[Clp] SIGFPE exception in Clp

[Mikhail Nediak]

Hi,

I am running into a 

"Program received signal SIGFPE, Arithmetic exception."

problem when running interior point solver component of Clp-1.10.1. 

I think the problem is a floating point overflow in places like
line 346 of ClpPredictorCorrector.cpp:
    if (complementarityGap_>=1.05*lastComplementarityGap) {
and line 930 of the same file:
    if (lowerSlack_[iColumn]<maximumPrimalStep*delta) {

The variables lastComplementarityGap and maximumPrimalStep are defaulted to COIN_DBL_MAX which is 1.7976931348623157e+308 in this case. Multiplying them by something greater than 1 causes an overflow on this system.

Does anyone know of some compiler flags which change how such overflows are handled?

Thanks in advance.
Best,
Mikhail
-- 
Mikhail Nediak
Assistant Professor
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Queen's School of Business
Kingston, Ontario
Canada K7L 3N6
 Voice: 613.533.3144
   Fax: 613.533.2325
E-mail: mnediak at business.queensu.ca
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