==44724== Memcheck, a memory error detector ==44724== Copyright (C) 2002-2017, and GNU GPL'd, by Julian Seward et al. ==44724== Using Valgrind-3.15.0 and LibVEX; rerun with -h for copyright info ==44724== Command: /data/blackswan/ripley/R/R-devel-vg/bin/exec/R --vanilla ==44724== R Under development (unstable) (2019-07-23 r76870) -- "Unsuffered Consequences" Copyright (C) 2019 The R Foundation for Statistical Computing Platform: x86_64-pc-linux-gnu (64-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. Natural language support but running in an English locale R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > pkgname <- "PSGExpress" > source(file.path(R.home("share"), "R", "examples-header.R")) > options(warn = 1) > library('PSGExpress') Loading required package: Matrix > > base::assign(".oldSearch", base::search(), pos = 'CheckExEnv') > base::assign(".old_wd", base::getwd(), pos = 'CheckExEnv') > cleanEx() > nameEx("PSG_R_Setup_linux64-package") > ### * PSG_R_Setup_linux64-package > > flush(stderr()); flush(stdout()) > > ### Name: PSGExpress-package > ### Title: Portfolio Safeguard: Optimization, Statistics and Risk > ### Management > ### Aliases: PSGExpress-package PSGExpress > > ### ** Examples > > > > > cleanEx() > nameEx("rpsg_getfunctionincrement") > ### * rpsg_getfunctionincrement > > flush(stderr()); flush(stdout()) > > ### Name: rpsg_getfunctionincrement > ### Title: PSG Functions increments calculation > ### Aliases: rpsg_getfunctionincrement > > ### ** Examples > > > #Create Matrix > matrix_scenarios <- matrix(c(1,4,8,3, 7,-5,4,-6, -2,8,-1,0,0,-3,-4,9),nrow=4, byrow=TRUE) > colnames(matrix_scenarios) <- colnames(matrix_scenarios,do.NULL = FALSE, prefix = "x") > scenario_benchmark <- c(-2, 11, 6, 10) > scenario_probability <- c(0.2, 0.2, 0.3, 0.3) > matrix_scenarios <- cbind(matrix_scenarios,scenario_benchmark,scenario_probability) > > #Create Point > point_a <- c(1,1,1,1) > names(point_a) <-c("x1","x2","x3","x4") > > val1<- rpsg_getfunctionincrement("cvar_risk(0.65,matrix_scenarios)",point_a) ==44724== Mismatched free() / delete / delete [] ==44724== at 0x483A5C6: operator delete[](void*) (/builddir/build/BUILD/valgrind-3.15.0/coregrind/m_replacemalloc/vg_replace_malloc.c:651) ==44724== by 0x17702301: CRPSGSolverHelper::remove_comments_fromstring(std::__cxx11::basic_string, std::allocator >) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2177) ==44724== by 0x17709FD6: CRPSGSolverHelper::GetPSGDataObjectsFromStatement(std::__cxx11::basic_string, std::allocator >, CRPSGSolverHelper*, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::__cxx11::basic_string, std::allocator >&) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2194) ==44724== by 0x176FB44F: crpsg_getfunctionvalue (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:1983) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== by 0x4D1C71: bcEval (svn/R-devel/src/main/eval.c:7293) ==44724== by 0x4E4DFF: Rf_eval (svn/R-devel/src/main/eval.c:620) ==44724== by 0x4E694E: R_execClosure (svn/R-devel/src/main/eval.c:1780) ==44724== by 0x4E7694: Rf_applyClosure (svn/R-devel/src/main/eval.c:1706) ==44724== by 0x4E4EF4: Rf_eval (svn/R-devel/src/main/eval.c:743) ==44724== by 0x4E908E: do_set (svn/R-devel/src/main/eval.c:2808) ==44724== by 0x4E5162: Rf_eval (svn/R-devel/src/main/eval.c:695) ==44724== Address 0x128f3500 is 0 bytes inside a block of size 50 alloc'd ==44724== at 0x483AB1A: calloc (/builddir/build/BUILD/valgrind-3.15.0/coregrind/m_replacemalloc/vg_replace_malloc.c:762) ==44724== by 0x177020D4: CRPSGSolverHelper::remove_comments_fromstring(std::__cxx11::basic_string, std::allocator >) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2153) ==44724== by 0x17709FD6: CRPSGSolverHelper::GetPSGDataObjectsFromStatement(std::__cxx11::basic_string, std::allocator >, CRPSGSolverHelper*, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::__cxx11::basic_string, std::allocator >&) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2194) ==44724== by 0x176FB44F: crpsg_getfunctionvalue (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:1983) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== by 0x4D1C71: bcEval (svn/R-devel/src/main/eval.c:7293) ==44724== by 0x4E4DFF: Rf_eval (svn/R-devel/src/main/eval.c:620) ==44724== by 0x4E694E: R_execClosure (svn/R-devel/src/main/eval.c:1780) ==44724== by 0x4E7694: Rf_applyClosure (svn/R-devel/src/main/eval.c:1706) ==44724== by 0x4E4EF4: Rf_eval (svn/R-devel/src/main/eval.c:743) ==44724== by 0x4E908E: do_set (svn/R-devel/src/main/eval.c:2808) ==44724== by 0x4E5162: Rf_eval (svn/R-devel/src/main/eval.c:695) ==44724== ==44724== Conditional jump or move depends on uninitialised value(s) ==44724== at 0x4B2CD39: _gfortran_string_len_trim (in /usr/lib64/libgfortran.so.5.0.0) ==44724== by 0x17753406: isprbg (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_II.F:171) ==44724== by 0x17754F0D: checknextpart (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_II.F:56) ==44724== by 0x17726094: getoneproblemfromcycle_vk (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/FormInitDataList_for_PSG_I.F:99) ==44724== by 0x17726B40: getoneproblemfromcycle_psg (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/FormInitDataList_for_PSG_I.F:58) ==44724== by 0x1770A0EF: CRPSGSolverHelper::GetPSGDataObjectsFromStatement(std::__cxx11::basic_string, std::allocator >, CRPSGSolverHelper*, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::__cxx11::basic_string, std::allocator >&) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2200) ==44724== by 0x176FB44F: crpsg_getfunctionvalue (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:1983) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== by 0x4D1C71: bcEval (svn/R-devel/src/main/eval.c:7293) ==44724== by 0x4E4DFF: Rf_eval (svn/R-devel/src/main/eval.c:620) ==44724== by 0x4E694E: R_execClosure (svn/R-devel/src/main/eval.c:1780) ==44724== by 0x4E7694: Rf_applyClosure (svn/R-devel/src/main/eval.c:1706) ==44724== Uninitialised value was created by a stack allocation ==44724== at 0x17753016: isprbg (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_II.F:158) ==44724== ==44724== Conditional jump or move depends on uninitialised value(s) ==44724== at 0x4B2CD57: _gfortran_string_len_trim (in /usr/lib64/libgfortran.so.5.0.0) ==44724== by 0x17753406: isprbg (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_II.F:171) ==44724== by 0x17754F0D: checknextpart (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_II.F:56) ==44724== by 0x17726094: getoneproblemfromcycle_vk (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/FormInitDataList_for_PSG_I.F:99) ==44724== by 0x17726B40: getoneproblemfromcycle_psg (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/FormInitDataList_for_PSG_I.F:58) ==44724== by 0x1770A0EF: CRPSGSolverHelper::GetPSGDataObjectsFromStatement(std::__cxx11::basic_string, std::allocator >, CRPSGSolverHelper*, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::__cxx11::basic_string, std::allocator >&) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2200) ==44724== by 0x176FB44F: crpsg_getfunctionvalue (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:1983) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== by 0x4D1C71: bcEval (svn/R-devel/src/main/eval.c:7293) ==44724== by 0x4E4DFF: Rf_eval (svn/R-devel/src/main/eval.c:620) ==44724== by 0x4E694E: R_execClosure (svn/R-devel/src/main/eval.c:1780) ==44724== by 0x4E7694: Rf_applyClosure (svn/R-devel/src/main/eval.c:1706) ==44724== Uninitialised value was created by a stack allocation ==44724== at 0x17753016: isprbg (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_II.F:158) ==44724== ==44724== Mismatched free() / delete / delete [] ==44724== at 0x4839A0C: free (/builddir/build/BUILD/valgrind-3.15.0/coregrind/m_replacemalloc/vg_replace_malloc.c:540) ==44724== by 0x1770A591: CRPSGSolverHelper::GetPSGDataObjectsFromStatement(std::__cxx11::basic_string, std::allocator >, CRPSGSolverHelper*, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::__cxx11::basic_string, std::allocator >&) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2240) ==44724== by 0x176FB44F: crpsg_getfunctionvalue (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:1983) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== by 0x4D1C71: bcEval (svn/R-devel/src/main/eval.c:7293) ==44724== by 0x4E4DFF: Rf_eval (svn/R-devel/src/main/eval.c:620) ==44724== by 0x4E694E: R_execClosure (svn/R-devel/src/main/eval.c:1780) ==44724== by 0x4E7694: Rf_applyClosure (svn/R-devel/src/main/eval.c:1706) ==44724== by 0x4E4EF4: Rf_eval (svn/R-devel/src/main/eval.c:743) ==44724== by 0x4E908E: do_set (svn/R-devel/src/main/eval.c:2808) ==44724== by 0x4E5162: Rf_eval (svn/R-devel/src/main/eval.c:695) ==44724== by 0x5137FC: Rf_ReplIteration (svn/R-devel/src/main/main.c:260) ==44724== by 0x5137FC: Rf_ReplIteration (svn/R-devel/src/main/main.c:200) ==44724== Address 0x19cef350 is 0 bytes inside a block of size 4,096 alloc'd ==44724== at 0x4839593: operator new[](unsigned long) (/builddir/build/BUILD/valgrind-3.15.0/coregrind/m_replacemalloc/vg_replace_malloc.c:433) ==44724== by 0x1770A08F: CRPSGSolverHelper::GetPSGDataObjectsFromStatement(std::__cxx11::basic_string, std::allocator >, CRPSGSolverHelper*, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::__cxx11::basic_string, std::allocator >&) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2197) ==44724== by 0x176FB44F: crpsg_getfunctionvalue (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:1983) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== by 0x4D1C71: bcEval (svn/R-devel/src/main/eval.c:7293) ==44724== by 0x4E4DFF: Rf_eval (svn/R-devel/src/main/eval.c:620) ==44724== by 0x4E694E: R_execClosure (svn/R-devel/src/main/eval.c:1780) ==44724== by 0x4E7694: Rf_applyClosure (svn/R-devel/src/main/eval.c:1706) ==44724== by 0x4E4EF4: Rf_eval (svn/R-devel/src/main/eval.c:743) ==44724== by 0x4E908E: do_set (svn/R-devel/src/main/eval.c:2808) ==44724== by 0x4E5162: Rf_eval (svn/R-devel/src/main/eval.c:695) ==44724== by 0x5137FC: Rf_ReplIteration (svn/R-devel/src/main/main.c:260) ==44724== by 0x5137FC: Rf_ReplIteration (svn/R-devel/src/main/main.c:200) ==44724== ==44724== Mismatched free() / delete / delete [] ==44724== at 0x4839A0C: free (/builddir/build/BUILD/valgrind-3.15.0/coregrind/m_replacemalloc/vg_replace_malloc.c:540) ==44724== by 0x1770A633: CRPSGSolverHelper::GetPSGDataObjectsFromStatement(std::__cxx11::basic_string, std::allocator >, CRPSGSolverHelper*, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::__cxx11::basic_string, std::allocator >&) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2221) ==44724== by 0x176FB44F: crpsg_getfunctionvalue (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:1983) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== by 0x4D1C71: bcEval (svn/R-devel/src/main/eval.c:7293) ==44724== by 0x4E4DFF: Rf_eval (svn/R-devel/src/main/eval.c:620) ==44724== by 0x4E694E: R_execClosure (svn/R-devel/src/main/eval.c:1780) ==44724== by 0x4E7694: Rf_applyClosure (svn/R-devel/src/main/eval.c:1706) ==44724== by 0x4E4EF4: Rf_eval (svn/R-devel/src/main/eval.c:743) ==44724== by 0x4E908E: do_set (svn/R-devel/src/main/eval.c:2808) ==44724== by 0x4E5162: Rf_eval (svn/R-devel/src/main/eval.c:695) ==44724== by 0x5137FC: Rf_ReplIteration (svn/R-devel/src/main/main.c:260) ==44724== by 0x5137FC: Rf_ReplIteration (svn/R-devel/src/main/main.c:200) ==44724== Address 0x19f0f750 is 0 bytes inside a block of size 4,096 alloc'd ==44724== at 0x4839593: operator new[](unsigned long) (/builddir/build/BUILD/valgrind-3.15.0/coregrind/m_replacemalloc/vg_replace_malloc.c:433) ==44724== by 0x1770A08F: CRPSGSolverHelper::GetPSGDataObjectsFromStatement(std::__cxx11::basic_string, std::allocator >, CRPSGSolverHelper*, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::__cxx11::basic_string, std::allocator >&) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2197) ==44724== by 0x176FB44F: crpsg_getfunctionvalue (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:1983) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== by 0x4D1C71: bcEval (svn/R-devel/src/main/eval.c:7293) ==44724== by 0x4E4DFF: Rf_eval (svn/R-devel/src/main/eval.c:620) ==44724== by 0x4E694E: R_execClosure (svn/R-devel/src/main/eval.c:1780) ==44724== by 0x4E7694: Rf_applyClosure (svn/R-devel/src/main/eval.c:1706) ==44724== by 0x4E4EF4: Rf_eval (svn/R-devel/src/main/eval.c:743) ==44724== by 0x4E908E: do_set (svn/R-devel/src/main/eval.c:2808) ==44724== by 0x4E5162: Rf_eval (svn/R-devel/src/main/eval.c:695) ==44724== by 0x5137FC: Rf_ReplIteration (svn/R-devel/src/main/main.c:260) ==44724== by 0x5137FC: Rf_ReplIteration (svn/R-devel/src/main/main.c:200) ==44724== Reading problem formulation ==44724== Conditional jump or move depends on uninitialised value(s) ==44724== at 0x4B2CE1A: _gfortran_string_index (in /usr/lib64/libgfortran.so.5.0.0) ==44724== by 0x1774339E: master.0.read_task (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Read_Task_Set_I.F:514) ==44724== by 0x1774FBEB: read_task (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Read_Task_Set_I.F:6) ==44724== by 0x177F21B0: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:350) ==44724== by 0x1781077B: problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1) ==44724== by 0x1775FD54: master.0.solveoneproblem (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:6) ==44724== by 0x1775296A: calculateonefunction (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_I.F:96) ==44724== by 0x1777F8A0: master.1.vk_getfunctionvalue (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:162) ==44724== by 0x17701F0D: CRPSGSolverHelper::get_Function_Increment_1(CRPSGSolverHelper*, char const*, char const*, CPSGS_Data_Object**, double*) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2276) ==44724== by 0x176FBC0A: crpsg_getfunctionvalue (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:2046) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== by 0x4D1C71: bcEval (svn/R-devel/src/main/eval.c:7293) ==44724== Uninitialised value was created by a heap allocation ==44724== at 0x483880B: malloc (/builddir/build/BUILD/valgrind-3.15.0/coregrind/m_replacemalloc/vg_replace_malloc.c:309) ==44724== by 0x1773025F: master.0.read_task (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Read_Task_Set_I.F:29) ==44724== by 0x1774FBEB: read_task (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Read_Task_Set_I.F:6) ==44724== by 0x177F21B0: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:350) ==44724== by 0x1781077B: problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1) ==44724== by 0x1775FD54: master.0.solveoneproblem (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:6) ==44724== by 0x1775296A: calculateonefunction (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_I.F:96) ==44724== by 0x1777F8A0: master.1.vk_getfunctionvalue (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:162) ==44724== by 0x17701F0D: CRPSGSolverHelper::get_Function_Increment_1(CRPSGSolverHelper*, char const*, char const*, CPSGS_Data_Object**, double*) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2276) ==44724== by 0x176FBC0A: crpsg_getfunctionvalue (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:2046) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== by 0x4D1C71: bcEval (svn/R-devel/src/main/eval.c:7293) ==44724== ==44724== Conditional jump or move depends on uninitialised value(s) ==44724== at 0x4B2CE1A: _gfortran_string_index (in /usr/lib64/libgfortran.so.5.0.0) ==44724== by 0x17743746: master.0.read_task (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Read_Task_Set_I.F:525) ==44724== by 0x1774FBEB: read_task (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Read_Task_Set_I.F:6) ==44724== by 0x177F21B0: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:350) ==44724== by 0x1781077B: problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1) ==44724== by 0x1775FD54: master.0.solveoneproblem (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:6) ==44724== by 0x1775296A: calculateonefunction (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_I.F:96) ==44724== by 0x1777F8A0: master.1.vk_getfunctionvalue (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:162) ==44724== by 0x17701F0D: CRPSGSolverHelper::get_Function_Increment_1(CRPSGSolverHelper*, char const*, char const*, CPSGS_Data_Object**, double*) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2276) ==44724== by 0x176FBC0A: crpsg_getfunctionvalue (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:2046) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== by 0x4D1C71: bcEval (svn/R-devel/src/main/eval.c:7293) ==44724== Uninitialised value was created by a heap allocation ==44724== at 0x483880B: malloc (/builddir/build/BUILD/valgrind-3.15.0/coregrind/m_replacemalloc/vg_replace_malloc.c:309) ==44724== by 0x1773025F: master.0.read_task (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Read_Task_Set_I.F:29) ==44724== by 0x1774FBEB: read_task (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Read_Task_Set_I.F:6) ==44724== by 0x177F21B0: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:350) ==44724== by 0x1781077B: problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1) ==44724== by 0x1775FD54: master.0.solveoneproblem (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:6) ==44724== by 0x1775296A: calculateonefunction (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_I.F:96) ==44724== by 0x1777F8A0: master.1.vk_getfunctionvalue (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:162) ==44724== by 0x17701F0D: CRPSGSolverHelper::get_Function_Increment_1(CRPSGSolverHelper*, char const*, char const*, CPSGS_Data_Object**, double*) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2276) ==44724== by 0x176FBC0A: crpsg_getfunctionvalue (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:2046) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== by 0x4D1C71: bcEval (svn/R-devel/src/main/eval.c:7293) ==44724== Asking for data information ==44724== Conditional jump or move depends on uninitialised value(s) ==44724== at 0x4B2CFFD: _gfortran_string_verify (in /usr/lib64/libgfortran.so.5.0.0) ==44724== by 0x17832834: read_nab_fst (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Read_Nabor_Two_I.F:58) ==44724== by 0x17802DE7: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:455) ==44724== by 0x1781077B: problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1) ==44724== by 0x1775FD54: master.0.solveoneproblem (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:6) ==44724== by 0x1775296A: calculateonefunction (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_I.F:96) ==44724== by 0x1777F8A0: master.1.vk_getfunctionvalue (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:162) ==44724== by 0x17701F0D: CRPSGSolverHelper::get_Function_Increment_1(CRPSGSolverHelper*, char const*, char const*, CPSGS_Data_Object**, double*) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2276) ==44724== by 0x176FBC0A: crpsg_getfunctionvalue (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:2046) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== by 0x4D1C71: bcEval (svn/R-devel/src/main/eval.c:7293) ==44724== by 0x4E4DFF: Rf_eval (svn/R-devel/src/main/eval.c:620) ==44724== Uninitialised value was created by a heap allocation ==44724== at 0x483880B: malloc (/builddir/build/BUILD/valgrind-3.15.0/coregrind/m_replacemalloc/vg_replace_malloc.c:309) ==44724== by 0x1782FC38: read_nab_fst (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Read_Nabor_Two_I.F:16) ==44724== by 0x17802DE7: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:455) ==44724== by 0x1781077B: problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1) ==44724== by 0x1775FD54: master.0.solveoneproblem (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:6) ==44724== by 0x1775296A: calculateonefunction (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_I.F:96) ==44724== by 0x1777F8A0: master.1.vk_getfunctionvalue (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:162) ==44724== by 0x17701F0D: CRPSGSolverHelper::get_Function_Increment_1(CRPSGSolverHelper*, char const*, char const*, CPSGS_Data_Object**, double*) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2276) ==44724== by 0x176FBC0A: crpsg_getfunctionvalue (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:2046) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== by 0x4D1C71: bcEval (svn/R-devel/src/main/eval.c:7293) ==44724== by 0x4E4DFF: Rf_eval (svn/R-devel/src/main/eval.c:620) ==44724== Getting data 100% of matrix_scenarios was read ==44724== Conditional jump or move depends on uninitialised value(s) ==44724== at 0x483EE5E: __memcmp_sse4_1 (/builddir/build/BUILD/valgrind-3.15.0/memcheck/../shared/vg_replace_strmem.c:1112) ==44724== by 0x4B2CB6A: _gfortran_compare_string (in /usr/lib64/libgfortran.so.5.0.0) ==44724== by 0x1789D87A: calc_fi (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/FUN_ALL_Set_II.F:265) ==44724== by 0x177D829A: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1233) ==44724== by 0x17810E6A: getonefunc (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1223) ==44724== by 