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[Help-glpk] GLPK failure to invert matrix

From: Yuri
Subject: [Help-glpk] GLPK failure to invert matrix
Date: Thu, 17 May 2007 01:02:47 +0400


I have a problem that has few integer parameters defining the size of the 
It's like the large non-square underdefined linear equation AX=F with extra >=

When I downscale parameters such that problem becomes just the square linear
equation GLPK fails with error beginning with size ~700:

     0:   objval =   1.427134885e-02   infeas =   1.000000000e+00 (0)
    200:   objval =   3.448379584e-03   infeas =   3.724860891e-01 (0)
    203:   objval =  -7.866243389e-19   infeas =   1.314442221e-16 (500)
*   203:   objval =  -7.866243389e-19   infeas =   8.259452150e-16 (500)
*   400:   objval =   0.000000000e+00   infeas =   0.000000000e+00 (303)
spx_invert: the basis matrix is ill-conditioned
spx_simplex: numerical problems with basis matrix
spx_simplex: sorry, basis recovery procedure not implemented yet
lpx_simplex: cannot recover undefined or non-optimal solution
Time used:   26.0 secs
Memory used: 104.3M

This suggests that GLPK failed to compute LU-factorization of the A matrix. At
the same time LAPACK package is able to find LU-factorization and invert the
same matrix quite easily with their 'dgetrf' and 'dgetri' functions called in

Is it reasonable to expect GLPK to invert this kind of matrices? Would this be a
valid enhancement request? I can provide this problem's description if 

Thank you,

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