Dear Bryn,

Your mail had to be forwarded manually because you are not subscribed to
the list.

Are you able to share a copy of the .lp file used in the examples you
showed? Without this it is hard to see exactly what is happening.


Best Regards,

Chris Matrakidis


On 7 March 2018 at 17:41, Andrew Makhorin <[email protected]> wrote:

> -------- 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\T
> emp\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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