0x1775F99F: calconefuncgrad (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:25) ==44724== by 0x1775FE08: master.0.solveoneproblem (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:11) ==44724== by 0x1775296A: calculateonefunction (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_I.F:96) ==44724== by 0x1777F8A0: master.1.vk_getfunctionvalue (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:162) ==44724== by 0x17701F0D: CRPSGSolverHelper::get_Function_Increment_1(CRPSGSolverHelper*, char const*, char const*, CPSGS_Data_Object**, double*) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2276) ==44724== by 0x176FBC0A: crpsg_getfunctionvalue (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:2046) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== Uninitialised value was created by a stack allocation ==44724== at 0x177D3E73: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1) ==44724== ==44724== Conditional jump or move depends on uninitialised value(s) ==44724== at 0x483EE5E: __memcmp_sse4_1 (/builddir/build/BUILD/valgrind-3.15.0/memcheck/../shared/vg_replace_strmem.c:1112) ==44724== by 0x4B2CB6A: _gfortran_compare_string (in /usr/lib64/libgfortran.so.5.0.0) ==44724== by 0x178983CC: fun_all (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/FUN_ALL_Set_I.F:29) ==44724== by 0x1789DB29: calc_fi (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/FUN_ALL_Set_II.F:299) ==44724== by 0x177D829A: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1233) ==44724== by 0x17810E6A: getonefunc (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1223) ==44724== by 0x1775F99F: calconefuncgrad (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:25) ==44724== by 0x1775FE08: master.0.solveoneproblem (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:11) ==44724== by 0x1775296A: calculateonefunction (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_I.F:96) ==44724== by 0x1777F8A0: master.1.vk_getfunctionvalue (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:162) ==44724== by 0x17701F0D: CRPSGSolverHelper::get_Function_Increment_1(CRPSGSolverHelper*, char const*, char const*, CPSGS_Data_Object**, double*) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2276) ==44724== by 0x176FBC0A: crpsg_getfunctionvalue (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:2046) ==44724== Uninitialised value was created by a stack allocation ==44724== at 0x177D3E73: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1) ==44724== ==44724== Conditional jump or move depends on uninitialised value(s) ==44724== at 0x483EE5E: __memcmp_sse4_1 (/builddir/build/BUILD/valgrind-3.15.0/memcheck/../shared/vg_replace_strmem.c:1112) ==44724== by 0x4B2CB6A: _gfortran_compare_string (in /usr/lib64/libgfortran.so.5.0.0) ==44724== by 0x1789D87A: calc_fi (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/FUN_ALL_Set_II.F:265) ==44724== by 0x177D32A3: getinternalincrement.4421.constprop.0 (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1424) ==44724== by 0x177D72E1: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1249) ==44724== by 0x17810D0A: getincrement (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1245) ==44724== by 0x1775FAFE: calconefuncgrad (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:26) ==44724== by 0x1775FE08: master.0.solveoneproblem (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:11) ==44724== by 0x1775296A: calculateonefunction (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_I.F:96) ==44724== by 0x1777F8A0: master.1.vk_getfunctionvalue (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:162) ==44724== by 0x17701F0D: CRPSGSolverHelper::get_Function_Increment_1(CRPSGSolverHelper*, char const*, char const*, CPSGS_Data_Object**, double*) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2276) ==44724== by 0x176FBC0A: crpsg_getfunctionvalue (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:2046) ==44724== Uninitialised value was created by a stack allocation ==44724== at 0x177D3E73: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1) ==44724== ==44724== Conditional jump or move depends on uninitialised value(s) ==44724== at 0x483EE35: __memcmp_sse4_1 (/builddir/build/BUILD/valgrind-3.15.0/memcheck/../shared/vg_replace_strmem.c:1112) ==44724== by 0x4B2CB6A: _gfortran_compare_string (in /usr/lib64/libgfortran.so.5.0.0) ==44724== by 0x1789D87A: calc_fi (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/FUN_ALL_Set_II.F:265) ==44724== by 0x177D32A3: getinternalincrement.4421.constprop.0 (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1424) ==44724== by 0x177D72E1: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1249) ==44724== by 0x17810D0A: getincrement (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1245) ==44724== by 0x1775FAFE: calconefuncgrad (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:26) ==44724== by 0x1775FE08: master.0.solveoneproblem (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:11) ==44724== by 0x1775296A: calculateonefunction (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_I.F:96) ==44724== by 0x1777F8A0: master.1.vk_getfunctionvalue (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:162) ==44724== by 0x17701F0D: CRPSGSolverHelper::get_Function_Increment_1(CRPSGSolverHelper*, char const*, char const*, CPSGS_Data_Object**, double*) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2276) ==44724== by 0x176FBC0A: crpsg_getfunctionvalue (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:2046) ==44724== Uninitialised value was created by a stack allocation ==44724== at 0x177D3E73: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1) ==44724== ==44724== Conditional jump or move depends on uninitialised value(s) ==44724== at 0x4B2CB6D: _gfortran_compare_string (in /usr/lib64/libgfortran.so.5.0.0) ==44724== by 0x1789D87A: calc_fi (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/FUN_ALL_Set_II.F:265) ==44724== by 0x177D32A3: getinternalincrement.4421.constprop.0 (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1424) ==44724== by 0x177D72E1: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1249) ==44724== by 0x17810D0A: getincrement (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1245) ==44724== by 0x1775FAFE: calconefuncgrad (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:26) ==44724== by 0x1775FE08: master.0.solveoneproblem (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:11) ==44724== by 0x1775296A: calculateonefunction (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_I.F:96) ==44724== by 0x1777F8A0: master.1.vk_getfunctionvalue (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:162) ==44724== by 0x17701F0D: CRPSGSolverHelper::get_Function_Increment_1(CRPSGSolverHelper*, char const*, char const*, CPSGS_Data_Object**, double*) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2276) ==44724== by 0x176FBC0A: crpsg_getfunctionvalue (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:2046) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== Uninitialised value was created by a stack allocation ==44724== at 0x177D3E73: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1) ==44724== ==44724== Conditional jump or move depends on uninitialised value(s) ==44724== at 0x483EE35: __memcmp_sse4_1 (/builddir/build/BUILD/valgrind-3.15.0/memcheck/../shared/vg_replace_strmem.c:1112) ==44724== by 0x4B2CB6A: _gfortran_compare_string (in /usr/lib64/libgfortran.so.5.0.0) ==44724== by 0x178983CC: fun_all (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/FUN_ALL_Set_I.F:29) ==44724== by 0x1789DB29: calc_fi (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/FUN_ALL_Set_II.F:299) ==44724== by 0x177D32A3: getinternalincrement.4421.constprop.0 (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1424) ==44724== by 0x177D72E1: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1249) ==44724== by 0x17810D0A: getincrement (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1245) ==44724== by 0x1775FAFE: calconefuncgrad (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:26) ==44724== by 0x1775FE08: master.0.solveoneproblem (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:11) ==44724== by 0x1775296A: calculateonefunction (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_I.F:96) ==44724== by 0x1777F8A0: master.1.vk_getfunctionvalue (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:162) ==44724== by 0x17701F0D: CRPSGSolverHelper::get_Function_Increment_1(CRPSGSolverHelper*, char const*, char const*, CPSGS_Data_Object**, double*) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2276) ==44724== Uninitialised value was created by a stack allocation ==44724== at 0x177D3E73: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1) ==44724== ==44724== Conditional jump or move depends on uninitialised value(s) ==44724== at 0x4B2CB6D: _gfortran_compare_string (in /usr/lib64/libgfortran.so.5.0.0) ==44724== by 0x178983CC: fun_all (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/FUN_ALL_Set_I.F:29) ==44724== by 0x1789DB29: calc_fi (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/FUN_ALL_Set_II.F:299) ==44724== by 0x177D32A3: getinternalincrement.4421.constprop.0 (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1424) ==44724== by 0x177D72E1: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1249) ==44724== by 0x17810D0A: getincrement (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1245) ==44724== by 0x1775FAFE: calconefuncgrad (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:26) ==44724== by 0x1775FE08: master.0.solveoneproblem (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:11) ==44724== by 0x1775296A: calculateonefunction (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_I.F:96) ==44724== by 0x1777F8A0: master.1.vk_getfunctionvalue (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:162) ==44724== by 0x17701F0D: CRPSGSolverHelper::get_Function_Increment_1(CRPSGSolverHelper*, char const*, char const*, CPSGS_Data_Object**, double*) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2276) ==44724== by 0x176FBC0A: crpsg_getfunctionvalue (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:2046) ==44724== Uninitialised value was created by a stack allocation ==44724== at 0x177D3E73: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1) ==44724== ==44724== Conditional jump or move depends on uninitialised value(s) ==44724== at 0x178983CF: fun_all (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/FUN_ALL_Set_I.F:29) ==44724== by 0x1789DB29: calc_fi (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/FUN_ALL_Set_II.F:299) ==44724== by 