[Symphony] Symphony on infeasible integer problems

[Irit Katriel]

Posting on the list. Thank you.


-----Original Message-----
From: Ted Ralphs [mailto:ted at Lehigh.EDU]
Sent: 03 November 2009 16:39
To: Irit Katriel
Subject: Re: Symphony on infeasible integer problems

Hi Irit,

Thanks for the detailed bug report. If you can either post this to the
SYMPHONY mailing list or file a ticket, someone will look into it.

Cheers,

Ted

On Tue, Nov 3, 2009 at 11:36 AM, Irit Katriel <Irit.Katriel at tibra.com> wrote:
> Dear Professor Ralphs,
>
>
> I am solving the maximization problem below (with all columns made integer).
> It has no solution because of the first four constraints.
>
>
>
> I get the following, which is not a solution at all but claims to be an
> optimal one:
>
>
>
> Solution Cost: -2.000000
>
> :+++++++++++++++++++++++++++++++++++++++++++++++++++
>
> User indices and values of nonzeros in the solution
>
> +++++++++++++++++++++++++++++++++++++++++++++++++++
>
>       2      1.000
>
>       3      1.000
>
>
>
> Total Presolve Time: 0.000000...
>
> Value of solution: -2
>
> si->isProvenOptimal() = 1
>
>
>
> My code is below. I am using symphony v 5.2.
>
>
>
> Thank you for your help.
>
> Irit
>
>
>
>
>
>
>
> The matrix:
>
> 4 4 0 0
>
> 0 0 1 1
>
> 1 0 1 0
>
> 0 1 0 1
>
> 1 0 0 0
>
> 0 1 0 0
>
> 0 0 1 0
>
> 0 0 0 1
>
>
>
> The row_ub vector:
>
> 3
>
> 1
>
> 1
>
> 1
>
> 1
>
> 1
>
> 1
>
> 1
>
>
>
> The row_lb vector:
>
> 0
>
> 0
>
> 1
>
> 1
>
> 0
>
> 0
>
> 0
>
> 0
>
>
>
>
>
> The objective vector:
>
> 1  1  1  1
>
>
>
>
>
>
>
> #include "OsiSym/OsiSymSolverInterface.hpp"
>
> void try_symphony()
>
> {
>
>     int ROWS = 8;
>
>     int COLS = 4;
>
>
>
>       CoinPackedMatrix *matrix = new CoinPackedMatrix(true, 0.5, 0.0);
>
>
>
>       matrix->setDimensions(ROWS, 0);
>
>
>
>     CoinPackedVector vec;
>
>
>
>     vec.insert( 0, 4 );
>
>     vec.insert( 1, 0 );
>
>     vec.insert( 2, 1 );
>
>     vec.insert( 3, 0 );
>
>
>
>     vec.insert( 4, 1 );
>
>     vec.insert( 5, 0 );
>
>     vec.insert( 6, 0 );
>
>     vec.insert( 7, 0 );
>
>
>
>     matrix->appendCol( vec );
>
>     vec.clear();
>
>
>
>     vec.insert( 0, 4 );
>
>     vec.insert( 1, 0 );
>
>     vec.insert( 2, 0 );
>
>     vec.insert( 3, 1 );
>
>
>
>     vec.insert( 4, 0 );
>
>     vec.insert( 5, 1 );
>
>     vec.insert( 6, 0 );
>
>     vec.insert( 7, 0 );
>
>
>
>     matrix->appendCol( vec );
>
>     vec.clear();
>
>     vec.insert( 0, 0 );
>
>     vec.insert( 1, 1 );
>
>     vec.insert( 2, 1 );
>
>     vec.insert( 3, 0 );
>
>
>
>     vec.insert( 4, 0 );
>
>     vec.insert( 5, 0 );
>
>     vec.insert( 6, 1 );
>
>     vec.insert( 7, 0 );
>
>
>
>     matrix->appendCol( vec );
>
>     vec.clear();
>
>     vec.insert( 0, 0 );
>
>     vec.insert( 1, 1 );
>
>     vec.insert( 2, 0 );
>
>     vec.insert( 3, 1 );
>
>
>
>     vec.insert( 4, 0 );
>
>     vec.insert( 5, 0 );
>
>     vec.insert( 6, 0 );
>
>     vec.insert( 7, 1 );
>
>
>
>     matrix->appendCol( vec );
>
>
>
>     std::cout << "Rows: " << matrix->getNumRows()
>
>                 << " Cols: " << matrix->getNumCols() << std::endl;
