[Clp] Infinite loop in clp

[Lacroix, Robert]

Built with gcc version 4.4.7 20120313 (Red Hat 4.4.7-18)

Coin LP version 1.16.10, build Jun  7 2017
command line - clp test_file.gz -direction maximize -primalT 1e-6 -solve

On RHEL 6 64-bit (2.6.32-696.3.1.el6.x86_64)
Primal infeasible - objective value 192.99891
Presolved problem not optimal, resolve after postsolve
After Postsolve, objective 192.99891, infeasibilities - dual 109.62181 (63), primal 12.687537 (10)
PrimalInfeasible objective 192.9989103 - 1006781 iterations time 53.672, Presolve 0.00

On RHEL 6 32-bit (2.6.32-696.3.1.el6.i686)
Primal infeasible - objective value 186.29305
Presolved problem not optimal, resolve after postsolve
After Postsolve, objective 186.29305, infeasibilities - dual 74.122078 (71), primal 17.020416 (12)
PrimalInfeasible objective 186.2930474 - 761 iterations time 0.082, Presolve 0.01

Same compilation options on both: --enable-gnu-packages

From: Clp [mailto:clp-bounces at coin-or.org] On Behalf Of BALAGUER Sandie
Sent: July-17-17 2:18 AM
To: clp at list.coin-or.org
Subject: [Clp] Infinite loop in clp

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Hello,

We have an application that uses clp 1.7.4 and has been working well for several years, but we would like to use a newer version of clp to see if we can reduce computation time and add some complexity to our problems.
However, the newer versions of clp reach infinite loops for some problems that were solved in less than 1 second with clp 1.7.4. We tested versions 1.16.0, 1.16.10 and 1.16.11 but it may happen with previous versions too.
The problem was not easy to reproduce using dumped files because it seems to depend on both the truncation of floats, the parameter "ClpPrimalTolerance" and the version of clp (there are always problems with infinite loops, but they are not always the same when we change version).
You can find enclosed a mps file (generated by the method "writeMpsNative" with the IEEE hex format type) that reproduces the problem with clp 1.16.11.
It's a maximization problem and we use "./clp test_file.gz -direction maximize -primalT 1e-6 -solve" to solve it in the command line.

Can you help us in understanding what happens here ?

Thanks in advance

Sandie Balaguer

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