[Dip] Solving master problems using interior point method

[Matthew Galati]

Please post a ticket and include instructions (your code and data
needed) on how to repeat the bug. I'll take a look.

I did try interior for the master at one point but ran into issues also.

On 1/5/11, Jonas Christoffer Villumsen <jcvi at man.dtu.dk> wrote:
> Hi all,
>
> Does anyone have experience solving master problems with an interior point
> method?
>
> There is a parameter SolveMasterUpdateAlgo that can be set to 2 (barrier),
> but this doesn't seem to have an effect.
>
> In DecompAlgo.cpp I tried to set DO_INTERIOR.  I managed to get it to run,
> but it terminates with an assertion failure - saying that Barrier limit on
> dual objective exceeded.
> I have pasted some of the log below (full log attached).  I guess the
> barrier algorithm doesn't find a feasible solution (within the set limit),
> and the infeasible state is not set properly (as stated in the comments of
> the code). Is this the case? And if so any ideas how to come by that?
>
> Thanks,
> Jonas
>
> D-ALGO   : 4.35     [CPU: 4.37    ] <--- solutionUpdate() --------
> Tried aggregator 1 time.
> CPX0000  Tried aggregator 1 time.
> LP Presolve eliminated 43 rows and 53 columns.
> CPX0000  LP Presolve eliminated 43 rows and 53 columns.
> Reduced LP has 36 rows, 44 columns, and 76 nonzeros.
> CPX0000  Reduced LP has 36 rows, 44 columns, and 76 nonzeros.
> Presolve time =    0.02 sec.
> CPX0000  Presolve time =    0.02 sec.
> Parallel mode: using up to 2 threads for barrier.
> CPX0000  Parallel mode: using up to 2 threads for barrier.
> Number of nonzeros in lower triangle of A*A'CPX0000  Number of nonzeros in
> lower triangle of
>  = 144
> CPX0000  Number of nonzeros in lower triangle oCPX0000  A*A'
> Using Approximate Minimum Degree ordering
> CPX0000  Using Approximate Minimum Degree ordering
> Total time for automaticCPX0000  Total time for
>  ordering = 0.00 sec.
> CPX0000  Total time foCPX0000  automatic
> Summary statistics for Cholesky factor:
> CPX0000  Summary statistics for Cholesky factor:
>   Threads                   = 2
> CPX0000    Threads                   = 2
>   Rows in Factor            = 36
> CPX0000    Rows in Factor            = 36
>   Integer space required    = 36
> CPX0000    Integer space required    = 36
>   Total non-zeros in factor = 180
> CPX0000    Total non-zeros in factor = 180
>   Total FP ops to factor    = 1140
> CPX0000    Total FP ops to factor    = 1140
>  Itn      Primal Obj        Dual Obj  Prim Inf Upper Inf  Dual Inf
> CPX0000   Itn      Primal Obj        Dual Obj  Prim Inf Upper Inf  Dual Inf
>    0  1.2727273e+021  4.0000000e+000 1.75e+021 0.00e+000 1.12e+002
> CPX0000     0  1.2727273e+021  4.0000000e+000 1.75e+021 0.00e+000 1.12e+002
>    1  5.9609448e+020  5.6913266e+020 3.93e+005 0.00e+000 1.99e+001
> CPX0000     1  5.9609448e+020  5.6913266e+020 3.93e+005 0.00e+000 1.99e+001
>  Barrier limit on dual objective exceeded.
> CPX0000   Barrier limit on dual objective exceeded.
>  Infeasible barrier solution (dependent on objective limit).
> CPX0000   Infeasible barrier solution (dependent on objective limit).
>
> Total real time on 2 threads =    0.09 sec.
> CPX0000
> CPX0000  Total real time on 2 threads =    0.09 sec.
> Solution update n_cols:97         n_rows: 79         n_iter: 0
> time:
> 0.109
> Iteration Count               : 0
> isAbandoned()                 : 0
> isProvenOptimal()             : 0
> isProvenPrimalInfeasible()    : 0
> isProvenDualInfeasible()      : 0
> isPrimalObjectiveLimitReached : 0
> isDualObjectiveLimitReached   : 0
> isIterationLimitReached       : 0
> Assertion failed: 0, file ..\..\..\..\src\DecompAlgo.cpp, line 2434
>

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