[Clp] (no subject)

[Bo Jensen]

Hi Daniel,
This is something we do see in our customer models, they can be very "close"
to being infeasible. Which due to tolerances and finite precision can create
different results from optimizer to optimizer. I think you should get the
farkas ray ( i.e certificate of infeasibility from farkas lemma ) provided
by Clp (which I assume you can get), check the quality (i.e dual
infeasibility and objective of the ray). If it seems ok, then its not some
numerical issue in Clp and your model can be declared infeasible within
tolerances (which might be something to look into to improve the model
stability ).
Regards
Bo

On Tue, Jul 28, 2009 at 11:59 AM, Daniel Bienstock <dano at columbia.edu>wrote:

> Hello,
>   I have a tough LP that the callable version of Clp declares infeasible;
> however the command-line version eventually (slowly) solves it but
> complaining a bit at the end about remaining infeasibilities.  Commercial
> solvers do solve this problem. Question: how can I get the callable version
> to also solve the problem to optimality.  Thanks.
>
> --
> www.columbia.edu/~dano <http://www.columbia.edu/%7Edano>
>
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