[Clp] Did CLP produce an incorrect solution?

[John Forrest]

Sergey,

A failing in standalone Clp - it should have warned you that the scaled 
problem was optimal while the unscaled one was not feasible - the 
solution from that does indicate column 0 is infeasible.  If you are 
calling clp then check primary status and also secondary status - it 
would have been 2 -

          2 - scaled problem optimal - unscaled problem has primal 
infeasibilities

Clp saw that the elements of the matrix were very very small and did 
some scaling to make the problem more stable.  Unhappily the scale 
factors for the first two columns were greater than 1.0e9!! So it 
thought that -53.8/1.0e9 was a small negative value within tolerance.

The quick fix is to turn scaling off.  However it is never a good idea 
to have elements such as 1.2e-11 - maybe better to change units to 
multiply all constraints by 1.0e3 or 1.0e6.

John Forrest

On 07/10/16 02:41, sergey pankov wrote:
> Hi,
>
> I am new to CLP (and to this mailing list). I have been using CLP in 
> my code for several days and encountered a LP program that CLP thinks 
> it solved successfully, but the solution is out of bounds. I am using 
> a ClpSimplex model (as in minimum.cpp example). Here is the solution 
> (columns):
>
>                 Primal          Dual         Lower Upper          Cost
>      0 c      -53.8172       0.00000       0.00000 1.79769e+308   
> 1.32630e-06
>      1 c       49.9853       0.00000       0.00000 1.79769e+308   
> 1.01542e-06
>      2 c     0.0943604       0.00000       0.00000 1.79769e+308    
> 0.00758213
>      3 c     0.0731115       0.00000       0.00000 1.79769e+308     
> 0.0170572
>      4 c       1.61406       0.00000       0.00000 1.79769e+308   
> 0.000855447
>      5 c   7.37729e-07       0.00000       0.00000 1.79769e+308       
> 50.0000
>
> As you can see, the first value is negative, below the lower bound. I 
> saved the model to a .mps file, it is attached. Am I doing something 
> wrong? Is it me or CLP?
>
> Any help is highly appreciated, thank you very much in advance.
>
> Sergey
>
>
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