[Top][All Lists]
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
[Help-glpk] Re: mps format problems
From: |
Andrew Makhorin |
Subject: |
[Help-glpk] Re: mps format problems |
Date: |
Tue, 17 Apr 2007 12:01:16 +0400 |
Hi Serge,
> The .lp files is solved by glpsol and cplex qith exactly the same
> answer. But the .mps file, even though it is solved by glpsol with
> the same solution, is rejected by Cplex, by Cbc (Coin-or) and by
> Qsopt as INFEASIBLE. So if everybody (except glpk) says the problem
> is infeasible, I think you will have to admit there is something
> wrong in the mps file, no?
I am puzzled. As I noticed the primal infeasibility was detected on
solving lp relaxation, however, glpsol found nothing unusual on solving
lp relaxation as well as on solving mip:
------------------------------------------------------------------------
Problem: ttbcube
Rows: 519
Columns: 551
Non-zeros: 1845
Status: OPTIMAL
Objective: R0000001 = 4 (MINimum)
Karush-Kuhn-Tucker optimality conditions:
KKT.PE: max.abs.err. = 8.88e-16 on row 2
max.rel.err. = 8.88e-16 on row 6
High quality
KKT.PB: max.abs.err. = 2.22e-16 on row 80
max.rel.err. = 1.11e-16 on row 80
High quality
KKT.DE: max.abs.err. = 0.00e+00 on column 0
max.rel.err. = 0.00e+00 on column 0
High quality
KKT.DB: max.abs.err. = 0.00e+00 on row 0
max.rel.err. = 0.00e+00 on row 0
High quality
End of output
------------------------------------------------------------------------
Problem: ttbcube
Rows: 519
Columns: 551 (481 integer, 480 binary)
Non-zeros: 1845
Status: INTEGER OPTIMAL
Objective: R0000001 = 4 (MINimum) 4 (LP)
Integer feasibility conditions:
INT.PE: max.abs.err. = 2.66e-15 on row 59
max.rel.err. = 1.78e-15 on row 4
High quality
INT.PB: max.abs.err. = 1.33e-15 on row 420
max.rel.err. = 9.99e-16 on column 128
High quality
End of output
------------------------------------------------------------------------
KKT optimality conditions and integer feasibility conditions are checked
directly on the model data, so the solution is correct in both cases.
The most puzzling thing is that after converting the model from mps
format to cplex lp format the scip solver (available through the NEOS
server) found the optimal solution:
SCIP Status : problem is solved [optimal solution found]
Solving Time (sec) : 22.69
Solving Nodes : 926
Primal Bound : +4.00000000000000e+00 (1 solutions)
Dual Bound : +4.00000000000000e+00
Gap : 0.00 %
Please try writing your instance in *free* mps format, i.e.
glpsol --model ... --data ... --wfreemps foo.mps
and then solving it with cplex. If the infeasibility will disappear,
I will find the cause of the error.
Andrew Makhorin
- [Help-glpk] Re: mps format problems,
Andrew Makhorin <=