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 Post subject: Solving multiple linear programming problems
PostPosted: Fri Jul 15, 2022 3:26 pm 
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Joined: Fri Jul 15, 2022 2:24 pm
Posts: 3
Hi,

I am trying to solve multiple linear programming problems in a project, each having different constraints, number of variables, etc.

I tried creating multiple minlpstate structures and follow the procedures as mentioned in the basic example (https://www.alglib.net/translator/man/manual.cpp.html#example_minlp_basic) to solve each of them.

This would work if the number of problems is small (around 5 to 10), but eventually an error would occur if more problems are involved, leading to an error message "terminate called after throwing an instance of 'alglib::ap_error' ".

The function minlpsetbc seems to be the culprit of this error (the error would not occur if I did not call the function) but I cannot find the reason behind it. Is there any reference or example code I can refer to for solving this issue?

In the attach files is the source code in question (the function Flow_Based_Market_LP_Set is where things went wrong). The project it is located can be found at https://github.com/TonyYenTWN/trEnD/tree/main/src.


Attachments:
power_market_func.cpp [20.51 KiB]
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 Post subject: Re: Solving multiple linear programming problems
PostPosted: Sun Jul 17, 2022 11:22 am 
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Joined: Fri May 07, 2010 7:06 am
Posts: 880
Hi!

alglib::ap_error has msg parameter which contains a short description of what happened. Would you like to post it here?


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 Post subject: Re: Solving multiple linear programming problems
PostPosted: Mon Jul 18, 2022 7:50 am 
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Joined: Fri Jul 15, 2022 2:24 pm
Posts: 3
Sergey.Bochkanov wrote:
Hi!

alglib::ap_error has msg parameter which contains a short description of what happened. Would you like to post it here?


Hi,

Thanks for the advice. After using try/catch I found the error message was "MinLPSetBC: BndU contains NAN or -INF" and identified where I placed invalid boundary for the box constraints.


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