Re: GMPL/GLPK display objective function value

Hello !

This is one proposal to return the correct value of objective function 
with constant "shift" term in GMPL.

https://github.com/mingodad/GLPK/commit/3e50da7d0c53ca377c6f796d267129809c4526bf

I'm not convinced that the way GLPK/GMPL is dealing with this issue is 
correct.

Cheers !

On 28/8/20 20:40, Domingo Alvarez Duarte wrote:
> Hello !
>
> While trying to implement multi solve statements I found that in GMPL 
> the display of an objective function after solving do not show the 
> optimal value.
>
> GLPSOL warnings:
>
> knapsack-3.glpsol:38: warning: unexpected end of file; missing end 
> statement inserted
>
> But it shows conflicting values in the output solution:
>
> ...
>
> Objective:  Reduced_Cost = -0.4666666667 (MINimum)
>
> ...
>
> 1 Reduced_Cost B       -1.46667
>
> ...
>
> GMPL displays:
>
> ...
>
> Reduced_Cost.val = -1.46666666666667
>
> ...
>
> AMPL:
>
> =====
>
> # ----------------------------------------
> # KNAPSACK SUBPROBLEM FOR CUTTING STOCK
> # ----------------------------------------
> param roll_width > 0;         # width of raw rolls
>
> set WIDTHS;     # set of widths to be cut
>
> param price {WIDTHS} default 0.0;
>
> var Use {WIDTHS} /*integer*/ >= 0;
>
> minimize Reduced_Cost:
>    1 - sum {i in WIDTHS} price[i] * Use[i];
>
> subject to Width_Limit:
>    sum {i in WIDTHS} i * Use[i] <= roll_width;
>
> data;
> param roll_width := 110 ;
>
> set WIDTHS :=
>      20
>      45
>      50
>      55
>      75;
> param price :=
>     [20] 0.2
>     [45] 0.5
>     [50] 0.5
>     [55] 0.5
>     [75] 1
> ;
>
> solve;
>
> display Reduced_Cost;
>
> =====
>
> AMPL output:
>
> =====
>
> myampl-ng knapsack-3.ampl
> MINOS 5.51: optimal solution found.
> 1 iterations, objective -0.4666666667
> Reduced_Cost = -0.466667
>
> =====
>
> GLPSOL
>
> =====
>
> # ----------------------------------------
> # KNAPSACK SUBPROBLEM FOR CUTTING STOCK
> # ----------------------------------------
> param roll_width > 0;         # width of raw rolls
>
> set WIDTHS;     # set of widths to be cut
>
> param price {WIDTHS} default 0.0;
>
> var Use {WIDTHS} /*integer*/ >= 0;
>
> minimize Reduced_Cost:
>    1 - sum {i in WIDTHS} price[i] * Use[i];
>
> subject to Width_Limit:
>    sum {i in WIDTHS} i * Use[i] <= roll_width;
>
> solve;
>
> display Reduced_Cost;
>
> data;
> param roll_width := 110 ;
>
> set WIDTHS :=
>      20
>      45
>      50
>      55
>      75;
> param price :=
>     [20] 0.2
>     [45] 0.5
>     [50] 0.5
>     [55] 0.5
>     [75] 1
> ;
>
> =====
>
> GLPSOL output:
>
> =====
>
> myglpsol -m knapsack-3.glpsol -o knapsack-3.sol
> GLPSOL: GLPK LP/MIP Solver, v4.65
> Parameter(s) specified in the command line:
>  -m knapsack-3.glpsol -o knapsack-3.sol
> Reading model section from knapsack-3.glpsol...
> Reading data section from knapsack-3.glpsol...
> knapsack-3.glpsol:38: warning: unexpected end of file; missing end 
> statement inserted
> 38 lines were read
> Generating Reduced_Cost...
> Generating Width_Limit...
> Model has been successfully generated
> glp_mpl_build_prob: row Reduced_Cost; constant term 1 ignored
> GLPK Simplex Optimizer, v4.65
> 2 rows, 5 columns, 10 non-zeros
> Preprocessing...
> 1 row, 5 columns, 5 non-zeros
> Scaling...
>  A: min|aij| =  2.000e+01  max|aij| =  7.500e+01  ratio = 3.750e+00
> GM: min|aij| =  1.000e+00  max|aij| =  1.000e+00  ratio = 1.000e+00
> EQ: min|aij| =  1.000e+00  max|aij| =  1.000e+00  ratio = 1.000e+00
> Constructing initial basis...
> Size of triangular part is 1
> *     0: obj =   1.000000000e+00 inf =   0.000e+00 (5)
> *     1: obj =  -4.666666667e-01 inf =   0.000e+00 (0)
> OPTIMAL LP SOLUTION FOUND
> Time used:   0.0 secs
> Memory used: 0.1 Mb (110318 bytes)
> Display statement at line 20
> Reduced_Cost.val = -1.46666666666667
> Model has been successfully processed
> Writing basic solution to 'knapsack-3.sol'...
>
> =====
>
> knapsack-3.sol
>
> =====
>
> Problem:    knapsack
> Rows:       2
> Columns:    5
> Non-zeros:  10
> Status:     OPTIMAL
> Objective:  Reduced_Cost = -0.4666666667 (MINimum)
>
>    No.   Row name   St   Activity     Lower bound   Upper bound Marginal
> ------ ------------ -- ------------- ------------- ------------- 
> -------------
>      1 Reduced_Cost B       -1.46667
>      2 Width_Limit  NU           110 110    -0.0133333
>
>    No. Column name  St   Activity     Lower bound   Upper bound Marginal
> ------ ------------ -- ------------- ------------- ------------- 
> -------------
>      1 Use[20]      NL             0 0                   0.0666667
>      2 Use[45]      NL             0 0                         0.1
>      3 Use[50]      NL             0 0                    0.166667
>      4 Use[55]      NL             0 0                    0.233333
>      5 Use[75]      B        1.46667             0
>
> Karush-Kuhn-Tucker optimality conditions:
>
> KKT.PE: max.abs.err = 1.42e-14 on row 2
>         max.rel.err = 6.43e-17 on row 2
>         High quality
>
> KKT.PB: max.abs.err = 0.00e+00 on row 0
>         max.rel.err = 0.00e+00 on row 0
>         High quality
>
> KKT.DE: max.abs.err = 0.00e+00 on column 0
>         max.rel.err = 0.00e+00 on column 0
>         High quality
>
> KKT.DB: max.abs.err = 0.00e+00 on row 0
>         max.rel.err = 0.00e+00 on row 0
>         High quality
>
> End of output
>
> =====
>
>
> Cheers !
>