Hello Andrew and GLPK list
I would like to confirm the following behavior.
Does electing to use the simplex presolver, namely:
glp_smcp parmSimplex;
glp_init_smcp(&parmSimplex);
parmSimplex.presolve = GLP_ON;
...
int solverRet = glp_simplex(prob, &parmSimplex);
negate the effect of (and the resources invested in)
any previous scale call:
glp_scale_prob(prob, GLP_SF_AUTO);
or basis call, for that matter:
glp_adv_basis(prob, 0);
Moreover, is it okay that the different scalings give different
results (the logging from host application program is
also shown).
<terminal>
line source call no delta-t rank
message
....................................................................................................
2735 d/siglp.cc solverInvokeSolver 1465 00.0000s dbug
GLPK glp_scale_prob call
Scaling...
A: min|aij| = 1.000e+00 max|aij| = 3.499e+06 ratio = 3.499e+06
GM: min|aij| = 5.419e-01 max|aij| = 1.845e+00 ratio = 3.406e+00
EQ: min|aij| = 3.030e-01 max|aij| = 1.000e+00 ratio = 3.300e+00
2762 d/siglp.cc solverInvokeSolver 1466 00.0001s adhc
GLPK construct adv basis omitted
2818 d/siglp.cc solverInvokeSolver 1467 00.0000s dbug
GLPK glp_simplex call
GLPK Simplex Optimizer, v4.44
13 rows, 9 columns, 23 non-zeros
Preprocessing...
4 rows, 4 columns, 9 non-zeros
Scaling...
A: min|aij| = 1.000e+00 max|aij| = 3.499e+06 ratio = 3.499e+06
GM: min|aij| = 9.194e-01 max|aij| = 1.088e+00 ratio = 1.183e+00
EQ: min|aij| = 8.453e-01 max|aij| = 1.000e+00 ratio = 1.183e+00
Constructing initial basis...
Size of triangular part = 4
0: obj = 5.132003000e+08 infeas = 1.778e+00 (0)
2: obj = 5.132003001e+08 infeas = 3.678e-04 (0)
PROBLEM HAS NO FEASIBLE SOLUTION
glp_simplex: unable to recover undefined or non-optimal solution
2849 d/siglp.cc solverInvokeSolver 1468 00.0003s dbug LP
relaxation FAIL, solver return 10
</terminal>
Clearly the nonfeasible problem is my mistake .. oops!
Robbie
---
Robbie Morrison
PhD student -- policy-oriented energy system simulation
Institute for Energy Engineering (IET)
Technical University of Berlin (TU-Berlin), Germany
University email (redirected) : [email protected]
Webmail (preferred) : [email protected]
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