bugGNU Octave - Bugs: bug #57028, Interior-point solver in glpk...

 
 

bug #57028: Interior-point solver in glpk generates a message that cannot be turned off.

Submitter:  Robert Taylor <btaylor>
Submitted:  Thu 10 Oct 2019 12:45:10 AM UTC
   
 
Category:  Libraries Severity:  3 - Normal
Priority:  5 - Normal Item Group:  Other
Status:  Invalid / Not an Octave Bug Assigned to:  None
Originator Name:  btaylor Open/Closed:  * Closed
Release:  * 5.1.0 Operating System:  * Any
Fixed Release:  None Planned Release:  None
* Mandatory Fields

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Thu 10 Oct 2019 03:07:58 PM UTC, comment #1: 

This is an upstream issue in the GLPK library.  The string "Problem data seem to be well scaled" does not appear anywhere in the Octave code base.  Conversely, finding the library libglpk.a on my system and doing


strings libglpk.a | grep 'Problem data seem to be well scaled'


yields a hit.  I think you need to report this to the GLPK maintainers.

Closing bug as it is upstream of Octave.

Rik <rik5>
Group administrator
Thu 10 Oct 2019 12:45:10 AM UTC, original submission:  

The interior-point solver in glpk generates a "scaling" message that cannot be turned off (neither the .msglev nor .scale parameters for glpk curtail this behavior).

The problem appears in Octave versions 4.2.2 to 5.5.0.

Sample code:


f = randn(1000, 1);
I = eye(5);
A = repmat(I, 1, 200);
b = ones(1, 5);
lb = zeros(1000, 1);
ctype = repmat('S', 1, 5);
vartype = repmat('C', 1, 1000);
params.lpsolver = 2;
[~, fmin] = glpk(f, A, b, lb, [], ctype, vartype, 1, params);
disp(fmin);


Sample output is:

Scaling...
 A: min|aij| = 1.000e+000  max|aij| = 1.000e+000  ratio = 1.000e+000
Problem data seem to be well scaled
EQ: min|aij| = 1.000e+000  max|aij| = 1.000e+000  ratio = 1.000e+000
-13.893

I understand that, during troubleshooting, this message might be useful but it should be an optional message.

Incidentally, the performance of the interior-point solver is amazing. I am working on problems with over 1 million variables that are being called hundreds of times and, aside from a lot of Command Window output, I am getting excellent results.

Robert Taylor <btaylor>

 

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    Follow 5 latest changes.

    Date Changed by Updated Field Previous Value => Replaced by
    2019-10-10 rik5 CategoryOctave Function Libraries
        StatusNone Invalid / Not an Octave Bug
        Open/ClosedOpen Closed
        Operating SystemMicrosoft Windows Any
    2019-10-10 btaylor Carbon-Copy- Added btaylor

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