[Clp] Objective value is nan, or checkClear assertion failure from createRim

[Aleksandr M. Kazachkov]

The attached badLP3 is able to reproduce the fourth error with the same
sample code from the previous email. On my machine, it will produce the
error with generateError1 = true, or with generateError1 = false and
generateError2 = true (which sometimes gets to the error slightly more
quickly, but it is not consistently on the same iteration or index).

On Wed, Aug 9, 2017 at 12:50 PM Aleksandr M. Kazachkov <akazachk at cmu.edu>
wrote:

> Hi everyone,
>
> I have intermittently run into the following problems with LPs that I am
> solving. I can reproduce the first three errors and attach LPs and sample
> code below this message that works to reproduce the issues on my machine
> (error 2 only happens with "badLP1"). The fourth error is consistently
> produced with my full code, but the sample code does not generate it.
>
> (1) Occasionally the objective value ends up being nan with an
> accompanying assertion failure "OsiClpSolverInterface.cpp:1203: virtual
> void OsiClpSolverInterface::resolve(): Assertion
> `modelPtr_->objectiveValue()<1.0e100' failed." (This may be related to the
> issue I wrote about, and was resolved, in May:
> https://list.coin-or.org/pipermail/clp/2017-May/001705.html.)
>
> (2) When I try to avoid the problem by using an initialSolve after
> checking whether resolve yields a nan objective, Clp may run into a
> segmentation fault in gutsOfDelete at ClpSimplex.cpp:2755 when deleting
> rowCopy_. Before the seg-fault, I see the status message Clp0006I 13  Obj
> -nan Primal inf inf (103).
>
> (3) If presolve is turned on for resolve, an error I get is
> ClpSimplexDual.cpp:7959: void ClpSimplexDual::resetFakeBounds(int):
> Assertion `!nErrors' failed, again with a preceding status of Clp0006I 3
>  Obj -nan Primal inf inf (6).
>
> (4) Sometimes I run into an assertion failure in createRim, at
> ClpSimplex.cpp:4186, when calling checkClear for rowArray_[0]. This is
> always after the problem gets perturbed by ClpSimplexDual::perturb. This
> may or may not be related to a previous email from 2005:
> https://list.coin-or.org/pipermail/clp/2005-August/000327.html, which was
> seemingly resolved by adding a "clear" in the relevant block of the code.
> However, what I see (when clear is run) is that one element of the
> CoinIndexedVector, rowArray_[0], is non-zero (at an extremely large
> number), while nElements_ is 0, so the block of code starting at
> CoinIndexedVector.cpp:47 is not entered into.
>
> I am using Clp version 1.16 build Jun 17 2017 on a Fedora machine. The
> compilation options are: enable_debug=yes, enable_gnu_packages=yes, with
> blas and lapack.
>
> The LP is resolved many times with different objective functions. There
> are many free variables in the LP, which I think may be relevant. The LP is
> also probably numerically unstable (e.g., in badLP1, the smallest
> coefficient is 1e-6 and the largest is 80640, and badLP2 is worse). I set a
> time limit of five seconds for each solve (which may or may not be
> relevant).
>
> Please let me know if I can provide any more information,
> Alex
>
> === Errors ===
> // Set generateError1 to false if you want to see error 2
> const bool generateError1 = true; // must be false to get error 2
> const bool generateError2 = true;
> const bool generateError3 = false;  // must be false to get error 1 or
> error 2
> const int num_iters = 1000;
> int iter = 0;
>
> if (generateError3) {
>   solver->setHintParam(OsiDoPresolveInResolve, 1);
> }
> solver->getModelPtr()->setMaximumSeconds(5);
> solver->initialSolve();
> while (iter < num_iters) {
>     for (int i = 0; i < solver->getNumCols(); i++) {
>       solver->getModelPtr()->setMaximumSeconds(5);
>       solver->setObjCoeff(i, 1.);
>       solver->resolve();
>       if (!generateError1 && std::isnan(solver->getObjValue())) {
>         solver->getModelPtr()->setMaximumSeconds(5);
>         solver->initialSolve();
>         if (generateError2 && solver->isProvenOptimal()) {
>           solver->resolve();
>         }
>       } else if (generateError1) {
>         solver->resolve();
>       }
>       solver->setObjCoeff(i, 0.);
>     }
>     iter++;
> }
>
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