[Clp] Clp floating point overflow exception

[Elwood, Dave]

Hi,

I am using Clp 1.6.10  and getting a floating point overflow exception at ClpSimplexPrimal.cpp line 1244 when calling Clp_dual (C interface) with ifValuesPass = 0 and the problem given below.

Just prior to line 1244 of ClpSimplexPrimal.cpp the variables lastInf, lastInf3, thisInf, thisObj, lastObj, and lastObj3 are all set to 1.7976931348623157e+308   (the value of COIN_DBL_MAX) via calls to progress->lastInfeasibility(…) and progress->lastObjective(…).

Floating point overflows then occur in the three lines of the form:
      thisObj += infeasibilityCost_ * 2.0 * thisInf;          (line 1239 – where infeasibilityCost_ = 10000000000.000000)

This problem is infeasible and the two rows of constraints are almost linearly dependent. Presumably this is causing the dual solution to fail (line 5592 “problemStatus_ = 10;” of ClpSimplexDual.cpp is hit), and the primal code to be tried.   I’ve previously used Clp to successfully solve similar problems where the constraint matrix has linearly dependent rows, this is the first time I’ve had any problem.

Any help would be appreciated.  Thanks.

Dave

The simplest problem I’ve found (derived from a larger problem)  that causes this overflow is:

numcols = 5
numrows =  2

            collb                                                   colub                                             obj                                   Row 1 constraint                      Row 2 constraint
0.000000000000000e+000     2.499999478459358e-003     6.750000119209290e-001    1.758912086486816e+000    -2.412456832826138e-002
0.000000000000000e+000     2.499997615814209e-003     6.750000119209290e-001   -1.758912086486816e+000     2.412456832826138e-002
0.000000000000000e+000     2.500001341104507e-003     6.750000119209290e-001    1.639305591583252e+000    -2.248409017920494e-002
0.000000000000000e+000     2.500001341104507e-003     6.750000119209290e-001   -1.639305591583252e+000     2.248409017920494e-002
0.000000000000000e+000     2.499997615814209e-003     6.750000119209290e-001    2.748087310791016e+001    -3.769172132015228e-001

      rowlb                                                     rowub
1.352944225072861e-002     6.439730748534203e-001
8.794582739938051e-003     9.814968082355335e-002



[cid:imagebdb08d.GIF at 9fbe85b8.46b517f3]

Dave Elwood
Power Systems Development

4101 Arrowhead Drive
Medina, Minnesota 55340-9457
Phone: 763 551 0559
Fax: 763 551 0750
Email: dave.elwood at osii.com<mailto:dave.elwood at osii.com>
Website: www.osii.com<http://www.osii.com>

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