[Clp] CLP finds feasible model infeasible

[Nils Löhndorf]

Dear CLP mailing list members,

I have been testing CLP as part of a cutting planes algorithm to solve
stochastic optimization problems. My problem is that CLP frequently finds a
problem infeasible although the problem is definitely feasible. I have
tested the same model with other solvers such as Gurobi, Xpress and Sulum,
where I did not encounter this problem.

I have attached the mps file of a prototypical LP. When I read the file
from the console and solve the problem using "clp maximize_infeasible.mps
-max -dualsimplex", it returns "primal infeasible". I have found out that
with some LPs like the one attached, I just need to increase the dual
tolerance, e.g. using "clp maximize_infeasible.mps -max -dualT 1.0
-dualsimplex". However, this does not always work.

Does anyone have an idea what is wrong here or what I have to do with my
model to avoid this behavior?

Best regards
Nils


-- 
Dr. Nils Löhndorf
Institut für Produktionsmanagement
Wirtschaftsuniversität Wien
Nordbergstraße 15, 1090 Wien, Austria
http://prodman.wu.ac.at
+43 1 31336 5629
nils.loehndorf at wu.ac.at
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