[Coin-lpsolver] Precision for Clp solution

[John J Forrest]

Francois,

I will look at it next week - maybe just a tolerance issue.

John Forrest



Francois Margot <fmargot at andrew.cmu.edu> 
Sent by: coin-lpsolver-bounces at list.coin-or.org
04/10/2006 10:19 AM

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Subject
[Coin-lpsolver] Precision for Clp solution







What precision can we expect for the results obtained from Clp, using
Lapack and Blas libraries on a Linux machine? Is 10e-3 too much to
expect? (I just updated my copy of COIN this morning.)

I am solving an LP (admittedly with a numerically suspect formulation,
with some coefficients smaller than 10e-10) using:

   OsiClpSolverInterface *clp = new OsiClpSolverInterface;
   clp->readMps("bc1.mps");
   clp->initialSolve();

   const double *lb = clp->getColLower();
   const double *ub = clp->getColUpper();
   const double *rc = clp->getReducedCost();

   int ncol = clp->getNumCols();
   int nrow = clp->getNumRows();

   for(int i=0; i<ncol; i++) {
     if((rc[i] > 1e-4) && (ub[i] - lb[i] > 1e-4) && (x[i] > lb[i] + 1e-4)) 
{
       printf("### ERROR: var: %d  rc: %f   lb: %f  ub: %f  x: %f\n",
                      i, rc[i], lb[i], ub[i], x[i]);
       exit(1);
     }
     if((rc[i] < -1e-4) && (ub[i] - lb[i] > 1e-4) && (x[i] < ub[i] - 
1e-4)) {
       printf("### ERROR: var: %d  rc: %f   lb: %f  ub: %f  x: %f\n",
                      i, rc[i], lb[i], ub[i], x[i]);
       exit(1);
     }
   }


I get:

### ERROR: var: 8  rc: -0.002807   lb: 0.000000  ub: 10.000000  x: 
0.000000

Regardless of the initial formulation, the precision of the result seems
to be at most 10e-2. The mps file bc1.mps is available from

http://plato.asu.edu/ftp/milp/

Francois

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