[Bug-glpk] MIP solver cannot find a binary solution without violating many constraints.

[Mario Latendresse]

Hello,

I have tried to use GLPK to solve some large MILP problems, but without 
much success. The glpk-20.lp file at

https://drive.google.com/open?id=1lNvRRVQnH9g6JJD2RcrFcAQ3SDEyYKLD

when solved give a final solution that is not feasible, although one 
exists. Is there some way to coax some parameters of GLPK or the problem 
itself to get an optimal feasible solution of such large MILP problem?

Is the size of such a problem beyond the capability of the MILP solver 
of GLPK?

Even after doing some modifications such as reducing the coefficients of 
the objective function, or replacing the value 30000 to 300 in the 
constraints, no feasible solution could be obtained. I do not see any 
scaling that would make the GLPK solver find an optimal feasible solution.

It appears that GLPK MILP searching strategy concedes too early to a 
solution that does not satisfy the constraints although reaching the 
maximum possible value of the objective function.

Thank you.

-- Mario Latendresse