[0],
>>>>>                        &m_modelCore->colUB[0],
>>>>>                        m_app->m_model.objCoeff,
>>>>>                        &m_modelCore->rowLB[0],
>>>>>                        &m_modelCore->rowUB[0]);
>>>>>
>>>>>    siCgl->setInteger(&m_modelRelax->integerVars[0],
>>>>>
>> static_cast<int>(m_modelRelax->integerVars.size()));
>>>>>    siCgl->setColSolution(m_xhat);
>>>>>
>>>>>    CglMixedIntegerRounding2 cglMirs;
>>>>>    cglMirs.generateCuts(*siCgl, cs);
>>>>>
>>>>> And, I get the error from Cplex:
>>>>>   CPLEX Error  1217: No solution exists.
>>>>>
>>>>> Note: I don't get that error with Cliques/Knap/Flow CGLs.
>>>>>
>>>>> Any ideas?
>>>>>
>>>>> Thanks,
>>>>> Matt
>>>>>
>>>>> _______________________________________________
>>>>> Cgl mailing list
>>>>> Cgl at list.coin-or.org
>>>>> http://list.coin-or.org/mailman/listinfo/cgl
>>>>
>>>>
>>>> --
>>>> Dr. Ted Ralphs
>>>> Associate Professor
>>>> Industrial and Systems Engineering
>>>> Lehigh University
>>>> (610)758-4784
>>>> tkralphs at lehigh.edu
>>>> www.lehigh.edu/~tkr2
>>>>
>>>>
>>>>
>>> _______________________________________________
>>> Cgl mailing list
>>> Cgl at list.coin-or.org
>>> http://list.coin-or.org/mailman/listinfo/cgl
>>>
>>
>> --
>>  		Matthew Saltzman
>>
>> Clemson University Math Sciences
>> mjs AT clemson DOT edu
>> http://www.math.clemson.edu/~mjs
>>
>

-- 
 		Matthew Saltzman

Clemson University Math Sciences
mjs AT clemson DOT edu
http://www.math.clemson.edu/~mjs