Numerical differences between versions 0.7.0 and 0.8.4 #120
Description
When we moved from Clp 0.7.0 to Clp 0.8.4, I had to completely rewrite my interface to Clp.
Before I was using a very simple
using MathProgBase
using Clp
solution = linprog(obj, a, '=', rhs, lb, ub, ClpSolver(MaximumIterations = maxiter, MaximumSeconds = maxtime))
Now I use
using JuMP
using Clp
model = Model(Clp.Optimizer);
@variable(model, lb[i] <= x[i=1:length(lb)] <= ub[i]);
@objective(model, Min, obj'x);
# Depending on the `sense` vector, you may need to split it into `<=` and `>=` constraints too
@constraint(model, a * x .== rhs);
JuMP.set_optimizer_attribute(model, "LogLevel", 0)
JuMP.set_optimizer_attribute(model, "MaximumIterations", maxiter)
optimize!(model);
I don't mind the extra work of setting up the model.
I write that once and done.
What I do mind is that I am getting different results.
In most cases it is just numerical fuzz, but at times the differences are more noticeable.
Sometimes the objective value is better, and sometimes worse.
My questions are the following:
Has the underlying COIN code changed?
If not, are there some hidden settings that have changed, which causes the underlying C-library to calculate differently?
I am happy to provide examples of both numerical fuzz and substantial differences.
I can be reached at kim.balls@conning.com.
Any insight you can give me will be highly appreciated.