[Dip] Dip Digest, Vol 9, Issue 3
Shahin Gelareh
shahin.gelareh at gmail.com
Sat Jan 8 04:21:26 EST 2011
Hi Jonas,
if I am not wrong:
I think, you have go to set CPX_PARAM_BAROBJRNG to some thing larger than
1e20.
Also, be sure that your primal or dual are not actually unbounded.
regards,
On Sat, Jan 8, 2011 at 2:35 AM, <dip-request at list.coin-or.org> wrote:
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> Today's Topics:
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> 1. Re: Dip Digest, Vol 8, Issue 9 (Jonas Christoffer Villumsen)
> 2. Solving master problems using interior point method
> (Jonas Christoffer Villumsen)
>
>
> ----------------------------------------------------------------------
>
> Message: 1
> Date: Fri, 31 Dec 2010 00:41:37 +0100
> From: Jonas Christoffer Villumsen <jcvi at man.dtu.dk>
> Subject: Re: [Dip] Dip Digest, Vol 8, Issue 9
> To: Matthew Galati <matthew.galati at gmail.com>
> Cc: "dip at list.coin-or.org" <dip at list.coin-or.org>, Shahin Gelareh
> <shahin.gelareh at gmail.com>
> Message-ID:
> <
> D1098F5B0816804F870334AA52B65F510132B5BCAE71 at WINEXCHANGE1.win.dtu.dk>
> Content-Type: text/plain; charset="us-ascii"
>
> Logs for for first and second run attached. Thank you for your
> assistance.
>
> firstrun.txt 1) has
>
> __DECOMP_LP_CPX__
>
> __DECOMP_IP_CPX__
>
> secondrun.txt 2) has
>
>
> __DECOMP_LP_CLP__
>
> __DECOMP_IP_CPX__
>
>
>
> From: Matthew Galati [mailto:matthew.galati at gmail.com]
> Sent: 30. december 2010 03:33
> To: Jonas Christoffer Villumsen
> Cc: Shahin Gelareh; dip at list.coin-or.org
> Subject: Re: [Dip] Dip Digest, Vol 8, Issue 9
>
>
> I have tried different settings
>
> 1)
>
> __DECOMP_LP_CPX__
>
> __DECOMP_IP_CPX__
>
> Gives a range constraint error.
>
>
> Can you post the error log?
>
> COIN Exception [ Range constraints are not yet supported. Please break up
> your range constraints into two constraints. ] at
> ..\..\..\..\src\DecompAlgo.cpp:L1170 in DecompAlgo:
> :masterMatrixAddArtCols
>
>
>
>
> 2)
>
> __DECOMP_LP_CLP__
>
> __DECOMP_IP_CPX__
>
> No error.
>
> In either case, however, It doesn't seem to be using CPLEX.
>
>
> Turn up the log levels and post the log (or just send it to me directly).
>
> In the parameter file, use
>
> [DECOMP]
> LogLpLevel = 1
> LogDebugLevel = 3
> LogLevel = 3
>
>
>
>
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> ------------------------------
>
> Message: 2
> Date: Wed, 5 Jan 2011 10:12:02 +0100
> From: Jonas Christoffer Villumsen <jcvi at man.dtu.dk>
> Subject: [Dip] Solving master problems using interior point method
> To: Matthew Galati <matthew.galati at gmail.com>
> Cc: "dip at list.coin-or.org" <dip at list.coin-or.org>
> Message-ID:
> <
> D1098F5B0816804F870334AA52B65F510132B5DF0E4D at WINEXCHANGE1.win.dtu.dk>
> Content-Type: text/plain; charset="us-ascii"
>
> 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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