[Dip] Solving master problems using interior point method

[Jonas Christoffer Villumsen]

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
-------------- next part --------------
An HTML attachment was scrubbed...
URL: http://list.coin-or.org/pipermail/dip/attachments/20110105/37855752/attachment-0001.html 
-------------- next part --------------
An embedded and charset-unspecified text was scrubbed...
Name: log.txt
Url: http://list.coin-or.org/pipermail/dip/attachments/20110105/37855752/attachment-0001.txt