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Dear Bahareh,<br>
<br>
it seems that on your problem the barrier does not converge to a
solution that is both primal and dual feasible.<br>
Have you tried setting the initialalgo and the resolvealgo to "c"?
This will perform a simplex-like crossover to generate a basic
solution based on what the barrier computed. This could help to get
a reliable solution.<br>
<br>
all the best<br>
Matthias<br>
<br>
<div class="moz-cite-prefix">On 22.10.2015 20:30, Bahareh Eghtesadi
wrote:<br>
</div>
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cite="mid:CA+t7RjEBEByKQQgLhcnA3UiGBxme7KS_yuWHdCOYN8ZLxOcOrw@mail.gmail.com"
type="cite">
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<div>
<div>Dear all,<br>
<br>
</div>
I have a branch and price algorithm. I am facing a problem
when I use the barrier method to solve the master problem. I
was hoping that you can help me. <br>
When I set both "lp/initalgorithm" and
"lp/resolvealgorithm" to barrier method, in most cases It
stops with : (I have copied a little longer version of the
lof file at the end of the email)<br>
<br>
<span style="color:rgb(61,133,198)"><span
style="background-color:rgb(243,243,243)"><span
style="color:rgb(68,68,68)">Barrier limit on dual
objective exceeded.<br>
Infeasible barrier solution (dependent on objective
limit).<br>
<br>
src/scip/lp.c:14237: lpSolve: Assertion
`!(set->lp_disablecutoff == 1 ||
(set->nactivepricers > 0 &&
set->lp_disablecutoff == 2))' failed.<span
style="background-color:rgb(255,255,255)"><span
style=""></span></span></span><br>
<br>
</span></span></div>
<span style="color:rgb(61,133,198)"><span
style="background-color:rgb(243,243,243)"><span
style="background-color:rgb(255,255,255)"><font
color="#000000">I could not find a parameter such as
barrier objective limit</font>. <font color="#000000">I
used SCIPsetObjlimit</font> <span
style="color:rgb(0,0,0)">to set a higher objective
limit ( I am not sure if the limit this function is
setting is the same as the barrier objective limit)</span></span>.<span
style="background-color:rgb(255,255,255)"><span
style="color:rgb(0,0,0)"> This time it gives the
following line as well:</span></span></span></span><br>
<span style="color:rgb(61,133,198)"><span
style="background-color:rgb(243,243,243)"><span
style="color:rgb(61,133,198)"><span
style="background-color:rgb(243,243,243)"><span
style="color:rgb(68,68,68)">src/scip/lp.c:14237:
lpSolve: Assertion `!(set->lp_disablecutoff == 1
|| (set->nactivepricers > 0 &&
set->lp_disablecutoff == 2))' failed.<span
style="background-color:rgb(255,255,255)"><span
style=""><br>
<br>
</span></span></span></span></span></span></span></div>
<span style="color:rgb(61,133,198)"><span
style="background-color:rgb(243,243,243)"><span
style="background-color:rgb(255,255,255)"><span style=""><font
color="#000000">For a few instances</font></span></span><span
style="color:rgb(0,0,0)">, setting only </span></span></span><span
style="color:rgb(0,0,0)">"</span>lp/initalgorithm" to barrier
and leaving "lp/resolvealgorithm" to its default value solves
the problem. I should also mention that this problem does not
happen when master problem is solved with Simplex.<br>
<span style="color:rgb(61,133,198)"><span
style="background-color:rgb(243,243,243)"><span style=""></span></span></span><br>
<div>
<div>
<div>
<div>The log file when "lp/initalgorithm" = 'b' and
