Infeasible after presolve #189
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This has similarities to #188 - but for dual not primal. Dual simplex
wants to operate on a dual feasible problem - so if a variable is at its
lower bound of 0.0 with a negative reduced cost (and its upper bound is
1.0e20 say) , it will put it to a fake upper bound of "dualBound". This
is normally initialized to 1.0e10 - but should increase if problem looks
infeasible (again like the primal case the code will declare infeasible
if increase to say 1.0e18 does no good).
There is a bug here as infeasibility was declared without bound being
increased - will look into it.
In the optimal solution two variables have value 3.7e10.
For the moment setting -dualBound 1.0e15 should work.
John Forrest
…On 03/05/2021 19:27, manueloverride wrote:
The attached model is easily solved with presolve off, but with presolve
it reports as infeasible.
|./clp tm_bln.mps.gz Coin LP version 1.17.6, build May 3 2021 command
line - ./clp tm_bln.mps.gz At line 8 NAME ClpDefau At line 9 ROWS At
line 159 COLUMNS At line 545 RHS At line 546 BOUNDS At line 696 ENDATA
Problem ClpDefau has 148 rows, 248 columns and 492 elements Model was
imported from ./tm_bln.mps.gz in 0.000623 seconds Presolve 20 (-128)
rows, 91 (-157) columns and 119 (-373) elements 0 Obj -3.3793956e+10
Primal inf 6624659.6 (12) Dual inf 703.26099 (10) 23 Obj -3.4087972e+10
Optimal - objective value -3.4087972e+10 After Postsolve, objective
-3.4087972e+10, infeasibilities - dual 0 (0), primal 3.0039129e+11 (1)
Presolved model was optimal, full model needs cleaning up 0 Obj
-3.4087972e+10 Primal inf 2.2526169e+11 (1) 1 Obj 2.6894147e+11 Primal
inf 1.8646586e+12 (4) 1 Obj 2.6894147e+11 Primal inf 1.8646586e+12 (4) 1
Obj 2.1821432e+11 Primal inf 1.5181671e+12 (4) 2 Obj -3.9757854e+10
Primal inf 2.195128e+11 (4) 2 Obj -3.9757854e+10 Primal inf 2.195128e+11
(4) 2 Obj -3.9757854e+10 Primal inf 2.195128e+11 (4) Primal infeasible -
objective value -3.9757854e+10 PrimalInfeasible objective
-3.975785423e+10 - 25 iterations time 0.002, Presolve 0.00 ./clp
tm_bln.mps.gz -presolve off solve Coin LP version 1.17.6, build May 3
2021 command line - ./clp tm_bln.mps.gz -presolve off solve At line 8
NAME ClpDefau At line 9 ROWS At line 159 COLUMNS At line 545 RHS At line
546 BOUNDS At line 696 ENDATA Problem ClpDefau has 148 rows, 248 columns
and 492 elements Model was imported from ./tm_bln.mps.gz in 0.000879
seconds Perturbing problem by 0.001% of 31.622777 - largest nonzero
change 2.0715534e-05 ( 6.5508271%) - largest zero change 2.0579708e-05 0
Obj 4688.2611 Primal inf 7970997.2 (9) Dual inf 1006.48 (15) 57 Obj
-1.6275278e+09 Primal inf 8966891.5 (11) 71 Obj -1.627291e+09 71 Obj
-6.9615588e+09 Primal inf 2.184229e+10 (1) 72 Obj -4.0488426e+09 Optimal
- objective value -4.0488426e+09 Optimal objective -4048842603 - 72
iterations time 0.002 |
tm_bln.mps.gz <https://github.com/coin-or/Clp/files/6416810/tm_bln.mps.gz>
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Thanks for the explanation. I hope to understand the internal workings of clp one day. Right now I'm just poking with a stick at it. For example, it says dualBound is limited in range. I could easily change the check for this but I have no idea if this breaks any assumptions elsewhere. |
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The attached model is easily solved with presolve off, but with presolve it reports as infeasible.
tm_bln.mps.gz
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