[Clp] CLP finds feasible model infeasible

Sat Jun 23 16:35:37 EDT 2012

Thanks for taking such a close look. The units of measure in the objective
are all in EUR per 1000m^3 of water. Do you think I could solve the problem
by rounding the coefficients to 0.01? Still, how do I know what would be
the right scale?

On Sat, Jun 23, 2012 at 9:59 PM, William H. Patton <pattonwh at comcast.net>wrote:

>  The issue is still something about the units of measure for future vale
> when compared to xx_flow and reservoir.
> The objective coefficients ar between 20 and 200 or so  much like vars
> genflow and pumpflow of the solution.
> You are trying to get some balance about keeping water for the future
> against using it now.
>
> Maybe in the  future rows  the rhs in millions cubic meters above the
> minimum alternative auto_constraint_000048
> But your flows ar constrained to a couple thousand cubic meters.   So you
> should measure the futervalue wit  respect to those thousand cubic meters
> scale.
>
> auto_constraint_000046: -reservoir0_22 +genflow_0_23 +spill_0_23
> -pumpflow_0_23 +reservoir0_23 = 123.06493568;
> auto_constraint_000047: -reservoir1_22 -genflow_0_23 -spill_0_23
> +pumpflow_0_23 +genflow_1_23 +spill_1_23 +reservoir1_23 = 32.327515162;
> // finish end of draw fill step 23    0_23 = 2797.  1_23 = 362.
>
> It is pretty clear that a rational scale for futurevalue is  around 500 to
> 5000  match the range of 0_23, 1_23 and the multipliers in the 4
> constraints below
>    try 1000 on each row.
> auto_constraint_000048: -249.797613 reservoir0_23 -152.774953
> reservoir1_23 +     * 1.0e3 *futureValue <= 0;
> auto_constraint_000049: -1.10468e-012 reservoir0_23 +futureValue <=
> 2615187.7031;
> auto_constraint_000050: -183.116445 reservoir0_23 -61.0535182
> reservoir1_23 +futureValue <= 48602.113987;
> auto_constraint_000051: -169.716135 reservoir0_23 -21.0387706
> reservoir1_23 +futureValue <= 100590.21035;
>
> I do not see any particular bad scale  of the tiny thing -1.10468e-012
> reservoir0_23  but certainly it is wise to drop ( =0) numbers smaller than
> say 0.01 in this problem.
>
>
> Here is a screen shot sorted by value of the solution
>
>
>
> On 6/23/2012 5:31 AM, Nils Löhndorf wrote:
>
> Hi,
>
>  I have created another model formulation that crashes. I have redefined
> the objective function and removed the buy/sell variables, which were a
> legacy from another more complex formulation. I have also  tightened the
> bounds of futureValue, so the RHS value have become a lot smaller.
>
>  This formulation behaves a lot better, but CLP still crashes. I suppose
> it must be a numerical problem, because it works when I set the coefficient
> of reservoir_0_23 in auto_constraint_49 to 0.0 instead of -1.10468e-12.
> Also, turning off scaling helps. Is there some rule of thumb that I can
> safely round a model coefficient to zero, as it would be treated as zero by
> the optimizer anyways?
>
>  Thanks. Nils
>
>
>
>  On Thu, Jun 21, 2012 at 7:46 PM, Bo Jensen <jensen.bo at gmail.com> wrote:
>
>> 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 <%2B43%201%2031336%205629>
>>> nils.loehndorf at wu.ac.at
>>>
>>>
>>>
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