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

[Ahmadi, Javad]

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<mailto: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<mailto: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<tel:%2B1%20514%203406053%20xt%206931>
fax   +1 514 3405665<tel:%2B1%20514%203405665>
http://www.gerad.ca/en/directory/details.php?id=1214

_______________________________________________
Symphony mailing list
Symphony at list.coin-or.org<mailto: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>
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