[Coin-lpsolver] Using ClpCholeskyUfl with choldmod

[John J Forrest]

Kish,

I am a bit busy at present but will try to get to it next week.  I am also
trying to get help on making easier to use these as third party add-ons -
but that is not the problem you are reporting.

John Forrest


                                                                                                                     
  From:       Kish Shen <kish.shen at crosscoreop.com>                                                                  
                                                                                                                     
  To:         coin-lpsolver at list.coin-or.org                                                                         
                                                                                                                     
  Date:       11/29/2007 12:44 PM                                                                                    
                                                                                                                     
  Subject:    [Coin-lpsolver] Using ClpCholeskyUfl with choldmod                                                     
                                                                                                                     





Hi,

I have been trying out CLP's barrier solver with both UFL_BARRIER and
CLP_USE_CHOLDMOD defined, compiled with ClpCholeskyUfl.cpp,  as I was
interested in seeing how this compares with using UFL_BARRIER on its own (I
assume this means comparing using CHOLMOD versus AMD on its own for doing
the Cholesky factorization.

Unfortunately, I seem to get some problems with using CHOLMOD -- I get
multiple copies of this warning message from CHOLDMOD:

CHOLMOD warning: not positive definite

when I tried the solver on some test problems, and I don't seem to get the
correct solution at the end...
Does anyone have any idea what the problem might be?

I am able to solve these problems when CLP is compiled with just
UFL_BARRIER defined with ClpCholeskyUfl, which just use Ufl AMD for the
factorization.

I am using the trunk branch of Coin-Cbc (with CLP as the linear solver)
that I downloaded 9 Nov, and the various UFL modules used by CHOLMOD within
the last two days. I am doing the tests on a (x86 based) Linux machine,
using gcc and g77 as the C and Fortran compilers respectively.

Thanks in advance for any information!

-- Kish Shen

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