Re: [Help-glpk] What am I missing?

Well, you got the message:

"PROBLEM HAS NO FEASIBLE SOLUTION"

So, I think that your problem does not have any solution that satisfies all your constraints... There are no error in your GMPL code. I suggest you verify your mathematical model.

Good luck

Wendel Alexandre Melo
Master degree student
Federal University of Rio de Janeiro

2010/8/12 Reginald Beardsley <address@hidden>

sun_x86%rhb {3967} /app/pkgs/gnu/glpk/4.44/bin/glpsol --lp aa
GLPSOL: GLPK LP/MIP Solver, v4.44
Parameter(s) specified in the command line:
--lp aa
Reading problem data from `aa'...
24 rows, 5 columns, 93 non-zeros
33 lines were read
GLPK Simplex Optimizer, v4.44
24 rows, 5 columns, 93 non-zeros
Preprocessing...
23 rows, 4 columns, 92 non-zeros
Scaling...
A: min|aij| = 1.184e-01 max|aij| = 1.000e+00 ratio = 8.446e+00
Problem data seem to be well scaled
Constructing initial basis...
Size of triangular part = 1
0: obj = -1.875260000e+01 infeas = 1.875e+01 (22)
3: obj = -4.969124211e-02 infeas = 4.848e-02 (20)
PROBLEM HAS NO FEASIBLE SOLUTION
glp_simplex: unable to recover undefined or non-optimal solution
Time used: 0.0 secs
Memory used: 0.1 Mb (56761 bytes)
sun_x86%rhb {3968}

--- On Thu, 8/12/10, Wendel Alexandre Xavier de Melo <address@hidden> wrote:

From: Wendel Alexandre Xavier de Melo <address@hidden>
Subject: Re: [Help-glpk] What am I missing?
To: "Reginald Beardsley" <address@hidden>
Date: Thursday, August 12, 2010, 12:45 PM

Hi Reginald

What is the your error message?

Best regards

Wendel

2010/8/12 Reginald Beardsley <address@hidden>

I'm trying to use glpk for the first time. I can run plan.lp OK, but when I try to set up my own problem, it fails. Looking at the examples and rereading the manual has not gotten through my thick head what I'm doing wrong.

I'm attempting a basis pursuit, so I want to find the coefficients for a set of wavelets from a dictionary that sum to the measured data subject to an L1 norm. This example is exact. x0=1 x1=0 x2=2 x3=3. sum is the sum of the last column (i.e. RHS).

Thanks,
Reg

Here's my attempt to construct an example using CPLEX format:

minimize
z : + 21 x0 + 13.27 x1 + 6.769 x2 + 5.262 x3 - 50.3246
subject to
t1 : + 1 x0 + 1 x1 + 1 x2 + 1 x3 = 6
t2 : + 0.9912 x0 + 0.9206 x1 + 0.6255 x2 + 0.465 x3 = 3.637
t3 : + 0.9826 x0 + 0.8524 x1 + 0.4832 x2 + 0.3568 x3 = 3.02
t4 : + 0.9741 x0 + 0.7936 x1 + 0.4075 x2 + 0.3008 x3 = 2.692
t5 : + 0.9657 x0 + 0.7426 x1 + 0.3591 x2 + 0.265 x3 = 2.479
t6 : + 0.9575 x0 + 0.6981 x1 + 0.3246 x2 + 0.2396 x3 = 2.325
t7 : + 0.9493 x0 + 0.6591 x1 + 0.2985 x2 + 0.2203 x3 = 2.207
t8 : + 0.9414 x0 + 0.6248 x1 + 0.2778 x2 + 0.2051 x3 = 2.112
t9 : + 0.9335 x0 + 0.5944 x1 + 0.261 x2 + 0.1926 x3 = 2.033
t10 : + 0.9258 x0 + 0.5674 x1 + 0.2468 x2 + 0.1822 x3 = 1.966
t11 : + 0.9181 x0 + 0.5433 x1 + 0.2348 x2 + 0.1733 x3 = 1.907
t12 : + 0.9106 x0 + 0.5216 x1 + 0.2243 x2 + 0.1656 x3 = 1.856
t13 : + 0.9032 x0 + 0.502 x1 + 0.2151 x2 + 0.1588 x3 = 1.81
t14 : + 0.896 x0 + 0.4843 x1 + 0.207 x2 + 0.1528 x3 = 1.768
t15 : + 0.8888 x0 + 0.4682 x1 + 0.1997 x2 + 0.1474 x3 = 1.731
t16 : + 0.8817 x0 + 0.4535 x1 + 0.1932 x2 + 0.1426 x3 = 1.696
t17 : + 0.8748 x0 + 0.44 x1 + 0.1872 x2 + 0.1382 x3 = 1.664
t18 : + 0.8679 x0 + 0.4275 x1 + 0.1818 x2 + 0.1342 x3 = 1.634
t19 : + 0.8612 x0 + 0.416 x1 + 0.1768 x2 + 0.1305 x3 = 1.606
t20 : + 0.8545 x0 + 0.4054 x1 + 0.1722 x2 + 0.1271 x3 = 1.58
t21 : + 0.848 x0 + 0.3955 x1 + 0.168 x2 + 0.124 x3 = 1.556
t22 : + 0.8415 x0 + 0.3863 x1 + 0.164 x2 + 0.1211 x3 = 1.533
t23 : + 0.8352 x0 + 0.3777 x1 + 0.1603 x2 + 0.1184 x3 = 1.511
bounds
x0 >= 0.0
x1 >= 0.0
x2 >= 0.0
x3 >= 0.0
end

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--
Wendel

--
Wendel

From:	Reginald Beardsley
Subject:	Re: [Help-glpk] What am I missing?
Date:	Thu, 12 Aug 2010 11:40:53 -0700 (PDT)