>
>     double *row_lb = new double[ROWS];
>
>       double *row_ub = new double[ROWS];
>
>       double *col_lb = NULL;
>
>       double *col_ub = NULL;
>
>       double *objective = new double[COLS];
>
>
>
>
>
>     row_lb[0] = 0;
>
>     row_lb[1] = 0;
>
>     row_lb[2] = 1;
>
>     row_lb[3] = 1;
>
>
>
>     row_lb[4] = 0;
>
>     row_lb[5] = 0;
>
>     row_lb[6] = 0;
>
>     row_lb[7] = 0;
>
>
>
>     row_ub[0] = 3;
>
>     row_ub[1] = 1;
>
>     row_ub[2] = 1;
>
>     row_ub[3] = 1;
>
>
>
>     row_ub[4] = 1;
>
>     row_ub[5] = 1;
>
>     row_ub[6] = 1;
>
>     row_ub[7] = 1;
>
>
>
>     objective[0] = 1.0;
>
>     objective[1] = 1.0;
>
>     objective[2] = 1.0;
>
>     objective[3] = 1.0;
>
>
>
>     std::cout << "--------------------------------------------" <<
> std::endl;
>
>     std::cout << "The matrix: " << std::endl;
>
>
>
>     for ( int row=0; row< ROWS; ++row )  // i = limit order index
>
>     {
>
>         for(  int col=0; col<COLS; ++col )  // j = deletion index
>
>             std::cout << matrix->getCoefficient(row,col) << " ";
>
>
>
>         std::cout << std::endl;
>
>     }
>
>
>
>     std::cout << std::endl;
>
>     std::cout << "The row_ub vector: " << std::endl;
>
>     for ( int i=0; i< ROWS; ++i )
>
>         std::cout << row_ub[i] << std::endl;
>
>     std::cout << std::endl;
>
>
>
>     std::cout << "The row_lb vector: " << std::endl;
>
>     for ( int i=0; i< ROWS; ++i )
>
>         std::cout << row_lb[i] << std::endl;
>
>     std::cout << std::endl;
>
>
>
>     std::cout << std::endl;
>
>     std::cout << "The objective vector: " << std::endl;
>
>     for ( int i=0; i< COLS; ++i )
>
>         std::cout << objective[i] << "  ";
>
>     std::cout << std::endl;
>
>
>
>     std::cout << std::endl;
>
>     std::cout << "--------------------------------------------" <<
> std::endl;
>
>
>
> /**************************************/
>
>
>
>       OsiSymSolverInterface *const si = new OsiSymSolverInterface;
>
>       si->messageHandler()->setLogLevel(0);
>
>     std::cout << "Assign Problem" << std::endl;
>
>       si->assignProblem(matrix, col_lb, col_ub, objective, row_lb, row_ub);
>
>       si->setObjSense(-1); // 1 min, -1 max
>
>     for (unsigned int i=0; i<COLS; ++i)
>
>         si->setInteger(i);
>
>
>
>     std::cout << "Initial Solve Problem" << std::endl;
>
>       si->initialSolve();
>
>     std::cout << "Value of solution: " << si->getObjValue() << std::endl;
>
>     std::cout << "si->isProvenOptimal() = " << si->isProvenOptimal() <<
> std::endl;
>
>
>
>       const double *t = si->getColSolution();
>
>       for (unsigned int i=0; i<COLS; ++i)
>
>             if ( !((t[i]<1e-2) || (t[i]>1-(1e-2))) )
>
>                   std::cout << t[i] << std::endl;
>
>
>
>       delete si;
>
>       delete matrix;
>
>       delete[] row_lb; delete[] row_ub; delete[] col_lb; delete[] col_ub;
> delete[] objective;
>
> }
>



--
Dr. Ted Ralphs
Associate Professor, Lehigh University
(610) 628-1280
ted 'at' lehigh 'dot' edu
coral.ie.lehigh.edu/~ted

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