[Coin-lpsolver] Crash in BCP/CLP

Laszlo Ladanyi ladanyi at us.ibm.com
Mon Sep 15 22:07:18 EDT 2003


John,

I'll drop by tomorrow to discuss this.

Jorg,

In a column generation approach I'd strongly recommend to solve the LPs to
optimality (add "BCP_SolveLpToOptimality 1" to the parameter file). Otherwise
the LP will probably stop after the dual objective exceeds the current bound
(like clp does). Also, it depends on the solver what status it reports in such
case. In any case, the dual ray you can extract from the solver at that point
(if you get anything at all, seems like you can't from clp yet) is completely
worthless for generating new colums. The generated columns are highly unlikely
to appear in a solution.

--Laci

On Mon, 15 Sep 2003, John J Forrest wrote:

> 
> 
> 
> 
> Dual rays are implemented - I will have to get together with Laci to see
> what can go wrong.
> 
> Had you got a valid solution before this happened?  If DualObjectiveLimit
> is reached then clp would return a status of 1 but could not create a ray
> as the problem may be feasible but just with an optimal value worse than
> best solution found so far.  I may have to add something to be able to tell
> the two cases apart.
> 
> John Forrest
> 
> 
>                                                                            
>              "Jörg Herbers"                                                
>              <herbers at hotmail.                                             
>              com>                                                       To 
>              Sent by:                  coin-lpsolver at oss.software.ibm.com  
>              coin-lpsolver-adm                                          cc 
>              in at www-124.ibm.co                                             
>              m                                                     Subject 
>                                        [Coin-lpsolver] Crash in BCP/CLP    
>                                                                            
>              09/15/2003 08:28                                              
>              AM                                                            
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> 
> 
> 
> 
> In one iteration of my BCP application, the problem becomes primal
> infeasible (termcode 36). Via indexed variables (create_indexed_var), BCP
> tries to regain feasibility (in BCP_restore_feasibility). But in a
> multiplication with the dual rays, the program crashes because the only
> dual
> ray returned by CLP (called by BCP_lp_fathom) is 0x0 - even if CLP's
> problemStatus_ is 1. In fact, CLP's ray_ is 0x0.
> 
> Since I don't have a deep insight into the CLP code: Isn't the dual ray
> feature implemented yet? Could I have missed the setting of any parameters?
> 
> Or is this a bug?
> 
> Many thanks,
> Jörg
> 
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