Actually, since I created the input data, I know it has a solution which I
already stated:
x0 = 1
x1 = 0
x2 = 2
x3 = 3
If it's infeasible, it's because I stated the problem incorrectly in the
input. I've solved this many time w/ another code which I've discovered has
numerical problems and claims successful termination w/ obviously incorrect
results.
I know this as an L1 constrained solution. So I want to minimize the sum of
the absolute errors for each t<n>.
To my naive eye this looks almost identical to plan.lp from the manual.
--- On Thu, 8/12/10, Wendel Alexandre Xavier de Melo
<wendelalexan...@gmail.com> wrote:
From: Wendel Alexandre Xavier de Melo <wendelalexan...@gmail.com>
Subject: Re: [Help-glpk] What am I missing?
To: "Reginald Beardsley" <pulask...@yahoo.com>, help-glpk@gnu.org
Date: Thursday, August 12, 2010, 1:08 PM
Well, you got the message:
"PROBLEM HAS NO FEASIBLE SOLUTION"
So, I think that your problem does not have any solution that satisfies all
your constraints... There are no error in your GMPL code. I suggest you verify
your mathematical model.
Good luck
Wendel Alexandre Melo
Master degree student
Federal University of Rio de Janeiro
2010/8/12 Reginald Beardsley <pulask...@yahoo.com>
sun_x86%rhb {3967} /app/pkgs/gnu/glpk/4.44/bin/glpsol --lp aa
GLPSOL: GLPK LP/MIP Solver, v4.44
Parameter(s) specified in the command line:
--lp aa
Reading problem data from `aa'...
24 rows, 5 columns, 93 non-zeros
33 lines were read
GLPK Simplex Optimizer, v4.44
24 rows, 5 columns, 93 non-zeros
Preprocessing...
23 rows, 4 columns, 92 non-zeros
Scaling...
A: min|aij| = 1.184e-01 max|aij| = 1.000e+00 ratio = 8.446e+00
Problem data seem to be well scaled
Constructing initial basis...
Size of triangular part = 1
0: obj = -1.875260000e+01 infeas = 1.875e+01 (22)
3: obj = -4.969124211e-02 infeas = 4.848e-02 (20)
PROBLEM HAS NO FEASIBLE SOLUTION
glp_simplex: unable to
recover undefined or non-optimal solution
Time used: 0.0 secs
Memory used: 0.1 Mb (56761 bytes)
sun_x86%rhb {3968}
--- On Thu, 8/12/10, Wendel Alexandre Xavier de Melo
<wendelalexan...@gmail.com> wrote:
From: Wendel Alexandre Xavier de Melo <wendelalexan...@gmail.com>
Subject: Re: [Help-glpk] What am I missing?
To: "Reginald Beardsley" <pulask...@yahoo.com>
Date: Thursday, August 12, 2010, 12:45 PM
Hi Reginald
What is the your error message?
Best regards
Wendel
2010/8/12 Reginald Beardsley <pulask...@yahoo.com>
I'm trying to use glpk for the first time. I can run plan.lp OK, but when I
try to set up my own problem, it fails. Looking at the examples and rereading
the manual has not gotten through my thick head what I'm doing wrong.
I'm attempting a basis pursuit, so I want to find the coefficients for a set of
wavelets from a dictionary that sum to the measured data subject to an L1 norm.
This example is exact. x0=1 x1=0 x2=2 x3=3. sum is the sum of the last column
(i.e. RHS).
Thanks,
Reg
Here's my attempt to construct an example using CPLEX format:
minimize
z : + 21 x0 + 13.27 x1 + 6.769 x2 + 5.262 x3 -
50.3246
subject to
t1 : + 1 x0 + 1 x1 + 1 x2 + 1 x3 =
6
t2 : + 0.9912 x0 + 0.9206 x1 + 0.6255 x2 + 0.465 x3 =
3.637
t3 : + 0.9826 x0 + 0.8524 x1 + 0.4832 x2 + 0.3568 x3 =
3.02
t4 : + 0.9741 x0 + 0.7936 x1 + 0.4075 x2 + 0.3008 x3 =
2.692
t5 : + 0.9657 x0 + 0.7426 x1 + 0.3591 x2 + 0.265 x3 =
2.479
t6 : + 0.9575 x0 + 0.6981 x1 + 0.3246 x2 + 0.2396 x3 =
2.325
t7 : + 0.9493 x0 + 0.6591 x1 + 0.2985 x2 + 0.2203 x3 =
2.207
t8 : + 0.9414 x0 + 0.6248 x1 + 0.2778 x2 + 0.2051 x3 =
2.112
t9 : + 0.9335 x0 + 0.5944 x1 + 0.261 x2 + 0.1926 x3 =
2.033
t10 : + 0.9258 x0 + 0.5674 x1 + 0.2468 x2 + 0.1822 x3 =
1.966
t11 : + 0.9181 x0 + 0.5433 x1 + 0.2348 x2 + 0.1733 x3 =
1.907
t12 : + 0.9106 x0 + 0.5216 x1 + 0.2243 x2 + 0.1656 x3 =
1.856
t13 : + 0.9032 x0 + 0.502 x1 + 0.2151 x2 + 0.1588 x3 =
1.81
t14 : + 0.896 x0 + 0.4843 x1 + 0.207 x2 + 0.1528 x3 =
1.768
t15 : + 0.8888 x0 + 0.4682 x1 + 0.1997 x2 + 0.1474 x3 =
1.731
t16 : + 0.8817 x0 + 0.4535 x1 + 0.1932 x2 + 0.1426 x3 =
1.696
t17 : + 0.8748 x0 + 0.44 x1 + 0.1872 x2 + 0.1382 x3 =
1.664
t18 : + 0.8679 x0 + 0.4275 x1 + 0.1818 x2 + 0.1342 x3 =
1.634
t19 : + 0.8612 x0 + 0.416 x1 + 0.1768 x2 + 0.1305 x3 =
1.606
t20 : + 0.8545 x0 + 0.4054 x1 + 0.1722 x2 + 0.1271 x3 =
1.58
t21 : + 0.848 x0 + 0.3955 x1 + 0.168 x2 + 0.124 x3 =
1.556
t22 : + 0.8415 x0 + 0.3863 x1 + 0.164 x2 + 0.1211 x3 =
1.533
t23 : + 0.8352 x0 + 0.3777 x1 + 0.1603 x2 + 0.1184 x3 =
1.511
bounds
x0 >= 0.0
x1 >= 0.0
x2 >= 0.0
x3 >= 0.0
end
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--
Wendel
--
Wendel
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