[Clp] Using Interior Point can cause infinite loop

[Browne, Alexander C (Colin) B3REI]

Hi,

I am relatively new to the CLP project.  I am using the interior point solver to solve a complex quadratic problem.  I am running the solver through Matlab, and the inbuilt solver (quadprog) does provide a solution to my problem (very slow).

I have encountered a bug in the code where the process will go into an infinte loop.

The problem can be tracked back to ClpPredictorCorrector.updateSolution where the diagonal_ vector is been set.  Some of the elements on the vector are been set to infinite.  This causes the code in ClpPredictorCorrector.solve (line 504) to go into an infinite loop.

Currently I have modified the updateSolution function to check the diagonal_ vectors values is appropiate (not infinite). If it is infinite, then using the FUDGE functionality, set the value to diagonalLimit.

This is not an ideal solution, as the CLP will return an unbounded solution.

Colin



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