"lp/resolvealgorithm"= 'b':<br>
<span style="background-color:rgb(238,238,238)"><span
style="color:rgb(102,102,102)">Iteration log . . .<br>
Iteration: 1 Dual objective =
10.330177<br>
Tried aggregator 1 time.<br>
LP Presolve eliminated 42 rows and 244 columns.<br>
Aggregator did 19 substitutions.<br>
Reduced LP has 78 rows, 119 columns, and 599
nonzeros.<br>
Presolve time = 0.00 sec. (0.33 ticks)<br>
Parallel mode: using up to 5 threads for barrier.<br>
Number of nonzeros in lower triangle of A*A' = 494<br>
Using Approximate Minimum Degree ordering<br>
Total time for automatic ordering = 0.00 sec. (0.03
ticks)<br>
Summary statistics for Cholesky factor:<br>
Threads = 5<br>
Rows in Factor = 78<br>
Integer space required = 115<br>
Total non-zeros in factor = 841<br>
Total FP ops to factor = 10747<br>
Itn Primal Obj Dual Obj Prim Inf Upper
Inf Dual Inf Inf Ratio<br>
0 1.6080489e+04 -1.4387026e+02 2.85e+02
1.01e+02 2.25e+03 1.00e+00<br>
1 1.4132721e+04 -3.4691316e+02 2.52e+02
8.88e+01 1.23e+03 1.83e-01<br>
2 1.4278598e+04 -5.9373199e+02 2.56e+02
9.01e+01 1.30e+03 1.20e-01<br>
3 9.9158960e+03 -1.7167304e+03 1.94e+02
6.84e+01 8.37e+02 4.26e-02<br>
4 5.0149903e+02 -9.9732945e+02 2.01e+01
7.07e+00 3.08e+02 8.41e-02<br>
5 1.3386365e+02 -2.0932657e+02 4.66e+00
1.64e+00 7.00e+01 3.80e-01<br>
6 3.2369401e+01 -3.3609945e+01 8.79e-01
3.10e-01 1.36e+01 2.14e+00<br>
7 2.1874403e+01 -1.7917016e+01 5.50e-01
1.94e-01 7.97e+00 3.46e+00<br>
8 1.6189845e+01 7.2562159e+00 2.76e-01
9.73e-02 9.12e-01 1.44e+01<br>
9 2.8249210e+01 1.6791221e+01 3.35e-01
1.18e-01 1.09e+00 6.18e+00<br>
10 4.5434437e+01 5.6716247e+01 3.38e-01
1.19e-01 1.11e+00 3.23e+00<br>
11 4.9392601e+01 6.6979256e+01 3.20e-01
1.13e-01 9.47e-01 1.53e+00<br>
12 5.6458356e+01 9.9330286e+01 3.09e-01
1.09e-01 8.07e-01 5.59e-01<br>
13 2.2191704e+02 1.0781431e+02 3.05e-01
1.07e-01 8.07e-01 2.03e-02<br>
14 8.6508663e+01 1.0162578e+02 2.74e-01
9.64e-02 7.82e-01 6.30e-03<br>
15 3.3035441e+02 7.4121836e+05 2.74e-01
9.66e-02 8.71e-01 8.24e-05<br>
16 2.5380932e+02 1.7310730e+08 2.99e-01
1.06e-01 5.31e+00 2.59e-08<br>
17 1.7742307e+02 3.5154843e+11 2.75e-01
9.69e-02 3.96e+04 3.27e-12<br>
18 1.6774322e+02 3.0499215e+15 2.72e-01
9.59e-02 4.97e+08 3.28e-16<br>
19 1.6803927e+02 2.9430527e+19 2.61e-01
9.19e-02 1.17e+13 3.40e-20<br>
20 1.6131741e+02 2.7393729e+23 2.57e-01
8.61e-02 5.92e+16 4.39e-24<br>
* 1.6803927e+02 2.9430527e+19 2.61e-01
9.19e-02 1.17e+13 3.40e-20<br>
Barrier limit on dual objective exceeded.<br>
Infeasible barrier solution (dependent on objective
limit).<br>
Barrier time = 0.11 sec. (1.56 ticks)<span style=""></span><br>
<br>
Total time on 5 threads = 0.11 sec. (1.56 ticks)<br>
vaccine: src/scip/lp.c:14237: lpSolve: Assertion
`!(set->lp_disablecutoff == 1 ||
(set->nactivepricers > 0 &&
set->lp_disablecutoff == 2))' failed.<br>
<br>
<br>
<br>
</span></span></div>
<div><span style="background-color:rgb(238,238,238)"><span
style="color:rgb(102,102,102)"><span
style="color:rgb(0,0,0)"><span
style="background-color:rgb(255,255,255)">Thanks</span></span><span
style="background-color:rgb(255,255,255)"><span
style=""><font color="#000000">.</font></span></span><br>
</span></span></div>
<div>
<div><br>
</div>
</div>
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<pre class="moz-signature" cols="72">--
\__________________
Matthias Miltenberger
Zuse Institute Berlin
Takustr. 7, 14195 Berlin
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