Re: [Help-glpk] stalled GLPK when launching ret = glp_simplex in VBA

[Heinrich Schuchardt]

Hello Jean-Christophe,

the data you provide is insufficient for an analysis. What is needed is
the actual problem or at least the relevant debug output of glp_simplex().

The term_hook() function in
https://sourceforge.net/p/winglpk/code/HEAD/tree/trunk/examples/vba/glpk.bas
is printing to the debug console. What is the output of glp_simplex when
stalling?

Inside the terminal hook function you could call glp_error() when a
problem takes too long. This would allow you to gracefully terminate at
least. Or call do_events in the terminal hook function to allow stopping
via the debug controls.

You could use function gpl_write_prob(), glp_write_lp(), glp_write_mps()
to save the current problem to disk betore calling glp_simplex(). When a
problem "stalls" try to run the saved file with glpsol to see if for
this instance the problem is reproducible outside of your VBA program.

Best regards

Heinrich

On 2/27/19 5:42 PM, Huber, Jean-Christophe wrote:
> Dear GLPK users,
> 
>  
> 
> I developed a model using GLPK v64 dll from VBA in Excel. This model is
> mapping several initial conditions and thus launches the solver in many
> successive “nodes” of initial conditions.
> 
> For some of them, even if seldom, we have a stalling problem within the
> dll itself. We first tried removing the scaling option as it removes
> most these occurrence but this is also not 100% OK.
> 
>  
> 
> Are there some ways to know why the simplex is stalling? Or any way to
> facilitate solutions with some options?
> 
>  
> 
> At the moment, the only options I use are similar to the VBA example
> given in V64 package (see below)
> 
>  
> 
> Many thanks for any hints or advice!
> 
>  
> 
> Regards
> 
> Jean-Christophe Huber
> 
>  
> 
>  
> 
> ' ************************************
> 
>     '      link with dll calculation
> 
>     ' ************************************
> 
>    
> 
>     '-- Management of solver errors
> 
>     On Error GoTo error0
> 
>  
> 
>     ' Register error hook function
> 
>     glp_error_hook AddressOf error_hook
> 
>    
> 
>     ' Register terminal hook function
> 
>     glp_term_hook AddressOf term_hook
> 
>  
> 
>   
> 
>     '-- Creation of the calculation object
> 
>     lp = glp_create_prob()
> 
>     Name = str2bytes("glpVBA")
> 
>     glp_set_prob_name lp, Name(0)
> 
>    
> 
>     glp_term_out GLP_OFF
> 
>  
> 
>     '-- Variables names and bounds, objective cost and integer option
> 
>     ' Set the number of variables
> 
>     glp_add_cols lp, NbVariables
> 
>    
> 
>     ' Define each variable
> 
>     For variable_index = 1 To NbVariables
> 
>         ' set variable name
> 
>         Name = str2bytes(Variable_name(variable_index))
> 
>         glp_set_col_name lp, variable_index, Name(0)
> 
>        
> 
>         ' set variable kind
> 
>             ' kind of structural variable:
> 
>             ' GLP_CV = 1    continuous variable
> 
>             ' GLP_IV = 2    long variable
> 
>             ' GLP_BV = 3    binary variable
> 
>             ' glp_set_col_kind lp, #col, #kind
> 
>        
> 
>         ' set variable type of bound and bounds values
> 
>             ' Bounds Management
> 
>             'GLPK_FR   free variable:  -inf <  x[k] < +inf
> 
>             'GLPK_LO   lower bound:    l[k] <= x[k] < +inf >> ">="
> 
>             'GLPK_UP   upper bound:    -inf <  x[k] <= u[k] >> "<="
> 
>             'GLPK_DB   double bound:   l[k] <= x[k] <= u[k]
> 
>             'GLPK_FX   fixed variable: l[k]  = x[k]  = u[k] >> "="
> 
>         Select Case Variable_BoundType(variable_index)
> 
>             Case "FX"
> 
>                 glp_set_col_bnds lp, variable_index, GLP_FX,
> Variable_LoBound(variable_index), Variable_UpBound(variable_index)
> 
>             Case "UP"
> 
>                 glp_set_col_bnds lp, variable_index, GLP_UP, 0,
> Variable_UpBound(variable_index)
> 
>             Case "LO"
> 
>                 glp_set_col_bnds lp, variable_index, GLP_LO,
> Variable_LoBound(variable_index), 0
> 
>             Case "FR"
> 
>                 glp_set_col_bnds lp, variable_index, GLP_FR, 0, 0
> 
>             Case "DB"
> 
>                 If Abs(Variable_LoBound(variable_index) -
> Variable_UpBound(variable_index)) <= epsilon Then
> 
>                     glp_set_col_bnds lp, variable_index, GLP_FX,
> Variable_LoBound(variable_index), Variable_UpBound(variable_index)
> 
>                 Else
> 
>                     glp_set_col_bnds lp, variable_index, GLP_DB,
