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

[Ted Ralphs]

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

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-- 
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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