[Clp] CLP finds feasible model infeasible

[John Forrest]

Nils,

Something to do with scaling.

By fiddling about I can get it to be primal infeasible OR dual 
infeasible with scaling.

Looking more closely Clp is correct and all the other codes are wrong!

You have sell/buy variables e.g.

     sell_23 OBJROW 44.66755905  auto_constraint_000069 1.
     buy_23 OBJROW  -44.667559  auto_constraint_000069  -1.

So the code wants to buy an infinite amount and then sell it at a small 
profit.

This was on about half the sell/buy pairs.  When I made all those bad 
ones equal cost then it was fine.

John Forrest
On 21/06/12 15:49, Nils Löhndorf wrote:
> 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 <mailto:nils.loehndorf at wu.ac.at>
>
>
>
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