Opened 2 years ago
Closed 7 weeks ago
#79 closed defect (migrated)
Infeasibility Ray not found
Reported by: | blegat | Owned by: | somebody |
---|---|---|---|
Priority: | major | Milestone: | |
Component: | component1 | Version: | |
Keywords: | Cc: |
Description
Dear Clp maintainers,
I am using Clp v1.16.1 through the Julia wrapper for doing SDDP (https://github.com/blegat/StochasticDualDynamicProgramming.jl). For that algorithm, when a problem is infeasible, it important to retrieve an infeasibility ray. When I use Clp, it often happens that no infeasibility ray are returned by Clp.
I have tried to create the simplest possible example of problem for which Clp detects the infeasibility of the problem but does not find infeasibility ray and I have attached it to this ticket. I hope that this example will help you detect the issue in Clp and fix it !
The example is the following: Minimize 0 Subject To
x0 + x3 + x6 == 2 x1 + x4 + x7 == 2 x2 + x5 + x8 == 2 x0 + x1 + x2 <= 1 x3 + x4 + x5 <= 1 x6 + x7 + x8 <= 1 xi >= 0
Bounds
xi free
End As you can see, there are 6 + 9 constraints but no bounds on the variables. If the last 9 constraints are used as bounds or are removed, the infeasibility ray is found by Clp. The Infeasibility Ray is [1,1,1,-1,-1,-1,0,0,0,0,0,0,0,0,0]. Indeed, the sum of the 3 first constraints give "sum xi = 6" while the sum of the 3 following constraints give "sum xi <= 3".
Thanks in advance for your time !
Attachments (2)
Change History (4)
Changed 2 years ago by blegat
comment:1 Changed 2 years ago by blegat
The example is not formatted properly in the previous message and I can't find how to modify it so I have reformatted it below:
Minimize 0 Subject To x0 + x3 + x6 == 2 x1 + x4 + x7 == 2 x2 + x5 + x8 == 2 x0 + x1 + x2 <= 1 x3 + x4 + x5 <= 1 x6 + x7 + x8 <= 1 xi >= 0 Bounds xi free End
comment:2 Changed 7 weeks ago by stefan
- Resolution set to migrated
- Status changed from new to closed
This ticket has been migrated to GitHub and will be resolved there: https://github.com/coin-or/Clp/issues/79
Example in MPS format