0x177D32A3: getinternalincrement.4421.constprop.0 (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1424) ==44724== by 0x177D72E1: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1249) ==44724== by 0x17810D0A: getincrement (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1245) ==44724== by 0x1775FAFE: calconefuncgrad (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:26) ==44724== by 0x1775FE08: master.0.solveoneproblem (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:11) ==44724== by 0x1775296A: calculateonefunction (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_I.F:96) ==44724== by 0x1777F8A0: master.1.vk_getfunctionvalue (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:162) ==44724== by 0x17701F0D: CRPSGSolverHelper::get_Function_Increment_1(CRPSGSolverHelper*, char const*, char const*, CPSGS_Data_Object**, double*) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2276) ==44724== by 0x176FBC0A: crpsg_getfunctionvalue (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:2046) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== Uninitialised value was created by a stack allocation ==44724== at 0x177D3E73: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1) ==44724== ==44724== Conditional jump or move depends on uninitialised value(s) ==44724== at 0x4B2CD39: _gfortran_string_len_trim (in /usr/lib64/libgfortran.so.5.0.0) ==44724== by 0x4B1DF5C: ??? (in /usr/lib64/libgfortran.so.5.0.0) ==44724== by 0x4B1E53C: ??? (in /usr/lib64/libgfortran.so.5.0.0) ==44724== by 0x4B1C40C: ??? (in /usr/lib64/libgfortran.so.5.0.0) ==44724== by 0x177D196D: sendinternalpoint.4414 (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1439) ==44724== by 0x177D9239: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1252) ==44724== by 0x17810C5B: sendgradient (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1249) ==44724== by 0x1775F9DE: calconefuncgrad (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:26) ==44724== by 0x1775FE08: master.0.solveoneproblem (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:11) ==44724== by 0x1775296A: calculateonefunction (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_I.F:96) ==44724== by 0x1777F8A0: master.1.vk_getfunctionvalue (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:162) ==44724== by 0x17701F0D: CRPSGSolverHelper::get_Function_Increment_1(CRPSGSolverHelper*, char const*, char const*, CPSGS_Data_Object**, double*) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2276) ==44724== Uninitialised value was created by a heap allocation ==44724== at 0x483880B: malloc (/builddir/build/BUILD/valgrind-3.15.0/coregrind/m_replacemalloc/vg_replace_malloc.c:309) ==44724== by 0x177D1859: sendinternalpoint.4414 (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1437) ==44724== by 0x177D9239: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1252) ==44724== by 0x17810C5B: sendgradient (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1249) ==44724== by 0x1775F9DE: calconefuncgrad (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:26) ==44724== by 0x1775FE08: master.0.solveoneproblem (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:11) ==44724== by 0x1775296A: calculateonefunction (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_I.F:96) ==44724== by 0x1777F8A0: master.1.vk_getfunctionvalue (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:162) ==44724== by 0x17701F0D: CRPSGSolverHelper::get_Function_Increment_1(CRPSGSolverHelper*, char const*, char const*, CPSGS_Data_Object**, double*) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2276) ==44724== by 0x176FBC0A: crpsg_getfunctionvalue (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:2046) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== by 0x4D1C71: bcEval (svn/R-devel/src/main/eval.c:7293) ==44724== ==44724== Conditional jump or move depends on uninitialised value(s) ==44724== at 0x4B2CD57: _gfortran_string_len_trim (in /usr/lib64/libgfortran.so.5.0.0) ==44724== by 0x4B1DF5C: ??? (in /usr/lib64/libgfortran.so.5.0.0) ==44724== by 0x4B1E53C: ??? (in /usr/lib64/libgfortran.so.5.0.0) ==44724== by 0x4B1C40C: ??? (in /usr/lib64/libgfortran.so.5.0.0) ==44724== by 0x177D196D: sendinternalpoint.4414 (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1439) ==44724== by 0x177D9239: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1252) ==44724== by 0x17810C5B: sendgradient (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1249) ==44724== by 0x1775F9DE: calconefuncgrad (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:26) ==44724== by 0x1775FE08: master.0.solveoneproblem (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:11) ==44724== by 0x1775296A: calculateonefunction (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_I.F:96) ==44724== by 0x1777F8A0: master.1.vk_getfunctionvalue (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:162) ==44724== by 0x17701F0D: CRPSGSolverHelper::get_Function_Increment_1(CRPSGSolverHelper*, char const*, char const*, CPSGS_Data_Object**, double*) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2276) ==44724== Uninitialised value was created by a heap allocation ==44724== at 0x483880B: malloc (/builddir/build/BUILD/valgrind-3.15.0/coregrind/m_replacemalloc/vg_replace_malloc.c:309) ==44724== by 0x177D1859: sendinternalpoint.4414 (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1437) ==44724== by 0x177D9239: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1252) ==44724== by 0x17810C5B: sendgradient (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1249) ==44724== by 0x1775F9DE: calconefuncgrad (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:26) ==44724== by 0x1775FE08: master.0.solveoneproblem (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:11) ==44724== by 0x1775296A: calculateonefunction (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_I.F:96) ==44724== by 0x1777F8A0: master.1.vk_getfunctionvalue (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:162) ==44724== by 0x17701F0D: CRPSGSolverHelper::get_Function_Increment_1(CRPSGSolverHelper*, char const*, char const*, CPSGS_Data_Object**, double*) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2276) ==44724== by 0x176FBC0A: crpsg_getfunctionvalue (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:2046) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== by 0x4D1C71: bcEval (svn/R-devel/src/main/eval.c:7293) ==44724== ==44724== Conditional jump or move depends on uninitialised value(s) ==44724== at 0x4B2CCD0: _gfortran_string_len_trim (in /usr/lib64/libgfortran.so.5.0.0) ==44724== by 0x4B1DF5C: ??? (in /usr/lib64/libgfortran.so.5.0.0) ==44724== by 0x4B1E53C: ??? (in /usr/lib64/libgfortran.so.5.0.0) ==44724== by 0x4B1C40C: ??? (in /usr/lib64/libgfortran.so.5.0.0) ==44724== by 0x177D196D: sendinternalpoint.4414 (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1439) ==44724== by 0x177D9239: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1252) ==44724== by 0x17810C5B: sendgradient (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1249) ==44724== by 0x1775F9DE: calconefuncgrad (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:26) ==44724== by 0x1775FE08: master.0.solveoneproblem (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:11) ==44724== by 0x1775296A: calculateonefunction (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_I.F:96) ==44724== by 0x1777F8A0: master.1.vk_getfunctionvalue (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:162) ==44724== by 0x17701F0D: CRPSGSolverHelper::get_Function_Increment_1(CRPSGSolverHelper*, char const*, char const*, CPSGS_Data_Object**, double*) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2276) ==44724== Uninitialised value was created by a heap allocation ==44724== at 0x483880B: malloc (/builddir/build/BUILD/valgrind-3.15.0/coregrind/m_replacemalloc/vg_replace_malloc.c:309) ==44724== by 0x177D1859: sendinternalpoint.4414 (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1437) ==44724== by 0x177D9239: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1252) ==44724== by 0x17810C5B: sendgradient (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1249) ==44724== by 0x1775F9DE: calconefuncgrad (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:26) ==44724== by 0x1775FE08: master.0.solveoneproblem (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:11) ==44724== by 0x1775296A: calculateonefunction (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_I.F:96) ==44724== by 0x1777F8A0: master.1.vk_getfunctionvalue (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:162) ==44724== by 0x17701F0D: CRPSGSolverHelper::get_Function_Increment_1(CRPSGSolverHelper*, char const*, char const*, CPSGS_Data_Object**, double*) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2276) ==44724== by 0x176FBC0A: crpsg_getfunctionvalue (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:2046) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== by 0x4D1C71: bcEval (svn/R-devel/src/main/eval.c:7293) ==44724== ==44724== Conditional jump or move depends on uninitialised value(s) ==44724== at 0x177E284A: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1274) ==44724== by 0x17810BAD: deall_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1253) ==44724== by 0x1775296A: calculateonefunction (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_I.F:96) ==44724== by 0x1777F8A0: master.1.vk_getfunctionvalue (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:162) ==44724== by 0x17701F0D: CRPSGSolverHelper::get_Function_Increment_1(CRPSGSolverHelper*, char const*, char const*, CPSGS_Data_Object**, double*) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2276) ==44724== by 0x176FBC0A: crpsg_getfunctionvalue (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:2046) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== by 0x4D1C71: bcEval (svn/R-devel/src/main/eval.c:7293) ==44724== by 0x4E4DFF: Rf_eval (svn/R-devel/src/main/eval.c:620) ==44724== by 0x4E694E: R_execClosure (svn/R-devel/src/main/eval.c:1780) ==44724== by 0x4E7694: Rf_applyClosure (svn/R-devel/src/main/eval.c:1706) ==44724== by 0x4E4EF4: Rf_eval (svn/R-devel/src/main/eval.c:743) ==44724== Uninitialised value was created by a stack allocation ==44724== at 0x177D3E73: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1) ==44724== > > print(val1) $Fun_Value [1] 9.714286 $Fun_Increment x1 x2 x3 x4 -4.0000000 1.1428571 -0.5714286 -5.5714286 > > > > > cleanEx() > nameEx("rpsg_getfunctionsensetivity") > ### * rpsg_getfunctionsensetivity > > flush(stderr()); flush(stdout()) > > ### Name: