[Clp] Infinite loop

Victor Miller victorsmiller at gmail.com
Fri Sep 21 17:21:33 EDT 2012


I have a number of LP problems that I'm solving with Clp.  In all of them I
have a fixed polytope, and given a point, x, I want to find the closest (in
L1) point in the polytope.  I do this by adding a bunch of variables y[i]
to the original variables u[i] , and setting up the inequalities -x[i] <=
y[i] - u[i], x[i] <= y[i] + u[i].  I set up a new problem once, and then
for every point x I encounter I just change the lower bounds of the
appropriate inequalities and then resolve.  For the most part this works
fine, except in one problem it seems to go into an infinite loop, endlessly
repeating a line like

Clp0029I End of values pass after 497 iteration
clp0006I 497 Obj 7.1249e+08 Primal inf 6.20756e+276 (330) Dual inf
5.25822e+17 (286) w.o. free dual inf (240)

Is it somehow encountering an ill conditioned problem?  How can I track
this down?


Victor
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