I am using Clp v1.16.1 through the Julia wrapper for doing SDDP (https://github.com/blegat/StochasticDualDynamicProgramming.jl). For that algorithm, when a problem is infeasible, it important to retrieve an infeasibility ray. When I use Clp, it often happens that no infeasibility ray are returned by Clp.
I have tried to create the simplest possible example of problem for which Clp detects the infeasibility of the problem but does not find infeasibility ray and I have attached it to this ticket. I hope that this example will help you detect the issue in Clp and fix it !
End As you can see, there are 6 + 9 constraints but no bounds on the variables. If the last 9 constraints are used as bounds or are removed, the infeasibility ray is found by Clp. The Infeasibility Ray is [1,1,1,-1,-1,-1,0,0,0,0,0,0,0,0,0]. Indeed, the sum of the 3 first constraints give "sum xi = 6" while the sum of the 3 following constraints give "sum xi <= 3".
Moved from TRAC as part of COIN fORgery: https://projects.coin-or.org/Clp/ticket/79
https://projects.coin-or.org/Clp/attachment/ticket/79/clpfail.lp
Dear Clp maintainers,
I am using Clp v1.16.1 through the Julia wrapper for doing SDDP (https://github.com/blegat/StochasticDualDynamicProgramming.jl). For that algorithm, when a problem is infeasible, it important to retrieve an infeasibility ray. When I use Clp, it often happens that no infeasibility ray are returned by Clp.
I have tried to create the simplest possible example of problem for which Clp detects the infeasibility of the problem but does not find infeasibility ray and I have attached it to this ticket. I hope that this example will help you detect the issue in Clp and fix it !
The example is the following:
End As you can see, there are 6 + 9 constraints but no bounds on the variables. If the last 9 constraints are used as bounds or are removed, the infeasibility ray is found by Clp. The Infeasibility Ray is [1,1,1,-1,-1,-1,0,0,0,0,0,0,0,0,0]. Indeed, the sum of the 3 first constraints give "sum xi = 6" while the sum of the 3 following constraints give "sum xi <= 3".
Thanks in advance for your time ! Attachments: https://projects.coin-or.org/Clp/attachment/ticket/79/clpfail.mps https://projects.coin-or.org/Clp/attachment/ticket/79/clpfail.lp