[Clp] Solver seems to work forever after deciding the problem is infeasible

[John Forrest]

Robin,

First the easy part - use writeMps(char * name,2); to export mps file.  
The 2 is a format and means that the values are written exactly (in hex).

Also setting setMoreSpecialOptions(1); makes code return immediately if 
presolve says infeasible - I have just modified so that that works with 
bound tightening.

Obviously the problem is badly scaled.  If you send me an mps file I can 
look at it.

John Forrest

On 30/04/16 13:32, Robin Whittle wrote:
> My program calls the CLP solver repeatedly with different LPs, each an
> elaboration of the last.  In some instances the call to the CLP solver
> seems to run indefinitely, such as for days, instead of taking seconds
> or perhaps minutes.
>
> In these cases I am loading a basis, using dual simplex and use
> setDualTolerance(1e-6), although the same problem happens with smaller
> tolerances, including down to the default 1e-7.  Since I am loading the
> basis, I am not using presolve, which I understand is the correct
> approach.  If not using a basis, I do use presolve.
>
> As far as I know, perturbation is on by default, with its value
> defaulting to 100.   I have not been able to clearly understand what the
> default is, but adding setPerturbation(100) caused no change in program
> behaviour.  This and the setDualTolerance() call are with an object of
> class ClpSimplex.
>
> Turning on log level 4, I see this text for a complete successful LP
> solution:
>
> /// 1
>
> Clp0008I Bounds were tightened 438514 times
> Clp1001I Initial range of elements is 7.8e-005 to 3.1090929e+010
> Clp1002I Range of elements is 1.0618171e-006 to 941781.75
> Clp1002I Range of elements is 0.0010304451 to 970.45441
> Clp1003I Final range of elements is 0.0033077852 to 100
> Clp0022I Absolute values of scaled rhs range from 0.031369493 to
> 65000000, minimum gap 1e+100
> Clp0020I Absolute values of scaled objective range from 10.834312 to
> 5.4569884e+012
> Clp0021I Absolute values of scaled bounds range from 4.042535e-009 to
> 942.08618, minimum gap 1e-005
> Clp0060I Primal error 1.0913936e-011, dual error 0.0085075928
> Clp0060I Primal error 1.0913936e-011, dual error 0.0085075928
> Clp0000I Optimal - objective value 1.3974462e+010
> Clp0033I Dual took 0.80 seconds (total 0.80)
> Clp0032I Optimal objective 1.397446215e+010 - 0 iterations time 0.802
>
> /// 1
>
>
> After calling the CLP solver with the next LP, the one which causes the
> solver to run for days, the initial lines are strikingly different:
>
>
> /// 2
>
> Clp0009I 1 infeasibilities
> Clp3003W Analysis indicates model infeasible or unbounded
> Clp1001I Initial range of elements is 7.8e-005 to 3.1090929e+010
> Clp1002I Range of elements is 1.0618171e-006 to 941781.75
> Clp1002I Range of elements is 0.0010304451 to 970.45441
> Clp1003I Final range of elements is 0.0033077852 to 100
> Clp0022I Absolute values of scaled rhs range from 0.031369493 to
> 65000000, minimum gap 1e+100
> Clp0020I Absolute values of scaled objective range from 10.834312 to
> 5.4569884e+012
> Clp0021I Absolute values of scaled bounds range from 4.042535e-009 to
> 9417.8175, minimum gap 1e-005
> Clp0060I Primal error 1.0913936e-011, dual error 0.0085075928
> Clp0060I Primal error 1.0913936e-011, dual error 0.0085075928
> Clp0006I 0  Obj 1.3975019e+010 Primal inf 0.084764649 (14)
> Clp0060I Primal error 1.0913936e-011, dual error 0.0085075928
> Clp0006I 89  Obj 1.3973379e+010 Primal inf 9.6015586 (141)
> Clp0010I Flagging variable R733
> Clp0010I Flagging variable C460076
> Clp0010I Flagging variable C471565
> ... ... ...
>
> /// 2
>
>
> These first two lines:
>
> Clp0009I 1 infeasibilities
> Clp3003W Analysis indicates model infeasible or unbounded
>
> are hard to find on the Web, with or without the first Clpxxxxx word.
> The only page in which I found them both was:
>
>    http://list.coin-or.org/pipermail/osi/2009-September/000292.html
>
> That was with primal simplex.  This listing does not seem to be
> associated with my problem - interminable run times when the solver has
> already figured out that the problem is infeasible.
>
> I am sure I am missing something, but I have not been able to figure out
> what to do to get the solver to return immediately, or perhaps to return
> after some reasonable time.  I assume that the first two lines are the
> final word, and that no amount of work will cause the solver to find the
> LP feasible.
>
> As far as I know, there's no way of saving the LP to an MPS file, since
> the call for that: writeMpsNative() is for objects of class
> OsiClpSolverInterface, and my model is in a ClpSimplex object.
>
>    Robin
>
>
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