Feasible instance gets Infeasible

[svigerske]

Issue created by migration from Trac.

Original creator: orkun

Original creation time: 2013-01-12 22:02:59

Assignee: @merraksh

Version:

I solved an instance which is nonlinear programming problem in three different environments. (1) Unix: Couenne 0.4.0 which is the latest stable version. (2) Unix: Couenne 0.4.3 which is the latest version. (3) Windows: downloaded at http://www.coin-or.org/Binaries/Couenne/

The instance is solved optimally only with (3). Both (1) and (2) give infeasible result. However, I added some of the optimal decison variable values obtained by (3) as contraints and solved this new instance with (2) and (3). This time they give optimal solution. Thus, I am not sure which of them is correct? And why do I get optimal and infeasible result for the same instance? The followings are the content of the files:

couenne 0.4.3: Iterations with (2) couenne 0.4.0: Iterations with (1) solution 0.4.3: Solutions obtained by (2) which is infeasible
solution 0.4.0: Solutions obtained by (1) which is infeasible solution windows: Solutions obtained by (3) which is optimal

[svigerske]

Attachment [couenne 0.4.0.txt](https://www.coin-or.org/issue-attachments/Couenne/ticket23/couenne 0.4.0.txt) by orkun created at 2013-01-12 22:03:24

[svigerske]

Attachment [couenne 0.4.3.txt](https://www.coin-or.org/issue-attachments/Couenne/ticket23/couenne 0.4.3.txt) by orkun created at 2013-01-12 22:03:38

[svigerske]

Attachment couenne.opt by orkun created at 2013-01-12 22:03:48

[svigerske]

Attachment [solution 0.4.0.txt](https://www.coin-or.org/issue-attachments/Couenne/ticket23/solution 0.4.0.txt) by orkun created at 2013-01-12 22:03:56

[svigerske]

Attachment [solution 0.4.3.txt](https://www.coin-or.org/issue-attachments/Couenne/ticket23/solution 0.4.3.txt) by orkun created at 2013-01-12 22:04:05

[svigerske]

Attachment [solution Windows.txt](https://www.coin-or.org/issue-attachments/Couenne/ticket23/solution Windows.txt) by orkun created at 2013-01-12 22:04:13

[svigerske]

Attachment Windows.png by orkun created at 2013-01-12 22:04:22

[svigerske]

Comment by @merraksh created at 2013-01-13 21:03:27

This could be related to numerical issues. It would be very useful if you could send the instance that generated this, and even better if you could create a much smaller instance with the same behavior.

Also, you may try to change settings, for instance turning off some the bound tightening procedures, by adding one or more of the following lines to the option file:

feasibility_bt  no
redcost_bt      no
aggressive_fbbt no
optimality_bt   no

It is clear that the solutions differ, but I'd like to reproduce this problem. Thanks.

[svigerske]

Attachment instance.txt by orkun created at 2013-01-14 15:30:09

[svigerske]

Comment by orkun created at 2013-01-14 15:31:58

Dear Dr. Belotti,

I'll try the options and let you know about the results. I attached the instance.

Thanks for your help, Orkun

[svigerske]

Comment by orkun created at 2013-01-15 17:21:09

Hello Dr. Belotti,

When I add those four options, I got the following error for both versions of UNIX:

Couenne 0.4.3 -- an Open-Source solver for Mixed Integer Nonlinear Optimization Mailing list: couenne@list.coin-or.org Instructions: http://www.coin-or.org/Couenne Exception of type: OPTION_INVALID in file "../../../../Ipopt/src/Common/IpOptionsList.cpp" at line 663: Exception message: Option "opt_window": Double value expected, but non-numeric option value "feasibility_bt" found.

terminate called after throwing an instance of 'Ipopt::IpoptException' error running couenne: termination code 6

What is it related to? Thanks, Orkun

[svigerske]

Comment by orkun created at 2013-02-26 18:02:40

Hello Dr. Belotti,

For the particular instance that is attached, what conclusions can be drawn? What should I prefer to find the correct solution?

Thanks, Best, Orkun