rpsg_getfunctionsensetivity > ### Title: PSG Functions sensetivity calculation > ### Aliases: rpsg_getfunctionsensetivity > > ### ** Examples > > > #Create Matrix > matrix_scenarios <- matrix(c(1,4,8,3, 7,-5,4,-6, -2,8,-1,0,0,-3,-4,9),nrow=4, byrow=TRUE) > colnames(matrix_scenarios) <- colnames(matrix_scenarios,do.NULL = FALSE, prefix = "x") > scenario_benchmark <- c(-2, 11, 6, 10) > scenario_probability <- c(0.2, 0.2, 0.3, 0.3) > matrix_scenarios <- cbind(matrix_scenarios,scenario_benchmark,scenario_probability) > > #Create Point > point_a <- c(1,1,1,1) > names(point_a) <-c("x1","x2","x3","x4") > > val1<- rpsg_getfunctionsensetivity("cvar_risk(0.65,matrix_scenarios)",point_a) Reading problem formulation Asking for data information Getting data 16.7% of scenarios is processed 100% of matrix_scenarios was read > > print(val1) $Fun_Value [1] 9.714286 $Fun_Sensetivity x1 x2 x3 x4 -4.0000000 4.1428571 -0.5714286 -0.4285714 > > > > > > > cleanEx() > nameEx("rpsg_getfunctionvalue") > ### * rpsg_getfunctionvalue > > flush(stderr()); flush(stdout()) > > ### Name: rpsg_getfunctionvalue > ### Title: PSG Function calculation > ### Aliases: rpsg_getfunctionvalue > > ### ** Examples > > > #Create Matrix > matrix_scenarios <- matrix(c(1,4,8,3, 7,-5,4,-6, -2,8,-1,0,0,-3,-4,9),nrow=4, byrow=TRUE) > colnames(matrix_scenarios) <- colnames(matrix_scenarios,do.NULL = FALSE, prefix = "x") > scenario_benchmark <- c(-2, 11, 6, 10) > scenario_probability <- c(0.2, 0.2, 0.3, 0.3) > matrix_scenarios <- cbind(matrix_scenarios,scenario_benchmark,scenario_probability) > > #Create Point > point_a <- c(1,1,1,1) > names(point_a) <-c("x1","x2","x3","x4") > > # Calculate cvar(0.95,matrix_scenarios) at point_a: > val1<- rpsg_getfunctionvalue("cvar_risk(0.65,matrix_scenarios)",point_a) Reading problem formulation Asking for data information Getting data 100% of matrix_scenarios was read > > print(val1) [1] 9.714286 > > > > > > > cleanEx() > nameEx("rpsg_getsolution") > ### * rpsg_getsolution > > flush(stderr()); flush(stdout()) > > ### Name: rpsg_getsolution > ### Title: Convert character PSG solution report into list witn numeric > ### data > ### Aliases: rpsg_getsolution > > ### ** Examples > > #Problem of CVaR minimization with constraint on the mean profit: > #Find x = (x1,x2,x3,x4) minimizing > #risk(x) = CVaR(0.95,x) > #subject to > #Average Gain(x)>4.5 > #x1+x2+x3+x4 = 1 > #x1>=0, x2>=0, x3>=0, x4>=0 > > matrix_scenarios <- matrix(c(1,4,8,3, 7,5,4,6, 2,8,1,0,0,3,4,9),nrow=4, byrow=TRUE) > colnames(matrix_scenarios) <- colnames(matrix_scenarios,do.NULL = FALSE, prefix = "x") > scenario_benchmark <- c(0.2, 0.11, 0.6, 0.1) > matrix_scenarios <- cbind(matrix_scenarios,scenario_benchmark) > matrix_budget <- matrix(c(1, 1, 1, 1),nrow=1) > colnames(matrix_budget) <- colnames(matrix_budget,do.NULL = FALSE, prefix = "x") > point_lowerbounds <- c(0, 0, 0, 0) > names(point_lowerbounds) <- rownames(point_lowerbounds,do.NULL = FALSE, prefix = "x") > > problem_list <- list() > > #Problem Statement > problem_list$problem_statement <- sprintf( + "minimize + cvar_risk(0.95,matrix_scenarios) + Constraint: >= 4.5 + avg_g(matrix_scenarios) + Constraint: == 1 + linear(matrix_budget) + Box: >= point_lowerbounds + Solver: CAR") > > # PSG Matrix: > problem_list$matrix_scenarios <- matrix_scenarios > > # PSG Matrix: > problem_list$matrix_budget <- matrix_budget > > # PSG Point: > problem_list$point_lowerbounds <- point_lowerbounds > > # Solve optimization problem > output1 <- rpsg_solver(problem_list) ==44724== Mismatched free() / delete / delete [] ==44724== at 0x483A5C6: operator delete[](void*) (/builddir/build/BUILD/valgrind-3.15.0/coregrind/m_replacemalloc/vg_replace_malloc.c:651) ==44724== by 0x17702301: CRPSGSolverHelper::remove_comments_fromstring(std::__cxx11::basic_string, std::allocator >) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2177) ==44724== by 0x17709FD6: CRPSGSolverHelper::GetPSGDataObjectsFromStatement(std::__cxx11::basic_string, std::allocator >, CRPSGSolverHelper*, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::__cxx11::basic_string, std::allocator >&) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2194) ==44724== by 0x1770A839: CRPSGSolverHelper::IsProblemHasAllInputData(std::vector, std::allocator >, std::allocator, std::allocator > > >&) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:763) ==44724== by 0x176FEB8B: crpsg_solver (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:2463) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== by 0x4D1C71: bcEval (svn/R-devel/src/main/eval.c:7293) ==44724== by 0x4E4DFF: Rf_eval (svn/R-devel/src/main/eval.c:620) ==44724== by 0x4E694E: R_execClosure (svn/R-devel/src/main/eval.c:1780) ==44724== by 0x4E7694: Rf_applyClosure (svn/R-devel/src/main/eval.c:1706) ==44724== by 0x4E4EF4: Rf_eval (svn/R-devel/src/main/eval.c:743) ==44724== by 0x4E908E: do_set (svn/R-devel/src/main/eval.c:2808) ==44724== Address 0x134f41c0 is 0 bytes inside a block of size 166 alloc'd ==44724== at 0x483AB1A: calloc (/builddir/build/BUILD/valgrind-3.15.0/coregrind/m_replacemalloc/vg_replace_malloc.c:762) ==44724== by 0x177020D4: CRPSGSolverHelper::remove_comments_fromstring(std::__cxx11::basic_string, std::allocator >) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2153) ==44724== by 0x17709FD6: CRPSGSolverHelper::GetPSGDataObjectsFromStatement(std::__cxx11::basic_string, std::allocator >, CRPSGSolverHelper*, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::__cxx11::basic_string, std::allocator >&) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2194) ==44724== by 0x1770A839: CRPSGSolverHelper::IsProblemHasAllInputData(std::vector, std::allocator >, std::allocator, std::allocator > > >&) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:763) ==44724== by 0x176FEB8B: crpsg_solver (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:2463) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== by 0x4D1C71: bcEval (svn/R-devel/src/main/eval.c:7293) ==44724== by 0x4E4DFF: Rf_eval (svn/R-devel/src/main/eval.c:620) ==44724== by 0x4E694E: R_execClosure (svn/R-devel/src/main/eval.c:1780) ==44724== by 0x4E7694: Rf_applyClosure (svn/R-devel/src/main/eval.c:1706) ==44724== by 0x4E4EF4: Rf_eval (svn/R-devel/src/main/eval.c:743) ==44724== by 0x4E908E: do_set (svn/R-devel/src/main/eval.c:2808) ==44724== ==44724== Mismatched free() / delete / delete [] ==44724== at 0x4839A0C: free (/builddir/build/BUILD/valgrind-3.15.0/coregrind/m_replacemalloc/vg_replace_malloc.c:540) ==44724== by 0x1770A591: CRPSGSolverHelper::GetPSGDataObjectsFromStatement(std::__cxx11::basic_string, std::allocator >, CRPSGSolverHelper*, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::__cxx11::basic_string, std::allocator >&) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2240) ==44724== by 0x1770A839: CRPSGSolverHelper::IsProblemHasAllInputData(std::vector, std::allocator >, std::allocator, std::allocator > > >&) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:763) ==44724== by 0x176FEB8B: crpsg_solver (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:2463) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== by 0x4D1C71: bcEval (svn/R-devel/src/main/eval.c:7293) ==44724== by 0x4E4DFF: Rf_eval (svn/R-devel/src/main/eval.c:620) ==44724== by 0x4E694E: R_execClosure (svn/R-devel/src/main/eval.c:1780) ==44724== by 0x4E7694: Rf_applyClosure (svn/R-devel/src/main/eval.c:1706) ==44724== by 0x4E4EF4: Rf_eval (svn/R-devel/src/main/eval.c:743) ==44724== by 0x4E908E: do_set (svn/R-devel/src/main/eval.c:2808) ==44724== by 0x4E5162: Rf_eval (svn/R-devel/src/main/eval.c:695) ==44724== Address 0x134f45e0 is 0 bytes inside a block of size 4,096 alloc'd ==44724== at 0x4839593: operator new[](unsigned long) (/builddir/build/BUILD/valgrind-3.15.0/coregrind/m_replacemalloc/vg_replace_malloc.c:433) ==44724== by 0x1770A08F: CRPSGSolverHelper::GetPSGDataObjectsFromStatement(std::__cxx11::basic_string, std::allocator >, CRPSGSolverHelper*, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::__cxx11::basic_string, std::allocator >&) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2197) ==44724== by 0x1770A839: CRPSGSolverHelper::IsProblemHasAllInputData(std::vector, std::allocator >, std::allocator, std::allocator > > >&) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:763) ==44724== by 0x176FEB8B: crpsg_solver (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:2463) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== by 0x4D1C71: bcEval (svn/R-devel/src/main/eval.c:7293) ==44724== by 0x4E4DFF: Rf_eval (svn/R-devel/src/main/eval.c:620) ==44724== by 0x4E694E: R_execClosure (svn/R-devel/src/main/eval.c:1780) ==44724== by 0x4E7694: Rf_applyClosure (svn/R-devel/src/main/eval.c:1706) ==44724== by 0x4E4EF4: Rf_eval (svn/R-devel/src/main/eval.c:743) ==44724== by 0x4E908E: do_set (svn/R-devel/src/main/eval.c:2808) ==44724== by 0x4E5162: Rf_eval (svn/R-devel/src/main/eval.c:695) ==44724== ==44724== Mismatched free() / delete / delete [] ==44724== at 0x4839A0C: free (/builddir/build/BUILD/valgrind-3.15.0/coregrind/m_replacemalloc/vg_replace_malloc.c:540) ==44724== by 0x1770A633: CRPSGSolverHelper::GetPSGDataObjectsFromStatement(std::__cxx11::basic_string, std::allocator >, CRPSGSolverHelper*, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::__cxx11::basic_string, std::allocator >&) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2221) ==44724== by 0x1770A839: CRPSGSolverHelper::IsProblemHasAllInputData(std::vector, std::allocator >, std::allocator, std::allocator > > >&) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:763) ==44724== by 0x176FEB8B: crpsg_solver (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:2463) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== by 0x4D1C71: bcEval (svn/R-devel/src/main/eval.c:7293) ==44724== by 0x4E4DFF: Rf_eval (svn/R-devel/src/main/eval.c:620) ==44724== by 0x4E694E: R_execClosure (svn/R-devel/src/main/eval.c:1780) ==44724== by 0x4E7694: Rf_applyClosure (svn/R-devel/src/main/eval.c:1706) ==44724== by 0x4E4EF4: Rf_eval (svn/R-devel/src/main/eval.c:743) ==44724== by 0x4E908E: do_set (svn/R-devel/src/main/eval.c:2808) ==44724== by 0x4E5162: Rf_eval (svn/R-devel/src/main/eval.c:695) ==44724== Address 0xf0f6100 is 0 bytes inside a block of size 4,096 alloc'd ==44724== at 0x4839593: operator new[](unsigned long) (/builddir/build/BUILD/valgrind-3.15.0/coregrind/m_replacemalloc/vg_replace_malloc.c:433) ==44724== by 0x1770A08F: CRPSGSolverHelper::GetPSGDataObjectsFromStatement(std::__cxx11::basic_string, std::allocator >, CRPSGSolverHelper*, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::vector, std::allocator >, std::allocator, std::allocator > > >&, std::__cxx11::basic_string, std::allocator >&) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2197) ==44724== by 0x1770A839: CRPSGSolverHelper::IsProblemHasAllInputData(std::vector, std::allocator >, std::allocator, std::allocator > > >&) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:763) ==44724== by 0x176FEB8B: crpsg_solver (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:2463) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== by 0x4D1C71: bcEval (svn/R-devel/src/main/eval.c:7293) ==44724== by 0x4E4DFF: Rf_eval (svn/R-devel/src/main/eval.c:620) ==44724== by 0x4E694E: R_execClosure (svn/R-devel/src/main/eval.c:1780) ==44724== by 0x4E7694: Rf_applyClosure (svn/R-devel/src/main/eval.c:1706) ==44724== by 0x4E4EF4: Rf_eval (svn/R-devel/src/main/eval.c:743) ==44724== by 0x4E908E: do_set (svn/R-devel/src/main/eval.c:2808) ==44724== by 0x4E5162: Rf_eval (svn/R-devel/src/main/eval.c:695) ==44724== ==44724== Conditional jump or move depends on uninitialised value(s) ==44724== at 0x4B2CD39: _gfortran_string_len_trim (in /usr/lib64/libgfortran.so.5.0.0) ==44724== by 0x17753406: isprbg (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_II.F:171) ==44724== by 0x17754F0D: checknextpart (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_II.F:56) ==44724== by 0x1775202A: solvecycleofproblems (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_I.F:24) ==44724== by 0x1777F047: vk_start (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:102) ==44724== by 0x1777F1B0: master.0.vk_verify (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:44) ==44724== by 0x1777F1B0: master.0.vk_verify (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:20) ==44724== by 0x1777F1B0: vk_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:34) ==44724== by 0x17712F89: CRPSGSolverHelper::run_rpsg_solver(CRPSGSolverHelper*) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2309) ==44724== by 0x176FF359: crpsg_solver (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:2519) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== by 0x4D1C71: bcEval (svn/R-devel/src/main/eval.c:7293) ==44724== by 0x4E4DFF: Rf_eval (svn/R-devel/src/main/eval.c:620) ==44724== by 0x4E694E: R_execClosure (svn/R-devel/src/main/eval.c:1780) ==44724== Uninitialised value was created by a stack allocation ==44724== at 0x17753016: isprbg (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_II.F:158) ==44724== ==44724== Conditional jump or move depends on uninitialised value(s) ==44724== at 0x4B2CD57: _gfortran_string_len_trim (in /usr/lib64/libgfortran.so.5.0.0) ==44724== by 0x17753406: isprbg (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_II.F:171) ==44724== by 0x17754F0D: checknextpart (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_II.F:56) ==44724== by 0x1775202A: solvecycleofproblems (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_I.F:24) ==44724== by 0x1777F047: vk_start (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:102) ==44724== by 0x1777F1B0: master.0.vk_verify (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:44) ==44724== by 0x1777F1B0: master.0.vk_verify (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:20) ==44724== by 0x1777F1B0: vk_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:34) ==44724== by 0x17712F89: CRPSGSolverHelper::run_rpsg_solver(CRPSGSolverHelper*) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2309) ==44724== by 0x176FF359: crpsg_solver (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:2519) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== by 0x4D1C71: bcEval (svn/R-devel/src/main/eval.c:7293) ==44724== by 0x4E4DFF: Rf_eval (svn/R-devel/src/main/eval.c:620) ==44724== by 0x4E694E: R_execClosure (svn/R-devel/src/main/eval.c:1780) ==44724== Uninitialised value was created by a stack allocation ==44724== at 0x17753016: isprbg (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_II.F:158) ==44724== Running solver Reading problem formulation Asking for data information Getting data 20.0% of scenarios is processed 100% of matrix_scenarios was read 100% of matrix_budget was read Start optimization Ext.iteration=9 Objective=-.435000000000E+01 Residual=0.000000000000E+00 Optimization was stopped Solution is optimal Calculating resulting outputs. Writing solution. Objective: objective = -4.35000000000 [-0.00000000000] ==44724== Mismatched free() / delete / delete [] ==44724== at 0x483A5C6: operator delete[](void*) (/builddir/build/BUILD/valgrind-3.15.0/coregrind/m_replacemalloc/vg_replace_malloc.c:651) ==44724== by 0x17718D52: CPSGS_OutputProblem::m_set_output_from_string(std::__cxx11::basic_string, std::allocator >) (packages/tests-vg/PSGExpress/src/PSGShellObjects/Release_Express/../src/PSGShellObjects.cpp:2212) ==44724== by 0x17702E43: CRPSGSolverHelper::SaveSolution(char*) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:1794) ==44724== by 0x1776DA66: master.0.savesolution_vk (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Subr_for_Problem_Init.F:24) ==44724== by 0x1776EF93: saveobjsvk (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Subr_for_Problem_Init.F:15) ==44724== by 0x177FA191: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1217) ==44724== by 0x1781112B: last_call_dua (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1054) ==44724== by 0x177B6F1E: ishtvan (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Ishtvan_start_Box.F:286) ==44724== by 0x17760090: master.0.solveoneproblem (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:13) ==44724== by 0x17751670: onefor (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_I.F:59) ==44724== by 0x1775206E: solvecycleofproblems (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_I.F:25) ==44724== by 0x1777F047: vk_start (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:102) ==44724== Address 0x11e0dc90 is 0 bytes inside a block of size 538 alloc'd ==44724== at 0x483AB1A: calloc (/builddir/build/BUILD/valgrind-3.15.0/coregrind/m_replacemalloc/vg_replace_malloc.c:762) ==44724== by 0x17718C99: CPSGS_OutputProblem::m_set_output_from_string(std::__cxx11::basic_string, std::allocator >) (packages/tests-vg/PSGExpress/src/PSGShellObjects/Release_Express/../src/PSGShellObjects.cpp:2201) ==44724== by 0x17702E43: CRPSGSolverHelper::SaveSolution(char*) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:1794) ==44724== by 0x1776DA66: master.0.savesolution_vk (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Subr_for_Problem_Init.F:24) ==44724== by 0x1776EF93: saveobjsvk (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Subr_for_Problem_Init.F:15) ==44724== by 0x177FA191: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1217) ==44724== by 0x1781112B: last_call_dua (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1054) ==44724== by 0x177B6F1E: ishtvan (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Ishtvan_start_Box.F:286) ==44724== by 0x17760090: master.0.solveoneproblem (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveOneProblem.F:13) ==44724== by 0x17751670: onefor (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_I.F:59) ==44724== by 0x1775206E: solvecycleofproblems (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_I.F:25) ==44724== by 0x1777F047: vk_start (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:102) ==44724== ==44724== Conditional jump or move depends on uninitialised value(s) ==44724== at 0x177E284A: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1274) ==44724== by 0x17810BAD: deall_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1253) ==44724== by 0x17751670: onefor (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_I.F:59) ==44724== by 0x1775206E: solvecycleofproblems (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/SolveCycleOfProblems_I.F:25) ==44724== by 0x1777F047: vk_start (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/VK_START_WDB.F:102) ==44724== by 0x177155EF: CPSGSolver::Start(void*, int, int, double, char const*) (packages/tests-vg/PSGExpress/src/PSGSolver/Release_Express/../src/PSGSolver.cpp:71) ==44724== by 0x17713031: CRPSGSolverHelper::run_rpsg_solver(CRPSGSolverHelper*) (packages/tests-vg/PSGExpress/src/RPSGSolverHelper/Release_Express/../src/RPSGSolverHelper.cpp:2328) ==44724== by 0x176FF359: crpsg_solver (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:2519) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== by 0x4D1C71: bcEval (svn/R-devel/src/main/eval.c:7293) ==44724== by 0x4E4DFF: Rf_eval (svn/R-devel/src/main/eval.c:620) ==44724== by 0x4E694E: R_execClosure (svn/R-devel/src/main/eval.c:1780) ==44724== Uninitialised value was created by a stack allocation ==44724== at 0x177D3E73: master.0.problem_init (packages/tests-vg/PSGExpress/src/VK_Solver_MDB/Release_Express/../src/Problem_Init_Sp.F:1) ==44724== Solver has normally finished. Solution was saved. Problem: problem_1, solution_status = optimal Timing: data_loading_time = 0.44, preprocessing_time = 0.64, solving_time = 0.58 Variables: optimal_point = point_problem_1 Objective: objective = -4.35000000000 [-0.00000000000] Constraint: constraint_1 = 4.500000000000E+00 [ 0.000000000000E+00] Constraint: constraint_2 = 1.000000000000E+00 [ 0.000000000000E+00] Function: cvar_risk(0.95,matrix_scenarios) = -4.350000000000E+00 Function: avg_g(matrix_scenarios) = 4.500000000000E+00 Function: linear(matrix_budget) = 1.000000000000E+00 ==44724== Mismatched free() / delete / delete [] ==44724== at 0x483A5C6: operator delete[](void*) (/builddir/build/BUILD/valgrind-3.15.0/coregrind/m_replacemalloc/vg_replace_malloc.c:651) ==44724== by 0x177193DE: CPSGS_OutputProblem::m_get_statement_asvector(std::vector, std::allocator >, std::allocator, std::allocator > > >&) (packages/tests-vg/PSGExpress/src/PSGShellObjects/Release_Express/../src/PSGShellObjects.cpp:2193) ==44724== by 0x176F4BC0: construct_PSG_Problem_Output(CPSGS_OutputProblem*, std::vector, std::allocator >, std::allocator, std::allocator > > >&, bool&) (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:1340) ==44724== by 0x176FF96C: crpsg_solver (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:2588) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== by 0x4D1C71: bcEval (svn/R-devel/src/main/eval.c:7293) ==44724== by 0x4E4DFF: Rf_eval (svn/R-devel/src/main/eval.c:620) ==44724== by 0x4E694E: R_execClosure (svn/R-devel/src/main/eval.c:1780) ==44724== by 0x4E7694: Rf_applyClosure (svn/R-devel/src/main/eval.c:1706) ==44724== by 0x4E4EF4: Rf_eval (svn/R-devel/src/main/eval.c:743) ==44724== by 0x4E908E: do_set (svn/R-devel/src/main/eval.c:2808) ==44724== by 