[Clp] CLP finds feasible model infeasible

[Ahmadi, Javad]

I ran this with CLP, CPLEX and GUROBI; all say infeasible!
Javad

From: clp-bounces at list.coin-or.org [mailto:clp-bounces at list.coin-or.org] On Behalf Of John Forrest
Sent: Thursday, June 21, 2012 10:57 AM
To: clp at list.coin-or.org
Subject: Re: [Clp] CLP finds feasible model infeasible

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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