[Clp] Clp floating point overflow exception

[Elwood, Dave]

John,

This fixes the problem for me, thanks.

Our code sets up signal handlers at run time to trap floating point “errors”, rather than using compiler flags.

Do you expect to issue a new release of Clp, 1.16.11 or something, in the next few months?

Dave



From john.forrest at fastercoin.com  Thu Jan  5 11:47:49 2017

From: john.forrest at fastercoin.com (John Forrest)

Date: Thu, 5 Jan 2017 16:47:49 +0000

Subject: [Clp] Clp floating point overflow exception

In-Reply-To: <b4e3417693df48fcbd9467cb4028d097 at EXCMN203v.osii.com>

References: <b4e3417693df48fcbd9467cb4028d097 at EXCMN203v.osii.com>

Message-ID: <cdb5a112-d5ec-f8cb-d33f-fa689585d1ac at fastercoin.com>



Dave,



I managed to get values of inf but code was quite happy - what compiler

options were you using?



If you checkout latest stable, it should be fixed - simply changed those

default initializations to COIN_DBL_MAX*1.0e-50 in ClpSolve.cpp



John Forrest



On 05/01/17 13:10, Elwood, Dave wrote:

>

> 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

>



[cid:image158bc8.GIF at 8d8b40f1.4aaec0c0]

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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