[Symphony] Symphony on infeasible integer problems

[Menal Guzelsoy]

Irit,

Thanks for the report. It was a minor bug with handling constraints
with range values. It is now fixed in stable version.

Menal.

Menal Guzelsoy
Industrial and Systems Engineering Dept.
Lehigh University
1610 4620455



On Tue, Nov 3, 2009 at 12:05 PM, Irit Katriel <Irit.Katriel at tibra.com> wrote:
>
> 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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