Re: [Bug-glpk] glp_warm_up

[xypron . glpk]

Hello Andrew,

> The bug in lpx_check_kkt was fixed incorrectly. Please DO NOT USE the
> patch.

I have been distributing the patch in GLPL for Windows 4.48-2. I have now set 
the default download to version 4.48-1 which does not contain the patch. Will 
you provide a revised patch for lpx_check_kkt or was the original coding 
correct?

How about the preceding patch? Was that one correct? Or should the unpatched 
GLPK 4.48 be used?

Best regards

Heinrich Schuchardt

http://www.xypron.de

Am 14.04.13 um 14:48 schrieb Andrew Makhorin

> > > On Thu, 2013-03-07 at 18:25 -0600, David T. Price wrote:
> 
> > > > I will look for it soon. The same bug occurs in check_kkt as well. Did 
> 
> > > > you fix it there?
> 
> > > 
> 
> > 
> 
> > 
> 
> > I fixed the similar bug in lpx_check_kkt. Please see a patched version
> 
> > of glpapi10.c attached. You need to replace that file and rebuild the
> 
> > package as usual. (The patch is for v.4.48.)
> 
> > 
> 
> 
> 
> The bug in lpx_check_kkt was fixed incorrectly. Please DO NOT USE the
> 
> patch.
> 
> 
> 
> > > I don't understand your argument. Consider the problem:
> 
> > > 
> 
> > > Maximize 5 * x1
> 
> > > 
> 
> > > Bounds
> 
> > > 1 <= x1 <= x2.
> 
> > > 
> 
> > > The trivial basis will put x1 on the boundary nearer 0, namely x1 = 1. 
> 
> > > This is clearly primal feasible. However, the optimal solution of the 
> 
> > > problem is x1 = 2. So the starting solution can't be dual feasible. 
> 
> > > However, glp_warm_up says that the starting solution is "dual feasible" 
> 
> > > and hence the status reported is "optimal". That is wrong.
> 
> 
> 
> In this case the complementary slackness condition is violated, neither
> 
> primal nor dual feasibility conditions checked by lpx_check_kkt.
> 
> 
> 
> This condition is usually not checked for basic solutions, where it is
> 
> satisfied automatically (unlike interior-point solutions). However, this
> 
> is so until double-bounded variables appear.
> 
> 
> 
> 
> 
> 
> 
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