[Clp] Objective is nan (sometimes assertion failure)

John Forrest john.forrest at fastercoin.com
Tue May 9 05:21:19 EDT 2017


Hopefully fixed.

Primal is fine, but when using dual simplex the code likes to have non 
basic variables at bounds.  This problem has lots of free variables.  
Most came in to basis but one did not and was at a fake bound of 1.0e10 
- a perfectly valid optimal solution as reduced cost was zero.  When 
this looked optimal the code tried increasing this bound.  Owing to a 
bug and the exact path through the code, this was repeated until bound 
got to inf and then nan.

John Forrest
On 06/05/17 23:20, Aleksandr M. Kazachkov wrote:
> Hi everyone,
>
> I am not sure if there is something wrong with my setup, or if this is 
> a bug, but I would appreciate any help in either case. Thank you in 
> advance!
>
> I have Clp version 1.16 set up on a Fedora machine. The compilation 
> options are: enable_debug=yes, enable_gnu_packages=yes, and I am using 
> blas and lapack. There are no problems when I run "make test".
>
> However, on the following LP (which solves fine when using Bcp-1.4.3, 
> which maybe is using an older version of Clp), when presolve (initial) 
> is off, I get that the objective value is "nan". In the context this 
> LP came up (but not when I saved it and ran it on its own), I got the 
> following assertion failure:
> ../../../Clp/src/ClpSimplexDual.cpp:3216: int 
> ClpSimplexDual::changeBounds(int, CoinIndexedVector*, double&): 
> Assertion `!("should not be here")' failed.
>
> Specifically, I get the error after the following two lines:
>   solver.setHintParam(OsiDoPresolveInInitial, false);
>   solver.initialSolve();
>
>
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