0x4E5162: Rf_eval (svn/R-devel/src/main/eval.c:695) ==44724== Address 0x12d1a3b0 is 0 bytes inside a block of size 166 alloc'd ==44724== at 0x483AB1A: calloc (/builddir/build/BUILD/valgrind-3.15.0/coregrind/m_replacemalloc/vg_replace_malloc.c:762) ==44724== by 0x1771932C: CPSGS_OutputProblem::m_get_statement_asvector(std::vector, std::allocator >, std::allocator, std::allocator > > >&) (packages/tests-vg/PSGExpress/src/PSGShellObjects/Release_Express/../src/PSGShellObjects.cpp:2182) ==44724== by 0x176F4BC0: construct_PSG_Problem_Output(CPSGS_OutputProblem*, std::vector, std::allocator >, std::allocator, std::allocator > > >&, bool&) (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:1340) ==44724== by 0x176FF96C: crpsg_solver (packages/tests-vg/PSGExpress/src/RPSG_Functions.cpp:2588) ==44724== by 0x497143: do_dotcall (svn/R-devel/src/main/dotcode.c:1252) ==44724== by 0x4D1C71: bcEval (svn/R-devel/src/main/eval.c:7293) ==44724== by 0x4E4DFF: Rf_eval (svn/R-devel/src/main/eval.c:620) ==44724== by 0x4E694E: R_execClosure (svn/R-devel/src/main/eval.c:1780) ==44724== by 0x4E7694: Rf_applyClosure (svn/R-devel/src/main/eval.c:1706) ==44724== by 0x4E4EF4: Rf_eval (svn/R-devel/src/main/eval.c:743) ==44724== by 0x4E908E: do_set (svn/R-devel/src/main/eval.c:2808) ==44724== by 0x4E5162: Rf_eval (svn/R-devel/src/main/eval.c:695) ==44724== OK. Solver Finished > > output2 <- rpsg_getsolution(output1) > > print(output2) $status [1] "optimal" $loading.time [1] 0.44 $preprocessing.time [1] 0.64 $solving.time [1] 0.58 $objective [1] -4.35 $gap [1] 0 $function.value cvar_risk(0.95, matrix_scenarios) avg_g(matrix_scenarios) -4.35 4.50 linear(matrix_budget) 1.00 $constraint.value constraint_1 constraint_2 4.5 1.0 $point_constraints_problem_1 constraint_1 constraint_2 4.5 1.0 $point_slack_constraints_problem_1 constraint_1 constraint_2 0 0 $point_dual_constraints_problem_1 constraint_1 constraint_2 3.703704 -22.111111 $point_problem_1 x1 x2 x3 x4 0.00 0.60 0.19 0.21 > > > > > cleanEx() > nameEx("rpsg_restore_ps") > ### * rpsg_restore_ps > > flush(stderr()); flush(stdout()) > > ### Name: rpsg_restore_ps > ### Title: Replace parameters with their values in PSG Problem Statement > ### Aliases: rpsg_restore_ps > > ### ** Examples > > > #Define PSG Problem Statement: > problem_list<-list() > problem_list$problem_statement <- sprintf( + "minimize + cvar_risk(parameter_alpha,matrix_scenarios) + Constraint: >= bound_avg + avg_g(matrix_scenarios) + Constraint: == bound_lin + linear(matrix_budget) + Box: >= point_lowerbounds + Solver: solver_van") > > #Define parameters: > problem_list$parameter_alpha <-0.95 > problem_list$bound_avg <-4.5 > problem_list$bound_lin <-1 > problem_list$solver_van <-"VAN" > > #Convert PSG Problem Statement: > > problem_list_new <- rpsg_restore_ps(problem_list) > > cat(problem_list_new$problem_statement) minimize cvar_risk(0.95,matrix_scenarios) Constraint: >= 4.5 avg_g(matrix_scenarios) Constraint: == 1 linear(matrix_budget) Box: >= point_lowerbounds Solver: VAN> > > > > cleanEx() > nameEx("rpsg_riskconstrprog") > ### * rpsg_riskconstrprog > > flush(stderr()); flush(stdout()) > > ### Name: rpsg_riskconstrprog > ### Title: Solves risk minimization problems with constraint on a risk > ### function and linear constraints > ### Aliases: rpsg_riskconstrprog > > ### ** Examples > > #Problem of CVaR minimization with constraint on the mean profit: > #Find x = (x1,x2,x3,x4) minimizing > #risk(x) = CVaR(0.95,x) > #subject to > #Average Gain(x)>4.5 > #x1+x2+x3+x4 = 1 > #x1>=0, x2>=0, x3>=0, x4>=0 > > input.model <- list() > input.model$risk1 <- "cvar_risk" > input.model$w1 <- 0.95 > input.model$H1<-matrix(c(1,4,8,3, 7,5,4,6, 2,8,1,0,0,3,4,9),nrow=4, byrow=TRUE) > input.model$c1 <- c(0.2, 0.11, 0.6, 0.1) > input.model$risk2 <- "avg" > input.model$H2<-matrix(c(1,4,8,3, 7,5,4,6, 2,8,1,0,0,3,4,9),nrow=4, byrow=TRUE) > input.model$c2 <- c(0.2, 0.11, 0.6, 0.1) > input.model$rineq <- -4.5 > input.model$Aeq <- matrix(c(1, 1, 1, 1),nrow=1) > input.model$beq <- 1 > input.model$lb<-c(0, 0, 0, 0) > > options<-list() > options$solver <- "van" > options$precision <- 7 > options$stages <- 30 > > results <- rpsg_riskconstrprog(input.model,options) Running solver Reading problem formulation Asking for data information Getting data 20.0% of scenarios is processed 100% of matrix_scenarios_h1 was read 100% of matrix_scenarios_h2 was read 100% of matrix_aeq was read 100% of vector_beq was read Start optimization Ext.iteration=0 Objective=0.600000000000E+00 Residual=0.000000000000E+00 Ext.iteration=6 Objective=-.435000000000E+01 Residual=0.000000000000E+00 Optimization was stopped Solution is optimal Calculating resulting outputs. Writing solution. Objective: objective_h1 = -4.35000000000 [8.881784197001E-16] Solver has normally finished. Solution was saved. Problem: problem_risk, solution_status = optimal Timing: data_loading_time = 0.36, preprocessing_time = 0.08, solving_time = 0.31 Variables: optimal_point = point_problem_risk Objective: objective_h1 = -4.35000000000 [8.881784197001E-16] Constraint: constraint_risk = -4.500000000000E+00 [ 8.881784197001E-16] Constraint: equality = vector_equality Function: cvar_risk(0.95,matrix_scenarios_h1) = -4.350000000000E+00 Function: avg(matrix_scenarios_h2) = -4.500000000000E+00 Function: linearmulti(matrix_aeq) = vector_equality OK. Solver Finished > > print(results) $status [1] "optimal" $objective [1] -4.35 $gap [1] 8.881784e-16 $optimal.point x1 x2 x3 x4 0.00 0.60 0.19 0.21 $risk.constraint.value [1] -4.5 $risk.constraint.residual [1] 8.881784e-16 $eq.constraint.value [1] 1 $eq.constraint.residual [1] 4.440892e-16 $function.value cvar_risk(0.95, matrix_scenarios_h1) avg(matrix_scenarios_h2) -4.35 -4.50 $loading.time [1] 0.36 $preprocessing.time [1] 0.08 $solving.time [1] 0.31 > > > > > cleanEx() > nameEx("rpsg_riskprog") > ### * rpsg_riskprog > > flush(stderr()); flush(stdout()) > > ### Name: rpsg_riskprog > ### Title: Solves risk minimization problems with linear constraints on > ### variables > ### Aliases: rpsg_riskprog > > ### ** Examples > > #Problem of CVaR minimization: > #Find x = (x1,x2,x3,x4) minimizing > #risk(x) = CVaR(0.95,x) > #subject to > #x1+x2+x3+x4 = 1 > #x1>=0, x2>=0, x3>=0, x4>=0 > > input.model <- list() > input.model$risk <- "cvar_risk" > input.model$w <- 0.95 > input.model$H<-matrix(c(1,4,8,3, 7,5,4,6, 2,8,1,0,0,3,4,9),nrow=4, byrow=TRUE) > input.model$c <- c(0.2, 0.11, 0.6, 0.1) > input.model$Aeq <- matrix(c(1, 1, 1, 1),nrow=1) > input.model$beq <- 1 > input.model$lb<-c(0, 0, 0, 0) > > options<-list() > options$solver <- "van" > options$precision <- 7 > options$stages <- 30 > > results <- rpsg_riskprog(input.model,options) Running solver Reading problem formulation Asking for data information Getting data 20.0% of scenarios is processed 100% of matrix_scenarios was read 100% of matrix_aeq was read 100% of vector_beq was read Start optimization Ext.iteration=0 Objective=0.600000000000E+00 Residual=0.000000000000E+00 Ext.iteration=4 Objective=-.436020408163E+01 Residual=0.000000000000E+00 Optimization was stopped Solution is optimal Calculating resulting outputs. Writing solution. Objective: objective_h = -4.36020408163 [8.881784197001E-16] Solver has normally finished. Solution was saved. Problem: problem_risk, solution_status = optimal Timing: data_loading_time = 0.23, preprocessing_time = 0.01, solving_time = 0.03 Variables: optimal_point = point_problem_risk Objective: objective_h = -4.36020408163 [8.881784197001E-16] Constraint: equality = vector_equality Function: cvar_risk(0.95,matrix_scenarios) = -4.360204081633E+00 Function: linearmulti(matrix_aeq) = vector_equality OK. Solver Finished > > print(results) $status [1] "optimal" $objective [1] -4.360204 $gap [1] 8.881784e-16 $optimal.point x1 x2 x3 x4 0.0000000 0.5959184 0.1928571 0.2112245 $eq.constraint.value [1] 1 $eq.constraint.residual [1] 1.110223e-16 $function.value cvar_risk(0.95, matrix_scenarios) -4.360204 $loading.time [1] 0.23 $preprocessing.time [1] 0.01 $solving.time [1] 0.03 > > > > > cleanEx() > nameEx("rpsg_riskratioprog") > ### * rpsg_riskratioprog > > flush(stderr()); flush(stdout()) > > ### Name: rpsg_riskratioprog > ### Title: Maximizes ratio of risk functions with linear constraints > ### Aliases: rpsg_riskratioprog > > ### ** Examples > > > #Problem: > #Find x = (x1,x2,x3,x4) maximizing > #f(x) = Average Gain(x)/Partial Moment Penalty for Loss(x) > #subject to > #x1+x2+x3+x4+x5 = 1 > #x1+x3 <= 0.6 > #x2+x4+x5 <= 0.5 > #0 <= x1 <= 0.5, 0 <= x2 <= 0.5, 0.3 <= x3 <= 0.5, 0 <= x4 <= 0.5, 0 <= x5 <= 0.5 > > input.model <- list() > input.model$risk1 <- "pm_pen" > input.model$w1 <- -1 > input.model$risk2 <- "avg" > H1 <- c(0.11, 0.04, -0.12, 0.01, -0.05, + -0.01, -0.1, 0.03, 0.21, 0.01, + 0.05, 0.2, 0.07, -0.03, -0.12, + -0.1, 0.14, 0.04, -0.1, 0.09, + 0.08, -0.02, -0.2, 0.07, -0.01, + 0.17, 0.3, -0.12, -0.02, 0.08) > input.model$H1 <- matrix(H1,ncol = 5,byrow = TRUE) > input.model$c1 <- c(0.06, -0.1, 0.12, 0.01, -0.06, 0.11) > input.model$H2 <- input.model$H1 > input.model$c2 <- input.model$c1 > input.model$Aineq <- matrix(c(1,0, 1, 0, 0, 0, 1, 0, 1, 1),ncol = 5,byrow = TRUE) > input.model$bineq <- c(0.6, 0.5) > input.model$Aeq <- matrix(c(1.0, 1.0, 1.0, 1.0, 1.0),nrow = 1) > input.model$beq <- 1.0 > input.model$lb <- c(0.0, 0.0, 0.3, 0.0, 0.0) > input.model$ub <- c(0.5, 0.5, 0.5, 0.5, 0.5) > > options<-list() > options$solver <- "van" > options$precision <- 7 > > results <- rpsg_riskratioprog(input.model,options) Running solver Reading problem formulation Asking for data information Getting data 16.7% of scenarios is processed 100% of matrix_scenarios_h1 was read 100% of matrix_scenarios_h2 was read 100% of matrix_aineq was read 100% of matrix_aeq was read 100% of matrix_lb was read 100% of matrix_ub was read Start optimization Ext.iteration=0 Objective=0.000000000000E+00 Residual=0.000000000000E+00 Ext.iteration=5 Objective=0.535454545455E+02 Residual=0.000000000000E+00 Optimization was stopped Solution is optimal Calculating resulting outputs. Writing solution. Objective: objective_h = 53.5454545455 [0.00000000000] Solver has normally finished. Solution was saved. Problem: problem_ratiorisk, solution_status = optimal Timing: data_loading_time = 0.63, preprocessing_time = 0.02, solving_time = 0.08 Variables: optimal_point = point_problem_ratiorisk Objective: objective_h = 53.5454545455 [0.00000000000] Constraint: constraint_risk = 1.000000000000E+00 [ 4.440892098501E-16] Constraint: constraint_2 = vector_constraint_2 Constraint: constraint_3 = vector_constraint_3 Constraint: constraint_4 = vector_constraint_4 