[Osi] Problem using FlopC++ with GLPK

[Michal Kaut]

I have no posted a ticket with a small patch to FlopC++ that should 
hopefully solve the problem: https://projects.coin-or.org/FlopC++/ticket/22


Michal


Stefan Vigerske wrote:
> Hi,
> 
> having a closer look, I think the problem is partly in FlopC++ and
> partly in Glpk.
> 
> The call MP_variable x(N); creates variables with upper bound 9.9e+32,
> which are then passed as upper bounds to Glpk.
> Since glpk's value for infinity is around 1.79769e+308, it does see
> infinity as upper bound, but 9.9e+32.
> With such large values, Glpk does not behave well.
> 
> One workaround I see is to add the line
>     MP_model::getDefaultModel().Solver=new OsiGlpkSolverInterface;
> in the beginning.
> Then FlopC++ initializes the variable upper bounds with
> OsiGlpk::getInfinity(), which gives the correct value.
> 
> See here for the essential codeline in FlopC++:
> https://projects.coin-or.org/FlopC++/browser/releases/1.0.6/FlopCpp/src/MP_model.cpp#L90
> 
> I tried only Glpk 4.37, but think that 4.38 should work fine too.
> 
> Stefan
> 
> Ted Ralphs schrieb:
>> It's very possible that you are the first to try that particular
>> combination, but if things are working with Cbc, I would say that the
>> problem must either be with Glpk itself or with the implementation of
>> OsiGlpk. If you want to try to debug it, you should be able to create
>> the same MIP in LP format and put it directly into OsiGlpk and see
>> what happens then. aving a test case within Osi will definitely help
>> us find the problem. Unfortunately, I'm not sure if anyone is actively
>> developing FlopC++ at the moment, but if the problem is with OsiGlpk,
>> we should be able to fix it.
>>
>> Cheers,
>>
>> Ted
>>
>> On Sat, Sep 19, 2009 at 12:03 PM, Renato Bruni <bruni at diei.unipg.it> wrote:
>>> Yes, I tried cbc and it works good.
>>> Does anybody know if there are incompatibilities between the versions
>>> of  FlopC++ 1.0.6 and GLPK 4.38? In this case, which version of
>>> GLPK should be used?
>>>
>>> Thanks,
>>> Renato
>>>
>>> ----- Original Message ----- From: "Ted Ralphs" <ted at lehigh.edu>
>>> To: "Renato Bruni" <renato.bruni at diei.unipg.it>
>>> Cc: <osi at list.coin-or.org>
>>> Sent: Saturday, September 19, 2009 4:06 PM
>>> Subject: Re: [Osi] Problem using FlopC++ with GLPK
>>>
>>>
>>> Did you try it with another solver to see if the result is the same?
>>> This would tell you whether the problems is with FlopC++ or
>>> Glpk/OsiGlpk.
>>>
>>> Cheers,
>>>
>>> Ted
>>>
>>> On Thu, Sep 17, 2009 at 12:33 PM, Renato Bruni
>>> <renato.bruni at diei.unipg.it> wrote:
>>>> Hello everybody,
>>>>
>>>> we have some strange behaviour using FlopC++ 1.0.6 (having inside Osi
>>>> 0.100.0) and GLPK 4.38.
>>>>
>>>> If we run the following example, with 5 variables and 2 constraints, we
>>>> obtain solution x=(0, 2, 0, 0, 0) and objective= 2
>>>> but the solution should be x=(4, 0, 0, 0, 0) and objective= 4
>>>>
>>>> #include "flopc.hpp"
>>>> using namespace flopc;
>>>> #include <OsiGlpkSolverInterface.hpp>
>>>>
>>>> int main() {
>>>> MP_model modello(new OsiGlpkSolverInterface);
>>>> MP_set N(5);
>>>> MP_variable x(N);
>>>> x.integer();
>>>>
>>>> MP_constraint vinc1;
>>>> MP_constraint vinc2;
>>>> vinc1 = 2*x(0) + 4*x(1) + 6*x(4) == 8;
>>>> vinc2 = x(0) + x(4) <= 100;
>>>> modello.add(vinc1);
>>>> modello.add(vinc2);
>>>>
>>>> modello.maximize( x(0) + x(1) + x(4) );
>>>> x.display("Optimal solution per x:");
>>>> }
>>>>
>>>> If we run this other example, that is the same model with 5 variables and
>>>> 2 constraints, we obtain solution x=(4, 0, 0, 0, 96) and objective= 4
>>>> but the solution should be, like before, x=(4, 0, 0, 0, 0) and objective=
>>>> 4
>>>>
>>>> #include "flopc.hpp"
>>>> using namespace flopc;
>>>> #include <OsiGlpkSolverInterface.hpp>
>>>>
>>>> int main() {
>>>> MP_model modello(new OsiGlpkSolverInterface);
>>>> MP_set N(5);
>>>> MP_set S(5);
>>>> MP_subset<1> Sub(S);
>>>> Sub.insert(0);
>>>> Sub.insert(1);
>>>> Sub.insert(4);
>>>>
>>>> MP_variable x(N);
>>>> x.integer();
>>>>
>>>> MP_data COEFF(Sub);
>>>> int i;
>>>> for(i=0; i<Sub.size();i++)
>>>> COEFF(i)= 2*(i+1);//vector COEFF={2,4,6}
>>>> COEFF.display("COEFF ");
>>>>
>>>> MP_constraint vinc1;
>>>> MP_constraint vinc2;
>>>> vinc1 = sum(Sub, COEFF(Sub)*x(Sub))==8;//2x0+4x1+6x4==8
>>>> vinc2 = x(0) + x(4) <= 100;
>>>> modello.add(vinc1);
>>>> modello.add(vinc2);
>>>>
>>>> modello.maximize( sum(Sub, x(Sub)) );//max(x(0)+x(1)+x(4))
>>>> x.display("Optimal solution per x:");
>>>> }
>>>>
>>>> Which can be the reason(s) of this incorrect behaviour?
>>>> Are there incompatibilities between the versions of FlopC++ 1.0.6 and GLPK
>>>> 4.38? In this case, which version of GLPK should be used?
>>>>
>>>> Thanks for your help.
>>>> Best regards,
>>>> Renato Bruni
>>>>
>>>>
>>>> _______________________________________________
>>>> Osi mailing list
>>>> Osi at list.coin-or.org
>>>> http://list.coin-or.org/mailman/listinfo/osi
>>>>
>>>
>>> --
>>> Dr. Ted Ralphs
>>> Associate Professor, Lehigh University
>>> (610) 628-1280
>>> ted 'at' lehigh 'dot' edu
>>> coral.ie.lehigh.edu/~ted
>>>
>>>
>>> _______________________________________________
>>> Osi mailing list
>>> Osi at list.coin-or.org
>>> http://list.coin-or.org/mailman/listinfo/osi
>>>
>>>
>>
>>
> 
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