[Coin-discuss] OsiClp initialSolve vs resolve

Tue Feb 7 08:16:10 EST 2006

Dear all,

While attempting to solve my LP problem via OsiClp, I noticed the following:

after an initialSolve, I modify the problem (change some coefficients in
the constraints etc.), and

1) try a "resolve". This results in "Primal Infeasible"

or, I modify my source code to alternatively

2) try another "initialSolve". This finds the (correct) optimal solution.

>From the log file, I noticed that I was putting in some 1e-17
coefficients. After removing these, _both_ approaches above worked fine
(So I'm happy basically..)

However, I was hoping someone could shed some light on why doing another
initialSolve works fine, whereas the resolve fails.

With OsiCpx (CPLEX 9.0.2), both the resolve and initialSolve work fine
even _with_ the 1e-17 coefficients.

Oh, and I'm running today's tarball sources (07/02/2006).

Below are the interesting parts of the two logs.

Thanks in advance,

Jan-Willem

---------------
The failing "resolve" log:

... (here the first solve does its thing)
Clp0102I 88 1.55291e+007 In: C74 Out: R118 dj ratio 0.00934009 distance 0
Clp0060I Primal error 1.13687e-013, dual error 1.13671e-016
Clp0006I 88  Obj 1.55291e+007
Clp0025I Looking optimal checking bounds with 1e+010
Clp0013I Going back to original objective
Clp0060I Primal error 1.13687e-013, dual error 0
Clp0025I Looking optimal checking bounds with 1e+010
Clp0000I Optimal - objective value 1.55291e+007
Clp0033I Dual took 0.67 seconds (total 0.85)
Coin0511I After Postsolve, objective 1.55291e+007, infeasibilities - dual
0 (0), primal 0 (0)
Clp0032I Optimal objective 15529105.63 - 88 iterations time 0.852,
Presolve 0.18
(-----------here the _first_ solve ends)
Clp1001I Initial range of elements is 1.17553e-017 to 9.25e+006
Clp1002I Range of elements is 2.42439e-009 to 4.12475e+008
Clp1002I Range of elements is 4.5576e-005 to 21941.4
Clp1003I Final range of elements is 3.94313e-006 to 100
Clp0022I Absolute values of scaled rhs range from 23.5309 to 63574.8,
minimum gap 1e+100
Clp0020I Absolute values of scaled objective range from 134289 to
1.27223e+006
Clp0021I Absolute values of scaled bounds range from 0.0704473 to 70.3883,
minimum gap 0.0704473
Clp0060I Primal error 1.16173e-005, dual error 7.86685e-011
Clp0060I Primal error 1.16173e-005, dual error 7.86685e-011
Clp0006I 0  Obj -3.37723e+008 Dual inf 2.369e+007 (185)
Clp0060I Primal error 496, dual error 7.86685e-011
Clp0102I 1 1.83038e+017 In: C1332 Out: R1959 dj ratio 1.26265e+010
distance 0.000402448
Clp0102I 2 1.83037e+017 In: C308 Out: R233 dj ratio 3.44977e+009 distance
4.02448e-006
.... (here the resolve does its work, skipping forward)
Clp0102I 145 8.43696e+006 In: R274 Out: C358 dj ratio 261473 distance 1e-018
Clp0102I 146 8.26764e+006 In: R233 Out: R239 dj ratio 4.20725e+010
distance 4.33448
Clp0102I 147 -1.02732e+007 In: C107 Out: C547 dj ratio 2051.92 distance
0.0196402
Clp0102I 148 -2.03486e+008 In: C32 Out: R413 dj ratio -5069.25 distance
941.62
Clp0060I Primal error 7.62939e-006, dual error 5.5607e-011
Clp0006I 148  Obj -2.03486e+008 Primal inf 1.81325e+009 (161)
Clp0001I Primal infeasible - objective value -2.03486e+008

---------------
The "initialSolve"-version log:

