Hello, I am attempting to solve a binary
integer programming problem. I call the lpx_integer function, but
first I call the lpx_simplex for an initial optimal solution. For
some reason, occasionally, the lpx_simplex function seems to get some information
in it that makes all further calls to it useless, even when the coefficients
for A and f have changed. The messages I continually get from lpx_simplex
after this point are:
spx_invert: trying to factorize the
basis using threshold tolerance 0.3
spx_invert: trying to factorize the
basis using threshold tolerance 0.7
spx_invert: the basis matrix is singular
spx_simplex: initial basis is singular
So, if lpx_simplex does not return LPX_E_OK,
I call lpx_interior instead. lpx_interior seems to do fine, and I
get the following response:
lpx_interior: original LP problem has
66 rows and 24 columns
lpx_interior: transformed LP problem
has 90 rows and 114 columns
Factorizing S = A*A' symbolically...
nz(A) = 743
nz(S) = 2220 (upper triangular part)
nz(U) = 2307
Guessing initial point...
Optimization begins...
0: F = -9.406178874e+00;
rpi = 1.5e+00; rdi = 1.7e+00; gap = 1.0e-00
1: F = -4.534167157e+00;
rpi = 2.3e-01; rdi = 3.7e-01; gap = 4.6e+00
2: F = -6.075538098e+00;
rpi = 4.7e-02; rdi = 1.2e-01; gap = 1.7e+00
3: F = -6.809413830e+00;
rpi = 1.4e-02; rdi = 1.2e-02; gap = 3.7e-01
4: F = -6.933764409e+00;
rpi = 1.5e-03; rdi = 1.4e-03; gap = 4.1e-02
5: F = -6.950002036e+00;
rpi = 1.5e-04; rdi = 1.4e-04; gap = 4.1e-03
6: F = -6.951630025e+00;
rpi = 1.5e-05; rdi = 1.4e-05; gap = 4.1e-04
7: F = -6.951792828e+00;
rpi = 1.5e-06; rdi = 1.4e-06; gap = 4.1e-05
8: F = -6.951809109e+00;
rpi = 1.5e-07; rdi = 1.4e-07; gap = 4.1e-06
9: F = -6.951810737e+00;
rpi = 1.5e-08; rdi = 1.4e-08; gap = 4.1e-07
10: F = -6.951810900e+00;
rpi = 1.5e-09; rdi = 1.4e-09; gap = 4.1e-08
11: F = -6.951810916e+00;
rpi = 1.5e-10; rdi = 1.4e-10; gap = 4.1e-09
OPTIMAL SOLUTION FOUND
Now, however, if I attempt to call lpx_integer,
I get the following messages:
lpx_integer: optimal solution of LP
relaxation required
Unable to start lpx_integer search.
Should'nt there already be an optimal
solution stored in the problem object from the successful execution of
lpx_interior? Why is lpx_integer unable to start, if so? If
not, why does lpx_simplex get locked into this mode, even when new input
is passed to it?
Don
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