> Variable_LoBound(variable_index), Variable_UpBound(variable_index)
> 
>                 End If
> 
>         End Select
> 
>        
> 
>         ' set objective cost for each variable
> 
>         glp_set_obj_coef lp, variable_index,
> Variable_ObjectiveCost(variable_index)
> 
>     Next
> 
>  
> 
>  
> 
>     '-- Constraints names and bounds
> 
>     ' Set the number of constraints
> 
>     glp_add_rows lp, NbConstraints
> 
>    
> 
>     ' Define each constraint
> 
>     For constraint_index = 1 To NbConstraints
> 
>         ' set constraint name
> 
>         Name = str2bytes(Constraint_name(constraint_index))
> 
>         glp_set_row_name lp, constraint_index, Name(0)
> 
>        
> 
>         ' set constraint type of bound and bounds values
> 
>             ' Bounds Management
> 
>             'GLPK_FR   free variable:  -inf <  x[k] < +inf
> 
>             'GLPK_LO   lower bound:    l[k] <= x[k] < +inf >> ">="
> 
>             'GLPK_UP   upper bound:    -inf <  x[k] <= u[k] >> "<="
> 
>             'GLPK_DB   double bound:   l[k] <= x[k] <= u[k]
> 
>             'GLPK_FX   fixed variable: l[k]  = x[k]  = u[k] >> "="
> 
>         Select Case Constraint_BoundType(constraint_index)
> 
>             Case "FX"
> 
>                 glp_set_row_bnds lp, constraint_index, GLP_FX,
> Constraint_LoBound(constraint_index), Constraint_UpBound(constraint_index)
> 
>             Case "UP"
> 
>                 glp_set_row_bnds lp, constraint_index, GLP_UP, 0,
> Constraint_UpBound(constraint_index)
> 
>             Case "LO"
> 
>                 glp_set_row_bnds lp, constraint_index, GLP_LO,
> Constraint_LoBound(constraint_index), 0
> 
>             Case "FR"
> 
>                 glp_set_row_bnds lp, constraint_index, GLP_FR, 0, 0
> 
>             Case "DB"
> 
>                 glp_set_row_bnds lp, constraint_index, GLP_DB,
> Constraint_LoBound(constraint_index), Constraint_UpBound(constraint_index)
> 
>         End Select
> 
>     Next
> 
>  
> 
>  
> 
>     '-- Matrix A coefficients values
> 
>     matrix_index = 0
> 
>     For constraint_index = 1 To NbConstraints
> 
>         For variable_index = 1 To NbVariables
> 
>             matrix_index = matrix_index + 1
> 
>             ia(matrix_index) = constraint_index
> 
>             ja(matrix_index) = variable_index
> 
>             Ar(matrix_index) = Matrix_val(constraint_index, variable_index)
> 
>         Next
> 
>     Next
> 
>     ' set coefficients of the A matrix
> 
>     glp_load_matrix lp, NbConstraints * NbVariables, ia(0), ja(0), Ar(0)
> 
>  
> 
>  
> 
>     ' Setting objectives
> 
>     Name = str2bytes("Cost")
> 
>     glp_set_obj_name lp, Name(0)
> 
>  
> 
>     If MinBool Then
> 
>         glp_set_obj_dir lp, GLP_MIN
> 
>     Else
> 
>         glp_set_obj_dir lp, GLP_MAX
> 
>     End If
> 
>    
> 
>     ' Scaling options
> 
>         ' GLP_SF_GM = &H1         ' perform geometric mean scaling
> 
>         ' GLP_SF_EQ = &H10        ' perform equilibration scaling
> 
>         ' GLP_SF_2N = &H20        ' round scale factors to power of two
> 
>         ' GLP_SF_SKIP = &H40      ' skip if problem is well scaled
> 
>         ' GLP_SF_AUTO = &H80      ' choose scaling options automatically
> 
>     ' Note >> not yet linked to dll, to be tested with glp_scale_prob
> lp, GLP_SF_AUTO
> 
>     'glp_scale_prob lp, GLP_SF_AUTO
> 
>    
> 
>     ' Solve model
> 
>     ret = glp_init_smcp(smcp)
> 
>     ret = glp_simplex(lp, smcp)
> 
>  
> 
>  
> 
>     '-- Getting results and linking to subroutine outputs
> 
>     ' Objective cost
> 
>     optim_ObjCost = glp_get_obj_val(lp)
> 
>     ' Variable values
> 
>     For variable_index = 1 To NbVariables
> 
>       optim_VarVal(variable_index) = glp_get_col_prim(lp, variable_index)
> 
>     Next
> 
>     ' Solver status
> 
>     SolverStatus = glp_get_status(lp)
> 
>     Select Case SolverStatus
> 
>         Case GLP_OPT
> 
>             StatusText = "Optimal"
> 
>         Case GLP_FEAS
> 
>             StatusText = "Feasible"
> 
>         Case GLP_INFEAS
> 
>             StatusText = "Infeasible"
> 
>         Case GLP_NOFEAS
> 
>             StatusText = "No feasible"
> 
>         Case GLP_UNBND
> 
>             StatusText = "Unbounded"
> 
>         Case GLP_UNDEF
> 
>             StatusText = "Undefined"
> 
>     End Select
> 
>    
> 
>     '-- Close solver
> 
>     ' Free memory
> 
>     glp_delete_prob lp
> 
>     ' Deregister error hook function
> 
>     glp_error_hook 0, 0
> 
>  
> 
>  
> 
>  
> 
> 
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