[Clp] [Symphony] Incorrect solution for a simple linear programming model

Ted Ralphs ted at lehigh.edu
Wed Aug 1 17:22:28 EDT 2012


FYI, this particular case turned out to be a bug in the interface between
GLPK's parser for GMPL files and SYMPHONY, so false alarm!

Ted

On Fri, Jul 27, 2012 at 1:08 PM, Ted Ralphs <ted at lehigh.edu> wrote:

> Hi all,
>
> There have been a number of reports of Clp failing to solve very simple
> LPs. The below was posted to the SYMPHONY mailing list, but since the
> problem in question is an LP and is not pre-processed by SYMPHONY, this
> seems to be a problem with Clp. I am looking into it, but I thought I would
> throw it onto the Clp list in case anyone else is seeing the same thing or
> wants to help.
>
> Cheers,
>
> Ted
>
> ---------- Forwarded message ----------
> From: Federico Larumbe <federico.larumbe at polymtl.ca>
> Date: Thu, Jul 19, 2012 at 4:46 PM
> Subject: [Symphony] Incorrect solution for a simple linear programming
> model
> To: symphony at list.coin-or.org
>
>
> Hi,
>
> I am testing Symphony with a simple example in AMPL format:
>
> symphony -F file.mod -D file.dat
>
> -- file.mod ------------------
> var y >= 0;
>
> minimize ObjectiveFunction: y;
>
> subject to C1:   y >= 1.0;
> subject to C2:   y <= 2.0;
> subject to C3:   y  = 1.1;
>
> end;
> ------------------------------
>
> -- file.dat ------------------
> data;
> end;
> ------------------------------
>
>
> The solution given by the program is 2.0 instead of 1.1 (see attached
> file). If I choose maximize, the solution is 1.0. If I remove C3, the
> problem is unbounded. Is there any option that I missing?
>
> I compiled Sympthony in SUSE Linux with gcc 4.5.1 with the following
> commands:
>
> ./configure --with-gmpl --enable-openm
> make
>
>
> Thanks a lot,
> Federico.
>
> --
> Federico Larumbe
> École Polytechnique de Montréal
> Montréal H3C 3A9
>
> Group for Research in Decision Analysis (GERAD)
> tel   +1 514 3406053 xt 6931
> fax   +1 514 3405665
> http://www.gerad.ca/en/directory/details.php?id=1214
>
> _______________________________________________
> Symphony mailing list
> Symphony at list.coin-or.org
> http://list.coin-or.org/mailman/listinfo/symphony
>
>
>
>
> --
> Dr. Ted Ralphs
> Associate Professor, Lehigh University
> (610) 628-1280
> ted 'at' lehigh 'dot' edu
> coral.ie.lehigh.edu/~ted <http://coral.ie.lehigh.edu/%7Eted>
>
>


-- 
Dr. Ted Ralphs
Associate Professor, Lehigh University
(610) 628-1280
ted 'at' lehigh 'dot' edu
coral.ie.lehigh.edu/~ted <http://coral.ie.lehigh.edu/%7Eted>
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