[Clp] (no subject)

[John Forrest]

Jackson,

It looks as if you are running a series of interior point solves. The 
interior point code is not as well tested as simplex and there may be 
memory leaks which might cause problem.

If you can send me driver (and data if possible) I may be able to see 
what happens.

Looking at statistics, it may be much faster to solve dual of problem.

John Forrest

On 25/07/16 22:34, Jackson Gorham wrote:
>
> 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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