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Re: [Help-glpk] Why would fixed constraints lead to infeasibility?

From: Michael Hennebry
Subject: Re: [Help-glpk] Why would fixed constraints lead to infeasibility?
Date: Wed, 23 Sep 2009 01:24:20 +0400

On Tue, 22 Sep 2009, Sam Seaver wrote:

> Yes, I can say that the problem is almost infeasible.  I also removed
> the column, and applied its constraints directly to the rows involved,
> and got the same almost infeasibility for some of these rows.
> As it happens, three of these rows are very highly used (this is a
> large problem, 7000+ columns, 3000+ rows), and affording the
> constraints of the rows some of the same slack means I get an optimal
> solution.

You might want to look for a way to reformulate.
Even scaling can sometimes have a consierable effect.

> I read somewhere that my version of glpk may be too old to deal with
> these inflexible constraints, I use 4.29, should I upgrade?

Probably it wouldn't hurt.
I don't know how much improvement has gone into the
solver and how much into the bells and whistles.

Even with a good solver, it can sometimes be hard to tell
whether a basis corresponds to a feasible solution.

Michael   address@hidden
"Pessimist: The glass is half empty.
Optimist:   The glass is half full.
Engineer:   The glass is twice as big as it needs to be."

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