[Clp] segfault error

Jackson Christopher Gorham jgorham at stanford.edu
Mon Aug 1 18:51:33 EDT 2016


Cool, after modifying my code a bit (which changed the constraint matrix and/or objective) and changing the Clp solver to SolveType = 5, the LP now finishes for a smaller instance of the problem pretty quickly. However, when I run this on the somewhat larger instance I'd like to solve (about 10x), the solver runs for at least 30 minutes on my laptop without returning. I've attached a MPS format of the input in case you'd like to inspect the actual problem being solved (I needed to use a link as the file is too large to email):

https://drive.google.com/folderview?id=0BwHS4GE_zDgWeVhtWlhUNlhBaWM&usp=sharing

PS: I've left all other options in the solver as their defaults.

________________________________
From: Clp <clp-bounces at coin-or.org> on behalf of Jackson Gorham <jacksongorham at gmail.com>
Sent: Tuesday, July 26, 2016 4:29:24 PM
To: clp at list.coin-or.org
Subject: [Clp] segfault error

Hello! My name is Jackson Gorham, and I've been using the Clp solver to solve many linear programs which are relevant to my research. Recently, I been trying to solve some LPs and unfortunately Clp has been segfault'ing on me. When I run the program with its most verbose logging option, I see the following on stdout:

[Solving optimization program]
Clp0051I Range of diagonal values is 1e+12 to 0.00074793108
Clp0054I 241 variables killed this iteration
Clp0058I Steps - primal 0.99429773 ,dual 0.99516802 , mu 1.4472757e-15
Clp0035I 13 Primal 153.81162 Dual 153.81162 Complementarity 6.736505e-10 - 17621 fixed, rank 127312
Clp0036I Feasible - objective gap 1.6454072e-09
Clp0042I Optimal
Clp0046I At end primal/dual infeasibilities 0/0, complementarity gap 0, objective 153.81162
Clp0033I Barrier took 92.20 seconds (total 92.32)
Clp0033I Crossover took 0.00 seconds (total 92.32)
Coin0511I After Postsolve, objective 153.81162, infeasibilities - dual 0 (0), primal 0 (0)
Clp0032I Optimal objective 153.8116218 - 26 iterations time 92.332, Presolve 0.14
Coin0513I 1924 rows dropped after presolve pass 1
Coin0506I Presolve 409606 (-1924) rows, 49995 (-15) columns and 1356796 (-11544) elements
Clp0033I Presolve took 0.32 seconds (total 0.32)
Clp0022I Absolute values of scaled rhs range from 0.005501532 to 7.9713658, minimum gap 1e+100
Clp0020I Absolute values of scaled objective range from 1.6232495e-09 to 0.002555952
Clp0021I Absolute values of scaled bounds range from 1 to 1, minimum gap 2
6.83568e+08 elements in sparse Cholesky, flop count 3.77274e+14

which after hanging for a while is followed by this getting printed to stderr:

signal (11): Segmentation fault
_ZN15ClpCholeskyBase9factorizeEPKdPi at /home/jgorham/.julia/v0.4/Cbc/deps/usr/lib/libClp.so (unknown line)
_ZN21ClpPredictorCorrector14createSolutionEv at /home/jgorham/.julia/v0.4/Cbc/deps/usr/lib/libClp.so (unknown line)
_ZN21ClpPredictorCorrector5solveEv at /home/jgorham/.julia/v0.4/Cbc/deps/usr/lib/libClp.so (unknown line)
_ZN10ClpSimplex12initialSolveER8ClpSolve at /home/jgorham/.julia/v0.4/Cbc/deps/usr/lib/libClp.so (unknown line)
initial_solve_with_options at /home/jgorham/.julia/v0.4/Clp/src/ClpCInterface.jl:190
optimize! at /home/jgorham/.julia/v0.4/Clp/src/ClpSolverInterface.jl:183
jlcall_optimize!_22590 at  (unknown line)
jl_apply at /dev/shm/julia-0.4.0/src/gf.c:1711
solve at /home/jgorham/.julia/v0.4/JuMP/src/solvers.jl:138
julia_solve_22484 at  (unknown line)
jl_apply at /dev/shm/julia-0.4.0/src/gf.c:1711
affine_graph_discrepancy at util.jl:155
...
...
srun: error: sh-26-33: task 0: Segmentation fault

I suspect this is due to the fact that my constraint matrix is badly conditioned... is that correct? If so, is there anything I can do to improve the preconditioning and/or get around this? Let me know if I can provide any other information that might be useful here.

Thanks!
~jackson
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