-------- Forwarded Message --------
From: Bryn Pickering <bp...@cam.ac.uk>
To: bug-glpk@gnu.org
Subject: GLPK incorrect results
Date: Wed, 07 Mar 2018 09:31:17 +0000

Hi,


We've resolutely stuck with GLPK V.4.61 for the past several months in
https://github.com/calliope-project/calliope. The reason is that all our
tests fail for any newer version of GLPK!


For LP models, GLPK 4.61 agrees with Gurobi and CPLEX in the objective
function value. However, we get up to orders of magnitude difference
when implementing newer versions of GLPK.


We're not applying any solver options in any case. Below are the output
logs for the same model, run through different solvers. This was also an
issue in GLPK v4.63. 


Best,


Bryn



GLPK 4.61
INFO: GLPSOL: GLPK LP/MIP Solver, v4.61
INFO: Parameter(s) specified in the command line:
INFO: --write C:\Users\bp325\AppData\Local\Temp\tmp34nbrldr.glpk.raw --wglp 
C:\Users\bp325\AppData\Local\Temp\tmpjjn0zc3b.glpk.glp
INFO: --cpxlp C:\Users\bp325\AppData\Local\Temp\tmpcton6cq0.pyomo.lp
INFO: Reading problem data from 
'C:\Users\bp325\AppData\Local\Temp\tmpcton6cq0.pyomo.lp'...
INFO: 1756 rows, 1178 columns, 4208 non-zeros
INFO: 10728 lines were read
INFO: Writing problem data to 
'C:\Users\bp325\AppData\Local\Temp\tmpjjn0zc3b.glpk.glp'...
INFO: 8836 lines were written
INFO: GLPK Simplex Optimizer, v4.61
INFO: 1756 rows, 1178 columns, 4208 non-zeros
INFO: Preprocessing...
INFO: 1109 rows, 672 columns, 2695 non-zeros
INFO: Scaling...
INFO: A: min|aij| =  9.056e-03  max|aij| =  4.000e+00  ratio =  4.417e+02
INFO: GM: min|aij| =  6.113e-01  max|aij| =  1.636e+00  ratio =  2.676e+00
INFO: EQ: min|aij| =  3.852e-01  max|aij| =  1.000e+00  ratio =  2.596e+00
INFO: Constructing initial basis...
INFO: Size of triangular part is 1105
INFO: 0: obj =   7.036238780e+14 inf =   6.979e+05 (48)
INFO: 78: obj =   7.036315011e+14 inf =   0.000e+00 (0)
INFO: *   363: obj =   3.899735440e+04 inf =   0.000e+00 (0) 3
INFO: OPTIMAL LP SOLUTION FOUND
INFO: Time used:   0.1 secs
INFO: Memory used: 1.6 Mb (1710595 bytes)

GLPK 4.65
INFO: GLPSOL: GLPK LP/MIP Solver, v4.65
INFO: Parameter(s) specified in the command line:
INFO: --write C:\Users\bp325\AppData\Local\Temp\tmp958qxyz5.glpk.raw --wglp 
C:\Users\bp325\AppData\Local\Temp\tmpnffytitk.glpk.glp
INFO: --cpxlp C:\Users\bp325\AppData\Local\Temp\tmp4oma0ezm.pyomo.lp
INFO: Reading problem data from 
'C:\Users\bp325\AppData\Local\Temp\tmp4oma0ezm.pyomo.lp'...
INFO: 1756 rows, 1178 columns, 4208 non-zeros
INFO: 10728 lines were read
INFO: Writing problem data to 
'C:\Users\bp325\AppData\Local\Temp\tmpnffytitk.glpk.glp'...
INFO: 8836 lines were written
INFO: GLPK Simplex Optimizer, v4.65
INFO: 1756 rows, 1178 columns, 4208 non-zeros
INFO: Preprocessing...
INFO: 1109 rows, 672 columns, 2695 non-zeros
INFO: Scaling...
INFO: A: min|aij| =  9.056e-03  max|aij| =  4.000e+00  ratio =  4.417e+02
INFO: GM: min|aij| =  6.113e-01  max|aij| =  1.636e+00  ratio =  2.676e+00
INFO: EQ: min|aij| =  3.852e-01  max|aij| =  1.000e+00  ratio =  2.596e+00
INFO: Constructing initial basis...
INFO: Size of triangular part is 1105
INFO: 0: obj =   7.036238780e+14 inf =   6.979e+05 (48)
INFO: 78: obj =   7.036315011e+14 inf =   0.000e+00 (0)
INFO: *   314: obj =   4.109718910e+04 inf =   2.782e-12 (0) 2
INFO: OPTIMAL LP SOLUTION FOUND
INFO: Time used:   0.1 secs
INFO: Memory used: 1.7 Mb (1743619 bytes)

CPLEX 12.6.3
Welcome to IBM(R) ILOG(R) CPLEX(R) Interactive Optimizer 12.6.3.0
INFO: with Simplex, Mixed Integer & Barrier Optimizers
INFO: 5725-A06 5725-A29 5724-Y48 5724-Y49 5724-Y54 5724-Y55 5655-Y21
INFO: Copyright IBM Corp. 1988, 2015.  All Rights Reserved.
INFO: 
INFO: Type 'help' for a list of available commands.
INFO: Type 'help' followed by a command name for more
INFO: information on commands.
INFO: 
INFO: CPLEX> Logfile 'cplex.log' closed.
INFO: Logfile 'C:\Users\bp325\AppData\Local\Temp\tmpso8i41ok.cplex.log' open.
INFO: CPLEX> Problem 'C:\Users\bp325\AppData\Local\Temp\tmpmx_estsg.pyomo.lp' 
read.
INFO: Read time = 0.03 sec. (0.15 ticks)
INFO: CPLEX> Problem name         : 
C:\Users\bp325\AppData\Local\Temp\tmpmx_estsg.pyomo.lp
INFO: Objective sense      : Minimize
INFO: Variables            :    1178  [Nneg: 484,  Free: 430,  Other: 264]
INFO: Objective nonzeros   :      15
INFO: Linear constraints   :    1756  [Less: 923,  Greater: 10,  Equal: 823]
INFO: Nonzeros           :    4208
INFO: RHS nonzeros       :      60
INFO: 
INFO: Variables            : Min LB: 0.0000000        Max UB: 0.0000000
INFO: Objective nonzeros   : Min   : 1.000000         Max   : 1.000000
INFO: Linear constraints   :
INFO: Nonzeros           : Min   : 0.002000000      Max   : 1.000000e+009
INFO: RHS nonzeros       : Min   : 1.000000         Max   : 614033.0
INFO: CPLEX> Tried aggregator 1 time.
INFO: LP Presolve eliminated 942 rows and 584 columns.
INFO: Aggregator did 254 substitutions.
INFO: Reduced LP has 560 rows, 340 columns, and 1501 nonzeros.
INFO: Presolve time = 0.02 sec. (0.99 ticks)
INFO: Initializing dual steep norms . . .
INFO: 
INFO: Iteration log . . .
INFO: Iteration:     1   Dual objective     =            50.568960
INFO: Iteration:    80   Dual objective     =         21147.030405
INFO: Iteration:   148   Dual objective     =         34291.565837
INFO: Iteration:   210   Dual objective     =         36893.251369
INFO: Removing shift (2).
INFO: Markowitz threshold set to 0.1
INFO: 
INFO: Dual simplex - Optimal:  Objective = 3.8997354401e+004
INFO: Solution time =    0.06 sec.  Iterations = 263 (0)
INFO: Deterministic time = 5.57 ticks  (88.39 ticks/sec)



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