On 3/4/21 4:44 PM, Antti Lehtila wrote:
Hi,
I think it works fully as documented, and so *per design*. Singleton
rows are treated as column bounds by the preprocessor. See documentation
for *npp_implied_lower*:
*---------------
* Processing implied column lower bound l'[q] includes the following
* cases:
*
* 1) if l'[q] < l[q] + eps, implied lower bound is redundant;
*
* 2) if l[q] + eps <= l[q] <= u[q] + eps, current column lower bound
In this line an apostrophe is missing.
2) if l[q] + eps <= l'[q] <= u[q] + eps, current column lower bound
* l[q] can be strengthened by replacing it with l'[q]. If in this
* case new column lower bound becomes close to current column upper
* bound u[q], the column can be fixed on its upper bound;
It is this strengthening that fails:
src/npp/npp3.c:567
eps = (q->is_int ? 1e-3 : 1e-3 + 1e-8 * fabs(q->lb));
Set eps to 1E-5 and you are fine.
Or run with --nopresol.
@Andrew:
Shouldn't 1E-5 be good enough?
Why do we need eps > 0?
Best regards.
Heinrich
*
* 3) if l'[q] > u[q] + eps, implied lower bound violates current
* column upper bound u[q], in which case the problem has no primal
* feasible solution. */
*---------------
The lower bound can have only a single value, but if you define multiple
values for a column lower bound, they must of course be processed in
some order. In this case, the lower bound is first defined l(q)=0, then
l'(q)=1, and finally l'(q)=1.0001. The third value for the bound is thus
considered *redundant*, as per design, and so the second value l(q)=1
remains in effect. This is because *eps* is defined as 1e-3 + 1e-6 *
fabs(q->lb)).
I guess it may be a considered a design flaw, but I think it should not
be called a bug, as it is working as designed and documented. Besides,
I think one should use the Bounds section for bounds, instead of using
multiple constraints for defining a single lower bound.
Best,
Antti
_______________________
On 04.03.2021 11:38, Domingo Alvarez Duarte wrote:
Testing this problem I discover that if we change the order of
constraint declarations it seems to give the expected answer as stated
by Thiago (what I think could be another bug).
====
/param min_bound default 0;/
/var x >= 0;
minimize y: x;/
*
*/*s.t. PART_MIN_X: x >= 1 + min_bound;*
/
/*s.t. LIM_INF_X: x >= 1;
*
/
/solve;
display min_bound;
display x; # EXPECTED RESULT: X == 1.0001
data;
param min_bound := 1e-4;
end;/
====
Output:
====
x.val = 1.0001
====
On 3/3/21 19:19, Thiago Neves wrote:
Hi.
I've found a strange behaviour in glpk which I don't know how to fix
nor how to contour it. It seems like GLPK can't distinguish
constraints that differs from about 1e-4.
Follows simple examples that explain and reproduce the problem.**
*
*
*The first model gives the desired answer (x = 1.0001):*
/
param min_bound default 0;/
/var x >= 0;
minimize y: x;/
/*
s.t. PART_MIN_X: x >= 1 + min_bound;*
solve;
display min_bound;
display x; # EXPECTED RESULT: X == 1.0001
data;
param min_bound := 1e-4;
end;
/
/_____________________________________/
/OUTPUT:/
/x.val = 1.0001/
/_____________________________________ /
*Now, if I add a second constraint "close" to the first one, the
solver will deliver an answer that is actually infeasible:*
/param min_bound default 0;/
/var x >= 0;
minimize y: x;/
*s.t. LIM_INF_X: x >= 1;
*/*s.t. PART_MIN_X: x >= 1 + min_bound;*
solve;
display min_bound;
display x; # EXPECTED RESULT: X == 1.0001
data;
param min_bound := 1e-4;
end;/
/_____________________________________/
/OUTPUT:/
x.val = 1
/_____________________________________ /
*If I change the "min_bound" parameter to 1e-2, the second model
works as expected (x = 1.01):*
/param min_bound default 0;/
/
/
/var x >= 0;
minimize y: x;/
*
*
*s.t. LIM_INF_X: x >= 1;
*/*s.t. PART_MIN_X: x >= 1 + min_bound;*
solve;/
/
display x; # EXPECTED RESULT: X == 1.01
data;
param min_bound := 1e-2;
end;/
/_____________________________________/
/OUTPUT:/
x.val = 1.01
/_____________________________________ /
/
/
Att,
*Thiago H. Neves*
(31) 98608-0666