JuliaOpt / GLPKMathProgInterface.jl

DEPRECATED: Interface between the GLPK.jl wrapper and MathProgBase.jl
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how to solve--"Cgl0013I Postprocessed model is infeasible - possible tolerance issue - try without preprocessing" #62

Closed zhengdongxia closed 3 years ago

zhengdongxia commented 3 years ago

Hi,I encountered the following problems.

Although the optimization result is optimal, the log shows that it is not feasible and prompts the statement that "Cgl0013I Postprocessed model is infeasible - possible tolerance issue - try without preprocessing" .But I can't find where to modify the preprocessing in Python.Also,I don't know if it will work.

Thank you in advance for all your help!

The below text is the log

`Problem MODEL has 918 rows, 944 columns and 3251 elements Coin0008I MODEL read with 0 errors Continuous objective value is 14 - 0.03 seconds Cgl0003I 0 fixed, 0 tightened bounds, 27 strengthened rows, 1844 substitutions Cgl0003I 0 fixed, 0 tightened bounds, 233 strengthened rows, 0 substitutions Cgl0003I 0 fixed, 0 tightened bounds, 289 strengthened rows, 0 substitutions Cgl0003I 0 fixed, 0 tightened bounds, 240 strengthened rows, 0 substitutions Cgl0003I 0 fixed, 0 tightened bounds, 121 strengthened rows, 0 substitutions Cgl0003I 0 fixed, 0 tightened bounds, 62 strengthened rows, 0 substitutions Cgl0003I 0 fixed, 0 tightened bounds, 57 strengthened rows, 0 substitutions Cgl0003I 0 fixed, 0 tightened bounds, 42 strengthened rows, 0 substitutions Cgl0003I 0 fixed, 0 tightened bounds, 30 strengthened rows, 0 substitutions Cgl0004I processed model has 322 rows, 511 columns (403 integer (403 of which binary)) and 2152 elements Cbc0038I Initial state - 81 integers unsatisfied sum - 16.0741 Cbc0038I Pass 1: suminf. 4.69748 (32) obj. -8.46975 iterations 164 Cbc0038I Pass 2: suminf. 4.69748 (32) obj. -8.46975 iterations 1 Cbc0038I Pass 3: suminf. 0.30614 (2) obj. -1 iterations 55 Cbc0038I Solution found of -1 Cbc0038I Relaxing continuous gives -1 Cbc0038I Before mini branch and bound, 320 integers at bound fixed and 55 continuous Cbc0038I Full problem 322 rows 511 columns, reduced to 86 rows 78 columns Cbc0038I Mini branch and bound improved solution from -1 to -4 (0.39 seconds) Cbc0038I Round again with cutoff of -5.70576 Cbc0038I Pass 4: suminf. 4.69748 (32) obj. -8.46975 iterations 0 Cbc0038I Pass 5: suminf. 4.69748 (32) obj. -8.46975 iterations 4 Cbc0038I Pass 6: suminf. 2.32885 (31) obj. -5.70576 iterations 103 Cbc0038I Pass 7: suminf. 2.30135 (26) obj. -5.70576 iterations 7 Cbc0038I Pass 8: suminf. 5.83405 (36) obj. -5.70576 iterations 145 Cbc0038I Pass 9: suminf. 5.25151 (36) obj. -5.70576 iterations 27 Cbc0038I Pass 10: suminf. 4.81249 (26) obj. -5.70576 iterations 82 Cbc0038I Pass 11: suminf. 3.91828 (20) obj. -5.70576 iterations 60 Cbc0038I Pass 12: suminf. 1.71988 (17) obj. -5.70576 iterations 95 Cbc0038I Pass 13: suminf. 1.58358 (14) obj. -5.70576 iterations 30 Cbc0038I Pass 14: suminf. 2.28868 (17) obj. -5.70576 iterations 66 Cbc0038I Pass 15: suminf. 1.73395 (16) obj. -5.70576 iterations 38 Cbc0038I Pass 16: suminf. 1.58344 (13) obj. -5.70576 iterations 89 Cbc0038I Pass 17: suminf. 1.02871 (12) obj. -5.70576 iterations 48 Cbc0038I Pass 18: suminf. 1.78558 (13) obj. -5.70576 iterations 68 Cbc0038I Pass 19: suminf. 1.23085 (12) obj. -5.70576 iterations 44 Cbc0038I Pass 20: suminf. 1.79048 (12) obj. -5.70576 iterations 56 Cbc0038I Pass 21: suminf. 1.23575 (11) obj. -5.70576 iterations 33 Cbc0038I Pass 22: suminf. 1.94086 (13) obj. -5.70576 iterations 58 Cbc0038I Pass 23: suminf. 1.38613 (12) obj. -5.70576 iterations 23 Cbc0038I Pass 24: suminf. 1.58344 (13) obj. -5.70576 iterations 69 Cbc0038I Pass 25: suminf. 