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

Bo Jensen jensen.bo at gmail.com
Fri Jul 27 13:50:33 EDT 2012


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
>
>
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