[Clp] CLP finds feasible model infeasible

[Bo Jensen]

Javad,

Did you remember to use maximization ?

This is what I get with Sulum :

sulum command >> --read /home/bj/Downloads/maximize_infeasible.mps
<Info>     Read problem file : /home/bj/Downloads/maximize_infeasible.mps
<Info>     Reading MPS file 78 cons 217 vars 424 non zeroes
<Info>     Read time : 0.046
sulum command >> --param-int-set SlmPrmIntObjSense SlmObjSenseMax
sulum command >> --opt
<Log>      Starting optimizer
<Info>     No license checkout, problem fits limited trial size.
<Log>      Starting presolve
<Info>     Problem to be optimized has 78 constraints 217 variables and 424
non zeroes in A matrix.
<Info>     Presolved problem has 54 constraints 145 variables and 280 non
zeroes in A matrix.
<Log>      Completed presolve
<Log>      Presolve time : 0.080
<Log>      Starting Simplex Optimizer
<Info>     No hotstart used
<Log>      Starting Dual Simplex Optimizer
<Log>      Iters :  0           DInf :  0.0000000e+00
<Log>      Iters :  0           DObj :  1.4779100e+08
<Log>      Iters :  84          DObj :  1.4622627e+08
<Log>      Solution is optimal
<Log>      Completed Dual Simplex Optimizer
<Log>      Completed Simplex Optimizer
<Log>      Starting postsolve
<Log>      Completed postsolve
<Log>      Completed optimizer
<Log>      Optimizer Time  : 0.195
<Info>     Optimizer Return Key : SlmRetOk
sulum command >> --sol-quality
<Info>     Quality LP sol :

<Info>      Primal solution
<Info>      ---------------
<Info>      Primal obj                                            :
1.4622627e+08
<Info>      Primal basic inf.                                     :
0.0000000e+00
<Info>      Primal basic num inf.                                 :    0
<Info>      Primal non basic bound inf.                           :
0.0000000e+00
<Info>      Primal max super basic                                :
0.0000000e+00
<Info>      Primal max eq. inf i.e ||Ax-s||                       :
1.5133992e-08
<Info>      Primal invalid status keys                            :    0

<Info>      Dual solution
<Info>      -------------
<Info>      Dual obj                                              :
1.4622627e+08
<Info>      Dual basic inf .                                      :
0.0000000e+00
<Info>      Dual basic num inf.                                   :    0
<Info>      Dual non basic bound inf.                             :
1.6816624e-14
<Info>      Dual max super basic                                  :
4.5474735e-13
<Info>      Dual max eq. inf i.e max(||c-yA-rc||,||y-cb*inv(B)||) :
2.9000000e-07

sulum command >>


On Thu, Jun 21, 2012 at 7:29 PM, Ahmadi, Javad <javad.ahmadi at amd.com> wrote:

>  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****
>
>
>
>
>
> ****
>
> _______________________________________________****
>
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>
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>
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>
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>
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