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

[Ted Ralphs]

Has anyone verified that this works? If so, I would like to make a new
release.

Ted

On Fri, Jul 27, 2012 at 7:52 PM, Ted Ralphs <ted at lehigh.edu> wrote:

> This turned out to be a problem in the interface to GLPK. At some point,
> GLPK started indexing variables from one instead of zero. I committed a fix
> to trunk and stable/5.4. It solves the small instance you provided
> correctly now. Can you check it on your larger instance? Thanks for
> distilling the problem done and providing as easy test case!
>
> Cheers,
>
> Ted
>
>
> On Fri, Jul 27, 2012 at 1:50 PM, Bo Jensen <jensen.bo at gmail.com> wrote:
>
>> Though you may be right, you can't make conclusion like that.
>>
>> a) I think AMPL has it's own presolver running before passing the problem
>> to the solver.
>>
>> b) Comparing from command prompt and the problem passed by AMPL to CLP
>> could give you a different permutation order of constraints and variable.
>>
>> In both situations you can (and often will) have different solution paths.
>>
>> On Fri, Jul 27, 2012 at 7:41 PM, Ahmadi, Javad <javad.ahmadi at amd.com>wrote:
>>
>>>  NAME          BLANK   ****
>>>
>>> ROWS****
>>>
>>>  N  OBJROW****
>>>
>>>  G  R0000000****
>>>
>>>  L  R0000001****
>>>
>>>  E  R0000002****
>>>
>>> COLUMNS****
>>>
>>>     C0000000  OBJROW    1.             R0000000  1.          ****
>>>
>>>     C0000000  R0000001  1.             R0000002  1.          ****
>>>
>>> RHS****
>>>
>>>     RHS       R0000000  1.             R0000001  2.          ****
>>>
>>>     RHS       R0000002  1.1         ****
>>>
>>> ENDATA****
>>>
>>> At line 1 NAME          BLANK****
>>>
>>> At line 2 ROWS****
>>>
>>> At line 7 COLUMNS****
>>>
>>> At line 10 RHS****
>>>
>>> At line 13 ENDATA****
>>>
>>> Problem BLANK has 3 rows, 1 columns and 3 elements****
>>>
>>> Model was imported from .\junk.mps in 0.01 seconds****
>>>
>>> Clp:solve****
>>>
>>> Presolve 0 (-3) rows, 0 (-1) columns and 0 (-3) elements****
>>>
>>> Empty problem - 0 rows, 0 columns and 0 elements****
>>>
>>> Optimal - objective value 1.1****
>>>
>>> After Postsolve, objective 1.1, infeasibilities - dual 0 (0), primal 0
>>> (0)****
>>>
>>> Optimal objective 1.1 - 0 iterations time 0.012, Presolve 0.01****
>>>
>>> ** **
>>>
>>> ** **
>>>
>>> Nothing to do with CLP!****
>>>
>>> *From:* clp-bounces at list.coin-or.org [mailto:
>>> clp-bounces at list.coin-or.org] *On Behalf Of *Ted Ralphs
>>> *Sent:* Friday, July 27, 2012 12:09 PM
>>> *To:* clp at list.coin-or.org
>>> *Subject:* [Clp] Fwd: [Symphony] Incorrect solution for a simple linear
>>> programming model****
>>>
>>> ** **
>>>
>>> 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>****
>>>
>>> _______________________________________________
>>> Clp mailing list
>>> Clp at list.coin-or.org
>>> http://list.coin-or.org/mailman/listinfo/clp
>>>
>>>
>>
>
>
> --
> 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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