[Clp] non-zero dual infeasibility at the end of Clp with barrier method

[Stephanie Jakus]

Dear Clp mailing list,

My results when using the Clp barrier method are troubling because,
while the complementarity gap steadily decreases, the solver reports:
"At end primal/dual infeasibilities 0/547812.72." Why might a
primal-dual interior point method end with non-zero dual
infeasibility? Thanks very much in advance for your help.

Sincerely,
Stephanie Jakus

Coin LP version 1.14.5, build Nov 10 2011
 command line - /Clp/clp -import
 /cygdrive/c/Clp/mps_files/clp_input.mps -presolve off -cross off
 -printi all -directory /cygdrive/c/Clp/clp_output -barr -solu
 solfile.txt
 At line 8 NAME          Model
   At line 9 ROWS
 At line 472 COLUMNS
 At line 1173 RHS
 At line 1405 QUADOBJ
 Problem Model has 461 rows, 200 columns and 1200 elements
 At line 1606 ENDATA
 Model was imported from /cygdrive/c/Clp/mps_files/clp_input.mps in 0 seconds
 102891 elements in sparse Cholesky, flop count 5.20638e+07
 0 Primal 1.0987224e+14 Dual -1.1363736e+16 Complementarity
 4.5987811e+14 - 0 fixed, rank 1122
 1 Primal 6.0855063e+11 Dual -7.700622e+14 Complementarity
 4.0678514e+13 - 0 fixed, rank 1122
 2 Primal 1.3082029e+11 Dual -1.9298626e+14 Complementarity
 7.6610156e+12 - 0 fixed, rank 1122
 3 Primal 4.6315105e+10 Dual -1.9592583e+13 Complementarity
 6.9005659e+11 - 0 fixed, rank 1122
 4 Primal -8.6905913e+10 Dual -1.8205962e+12 Complementarity
 5.9771431e+10 - 0 fixed, rank 1122
 5 Primal -1.6152714e+11 Dual -3.9216081e+11 Complementarity
 7.870926e+09 - 0 fixed, rank 1122
 6 Primal -1.7909989e+11 Dual -2.4456859e+11 Complementarity
 2.2414622e+09 - 0 fixed, rank 1122
 7 Primal -1.8420608e+11 Dual -1.9517877e+11 Complementarity
 3.739759e+08 - 0 fixed, rank 1122
 8 Primal -1.8542753e+11 Dual -1.8626013e+11 Complementarity 28116783 -
 0 fixed, rank 1122
 9 Primal -1.8558269e+11 Dual -1.8566307e+11 Complementarity 2708118.6
 - 0 fixed, rank 1122
 10 Primal -1.8559658e+11 Dual -1.856041e+11 Complementarity 253515.82
 - 0 fixed, rank 1122
 11 Primal -1.8559763e+11 Dual -1.8559833e+11 Complementarity 23581.122
 - 0 fixed, rank 1122
 12 Primal -1.8559771e+11 Dual -1.8559776e+11 Complementarity 1863.9402
 - 18 fixed, rank 1122
 13 Primal -1.8559771e+11 Dual -1.8559772e+11 Complementarity 214.33975
 - 55 fixed, rank 1122
 14 Primal -1.8559771e+11 Dual -1.8559771e+11 Complementarity 1.1391258
 - 55 fixed, rank 1122
 15 Primal -1.8559771e+11 Dual -1.8559771e+11 Complementarity
 0.093779229 - 55 fixed, rank 1122
 Exiting - using solution from iteration 14
 At end primal/dual infeasibilities 0/547812.72, complementarity gap
 31.492848, objective -1.8559771e+11
 Optimal objective -1.855977106e+11 - 15 iterations time 0.372