[Clp] Infinite loop in Clp

[Kim Hansen]

On Wed, May 7, 2008 at 1:00 AM, John J Forrest <jjforre at us.ibm.com> wrote:
>
> Kim,
>
> Looks like an accuracy/tolerance issue in CoinPreSolve.  Presolve was
> creating elements with value 2.0e-12 and then believing them.
>
> I have modified tolerance in some places (trunk).  Is it OK now?

Yes, it looks like the problem is fixed now, I have attached two logs
of the solving, before and after.

Thanks,
Kim


** Before:

kim at deneb:~$ clp x.mps
Coin LP version 1.06.00, build May  6 2008
command line - clp x.mps
At line 1 NAME          BLANK
At line 2 ROWS
At line 188 COLUMNS
At line 1805 RHS
At line 1896 BOUNDS
At line 2073 ENDATA
Problem BLANK has 184 rows, 257 columns and 3019 elements
Model was imported from ./x.mps in 0.004 seconds
Presolve 109 (-75) rows, 120 (-137) columns and 1921 (-1098) elements
Perturbing problem by 0.001 % of 4.49537 - largest nonzero change
1.44776e-05 (% 22.5473) - largest zero change 1.44096e-05
0  Obj -1.22719e+11 Primal inf 1.22108e+18 (69)
31  Obj 1.28446e+15 Primal inf 1.74144e+07 (39)
33  Obj 1.47474e+15 Primal inf 2.05988e+13 (39)
Primal infeasible - objective value 1.47474e+15
Presolved problem not optimal, resolve after postsolve
After Postsolve, objective 1.60904e+15, infeasibilities - dual 433739
(35), primal 1.88861e+14 (114)
PrimalInfeasible objective 1.609035234e+15 - 66 iterations time 0.002,
Presolve 0.00
kim at deneb:~$

** After:

kim at deneb:~$ clp x.mps
Coin LP version 1.06.00, build May  7 2008
command line - clp x.mps
At line 1 NAME          BLANK
At line 2 ROWS
At line 188 COLUMNS
At line 1805 RHS
At line 1896 BOUNDS
At line 2073 ENDATA
Problem BLANK has 184 rows, 257 columns and 3019 elements
Model was imported from ./x.mps in -2.64274e-19 seconds
Presolve 110 (-74) rows, 121 (-136) columns and 1954 (-1065) elements
Perturbing problem by 0.001 % of 1.81193e+07 - largest nonzero change
18.0137 (% 9.53618) - largest zero change 16.793
0  Obj -1.92077e+09 Primal inf 1.32303e+12 (70)
49  Obj -1.19959e+09 Primal inf 1.14738e+08 (39)
51  Obj 4.735e+06 Primal inf 1.2552e+09 (53)
76  Obj 4.84903e+07 Primal inf 1.32899 (3) Dual inf 0.00827085 (1)
77  Obj 9.00034e+07 Primal inf 1.3286 (2)
81  Obj 9.52655e+07
81  Obj 8.5511e+06 Dual inf 2.51717e+06 (1)
82  Obj 7.49029e+06
Optimal - objective value 7.49029e+06
After Postsolve, objective 7.49029e+06, infeasibilities - dual 0 (0),
primal 0.0785256 (66)
Presolved model was optimal, full model needs cleaning up
0  Obj 7.49029e+06
0  Obj 7.49029e+06
Optimal - objective value 7.49029e+06
Optimal objective 7490287.085 - 82 iterations time 0.012, Presolve -0.00
kim at deneb:~$

-- 
Kim Hansen
Vadgårdsvej 3, 2.tv
2860 Søborg
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