Clp fails to solve linear program

[mengtsinghua]

• Minimize Z = x1 + 2x5 - x8
• Subject to:
• 2.5 <= 3x1 + x2 - 2x4 - x5 - x8

•             2x2 + 1.1x3                                   <=  2.1
  

•                      x3              + x6                  =  4.0
  

• 1.8 <= 2.8x4 -1.2x7

•     5.6x1                       + x5              + 1.9x8 <= 15.0
  

•                          2.8x4             -1.2x7         <=  5.0
  

• 3.0 <= 5.6x1 + x5 + 1.9x8
• where:
• 2.5 <= x1
• 0 <= x2 <= 4.1
• 0 <= x3
• 0 <= x4
• 0.5 <= x5 <= 4.0
• 0 <= x6
• 0 <= x7
• 0 <= x8 <= 4.3

---

NAME EXAMPLE
ROWS
N OBJ
G ROW01
L ROW02
E ROW03
G ROW04
L ROW05
L ROW06
G ROW07
COLUMNS
COL01 OBJ 1.0 ROW05 5.6
COL01 ROW01 3.0 ROW07 5.6
COL02 ROW01 1.0 ROW02 2.0
COL03 ROW02 1.1 ROW03 1.0
COL04 ROW01 -2.0 ROW04 2.8
COL05 ROW06 2.8
COL05 OBJ 2.0 ROW07 1.0
COL05 ROW01 -1.0 ROW05 1.0
COL06 ROW03 1.0
COL07 ROW04 -1.2 ROW06 -1.2
COL08 OBJ -1.0 ROW07 1.9
COL08 ROW01 -1.0 ROW05 1.9
RHS
RHS1 ROW01 2.5
RHS1 ROW02 2.1
RHS1 ROW03 4.0
RHS1 ROW04 1.8
RHS1 ROW05 15.0
RNG1 ROW06 5.0
RNG1 ROW07 3.0
BOUNDS
LO BND1 COL01 2.5
UP BND1 COL02 4.1
LO BND1 COL05 0.5
UP BND1 COL05 4.0
UP BND1 COL08 4.3
ENDATA

Expected solution is min(z): Optimal objective 3.236842105e+00
COL01 2.5
COL02 1.05
COL03 0.0
COL04 0.6428571428571429
COL05 0.5
COL06 4.0
COL07 0.0
COL08 0.2631578947368421

But the actual solution is below
Optimal objective 1.24494311 - 0 iterations time 0.002, Presolve 0.00
optimal
Row 0, primal 2.5, dual 0.663717
Row 1, primal 2.1, dual -0.331858
Row 2, primal 4, dual 0
Row 3, primal 1.8, dual 0.474083
Row 4, primal 15, dual -0.176991
Row 5, primal -2.22045e-16, dual -0.474083
Row 6, primal 15, dual 0
COL01, primal 1.99539, dual 0
COL02, primal 1.05, dual -1.11022e-16
COL03, primal 0, dual 0.365044
COL04, primal 1.14286, dual 0
COL05, primal 0.5, dual 4.16814
COL06, primal 4, dual 0
COL07, primal 1.16667, dual -1.11022e-16
COL08, primal 1.75044, dual 5.55112e-17
optimal
Row 0, primal 2.5, dual 0.663717
Row 1, primal 2.1, dual -0.331858
Row 2, primal 4, dual 0
Row 3, primal 1.8, dual 0.474083
Row 4, primal 15, dual -0.176991
Row 5, primal -2.22045e-16, dual -0.474083
Row 6, primal 15, dual 0
COL01, primal 1.99539, dual 0
COL02, primal 1.05, dual -1.11022e-16
COL03, primal 0, dual 0.365044
COL04, primal 1.14286, dual 0
COL05, primal 0.5, dual 4.16814
COL06, primal 4, dual 0
COL07, primal 1.16667, dual -1.11022e-16
COL08, primal 1.75044, dual 5.55112e-17

[mengtsinghua]

The above LP problem can be successfully solved by Soplex and Gurobi, but fails to be solved by Clp.

[jjhforrest]

Seems to be an error in reading mps files with more than one rhs.  If the two lines RNG1 are commented out the correct solution is found.  Somehow the lower bound on COL01 is being skipped. Should be able to fix today.

…

On 26/05/2022 10:21, mengtsinghua wrote: The above LP problem can be successfully solved by Soplex and Gurobi, but failed to be solved by Clp. — Reply to this email directly, view it on GitHub <#235 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/ABWJYHF2JDCTE4C5D33YVVTVL47BTANCNFSM5WMCI47A>. You are receiving this because you are subscribed to this thread.Message ID: ***@***.***>

[jjhforrest]

Should be fixed in stable, but simpler to avoid having multiple rhs, rnges or bounds in mps file.

…

On 26/05/2022 10:21, mengtsinghua wrote: The above LP problem can be successfully solved by Soplex and Gurobi, but failed to be solved by Clp. — Reply to this email directly, view it on GitHub <#235 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/ABWJYHF2JDCTE4C5D33YVVTVL47BTANCNFSM5WMCI47A>. You are receiving this because you are subscribed to this thread.Message ID: ***@***.***>