[Clp] SIGFPE exception in Clp

[John J Forrest]

Will fix in Clp

John Forrest


                                                                                                                     
  From:       Mikhail Nediak <MNediak at business.queensu.ca>                                                           
                                                                                                                     
  To:         clp at list.coin-or.org                                                                                   
                                                                                                                     
  Date:       09/24/2009 12:56 PM                                                                                    
                                                                                                                     
  Subject:    [Clp] SIGFPE exception in Clp                                                                          
                                                                                                                     
  Sent by:    clp-bounces at list.coin-or.org                                                                           
                                                                                                                     





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
-------------------------------------------------------
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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