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

[Rabih Chaar]

There was an error in my code when relaxing fixed constraints, easily spotted 
on a small example. 
Thanks again for the help and suggestions, and sorry for the noise created. 

Regards,
Rabih

Le 24 janv. 2013 à 18:55, Rabih Chaar <address@hidden> a écrit :

> 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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