# SDDiP.jl - LoadError: AssertionError: \[...\] == :Optimal

**URL:** <https://discourse.julialang.org/t/sddip-jl-loaderror-assertionerror-optimal/24781>\
**Category:** Optimization (Mathematical)\
**Created:** [May 30, 2019, 7:45pm UTC](https://discourse.julialang.org/t/sddip-jl-loaderror-assertionerror-optimal/24781 "2019-05-30T19:45:22Z")\
**Posts on this page:** 11\
**Page:** 1

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**Author:** ![eltuck](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/eltuck/32/8686_2.png) [@eltuck](https://discourse.julialang.org/u/eltuck)\
**Post date:** [May 30, 2019, 7:45pm UTC](https://discourse.julialang.org/t/sddip-jl-loaderror-assertionerror-optimal/24781/1 "2019-05-30T19:45:22Z")

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Hi all,

I’m new to Julia (coming from AMPL), and I’m trying to solve a model using the SDDiP algorithm implemented in [SDDiP.jl](https://github.com/lkapelevich/SDDiP.jl) and CPLEX.

I’m able to implement many of the example models, and the algorithm generally works fine for my model. However, I’ve noticed that occasionally I am getting an error after many iterations (e.g., after 165 iterations).

```julia
Warning: Not solved to optimality, status: CPX_STAT_OPTIMAL_INFEAS
ERROR: LoadError: AssertionError: JuMP.solve(sp, ignore_solve_hook=true, relaxation=true) == :Optimal
Stacktrace:
 [1] #SDDiPsolve!#2(::Bool, ::Int64, ::Array{Any,1}, ::Function, ::JuMP.Model) at C:\Users\ELTUCK\.julia\v0.6\SDDiP\src\solver.jl:73
 [2] (::SDDiP.#kw##SDDiPsolve!)(::Array{Any,1}, ::SDDiP.#SDDiPsolve!, ::JuMP.Model) at .\<missing>:0
 [3] #solve#133(::Bool, ::Bool, ::Bool, ::Array{Any,1}, ::Function, ::JuMP.Model) at C:\Users\ELTUCK\.julia\v0.6\JuMP\src\solvers.jl:151
 [4] (::JuMP.#kw##solve)(::Array{Any,1}, ::JuMP.#solve, ::JuMP.Model) at .\<missing>:0
 [5] JuMPsolve at C:\Users\ELTUCK\.julia\v0.6\SDDiP\src\solver.jl:8 [inlined]
 [6] solvesubproblem!(::Type{SDDP.BackwardPass}, ::SDDP.SDDPModel{SDDP.DefaultValueFunction{SDDP.DefaultCutOracle}}, ::JuMP.Model, ::Float64) at C:\Users\ELTUCK\.julia\v0.6\SDDP\src\defaultvaluefunction.jl:146
 [7] backwardpass!(::SDDP.SDDPModel{SDDP.DefaultValueFunction{SDDP.DefaultCutOracle}}, ::SDDP.Settings) at C:\Users\ELTUCK\.julia\v0.6\SDDP\src\SDDP.jl:239
 [8] macro expansion at C:\Users\ELTUCK\.julia\v0.6\SDDP\src\SDDP.jl:278 [inlined]
 [9] macro expansion at C:\Users\ELTUCK\.julia\v0.6\TimerOutputs\src\TimerOutput.jl:177 [inlined]
 [10] iteration!(::SDDP.SDDPModel{SDDP.DefaultValueFunction{SDDP.DefaultCutOracle}}, ::SDDP.Settings) at C:\Users\ELTUCK\.julia\v0.6\SDDP\src\SDDP.jl:277
 [11] macro expansion at C:\Users\ELTUCK\.julia\v0.6\SDDP\src\SDDP.jl:317 [inlined]
etc.

```

I am not exactly sure how to proceed. I am not sure if this indicates an issue with the tolerance parameters or the formulation (or something else entirely).

Does anyone have suggestions on handling this type of error?

Versions (not updated to newest so that they’re consistent with the SDDiP code)  
Julia: 0.6.4  
JuMP: 0.18.5  
CPLEX: 0.4.2  
GLPKMathProgInterface: 0.4.4

Thank you,  
Emily

---

<div class="post-metadata">

**Author:** ![miles.lubin](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/miles.lubin/32/279_2.png) [@miles.lubin](https://discourse.julialang.org/u/miles.lubin)\
**Post date:** [June 2, 2019, 2:08am UTC](https://discourse.julialang.org/t/sddip-jl-loaderror-assertionerror-optimal/24781/2 "2019-06-02T02:08:38Z")

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`CPX_STAT_OPTIMAL_INFEAS` means that CPLEX did not successfully solve the problem to the requested tolerances. (It found an “optimal” solution which became infeasible after inverting presolve reductions.) This status doesn’t indicate that there’s anything wrong with the formulation, although it could perhaps be numerically challenging.

You could tweak the code to ignore this specific status and continue or adjust the tolerances and try again. @lkapelevich may be able to advise on what to do specifically for SDDiP.jl.

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**Author:** ![lkapelevich](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/lkapelevich/32/5672_2.png) [@lkapelevich](https://discourse.julialang.org/u/lkapelevich)\
**Post date:** [June 2, 2019, 1:22pm UTC](https://discourse.julialang.org/t/sddip-jl-loaderror-assertionerror-optimal/24781/3 "2019-06-02T13:22:58Z")

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Hey Emily,

I don’t have advice of the top of my head. It may be helpful to play around with SDDP’s cut selection if you haven’t already.

