Help with Performance in Large Mixed Complementarity Problem

odow · January 31, 2024, 1:45am

Don’t worry, I’ve figured it out. It means that PATH has errored. The bug is that we don’t catch this properly in the JuMP interface.

It means that one of the following is true:

You have a license issue:

github.com

chkwon/PATHSolver.jl/blob/72d8307f1bc1a050fd033719ddd8027af6579f4a/src/C_API.jl#L754


      
              silent::Bool = false,
              generate_output::Integer = 0,
              use_start::Bool = true,
              use_basics::Bool = false,
              jacobian_structure_constant::Bool = false,
              jacobian_data_contiguous::Bool = false,
              jacobian_linear_elements::Vector{Int} = Int[],
              kwargs...,
          )
              if c_api_Path_CheckLicense(length(z), nnz) == 0
                  return MCP_LicenseError, nothing, nothing
              end
              @assert length(z) == length(lb) == length(ub)
              out_io = silent ? IOBuffer() : stdout
              output_data = OutputData(out_io)
              GC.@preserve output_data begin
                  c_api_Output_SetInterface(OutputInterface(output_data))
          
                  n = length(z)
                  if n == 0
                      return MCP_Solved, nothing, nothing

there are no variables

github.com

chkwon/PATHSolver.jl/blob/72d8307f1bc1a050fd033719ddd8027af6579f4a/src/C_API.jl#L764


      
              return MCP_LicenseError, nothing, nothing
          end
          @assert length(z) == length(lb) == length(ub)
          out_io = silent ? IOBuffer() : stdout
          output_data = OutputData(out_io)
          GC.@preserve output_data begin
              c_api_Output_SetInterface(OutputInterface(output_data))
          
              n = length(z)
              if n == 0
                  return MCP_Solved, nothing, nothing
              end
              if nnz > typemax(Cint)
                  return MCP_Error, nothing, nothing
              end
              o = c_api_Options_Create()
              c_api_Path_AddOptions(o)
              c_api_Options_Default(o)
              m = c_api_MCP_Create(n, nnz)
              if jacobian_structure_constant
                  c_api_MCP_Jacobian_Structure_Constant(m, true)

or there are too many non-zeros

github.com

chkwon/PATHSolver.jl/blob/72d8307f1bc1a050fd033719ddd8027af6579f4a/src/C_API.jl#L767


      
          out_io = silent ? IOBuffer() : stdout
          output_data = OutputData(out_io)
          GC.@preserve output_data begin
              c_api_Output_SetInterface(OutputInterface(output_data))
          
              n = length(z)
              if n == 0
                  return MCP_Solved, nothing, nothing
              end
              if nnz > typemax(Cint)
                  return MCP_Error, nothing, nothing
              end
              o = c_api_Options_Create()
              c_api_Path_AddOptions(o)
              c_api_Options_Default(o)
              m = c_api_MCP_Create(n, nnz)
              if jacobian_structure_constant
                  c_api_MCP_Jacobian_Structure_Constant(m, true)
              end
              if jacobian_data_contiguous
                  c_api_MCP_Jacobian_Data_Contiguous(m, true)

Hard to say more without a reproducible example.

jmc · January 31, 2024, 1:45am

Sorry, I forgot the first line

ERROR: LoadError: MethodError: Cannot `convert` an object of type Nothing to an object of type Vector{Float64}

jmc · January 31, 2024, 1:48am

Thanks @odow my bet is that it is a license issue because the code runs in other machine.

However, what I find puzzling is that the simple example on PATHsolvers.jl does run.

odow · January 31, 2024, 1:56am

However, what I find puzzling is that the simple example

You can solve problems with up to 300 variables without a license.

See GitHub - chkwon/PATHSolver.jl: provides a Julia wrapper for the PATH Solver for solving mixed complementarity problems for details on how to set the license.

I’ll fix the bug today: Fix MOI wrapper if solve_mcp fails by odow · Pull Request #101 · chkwon/PATHSolver.jl · GitHub