Constraint: constraint_5 = vector_constraint_5 Function: pm_pen(0,matrix_scenarios_h1) = 5.354545454545E+01 Function: avg(matrix_scenarios_h2) = -1.000000000000E+00 Function: linearmulti(matrix_aineq) = vector_constraint_2 Function: linearmulti(matrix_aeq) = vector_constraint_3 Function: linearmulti(matrix_lb) = vector_constraint_4 Function: linearmulti(matrix_ub) = vector_constraint_5 OK. Solver Finished Reading problem formulation Asking for data information Getting data 100% of matrix_scenarios_h1 was read Reading problem formulation Asking for data information Getting data 16.7% of scenarios is processed 100% of matrix_scenarios_h2 was read > > print(results) $status [1] "optimal" $objective [1] 0.01867572 $function.value pm_pen(-1,matrix_scenarios_h1) avg(matrix_scenarios_h2) 0.98166667 -0.01833333 $optimal_point x1 x2 x3 x4 x5 0.2 0.5 0.3 0.0 0.0 $ineq.constraint.value [,1] [1,] 0.5 [2,] 0.5 $ineq.constraint.residual [1] -0.1 $eq.constraint.value [,1] [1,] 1 $eq.constraint.residual [1] 0 $loading.time [1] 0.63 $preprocessing.time [1] 0.02 $solving.time [1] 0.08 > > > > > cleanEx() > nameEx("rpsg_solver") > ### * rpsg_solver > > flush(stderr()); flush(stdout()) > > ### Name: rpsg_solver > ### Title: solves optimization problem using General (Text) Format of PSG > ### Aliases: rpsg_solver > > ### ** Examples > > #Problem of CVaR minimization with constraint on the mean profit: > #Find x = (x1,x2,x3,x4) minimizing > #risk(x) = CVaR(0.95,x) > #subject to > #Average Gain(x)>4.5 > #x1+x2+x3+x4 = 1 > #x1>=0, x2>=0, x3>=0, x4>=0 > > matrix_scenarios <- matrix(c(1,4,8,3, 7,5,4,6, 2,8,1,0,0,3,4,9),nrow=4, byrow=TRUE) > colnames(matrix_scenarios) <- colnames(matrix_scenarios,do.NULL = FALSE, prefix = "x") > scenario_benchmark <- c(0.2, 0.11, 0.6, 0.1) > matrix_scenarios <- cbind(matrix_scenarios,scenario_benchmark) > matrix_budget <- matrix(c(1, 1, 1, 1),nrow=1) > colnames(matrix_budget) <- colnames(matrix_budget,do.NULL = FALSE, prefix = "x") > point_lowerbounds <- c(0, 0, 0, 0) > names(point_lowerbounds) <- rownames(point_lowerbounds,do.NULL = FALSE, prefix = "x") > > # Case 1. PSG data is saved in list > problem_list <- list() > > #Problem Statement > problem_list$problem_statement <- sprintf( + "minimize + cvar_risk(0.95,matrix_scenarios) + Constraint: >= 4.5 + avg_g(matrix_scenarios) + Constraint: == 1 + linear(matrix_budget) + Box: >= point_lowerbounds + Solver:CAR") > > # PSG Matrix: > problem_list$matrix_scenarios <- matrix_scenarios > > # PSG Matrix: > problem_list$matrix_budget <- matrix_budget > > # PSG Point: > problem_list$point_lowerbounds <- point_lowerbounds > > # Solve optimization problem > output.list.1 <- rpsg_solver(problem_list) Running solver Reading problem formulation Asking for data information Getting data 20.0% of scenarios is processed 100% of matrix_scenarios was read 100% of matrix_budget was read Start optimization Ext.iteration=9 Objective=-.435000000000E+01 Residual=0.000000000000E+00 Optimization was stopped Solution is optimal Calculating resulting outputs. Writing solution. Objective: objective = -4.35000000000 [-0.00000000000] Solver has normally finished. Solution was saved. Problem: problem_1, solution_status = optimal Timing: data_loading_time = 0.40, preprocessing_time = 0.41, solving_time = 0.02 Variables: optimal_point = point_problem_1 Objective: objective = -4.35000000000 [-0.00000000000] Constraint: constraint_1 = 4.500000000000E+00 [ 0.000000000000E+00] Constraint: constraint_2 = 1.000000000000E+00 [ 0.000000000000E+00] Function: cvar_risk(0.95,matrix_scenarios) = -4.350000000000E+00 Function: avg_g(matrix_scenarios) = 4.500000000000E+00 Function: linear(matrix_budget) = 1.000000000000E+00 OK. Solver Finished > > print(output.list.1) $problem_name [1] "problem_1" $solution_status [1] "optimal" $problem_statement [1] "minimize" " cvar_risk(0.95,matrix_scenarios)" [3] "Constraint: >= 4.5" " avg_g(matrix_scenarios)" [5] "Constraint: == 1" " linear(matrix_budget)" [7] "Box: >= point_lowerbounds" "Solver:CAR" $output [1] "Problem: problem_1, solution_status = optimal" [2] "Timing: data_loading_time = 0.40, preprocessing_time = 0.41, solving_time = 0.02" [3] "Variables: optimal_point = point_problem_1" [4] "Objective: objective = -4.35000000000 [-0.00000000000]" [5] "Constraint: constraint_1 = 4.500000000000E+00 [ 0.000000000000E+00]" [6] "Constraint: constraint_2 = 1.000000000000E+00 [ 0.000000000000E+00]" [7] "Function: cvar_risk(0.95,matrix_scenarios) = -4.350000000000E+00" [8] "Function: avg_g(matrix_scenarios) = 4.500000000000E+00" [9] "Function: linear(matrix_budget) = 1.000000000000E+00" $point_constraints_problem_1 constraint_1 constraint_2 4.5 1.0 $point_slack_constraints_problem_1 constraint_1 constraint_2 0 0 $point_dual_constraints_problem_1 constraint_1 constraint_2 3.703704 -22.111111 $point_problem_1 x1 x2 x3 x4 0.00 0.60 0.19 0.21 $log [1] "Reading problem formulation" [2] "Asking for data information" [3] "Getting data" [4] " 20.0% of scenarios is processed" [5] "100% of matrix_scenarios was read" [6] "100% of matrix_budget was read" [7] "Start optimization" [8] "Ext.iteration=9 Objective=-.435000000000E+01 Residual=0.000000000000E+00" [9] "Optimization was stopped" [10] "Solution is optimal" [11] "Calculating resulting outputs. Writing solution." [12] "Objective: objective = -4.35000000000 [-0.00000000000]" [13] "Solver has normally finished. Solution was saved." > > > # Case 2. PSG data is saved in Global Environment > problem_list <- list() > > #Problem Statement > problem_list$problem_statement <- sprintf( + "minimize + cvar_risk(0.95,matrix_scenarios) + Constraint: >= 4.5 + avg_g(matrix_scenarios) + Constraint: == 1 + linear(matrix_budget) + Box: >= point_lowerbounds") > > output.list.2 <- rpsg_solver(problem_list) Warning: -1 Object: matrix_budget Message: Found in External Env Warning: -1 Object: matrix_scenarios Message: Found in External Env Warning: -1 Object: point_lowerbounds Message: Found in External Env Running solver Reading problem formulation Asking for data information Getting data 20.0% of scenarios is processed 100% of matrix_scenarios was read 100% of matrix_budget was read Start optimization Ext.iteration=0 Objective=0.600000000000E+00 Residual=0.000000000000E+00 Ext.iteration=6 Objective=-.435000000000E+01 Residual=0.000000000000E+00 Optimization was stopped Solution is optimal Calculating resulting outputs. Writing solution. Objective: objective = -4.35000000000 [8.881784197001E-16] Solver has normally finished. Solution was saved. Problem: problem_1, solution_status = optimal Timing: data_loading_time = 0.24, preprocessing_time = 0.01, solving_time = 0.02 Variables: optimal_point = point_problem_1 Objective: objective = -4.35000000000 [8.881784197001E-16] Constraint: constraint_1 = 4.500000000000E+00 [ 8.881784197001E-16] Constraint: constraint_2 = 1.000000000000E+00 [-4.440892098501E-16] Function: cvar_risk(0.95,matrix_scenarios) = -4.350000000000E+00 Function: avg_g(matrix_scenarios) = 4.500000000000E+00 Function: linear(matrix_budget) = 1.000000000000E+00 OK. Solver Finished > > print(output.list.2) $problem_name [1] "problem_1" $solution_status [1] "optimal" $problem_statement [1] "minimize" " cvar_risk(0.95,matrix_scenarios)" [3] "Constraint: >= 4.5" " avg_g(matrix_scenarios)" [5] "Constraint: == 1" " linear(matrix_budget)" [7] "Box: >= point_lowerbounds" $output [1] "Problem: problem_1, solution_status = optimal" [2] "Timing: data_loading_time = 0.24, preprocessing_time = 0.01, solving_time = 0.02" [3] "Variables: optimal_point = point_problem_1" [4] "Objective: objective = -4.35000000000 [8.881784197001E-16]" [5] "Constraint: constraint_1 = 4.500000000000E+00 [ 8.881784197001E-16]" [6] "Constraint: constraint_2 = 1.000000000000E+00 [-4.440892098501E-16]" [7] "Function: cvar_risk(0.95,matrix_scenarios) = -4.350000000000E+00" [8] "Function: avg_g(matrix_scenarios) = 4.500000000000E+00" [9] "Function: linear(matrix_budget) = 1.000000000000E+00" $point_constraints_problem_1 constraint_1 constraint_2 4.5 1.0 $point_slack_constraints_problem_1 constraint_1 constraint_2 8.881784e-16 -4.440892e-16 $point_dual_constraints_problem_1 constraint_1 constraint_2 3.703704 -22.111111 $point_problem_1 x1 x2 x3 x4 0.00 0.60 0.19 0.21 $log [1] "Reading problem formulation" [2] "Asking for data information" [3] "Getting data" [4] " 20.0% of scenarios is processed" [5] "100% of matrix_scenarios was read" [6] "100% of matrix_budget was read" [7] "Start optimization" [8] "Ext.iteration=0 Objective=0.600000000000E+00 Residual=0.000000000000E+00" [9] "Ext.iteration=6 Objective=-.435000000000E+01 Residual=0.000000000000E+00" [10] "Optimization was stopped" [11] "Solution is optimal" [12] "Calculating resulting outputs. Writing solution." [13] "Objective: objective = -4.35000000000 [8.881784197001E-16]" [14] "Solver has normally finished. Solution was saved." > > > > > > cleanEx() > nameEx("rpsg_verify") > ### * rpsg_verify > > flush(stderr()); flush(stdout()) > > ### Name: rpsg_verify > ### Title: Verify PSG Problem > ### Aliases: rpsg_verify > > ### ** Examples > > #Problem of CVaR minimization with constraint on the mean profit: > #Find x = (x1,x2,x3,x4) minimizing > #risk(x) = CVaR(0.95,x) > #subject to > #Average Gain(x)>4.5 > #x1+x2+x3+x4 = 1 > #x1>=0, x2>=0, x3>=0, x4>=0 > > matrix_scenarios <- matrix(c(1,4,8,3, 7,5,4,6, 2,8,1,0,0,3,4,9),nrow=4, byrow=TRUE) > colnames(matrix_scenarios) <- colnames(matrix_scenarios,do.NULL = FALSE, prefix = "x") > scenario_benchmark <- c(0.2, 0.11, 0.6, 0.1) > matrix_scenarios <- cbind(matrix_scenarios,scenario_benchmark) > matrix_budget <- matrix(c(1, 1, 1, 1),nrow=1) > colnames(matrix_budget) <- colnames(matrix_budget,do.NULL = FALSE, prefix = "x") > point_lowerbounds <- c(0, 0, 0, 0) > names(point_lowerbounds) <- rownames(point_lowerbounds,do.NULL = FALSE, prefix = "x") > > problem_list <- list() > > #Problem Statement > problem_list$problem_statement <- sprintf( + "minimize + cvar_risk(0.95,matrix_scenarios) + Constraint: >= 4.5 + avg_g(matrix_scenarios) + Constraint: == 1 + linear(matrix_budget) + Box: >= point_lowerbounds") > > # PSG Matrix: > problem_list$matrix_scenarios <- matrix_scenarios > > # PSG Matrix: > problem_list$matrix_budget <- matrix_budget > > # PSG Point: > problem_list$point_lowerbounds <- point_lowerbounds > > # Solve optimization problem > output <- rpsg_verify(problem_list) Running solver Reading problem formulation Asking for data information Getting data 20.0% of scenarios is processed 100% of matrix_scenarios was read 100% of matrix_budget was read The problem is verified. Solver finished verification. It's OK.> > > > > ### *