-------- Forwarded Message --------
From: Sergej Andrejev <[email protected]>
To: [email protected]
Subject: Different status returned in API and by terminal output
Date: Tue, 22 Nov 2011 02:39:16 +0100
Hi,
I’m trying to optimize a problem. What I do is I maximize and minimize
same objective function (different order gives same results). What
happens though is that minimizing gives optimal solution but maximizing
gives error. Even stranger is that when maximizing in terminal output it
says that solution is unbounded but glp_simplex returns an error and
status in undefined. In the end I just don’t know what value should I
trust. Here is output from maximization followed by minimization.
..Scaling...
A: min|aij| = 4.095e-03 max|aij| = 4.500e+01 ratio = 1.099e+04
GM: min|aij| = 7.021e-02 max|aij| = 1.424e+01 ratio = 2.029e+02
EQ: min|aij| = 4.930e-03 max|aij| = 1.000e+00 ratio = 2.029e+02
GLPK Simplex Optimizer, v4.43
364572 rows, 306252 columns, 1369654 non-zeros
Preprocessing...
166399 rows, 209952 columns, 873457 non-zeros
Scaling...
A: min|aij| = 4.095e-03 max|aij| = 4.017e+01 ratio = 9.809e+03
GM: min|aij| = 7.021e-02 max|aij| = 1.424e+01 ratio = 2.029e+02
EQ: min|aij| = 4.930e-03 max|aij| = 1.000e+00 ratio = 2.029e+02
Constructing initial basis...
Size of triangular part = 155170
Objective scale factor = -523.616
0: obj = 0.000000000e+00 infeas = 7.545e+01 (11229)
500: obj = 0.000000000e+00 infeas = 7.478e+01 (10960)
1000: obj = 0.000000000e+00 infeas = 7.478e+01 (10701)
1500: obj = 0.000000000e+00 infeas = 7.478e+01 (10471)
2000: obj = 0.000000000e+00 infeas = 7.478e+01 (10228)
2500: obj = 0.000000000e+00 infeas = 7.478e+01 (9970)
3000: obj = 0.000000000e+00 infeas = 7.478e+01 (9745)
3500: obj = 0.000000000e+00 infeas = 7.478e+01 (9506)
4000: obj = 0.000000000e+00 infeas = 7.478e+01 (9297)
4500: obj = 0.000000000e+00 infeas = 7.478e+01 (9085)
5000: obj = 0.000000000e+00 infeas = 7.478e+01 (8899)
5500: obj = 0.000000000e+00 infeas = 7.478e+01 (8716)
6000: obj = 0.000000000e+00 infeas = 7.478e+01 (8564)
6500: obj = 0.000000000e+00 infeas = 7.478e+01 (8438)
7000: obj = 0.000000000e+00 infeas = 7.478e+01 (8274)
7500: obj = 0.000000000e+00 infeas = 7.478e+01 (8068)
8000: obj = 0.000000000e+00 infeas = 7.478e+01 (7890)
8500: obj = 0.000000000e+00 infeas = 7.478e+01 (7765)
9000: obj = 0.000000000e+00 infeas = 7.478e+01 (7638)
9500: obj = 0.000000000e+00 infeas = 7.443e+01 (7435)
10000: obj = 0.000000000e+00 infeas = 7.443e+01 (7340)
10500: obj = 0.000000000e+00 infeas = 7.443e+01 (7241)
11000: obj = 0.000000000e+00 infeas = 7.212e+01 (7118)
11500: obj = 0.000000000e+00 infeas = 6.754e+01 (7018)
12000: obj = 0.000000000e+00 infeas = 6.541e+01 (6900)
12500: obj = 0.000000000e+00 infeas = 5.432e+01 (6738)
13000: obj = 0.000000000e+00 infeas = 2.763e+01 (6608)
13500: obj = 0.000000000e+00 infeas = 1.501e+01 (6514)
14000: obj = 0.000000000e+00 infeas = 9.543e+00 (6319)
14500: obj = 0.000000000e+00 infeas = 6.950e+00 (6177)
15000: obj = 0.000000000e+00 infeas = 3.674e+00 (6008)
15500: obj = 0.000000000e+00 infeas = 3.476e+00 (5871)
16000: obj = 0.000000000e+00 infeas = 3.220e+00 (5647)
16500: obj = 0.000000000e+00 infeas = 2.946e+00 (5477)
17000: obj = 0.000000000e+00 infeas = 2.742e+00 (5402)
17500: obj = 0.000000000e+00 infeas = 2.331e+00 (5287)
18000: obj = 0.000000000e+00 infeas = 1.213e+00 (5214)
18500: obj = 0.000000000e+00 infeas = 1.409e-01 (5069)
* 18909: obj = 0.000000000e+00 infeas = 5.411e-14 (4863)
* 19000: obj = 5.882327016e-16 infeas = 5.243e-14 (4862)
* 19415: obj = 2.908302405e+01 infeas = 9.459e-13 (4816)
PROBLEM HAS UNBOUNDED SOLUTION
glp_simplex: unable to recover undefined or non-optimal solution
ERR_CODE: GLP_ENODFS (11)
STATUS: GLP_UNDEF (1)
GLPK Simplex Optimizer, v4.43
364572 rows, 306252 columns, 1369654 non-zeros
Preprocessing...
