Originally posted by: FlorianKirchner
Hi all,
I have a problem solving a QP-Problem using the JAVA-API. To diagnose the problem, I exported a .mps file and used command line cplex. Surprisingly that worked fine.
I attached the mps file to this post.
What I could see from the output is, that the presolving has different results:
Java:
Number of nonzeros in lower triangle of Q = 240
Using Approximate Minimum Degree ordering
Total time for automatic ordering = 0.00 sec. (0.01 ticks)
Summary statistics for factor of Q:
Rows in Factor= 120
Integer space required= 120
Total non-zeros in factor = 360
Total FP ops to factor= 1320
Warning:diagonal perturbation of 5.6e-009 required to create PSD Q.
Tried aggregator 1 time.
QP Presolve eliminated 406 rows and 360 columns.
Aggregator did 452 substitutions.
Reduced QP has 308 rows, 509 columns, and 2436 nonzeros.
Reduced QP objective Q matrix has 100 nonzeros.
Presolve time = 0.00 sec. (1.15 ticks)
Parallel mode: using up to 4 threads for barrier.
***NOTE: Found 3 dense columns.
Number of nonzeros in lower triangle of A*A' = 4433
Using Approximate Minimum Degree ordering
Total time for automatic ordering = 0.00 sec. (0.31 ticks)
Summary statistics for Cholesky factor:
Threads = 4
Rows in Factor= 311
Integer space required= 1052
Total non-zeros in factor = 8251
Total FP ops to factor= 312689
ItnPrimal ObjDual ObjPrim Inf Upper InfDual Inf
0 -4.4394278e+010 -1.4596028e+005 4.66e+002 2.00e+000 2.85e+012
1 -5.9186635e+011 -3.2525689e+008 4.12e+002 1.70e+000 2.42e+012
2 -2.3775642e+010 -1.3257318e+009 3.50e+002 1.39e+000 1.98e+012
[...]
55 -1.0079217e+009 -1.0079899e+009 4.53e-009 3.39e-021 3.94e-001
*-1.0079271e+009 -1.0079587e+009 7.77e-009 8.47e-021 9.49e-001
Barrier time = 0.05 sec. (12.19 ticks)
Total time on 4 threads = 0.05 sec. (12.19 ticks)
Command Line:
Number of nonzeros in lower triangle of Q = 240
Using Approximate Minimum Degree ordering
Total time for automatic ordering = 0.02 sec. (0.01 ticks)
Summary statistics for factor of Q:
Rows in Factor = 120
Integer space required = 120
Total non-zeros in factor = 360
Total FP ops to factor = 1320
Warning: diagonal perturbation of 3.0e-007 required to create PSD Q.
Tried aggregator 1 time.
QP Presolve eliminated 398 rows and 352 columns.
Aggregator did 452 substitutions.
Reduced QP has 316 rows, 517 columns, and 2452 nonzeros.
Reduced QP objective Q matrix has 108 nonzeros.
Presolve time = 0.02 sec. (1.15 ticks)
Parallel mode: using up to 4 threads for barrier.
***NOTE: Found 3 dense columns.
Number of nonzeros in lower triangle of A*A' = 4475
Using Approximate Minimum Degree ordering
Total time for automatic ordering = 0.00 sec. (0.31 ticks)
Summary statistics for Cholesky factor:
Threads = 4
Rows in Factor = 319
Integer space required = 1060
Total non-zeros in factor = 8325
Total FP ops to factor = 313417
Itn Primal Obj Dual Obj Prim Inf Upper Inf Dual Inf
0 -4.4394278e+010 -1.4596028e+005 4.66e+002 2.00e+000 2.85e+012
1 4.4606660e+011 -1.5599676e+009 3.16e+002 1.27e+000 1.80e+012
2 2.4921306e+012 -2.4223290e+009 3.56e+002 1.15e+000 1.64e+012
3 1.2774827e+013 -1.4150052e+011 4.95e+002 1.04e+000 1.48e+012
4 2.3005673e+013 -4.1096898e+010 8.30e+002 6.99e-001 9.96e+011
5 2.4135004e+013 -3.4135482e+010 9.31e+002 5.56e-001 7.92e+011
[...]
33 -1.0079333e+009 -1.0079334e+009 5.47e-010 0.00e+000 3.19e-001
34 -1.0079333e+009 -1.0079333e+009 1.16e-010 1.69e-021 4.47e-001
35 -1.0079333e+009 -1.0079333e+009 1.06e-010 0.00e+000 1.84e-001
Barrier time = 0.09 sec. (8.99 ticks)
Total time on 4 threads = 0.09 sec. (8.99 ticks)
Barrier - Optimal: Objective = -1.0079333106e+009
Solution time = 0.09 sec. Iterations = 35
Deterministic time = 8.99 ticks (95.63 ticks/sec)
Does anyone have an idea why this is happening?
Thanks,
Florian
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