[Clp] Questions about CLP (which I couldn't find in the FAQ, possibly because they're super-outdated)

[Andrea Bertoldo]

Hello Jonathan, thanks to you and to William for the replies.

Regarding FORTRAN, I have a sound knowledge about how to interface it with C/C++, what I needed were the names of the functions that you guys pointed me to, regarding how to build a problem using addColumns and the other functions declared in the C interface file. Thanks for that!

Coming to afiro, I had it solved with the two methods I told you about, then using Simpo and despite the objective value being the same with all the three solvers, the values of the solutions differ slightly:
[cid:482185ea-37e3-4464-9371-43b6208082ee]

On the left, afiro solved with the ClpMinimum program; on the right, solved with ClpTestBarrier (therefore using the dual algorithm).

I then compared the solution from the simple algorithm, on the left, with that from Simpo solver, which as you can see gives a solution that is the same as what is the correct solution:

[cid:332ae16c-975f-45a8-859d-cd23a1df460a]

In the browser window, the solution given by the Mathematica software matches that from Simpo. And afaik, this is the correct solution.


Therefore, I'm really looking forward to using Clp in my project, but I'm concerned that for some tough problems it may give incorrect results.


Thanks in advance,


Andrea


________________________________
Da: Jonathan Currie <jonathan.currie at aut.ac.nz>
Inviato: gioved? 19 settembre 2013 22:51
A: Andrea Bertoldo; clp at list.coin-or.org
Oggetto: RE: [Clp] Questions about CLP (which I couldn't find in the FAQ, possibly because they're super-outdated)

Hi Andrea,

Have a look at some of the examples in Clp/examples. Specifically addColumns.cpp might be of assistance. I'm not sure about calling C++ code from Fortran however, you may need to experiment with the C interface (see driverC.c).

Re afiro, I obtain an objective of -464.7531 using Clp, OOQP, SCIP and linprog. I assume this is the correct answer? I used Clp v1.15.2 with presolve on and the Dual Simplex algorithm. The barrier algorithm also obtains the same solution for me.

Jonathan

From: clp-bounces at list.coin-or.org [mailto:clp-bounces at list.coin-or.org] On Behalf Of Andrea Bertoldo
Sent: Thursday, 19 September 2013 8:21 p.m.
To: clp at list.coin-or.org
Subject: [Clp] Questions about CLP (which I couldn't find in the FAQ, possibly because they're super-outdated)

Hello everyone,

I have been trying out CLP a little bit to see how well it works, and I've got a couple of questions:
- is it possible to work without passing through a MPS file? I'm looking for a library that works with data in memory, and I would like to be able to call it from Fortran, and the documentation for this project is quite vast and if there's a mention about calling CLP by passing matrices instead of reading a MPS, well, I've missed it;
- I've found the notorious afiro problem inside the Data/Samples folder, and I've tried to feed it to the CLP Minimum and CLP TestBarrier projects (inside the Clp solution provided for the users to test), but the results are different from what the real solution should be. Is there a more robust algorithm in your library that is able to solve this problem? CLP Minimum uses a bare ClpSimplex object, whereas CLP TestBarrier switches from an interior to a simplex method.

Thanks in advance for your time and congratulations to all the people involved in COIN-OR for what you have achieved! I was really impressed when I found out how much stuff you have going on :)

Kind regards,

Andrea
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