Re: how to restrict variables under 1e-3

Hi, Antti.

Thank you very much for the reply.

Your solution works for the example. But, as I said, this is just a very
simple example to ilustrate the problem. Actually, the real problem is: The
statement "r1" is being violated when it is close to zero.

See this other example:
-----------------
# The params delta_min/delta_max might be set through .dat file, so it can
assume any value.
param delta_min default 1e-4;
param delta_max default 2e-4;

var x >= 0;

# y is different than zero
var y >= delta_min;

r1: x >= delta_min * y;
r2: x <= delta_max * y;

# should result in x == delta_min * y or infeasible
minimize f: x + y;
solve;

# Should result in (x, y) == (delta_min ^ 2, delta_min)
display x;
display y;

display delta_min;
display delta_max;

end;
-----------------

Using the defaults, x should result in delta_min^2, but it is actually
resulting in 0. Maybe this is happening due to a numerical threshold in the
solver.

So, my questions are:
Is there an explanation for this behavior?
Is there a way to setup glpsol to correctly run this model without using
exact arithmetic?

Thanks again for the help!

--
Att,
Thiago Henrique Neves





Em qui, 25 de out de 2018 às 11:39, Antti Lehtila <[email protected]>
escreveu:

> Hi,
>
> I tested with using variable bounds, and it worked well even with 1e-5 /
> 2e-5 :
>
> #-------------------------
> param delta_min default 1e-5;
> param delta_max default 2e-5;
>
> var x >= delta_min, <= delta_max;
>
> minimize f: x;
> solve;
> #-------------------------
>
> Regards,
> AL
> ------------------------------
>
> On 23.10.2018 19:16, Thiago Neves wrote:
>
> Hi, all!
>
> I need to solve a problem in witch some statements may restricts a
> variable above a small value, e.g. 1e-4. But after solving, GLPSOL is
> setting this variable equals to zero.
>
> If I run this problem using "--exact" argument, it works as expected, but
> it uses much more memory. Is there any argument or work arround to o run
> this problem in glpsol without using exact arithimetic?
>
> *Example:*
> In the simple example attached, the minimun value for "x" must be
> "delta_min", but in my tests:
> if delta_min < 1e-3, x results in 0 (even for delta_min = 9.999e-4)
>
> *(1) - Using "statement_test_0.0001.dat" file, the result is wrong:*
> 3 rows, 1 column, 3 non-zeros
> Preprocessing...
> ~     0: obj =  0.000000000e+000  infeas = 0.000e+000
> OPTIMAL SOLUTION FOUND BY LP PREPROCESSOR
> Time used:   0.0 secs
> Memory used: 0.1 Mb (88615 bytes)
> Display statement at line 14
> x.val = 0
> x = 0.0000000000000000
> Display statement at line 17
> delta_min = 0.0001
> Display statement at line 18
> delta_max = 0.0002
> Model has been successfully processed
>
> *(2) - Using "statement_test_0.001.dat" file, the result is correct:*
> 3 rows, 1 column, 3 non-zeros
> Preprocessing...
> ~     0: obj =  1.000000000e-003  infeas = 0.000e+000
> OPTIMAL SOLUTION FOUND BY LP PREPROCESSOR
> Time used:   0.0 secs
> Memory used: 0.1 Mb (88615 bytes)
> Display statement at line 14
> x.val = 0.001
> x = 0.0010000000000000
> Display statement at line 17
> delta_min = 0.001
> Display statement at line 18
> delta_max = 0.002
> Model has been successfully processed
>
> *(3) - Running (1) with "--exact" argument, the result is correct, but
> uses more memory:*
> glp_exact: 3 rows, 1 columns, 3 non-zeros
> GLPK bignum module is being used
> (Consider installing GNU MP to attain a much better performance.)
>       0:   infsum =                 0.0001   (0)
>       1:   infsum =                      0   (0)
> *     1:   objval =                 0.0001   (0)
> *     1:   objval =                 0.0001   (0)
> OPTIMAL SOLUTION FOUND
> Time used:   0.0 secs
> Memory used: 0.1 Mb (92819 bytes)
> Display statement at line 14
> x.val = 0.0001
> x = 0.0001000000000000
> Display statement at line 17
> delta_min = 0.0001
> Display statement at line 18
> delta_max = 0.0002
> Model has been successfully processed
>
> Thanks for your help!
>
> Att,
> Thiago Henrique Neves
>
> --
> Thiago H. Neves
> (31) 98608-0666
>
>
> _______________________________________________
> Help-glpk mailing [email protected]://lists.gnu.org/mailman/listinfo/help-glpk
>
>
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-- 
Thiago H. Neves
(31) 98608-0666

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