... (here the first solve does its thing (same as above))
Clp0102I 88 1.55291e+007 In: C74 Out: R118 dj ratio 0.00934009 distance 0
Clp0060I Primal error 1.13687e-013, dual error 1.13671e-016
Clp0006I 88  Obj 1.55291e+007
Clp0025I Looking optimal checking bounds with 1e+010
Clp0013I Going back to original objective
Clp0060I Primal error 1.13687e-013, dual error 0
Clp0025I Looking optimal checking bounds with 1e+010
Clp0000I Optimal - objective value 1.55291e+007
Clp0033I Dual took 0.71 seconds (total 0.81)
Coin0511I After Postsolve, objective 1.55291e+007, infeasibilities - dual
0 (0), primal 0 (0)
Clp0032I Optimal objective 15529105.63 - 88 iterations time 0.812,
Presolve 0.10
(-----------here the _first_ solve ends)
Clp1001I Initial range of elements is 1.17553e-017 to 9.25e+006
Clp1002I Range of elements is 2.42439e-009 to 4.12475e+008
Clp1002I Range of elements is 4.5576e-005 to 21941.4
Clp1003I Final range of elements is 3.94313e-006 to 100
Clp0022I Absolute values of scaled rhs range from 23.5309 to 63574.8,
minimum gap 1e+100
Clp0020I Absolute values of scaled objective range from 134289 to
1.27223e+006
Clp0021I Absolute values of scaled bounds range from 0.0704473 to 70.3883,
minimum gap 0.0704473
Clp0103I Primal nonlinear change 0 (6)
Clp0060I Primal error 7.63312e-006, dual error 7.86685e-011
Clp0103I Primal nonlinear change 0 (6)
Clp0060I Primal error 7.63312e-006, dual error 7.86685e-011
Clp0006I 0  Obj -3.37723e+008 Primal inf 2.23164e-005 (6) Dual inf
6.2369e+008 (192)
Clp0102I 1 -3.37946e+008 In: R43 Out: R43 dj -4.02448e-006 distance
3.23169e-006
Clp0102I 2 -3.37935e+008 In: R234 Out: R234 dj 1e+010 distance -1.11759e-006
Clp0102I 3 -3.37875e+008 In: R430 Out: R430 dj 1e+010 distance -6.00517e-006
Clp0102I 4 -3.3784e+008 In: R757 Out: R757 dj 1e+010 distance -3.43844e-006
Clp0102I 5 -3.3784e+008 In: R1084 Out: R1084 dj -4.02448e-006 distance
1.36509e-006
Clp0102I 6 -3.37804e+008 In: R1275 Out: R1275 dj 1e+010 distance
-3.64333e-006
Clp0102I 7 -3.37767e+008 In: R1471 Out: R1471 dj 1e+010 distance
-3.64333e-006
Clp0102I 8 -3.37767e+008 In: R1667 Out: R1667 dj -0.000402448 distance
2.29105e-007
Clp0102I 9 -3.37723e+008 In: R1960 Out: R1960 dj 1e+010 distance
-4.46849e-006
Clp0029I End of values pass after 9 iterations
Clp0060I Primal error 1.16173e-005, dual error 7.86685e-011
Clp0006I 9  Obj -3.37723e+008 Dual inf 2.369e+007 (185)
Clp0102I 10 -3.30113e+008 In: C102 Out: R569 dj -1.09194e+007 distance
0.696859
....
Clp0102I 188 -7.12343e+007 In: C1589 Out: R1996 dj -0.113365 distance
1.31753e-008
Clp0107I For C232 btran dj -0.00855317, ftran dj 0
Clp0060I Primal error 7.62939e-006, dual error 2.0063e-010
Clp0006I 188  Obj -7.12343e+007 Dual inf 5766 (26)
Clp0060I Primal error 7.62939e-006, dual error 2.0063e-010
Clp0102I 189 -7.12343e+007 In: C232 Out: R19 dj -0.00855317 distance 1e-012
...
Clp0102I 213 -7.11638e+007 In: C1586 Out: C1618 dj -0.00262515 distance
1.4281e-012
Clp0060I Primal error 8.26828e-006, dual error 2.0063e-010
Clp0006I 213  Obj -7.11638e+007
Clp0017I Looking optimal with tolerance of 1e-007
Clp0060I Primal error 8.26828e-006, dual error 2.0063e-010
Clp0000I Optimal - objective value -7.11638e+007