Re: [Help-glpk] glpsol, arbitrary precision and large numbers

[Edd Barrett]

On Sat, Jun 30, 2012 at 04:34:19AM +1200, Robbie Morrison wrote:
> 
> ------------------------------------------------------------
> To:           Edd Barrett <address@hidden>
> Subject:      Re: [Help-glpk] glpsol, arbitrary precision and large numbers
> Message-ID:  <address@hidden>
> From:         Edd Barrett <address@hidden>
> Date:         Fri, 29 Jun 2012 10:42:35 +0100
> ------------------------------------------------------------
> 
> > On Wed, Jun 27, 2012 at 01:03:35PM +0100, Edd Barrett wrote:
> >
> >> Which is false, so under this assignment the system
> >> in infeasible. The solver should have either tried a
> >> different assignment of either variables, or if it
> >> could not, then it should have reported the problem
> >> infeasible? Right?
> >
> > Any thoughts on this? I am keen to figure out what went
> > wrong here.
> >
> > Cheers
> >
> > --
> > Best Regards
> > Edd Barrett
> >
> > http://www.theunixzoo.co.uk
> 
> Hi Edd
> 
> No idea what the underlying problem is but here are
> some debugging suggestions:
> 
>   * try formulating a minimum reproducible case and
>     circulate that
> 
>   * check the KKT conditions if appropriate
> 
>     
> http://en.wikibooks.org/wiki/GLPK/Solution_information#Karush-Kuhn-Tucker_optimality_conditions

Ah, I am failing the KKT.PB check. From the .sol file I attached in my earlier 
mail:

---8<---
Integer feasibility conditions:

KKT.PE: max.abs.err = 0.00e+00 on row 0
        max.rel.err = 0.00e+00 on row 0
        High quality

KKT.PB: max.abs.err = 5.00e+00 on row 15
        max.rel.err = 1.00e+00 on row 15
        SOLUTION IS INFEASIBLE
---8<---

So I guess the result is unreliable. I will have to read into this more.

> 
>   * export your MathProg model in MPS format and try
>     solving that with GLPSOL or with other solvers
> 
>     http://en.wikibooks.org/wiki/GLPK/Interoperability#MPS_free_format

I have already tried lpsolve. Today I was looking into using the PPL solver:
http://bugseng.com/products/ppl

Cheers for everyone's help.

-- 
Best Regards
Edd Barrett

http://www.theunixzoo.co.uk