I’m sorry you’re stuck on old software :-(. On that note @odow any updates on advice for overloading duals in SDDP?

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<div class="post-metadata">

**Author:** ![eltuck](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/eltuck/32/8686_2.png) [@eltuck](https://discourse.julialang.org/u/eltuck)\
**Post date:** [June 4, 2019, 6:03pm UTC](https://discourse.julialang.org/t/sddip-jl-loaderror-assertionerror-optimal/24781/4 "2019-06-04T18:03:22Z")

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Thank you both! This is helpful.

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<div class="post-metadata">

**Author:** ![odow](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/odow/32/28685_2.png) [@odow](https://discourse.julialang.org/u/odow)\
**Post date:** [June 5, 2019, 2:06pm UTC](https://discourse.julialang.org/t/sddip-jl-loaderror-assertionerror-optimal/24781/5 "2019-06-05T14:06:00Z")

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Hi @eltuck

The lead cause of these sorts of error is problem scaling. See:  
[https://odow.github.io/SDDP.jl/latest/tutorial/06\_warnings/#Numerical-stability-1](https://odow.github.io/SDDP.jl/latest/tutorial/06_warnings/#Numerical-stability-1)

In general, I’ve found Gurobi to be more reliable when it comes to numerical issues like this, but it also tends to be a little slower. I advise that you try it out to see if it works for your problem.

@lkapelevich let’s continue the discussion here: [https://github.com/odow/SDDP.jl/issues/195#issuecomment-499096062](https://github.com/odow/SDDP.jl/issues/195#issuecomment-499096062)

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<div class="post-metadata">

**Author:** ![eltuck](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/eltuck/32/8686_2.png) [@eltuck](https://discourse.julialang.org/u/eltuck)\
**Post date:** [June 5, 2019, 4:24pm UTC](https://discourse.julialang.org/t/sddip-jl-loaderror-assertionerror-optimal/24781/6 "2019-06-05T16:24:54Z")

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Thank you @odow! I’ll look further into problem scaling and give Gurobi a try.

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<div class="post-metadata">

**Author:** ![BYS](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/bys/32/25384_2.png) [@BYS](https://discourse.julialang.org/u/BYS)\
**Post date:** [May 22, 2021, 1:20pm UTC](https://discourse.julialang.org/t/sddip-jl-loaderror-assertionerror-optimal/24781/7 "2021-05-22T13:20:03Z")

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Hi,  
if I use the expression with SDDP package as follows,

```julia
function subproblem_builder(subproblem::Model,node::Int)
    .............
    return subproblem
end

```

Can I know the detailed information of “subproblem” . Now the results returned only tell me “subproblem\_builder (generic function with 1 method)”. I want to know how much or the structure of variables,constraints,and stageobjective in my subproblem  
Thanks in advance!

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<div class="post-metadata">

**Author:** ![odow](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/odow/32/28685_2.png) [@odow](https://discourse.julialang.org/u/odow)\
**Post date:** [May 22, 2021, 7:53pm UTC](https://discourse.julialang.org/t/sddip-jl-loaderror-assertionerror-optimal/24781/8 "2021-05-22T19:53:13Z")

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Please open a new thread, rather than continuing this one.

The function just helps build the model. You need to call SDDP.PolicyGraph to actually construct it.

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<div class="post-metadata">

**Author:** ![BYS](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/bys/32/25384_2.png) [@BYS](https://discourse.julialang.org/u/BYS)\
**Post date:** [May 23, 2021, 1:25am UTC](https://discourse.julialang.org/t/sddip-jl-loaderror-assertionerror-optimal/24781/9 "2021-05-23T01:25:00Z")

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Thank you very much for your reply. I have tried “LinearPolicyGraph”. However, when I write

```julia
model = SDDP.LinearPolicyGraph(
    stages = 3,
    sense = :Min,
    lower_bound = 0.0,
    optimizer = Gurobi.Optimizer,
) do subproblem, node
@variables....
@constraints.....
@stageobjective.....
end

```

Only the “a policy graph with 3 nodes,Nodes indices: 1,2,3”, can be got.  
I still cannot see the variables,constraints,stageobjective included in my model?

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<div class="post-metadata">

**Author:** ![odow](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/odow/32/28685_2.png) [@odow](https://discourse.julialang.org/u/odow)\
**Post date:** [May 23, 2021, 2:29am UTC](https://discourse.julialang.org/t/sddip-jl-loaderror-assertionerror-optimal/24781/10 "2021-05-23T02:29:53Z")

</div>

`print(model[1].subproblem)`

But again, please open a new thread if you have more questions. This isn’t related to the original post, and it makes it harder for future people searching for related questions.

---

<div class="post-metadata">

**Author:** ![BYS](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/bys/32/25384_2.png) [@BYS](https://discourse.julialang.org/u/BYS)\
**Post date:** [May 23, 2021, 2:47am UTC](https://discourse.julialang.org/t/sddip-jl-loaderror-assertionerror-optimal/24781/11 "2021-05-23T02:47:35Z")

</div>

Ok,Thanks a lot!