[Clp] different optimal values with primal and dual methods.

[Akhil langer]

Thanks Jonathan for your reply.
I obtained somewhat different values using the clp. 178714 and 82187.2 with
dual and primal methods respectively. However, I solved with gurobi and got
the same value as cplex, qsopt and matlab reported by you.

I am building the model, starting with loading of a base model with just
180 rows. The model is then increased in size by addition of more rows. No
new variables are added. I am doing this in the context of stochastic
optimization. In every iteration of the stochastic process, I add 120 rows
(using the addRows(CoinBuild) interface of ClpSimplex) and then do a
primal/dual solve on the model. The program reports infeasibility after 6-7
such iterations i.e. after ~120*6 addition of rows.
Additionally, I am getting another artifact. The optimial value of the
model should only increase after every iteration, as only more constraints
are added and hence the minimal value of the objective function (which is
not modified across iterations) should only increase with iteration number.
However, I am seeing that objective value jumps up and down with the
iteration number.

For clarity, note that iteration number I refer here is the iteration
number of the stochastic iterative process and not the iterations referred
by the simplex algorithm while optimization.

--Akhil
On Sun, May 27, 2012 at 6:18 PM, Jonathan Currie
<jonathan.currie at aut.ac.nz>wrote:

>  Hi Akhil,****
>
> ** **
>
> I'm not sufficiently experienced to be able to answer why the solvers give
> such different answers (I assume there are multiple factors), however note
> I ran your model using the OPTI Toolbox across the LP solvers I have and
> found CLP did not return the minimum (using the default settings) for
> either the dual or primal solvers:****
>
> ** **
>
> Test Problem [LP] Result****
>
> --------------------------------------------------****
>
>   Solver    Status          Fval                  Time****
>
>    cplex       OK        +79596.2542      0.7609s****
>
>    mosek    FAIL     +79596.2164       1.0940s****
>
> clp (dual)   OK        +114009.8970   0.3482s****
>
> clp (primal) OK     +79605.5292      0.7370s****
>
>     glpk        FAIL     +0.0000                1.9977s****
>
>    qsopt      OK       +79596.2542       0.8384s****
>
>   matlab     OK       +79596.2542       7.7259s****
>
> --------------------------------------------------****
>
> ** **
>
> I assume you obtained the same minimums as above using CLP? How was the
> original model created?****
>
> ** **
>
> Jonathan Currie****
>
> ** **
>
> ** **
>
> *From:* clp-bounces at list.coin-or.org [mailto:clp-bounces at list.coin-or.org]
> *On Behalf Of *Akhil langer
> *Sent:* Sunday, 27 May 2012 2:17 p.m.
> *To:* clp at list.coin-or.org
> *Subject:* [Clp] different optimal values with primal and dual methods.***
> *
>
> ** **
>
> I am attaching a linear program model file in mps format. I am trying to
> solve it using the driver.cpp program in the examples directory of the
> coin-clp distribution. Surprisingly, I am getting different optimal values
> when solved using the dual and primal methods (model.dual(),
> model.primal()). Can someone please look into it and help me resolve this
> issue.****
>
> ** **
>
> Some help as early as possible will be useful as I am in a critical phase
> of my project.****
>
> ** **
>
> Thanks,****
>
> Akhil****
>
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