[Clp] CLP finds feasible model infeasible

[Bo Jensen]

Reposting this reply, since it bounced on my other email address, sorry for
the double posting if it went through :

Nils,John,

The two numbers are probably exactly equal in your running application, you
loose precision on negative number writing the file because it makes room
for the - sign. I have debugged these issues before, where a linear
dependency checker failed because of this. I hope the file is not written
with our software, because I think they should have equal precision no
matter the sign :-)


On Thu, Jun 21, 2012 at 5:56 PM, John Forrest
<john.forrest at fastercoin.com>wrote:

>  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
>
>
>
> _______________________________________________
> Clp mailing listClp at list.coin-or.orghttp://list.coin-or.org/mailman/listinfo/clp
>
>
>
> _______________________________________________
> Clp mailing list
> Clp at list.coin-or.org
> http://list.coin-or.org/mailman/listinfo/clp
>
>
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://list.coin-or.org/pipermail/clp/attachments/20120621/ea5a4c53/attachment.html>