[Clp] Dense LP Problem Interface

[Matt Bromberg]

Thanks for running this.  I hope this can be addressed since basically 
Clp is constrained to "smaller" problems at this point.
Unfortunately I keep needing larger constraint dimensions.  I'm actually 
considering running large problems in an inner loop of
a hierarchical problem, so speed is going to be critical as well.

I'm actually considering rolling my own  barrier method on a GPU, 
presuming that fine grain parallelism is going to beat coarse grained 
for these types of problems.

-Matt

On 07/09/2015 02:51 AM, Miles Lubin wrote:
> All,
>
> Matt passed the data files to me privately, and I can reproduce the 
> segfault. Here's the backtrace:
>
> #0  0x00007fffc8143bae in ClpFactorization::factorize (this=0x315cac0,
>     model=0x79fb260, solveType=1, valuesPass=false) at 
> ClpFactorization.cpp:2208
> #1  0x00007fffc81fdbaa in ClpSimplex::internalFactorize 
> (this=0x79fb260, solveType=1)
>     at ClpSimplex.cpp:1995
> #2  0x00007fffc828c35b in ClpSimplexPrimal::statusOfProblemInPrimal 
> (this=0x79fb260,
>     lastCleaned=@0x7fffffffbafc: 0, type=1, progress=0x79fb7a8, 
> doFactorization=true,
>     ifValuesPass=0, originalModel=0x0) at ClpSimplexPrimal.cpp:851
> #3  0x00007fffc828ae46 in ClpSimplexPrimal::primal (this=0x79fb260, 
> ifValuesPass=0,
>     startFinishOptions=0) at ClpSimplexPrimal.cpp:357
> #4  0x00007fffc8211cc3 in ClpSimplex::primal (this=0x79fb260, 
> ifValuesPass=1,
>     startFinishOptions=0) at ClpSimplex.cpp:5974
> #5  0x00007fffc829eb4d in ClpSimplex::initialSolve (this=0x79fb260, 
> options=...)
>     at ClpSolve.cpp:2392
> #6  0x00007fffc8126edf in Clp_initialSolveWithOptions 
> (model=0x3da3aa0, s=0x4747d90)
>     at Clp_C_Interface.cpp:798
>
> The line in question is:
>
> elementU[i] = slackValue;
>
> and gdb reports that elementU is uninitialized (more precisely, zero). 
> Perhaps an unsuccessful call to malloc()? That's about all the 
> debugging I can do for now.
>
> Best,
> Miles
>
> On Wed, Jul 8, 2015 at 6:40 PM, Miles Lubin <miles.lubin at gmail.com 
> <mailto:miles.lubin at gmail.com>> wrote:
>
>     No, segfaulting usually isn't an inherent property of an LP
>     instance :)
>     If you can post the .mat file and short julia script which you use
>     to run it, I can try running the instance under debug mode myself.
>
>     Best,
>     Miles
>

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