166399 rows, 209952 columns, 873457 non-zeros
Scaling...
A: min|aij| = 4.095e-03 max|aij| = 4.017e+01 ratio = 9.809e+03
GM: min|aij| = 7.021e-02 max|aij| = 1.424e+01 ratio = 2.029e+02
EQ: min|aij| = 4.930e-03 max|aij| = 1.000e+00 ratio = 2.029e+02
Constructing initial basis...
Size of triangular part = 155170
Objective scale factor = 523.616
19415: obj = 0.000000000e+00 infeas = 7.545e+01 (11229)
19500: obj = 0.000000000e+00 infeas = 7.478e+01 (11186)
20000: obj = 0.000000000e+00 infeas = 7.478e+01 (10904)
20500: obj = 0.000000000e+00 infeas = 7.478e+01 (10657)
21000: obj = 0.000000000e+00 infeas = 7.478e+01 (10441)
21500: obj = 0.000000000e+00 infeas = 7.478e+01 (10198)
22000: obj = 0.000000000e+00 infeas = 7.478e+01 (9952)
22500: obj = 0.000000000e+00 infeas = 7.478e+01 (9694)
23000: obj = 0.000000000e+00 infeas = 7.478e+01 (9482)
23500: obj = 0.000000000e+00 infeas = 7.478e+01 (9233)
24000: obj = 0.000000000e+00 infeas = 7.478e+01 (9055)
24500: obj = 0.000000000e+00 infeas = 7.478e+01 (8847)
25000: obj = 0.000000000e+00 infeas = 7.478e+01 (8686)
25500: obj = 0.000000000e+00 infeas = 7.478e+01 (8535)
26000: obj = 0.000000000e+00 infeas = 7.478e+01 (8407)
26500: obj = 0.000000000e+00 infeas = 7.478e+01 (8242)
27000: obj = 0.000000000e+00 infeas = 7.478e+01 (8038)
27500: obj = 0.000000000e+00 infeas = 7.478e+01 (7874)
28000: obj = 0.000000000e+00 infeas = 7.478e+01 (7744)
28500: obj = 0.000000000e+00 infeas = 7.478e+01 (7604)
29000: obj = 0.000000000e+00 infeas = 7.443e+01 (7424)
29500: obj = 0.000000000e+00 infeas = 7.443e+01 (7332)
30000: obj = 0.000000000e+00 infeas = 7.443e+01 (7208)
30500: obj = 0.000000000e+00 infeas = 7.057e+01 (7094)
31000: obj = 0.000000000e+00 infeas = 6.641e+01 (6999)
31500: obj = 0.000000000e+00 infeas = 6.410e+01 (6876)
32000: obj = 0.000000000e+00 infeas = 5.127e+01 (6722)
32500: obj = 0.000000000e+00 infeas = 1.733e+01 (6596)
33000: obj = 0.000000000e+00 infeas = 1.501e+01 (6461)
33500: obj = 0.000000000e+00 infeas = 9.543e+00 (6315)
34000: obj = 0.000000000e+00 infeas = 6.950e+00 (6137)
34500: obj = 0.000000000e+00 infeas = 3.521e+00 (6000)
35000: obj = 0.000000000e+00 infeas = 3.334e+00 (5837)
35500: obj = 0.000000000e+00 infeas = 3.164e+00 (5631)
36000: obj = 0.000000000e+00 infeas = 2.944e+00 (5451)
36500: obj = 0.000000000e+00 infeas = 2.391e+00 (5396)
37000: obj = 0.000000000e+00 infeas = 2.331e+00 (5258)
37500: obj = 0.000000000e+00 infeas = 4.896e-01 (5199)
38000: obj = 0.000000000e+00 infeas = 1.409e-01 (5028)
* 38324: obj = 0.000000000e+00 infeas = 5.411e-14 (4863)
OPTIMAL SOLUTION FOUND
ERR_CODE: GLP_OK (0)
STATUS: GLP_OPT (5)
Kind Regards,
Sergej
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