[Clp] Problem infeasible after fast dual although only bound changed?

[Sebastian Theophil]

Hi John,

 

thanks for your prompt reply. Unfortunately it doesn't work no matter
what parameters I pass. I have also updated to the most recent TRUNK to
make sure I'm not finding old bugs. 

Still, the duals don't get updated and the result is infeasible.  

 

Regards

Sebastian

 

 

From: John J Forrest [mailto:jjforre at us.ibm.com] 
Sent: Dienstag, 21. Juli 2009 16:14
To: Sebastian Theophil
Cc: clp at list.coin-or.org; clp-bounces at list.coin-or.org
Subject: Re: [Clp] Problem infeasible after fast dual although only
bound changed?

 

Sebastian,

If you want the duals updated then it should be startFastDual(2) - see
OsiClpSolverInterface.hpp;

John Forrest

 "Sebastian Theophil" ---07/21/2009 07:33:45 AM---Hi, I have a very
simple primal degenerate LP problem:

 
From:

 
"Sebastian Theophil" <stheophil at think-cell.com>


To:


<clp at list.coin-or.org>


Date:


07/21/2009 07:33 AM


Subject:


[Clp] Problem infeasible after fast dual although only bound changed?


Sent by:


clp-bounces at list.coin-or.org

________________________________




Hi,


I have a very simple primal degenerate LP problem:

\Problem name: 

Minimize
obj: x2
Subject To
cons0:  x0 + x2 >= -0
cons1:  - x0 + x2 >= -10
cons2:  x1 + x2 >= -0
cons3:  - x1 + x2 >= -10
Bounds
x0 Free
x1 Free
x2 Free
End

The primal solution is (5, 5, -5), but there are two dual solutions
(0.5, 0.5, 0, 0) and (0, 0, 0.5, 0.5). 
The code below reads the file, searches a dual positive variable and
changes the RHS of the associated constraint. The constraint can no
longer be binding, and the dual solution should change  solution after a
resolve. This works as expected without startFastDual. 

If startFastDual is active, the dual solution doesn't change though
although it is no longer feasible. 

OsiClpSolverInterface solver;
solver.readLp("C:\\primaldegenerate1.lp");
solver.initialSolve();

solver.startFastDual(0);

int nRow=0;
for(; nRow<solver.getNumRows(); ++nRow) {

if(abs(solver.getRowPrice()[nRow])>gvEPSILON_CONSTRAINT) {
break;
}
}

solver.setRowLower( nRow, solver.getRowLower()[nRow]-1.0
);
solver.resolve();
solver.stopFastDual();


Is this a bug or am I doing sth wrong? I thought bound changes inside
fast dual were allowed. What would be the fastest way to resolve the
system after such a change? 


Thanks,
Sebastian

--
Sebastian Theophil . stheophil at think-cell.com
Software Engineer

think-cell Software GmbH . Invalidenstr. 34 . 10115 Berlin, Germany 
http://www.think-cell.com . phone +49-30-666473-10 . toll-free (US)
+1-800-891-8091
Directors: Dr. Markus Hannebauer, Dr. Arno Schoedl . Amtsgericht
Berlin-Charlottenburg, HRB 85229


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--
Sebastian Theophil . stheophil at think-cell.com
Software Engineer
 
think-cell Software GmbH . Invalidenstr. 34 . 10115 Berlin, Germany 
http://www.think-cell.com . phone +49-30-666473-10 . toll-free (US) +1-800-891-8091
Directors: Dr. Markus Hannebauer, Dr. Arno Schoedl . Amtsgericht Berlin-Charlottenburg, HRB 85229

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