[Coin-lpsolver] Re: Re: Memory leaks (John J Forrest)

[xavier warin]

Dear John

I agree on the small example i gave you. In fact i noticed yesterday that i
was perhaps linking against an old coin version.
I crashed my whole installation and i installed Coin again.
On the small example i gave you, no problem if you add the good delete.
On our own problem the problem is  present on Linux and Windows.

While doing optimization on the small following problem :

  //// Interface de résolution COIN
  boost::shared_ptr<OsiSolverInterface> bsi;
  bsi = boost::shared_ptr<OsiSolverInterface> ( new OsiClpSolverInterface );

  // nombre de dates d'exercices
  int N = exerc.size() ;

  //  nombre de colonnes
  int n_cols = 2*N ;

  Array<double,1> bobjective(n_cols);
  Array<double,1> bcol_lb(n_cols);
  Array<double,1> bcol_ub(n_cols);

  // fonction objectif
  for (int i = 0 ; i < N ; ++i)
    {
      bobjective(i) =  - (future(i+1)-
Cout_Tirage(i+1))*exp(-taux(i+1))*Duree(i+1) ;
      bobjective(i+N) = (future(i+1) +
Cout_Injection(i+1))*exp(-taux(i+1))*Duree(i+1);
    }
  for (int i = 0 ; i < N ; ++i)
    {
      bcol_lb(i) =  0.;
      bcol_lb(i+N) = 0.;
      bcol_ub(i) = Tirage(i+1);
      bcol_ub(i+N) =  Injection(i+1);
    }


  // pour la matrice des contraintes
  int n_rows = N ;

  Array<double,1> brow_lb(n_rows);
  Array<double,1> brow_ub(n_rows);

  // création matrice contrainte
  Array<int,1> bligne(N*(N+1));
  Array<int,1> bcolonne(N*(N+1));
  Array<double,1> belement(N*(N+1));
  int ielement = 0;

  for (int j = 0 ; j < N ; ++j)
  {
    brow_lb(j) = Stock_Min(j+2) -Stock_Init ;
    brow_ub(j) = Stock_Max(j+2) -Stock_Init ;
    for (int i = 0  ;   i <= j   ; ++i)
      {
    double d = 1.;
    bcolonne(ielement) = i;
    bligne(ielement) = j;
    belement(ielement) = -d;
    ielement++;

    bcolonne(ielement) = i+N;
    bligne(ielement) = j;
    belement(ielement) = d;
    ielement++;
      }
  }


  bsi->loadProblem(CoinPackedMatrix(false, bligne.data(), bcolonne.data(),
belement.data(), ielement),
           bcol_lb.data(), bcol_ub.data(), bobjective.data(),
brow_lb.data(), brow_ub.data());

  bsi->initialSolve();

  // Check the solution
  My_assert( bsi->isProvenOptimal() ) ;
#if defined(BZ_DEBUG)
  std::cout << "Found optimal solution!" << std::endl;
  std::cout << "Objective value bsi is " << bsi->getObjValue() << std::endl;
#endif


//  const double *solution;
  const double *bsolution;
  bsolution = bsi->getColSolution();
  // sortie Blitz des valeurs de tirages puis d'injection en chaque date
d'exercice
  Array<double,1> sortie(n_cols, blitz::fortranArray);
  for(int i = 1; i <= n_cols; i++)
    sortie(i) = bsolution[i-1] ;    // stockage du resultat

There are leaks.
Using valgrind we found that it is due to an allocation of a
CoinPackedMatrix in

==29301== 1,560 bytes in 26 blocks are definitely lost in loss record 657 of
723
==29301==    at 0x401DB31: operator new(unsigned) (vg_replace_malloc.c:163)
==29301==    by 0x783B56B: ClpPlusMinusOneMatrix::getPackedMatrix() const (
ClpPlusMinusOneMatrix.cpp:1049)
==29301==    by 0x77DBAF0: ClpModel::matrix() const (ClpModel.hpp:555)
==29301==    by 0x786144A: ClpSimplex::tightenPrimalBounds(double, int) (
ClpSimplex.cpp:3939)
==29301==    by 0x78ADAD1: ClpSimplex::initialSolve(ClpSolve&) (ClpSolve.cpp
:856)
==29301==    by 0x77DB54F: OsiClpSolverInterface::initialSolve() (
OsiClpSolverInterface.cpp:274)

This is due to the fact that there are 1. in the constraint matrix. In this
case we use  ClpPLusMinusOneMatrix ::getPackedMatrix() with an allocation.
When we slightly shift the value to 1. + epsilon  the problem disappear
because we don't construct this matrix anymore.

I hope it will help you.
Sincerely yours

Xavier Warin
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