-------- Forwarded Message -------- From: Bryn Pickering <[email protected]> To: [email protected] 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) _______________________________________________ Bug-glpk mailing list [email protected] https://lists.gnu.org/mailman/listinfo/bug-glpk
