[Clp] question on strange behavior of barrier method

[Ivo Stefanov]

 Hi John,  
  thank you very much.  
  First, this is the full code that I am using to test those:  
 
 ClpSimplex model;  
 
 ClpSolve options;  
 
 options.setSolveType(ClpSolve::SolveType::useBarrier);  
 
 options.setPresolveType(ClpSolve::PresolveType::presolveOn);  
  
 
 model.readMps("path-to-problem");  
  
 
 model.setLogLevel(3);  
 
 model.setPrimalTolerance(1e-6);  
 
 model.setDualTolerance(1e-6);  
  
 
 //
 
 model.barrier(true);  
 
 model.initialSolve(options);  
  
 
 int status = model.problemStatus();  
 
 cout   
  By switching between model.barrier and model.initial solve one can obtain the 2 behaviors that I am observing. Let's call model.barrier "method 1" and model.initialSolve "method2".  
  I have summarized the problems into 3 cases:  
  - small.mps - this is a very small instance that is clearly infeasible. "Method 1" returns status 1, while "method 2" returns status 0 + a solution that violates. Along the way "method 2" logs that the problem is infeasible.  - medium.mps - this is an instance almost as small, but a bit more complex. "Method 1" returns 1, while "method 2" returns status 0 + a valid solution. I believe that this problem is feasible and the solution of "method 2" is the optimal one.  - large.mps - this is a bit larger instance. "Method 1" returns 1, while "method 2" returns status 0 + an invalid solution. I am almost certain that this is an infeasible problem. Again, somewhere in the log of "method 2" it is stated that the problem is infeasible.  
  I am sendling a link from https://wetransfer.com/ :  https://wetransfer.com/downloads/e411c81ca171d88b2cbedba0215e267620201026105108/471e067628a466361d640ce1436e252520201026105127/b7cd74?utm_campaign=WT_email_tracking&utm_content=general&utm_medium=download_button&utm_source=notify_recipient_email  
  It should be valid for 7 days, but let me know in case it does not work and I will upload somewhere else.  
  Thank you very much!  
  Ivo  
  >-------- Оригинално писмо --------
  >От: John Forrest jjhforrest at gmail.com
  >Относно: Re: [Clp] question on strange behavior of barrier method
  >До: clp at list.coin-or.org
  >Изпратено на: 26.10.2020 11:31
  
  Ivo,  
  Quadratic is nowhere near as well tested as Linear - and even more so
  with barrier. When I run a very simple case the complementarity gap
  looks slightly suspect - although the simplex cleanup seems fine.  
  If you feel that you can share the two problems - taking off names etc -
  then I can look into it.  
  John Forrest  
  
  On 25/10/2020 20:46, Ivo Stefanov wrote:  > Hello,  >
  > I am trying to solve a relatively simple quadratic problem with the
  > barrier method, but I seem to be hitting some really strange behavior.
  > The problem itself consists of diagonal matrix for the quadratic part
  > and has a number of linear constraints that may vary between different
  > instances of the problem.  > I have tried the following 2 ways of calling the solver:  >
  > 1. Variant 1:  > ClpSolve options;  > options.setSolveType(ClpSolve::SolveType::useBarrier);  > options.setPresolveType(ClpSolve::PresolveType::presolveOn);  >
  > ClpSimplex model;  > // ... do some loading of the model, from file or from externally
  > provided arrays  >
  > model.setPrimalTolerance(1e-6);  > model.setDualTolerance(1e-6);  > model.initialSolve(options);  >
  >
  > 2. Variant 2:  >
 ClpSimplex model;  > // ... do some loading of the model, from file or from externally
  > provided arrays  >
  > model.setPrimalTolerance(1e-6);  > model.setDualTolerance(1e-6);  > model.barrier(true);  >
  >
  > I encountered an instance of the problem for which variant 1 returns a
  > solution that violates the constraints (with status 0) while variant 2
  > correctly identifies it as infeasible (status 1). What is interesting
  > here is that in case of variant 1 there is a line in the log that states
  > the problem is infeasible, however the solver keeps working on it and
  > eventually returns status 0 and a solution.  >
  > I have also encountered another instance of the problem for which
  > variant 1 returns the correct solution while variant 2 returns a
  > solution that violates the constraints (with status 0).  >
  > At this point I am pretty confident I am missing something in the way I
  > am invoking the solver, but I do not seem to be able to figure out what.  > Thanks in advance for any help.  >
  >
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