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

[Ahmadi, Javad]

I tried primal, dual and barrier using CLP standalone, all give the same result ~ close enough.  79596.39 79596.40 and 79596.29...

From: clp-bounces at list.coin-or.org [mailto:clp-bounces at list.coin-or.org] On Behalf Of Jonathan Currie
Sent: Sunday, May 27, 2012 6:18 PM
To: 'Akhil langer'; 'clp at list.coin-or.org'
Subject: Re: [Clp] different optimal values with primal and dual methods.

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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