-------- Forwarded Message -------- From: Arts, J.J. <[email protected]> To: '[email protected]' <[email protected]> Subject: GMPL performs correct translation to MPS, but does not solve correctly directly. Date: Wed, 9 Sep 2015 14:19:50 +0000
Dear Andrew, The attached model file contains an LP formulation for a Markov Decision Process (it is a small formulation fortunately). For this problem, I have also implemented a dynamic progamming formulation. The LP formulation in the model file is not solved correctly when I use glpsol.exe via GUSEK on a windows 7 32 bit system with 4 Gb RAM. This is immediatelyt obvious from the output in the attached file where the normalization row should have an activity of 1.0, but an activity of 0 is reported. However, if I use glpsol.exe to generate an MPS file and solve the model from the MPS file, I obtain the correct answer (which can be verified from my dynamic programming implementation). This behaviour is somewhat dependent on the input parameters. In some cases both yield the same result, but in most cases they do not. I believe that this result may be somehow due to the fact that I compute parameters (which in this case are Poisson probabilities) from within the GMPL code (see the section called Transition probabilities). I have made LP implementation of MDP problems in GMPL before without any problems, but in these implementations I read the transition probabilities from a file that I generate in Octave. If you have time to pursue this bug, I would be happy to work with you to find it, but I am not sure where to start at this point. Regards Joachim Dr.ir. Joachim Arts Assistant Professor School of Industrial Engineering Eindhoven University of Technology Phone: +31 (0)644161529
CBM_LP.mod
Description: CBM_LP.mod
CBM_LP.out
Description: CBM_LP.out
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