Re: [Help-glpk] Initial starting point of simplex algorithm

[Rabih Chaar]

I think I am doing something wrong in the application of elasticity variables 
on each row. The non zero coefficients of the constraints matrix should contain 
exactly elasticity variables additional non-zeros. The logs seems to violate 
this

>>> 450946+220038 !=642201

Regards,

Rabih

Le 24 janv. 2013 à 18:41, Rabih Chaar <address@hidden> a écrit :

> Hello,
> Thanks for the quick reply. 
> Concerning your recommendation on checking my objective coefficients, I was 
> also outputting my relaxed problem in cplex, and everything seems fine. 
> 
> I am not having this behavior on all instances of the problem. For others I 
> am getting the sinf not null.
> 
> My goal is to implement an algorithm giving a minimal iis if the problem is 
> infeasible, hence the relaxation. This is done programmatically via the glpk 
> API,  making a copy of the problem, adding the additional elasticity 
> variables, setting there objective coefficients to one, setting the objective 
> coefficients of initial variables to zero, and adapting row constraints with 
> the elasticity variables. I will check my code again. 
> 
> I wanted to be sure that the primal simplex (on the initial problem) will 
> always find a feasible domain if it exists. 
> 
> Thanks in advance. 
> 
> Rabih
> 
> Le 24 janv. 2013 à 14:40, Andrew Makhorin <address@hidden> a écrit :
> 
>> 
>>> PS: here is a small log of both problems
>>> 
>>> GLPK Simplex Optimizer, v4.47
>>> 191255 rows, 68860 columns, 450946 non-zeros
>>> 0: obj = 0.000000000e+000 infeas = 5.436e+009 (28783)
>>> ...
>>> 17761: obj = -8.927238865e+008 infeas = 2.030e+007 (14520)
>>> PROBLEM HAS NO FEASIBLE SOLUTION
>>> 
>>> Elasticity
>>> Addtional constraints 220038 for 191255 rows
>>> Current column size is 68860
>>> Additional Constraints 220038
>>> Current column size after resize is 288898
>>> GLPK Simplex Optimizer, v4.47
>>> 191255 rows, 288898 columns, 642201 non-zeros
>>> 0: obj = 0.000000000e+000 infeas = 5.436e+009 (28783)
>>> ...
>>> * 1552: obj = 0.000000000e+000 infeas = 1.490e-008 (28782)
>>> OPTIMAL SOLUTION FOUND
>>> Sinf is 0
>> 
>> BTW, in the second case the objective (Sinf, I guess) is zero on all
>> iterations. Probably you forgot to assign objective coefficients to
>> elastic variables.
> 
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