1.02871 (12) obj. -5.70576 iterations 37 Cbc0038I Pass 26: suminf. 1.94086 (13) obj. -5.70576 iterations 53 Cbc0038I Pass 27: suminf. 5.24680 (35) obj. -5.70576 iterations 143 Cbc0038I Pass 28: suminf. 4.27519 (25) obj. -5.70576 iterations 69 Cbc0038I Pass 29: suminf. 3.84257 (24) obj. -5.70576 iterations 82 Cbc0038I Pass 30: suminf. 3.51184 (23) obj. -5.70576 iterations 62 Cbc0038I Pass 31: suminf. 4.66810 (21) obj. -5.70576 iterations 77 Cbc0038I Pass 32: suminf. 2.35358 (17) obj. -5.70576 iterations 46 Cbc0038I Pass 33: suminf. 1.92501 (15) obj. -5.70576 iterations 9 Cbc0038I No solution found this major pass Cbc0038I Before mini branch and bound, 264 integers at bound fixed and 35 continuous Cbc0038I Full problem 322 rows 511 columns, reduced to 168 rows 175 columns Cbc0038I Mini branch and bound improved solution from -4 to -5 (0.75 seconds) Cbc0038I Round again with cutoff of -7.21162 Cbc0038I Pass 33: suminf. 4.69748 (32) obj. -8.46975 iterations 0 Cbc0038I Pass 34: suminf. 4.69748 (32) obj. -8.46975 iterations 4 Cbc0038I Pass 35: suminf. 4.22876 (46) obj. -7.21162 iterations 156 Cbc0038I Pass 36: suminf. 3.53845 (44) obj. -7.21162 iterations 30 Cbc0038I Pass 37: suminf. 3.13625 (42) obj. -7.21162 iterations 43 Cbc0038I Pass 38: suminf. 4.26146 (45) obj. -7.21162 iterations 46 Cbc0038I Pass 39: suminf. 3.12915 (48) obj. -7.21162 iterations 45 Cbc0038I Pass 40: suminf. 3.13254 (45) obj. -7.21162 iterations 66 Cbc0038I Pass 41: suminf. 2.87087 (48) obj. -7.21162 iterations 21 Cbc0038I Pass 42: suminf. 8.87323 (40) obj. -7.21162 iterations 154 Cbc0038I Pass 43: suminf. 3.03103 (45) obj. -7.21162 iterations 84 Cbc0038I Pass 44: suminf. 2.99021 (47) obj. -7.21162 iterations 14 Cbc0038I Pass 45: suminf. 10.09064 (34) obj. -7.21162 iterations 116 Cbc0038I Pass 46: suminf. 3.67310 (37) obj. -7.21162 iterations 84 Cbc0038I Pass 47: suminf. 3.13015 (47) obj. -7.21162 iterations 55 Cbc0038I Pass 48: suminf. 6.50761 (42) obj. -7.21162 iterations 119 Cbc0038I Pass 49: suminf. 2.99021 (47) obj. -7.21162 iterations 67 Cbc0038I Pass 50: suminf. 2.99021 (47) obj. -7.21162 iterations 5 Cbc0038I Pass 51: suminf. 3.17363 (34) obj. -7.21162 iterations 91 Cbc0038I Pass 52: suminf. 2.78485 (34) obj. -7.21162 iterations 39 Cbc0038I Pass 53: suminf. 3.14095 (29) obj. -7.21162 iterations 107 Cbc0038I Pass 54: suminf. 2.51873 (27) obj. -7.21162 iterations 7 Cbc0038I Pass 55: suminf. 6.46257 (53) obj. -7.21162 iterations 106 Cbc0038I Pass 56: suminf. 6.04426 (45) obj. -7.21162 iterations 41 Cbc0038I Pass 57: suminf. 5.09498 (42) obj. -7.21162 iterations 30 Cbc0038I Pass 58: suminf. 4.70309 (41) obj. -7.21162 iterations 4 Cbc0038I Pass 59: suminf. 8.00873 (47) obj. -7.21162 iterations 95 Cbc0038I Pass 60: suminf. 5.72757 (53) obj. -7.21162 iterations 50 Cbc0038I Pass 61: suminf. 4.42860 (26) obj. -7.42325 iterations 72 Cbc0038I Pass 62: suminf. 4.21697 (27) obj. -7.21162 iterations 11 Cbc0038I No solution found this major pass Cbc0038I Before mini branch and bound, 255 integers at bound fixed and 38 continuous Cbc0038I Full problem 322 rows 511 columns, reduced to 163 rows 181 columns Cbc0038I Mini branch and bound did not improve solution (1.08 seconds) Cbc0038I After 1.08 seconds - Feasibility pump exiting with objective of -5 - took 0.74 seconds Cbc0012I Integer solution of -5 found by feasibility pump after 0 iterations and 0 nodes (1.08 seconds) Cbc0038I Full problem 322 rows 511 columns, reduced to 114 rows 124 columns Cbc0031I 21 added rows had average density of 336.90476 Cbc0013I At root node, 21 cuts changed objective from -12.058519 to -11.95329 in 40 passes Cbc0014I Cut generator 0 (Probing) - 0 row cuts average 0.0 elements, 0 column cuts (0 active) in 0.151 seconds - new frequency is -100 Cbc0014I Cut generator 1 (Gomory) - 688 row cuts average 458.6 elements, 0 column cuts (0 active) in 0.415 seconds - new frequency is -100 Cbc0014I Cut generator 2 (Knapsack) - 340 row cuts average 4.2 elements, 0 column cuts (0 active) in 0.100 seconds - new frequency is 1 Cbc0014I Cut generator 3 (Clique) - 0 row cuts average 0.0 elements, 0 column cuts (0 active) in 0.002 seconds - new frequency is -100 Cbc0014I Cut generator 4 (MixedIntegerRounding2) - 0 row cuts average 0.0 elements, 0 column cuts (0 active) in 0.548 seconds - new frequency is -100 Cbc0014I Cut generator 5 (FlowCover) - 0 row cuts average 0.0 elements, 0 column cuts (0 active) in 0.036 seconds - new frequency is -100 Cbc0010I After 0 nodes, 1 on tree, -5 best solution, best possible -11.953287 (4.48 seconds) Cbc0038I Full problem 322 rows 511 columns, reduced to 120 rows 133 columns Cbc0038I Full problem 322 rows 511 columns, reduced to 91 rows 110 columns Cbc0038I Full problem 322 rows 511 columns, reduced to 85 rows 97 columns Cbc0016I Integer solution of -6 found by strong branching after 35999 iterations and 328 nodes (8.91 seconds) Cbc0038I Full problem 322 rows 511 columns, reduced to 125 rows 150 columns Cbc0038I Full problem 322 rows 511 columns, reduced to 121 rows 138 columns Cbc0038I Full problem 322 rows 511 columns, reduced to 129 rows 149 columns Cbc0038I Full problem 322 rows 511 columns, reduced to 92 rows 113 columns Cbc0010I After 1000 nodes, 6 on tree, -6 best solution, best possible -11.387254 (16.27 seconds) Cbc0038I Full problem 322 rows 511 columns, reduced to 155 rows 187 columns Cbc0038I Full problem 322 rows 511 columns, reduced to 128 rows 149 columns Cbc0001I Search completed - best objective -6, took 132128 iterations and 1488 nodes (22.37 seconds) Cbc0032I Strong branching done 6410 times (141017 iterations), fathomed 69 nodes and fixed 368 variables Cbc0035I Maximum depth 20, 15691 variables fixed on reduced cost Cuts at root node changed objective from -12.0585 to -11.9533 Probing was tried 40 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.151 seconds) Gomory was tried 40 times and created 688 cuts of which 0 were active after adding rounds of cuts (0.415 seconds) Knapsack was tried 565 times and created 2052 cuts of which 22 were active after adding rounds of cuts (0.661 seconds) Clique was tried 40 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.002 seconds) MixedIntegerRounding2 was tried 40 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.548 seconds) FlowCover was tried 40 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.036 seconds) TwoMirCuts was tried 1 times and created 0 cuts of which 0 were active after adding rounds of cuts (0.000 seconds) Coin0505I Presolved problem not optimal, resolve after postsolve Coin0505I Presolved problem not optimal, resolve after postsolve Cgl0013I Postprocessed model is infeasible - possible tolerance issue - try without preprocessing 13 relaxed row infeasibilities - summing to 146.742 13 relaxed row infeasibilities - summing to 146.742 16 relaxed row infeasibilities - summing to 231.742

Result - Optimal solution found

Objective value: 6.00000000 Enumerated nodes: 1488 Total iterations: 132128 Time (CPU seconds): 22.45 Time (Wallclock seconds): 22.45

Option for printingOptions changed from normal to all Total time (CPU seconds): 22.53 (Wallclock seconds): 22.53 `

odow commented 3 years ago

Closing because this issue is unrelated to GLPK, and jump-dev is for Julia packages, not Python.

If you have a question about Cbc in Julia, please post on the Community forum: https://discourse.julialang.org/c/domain/opt/13

If you are using Pyomo or PuLP, please post on their forums.