[Help-glpk] Small MILP Problem which is Integer-Infeasible in GLPK 4.47 but Optimal in COIN-MP, LPSOLVE and XPRESS

[Kelly, Jeff (ON0F)]

I have attached 3 LP files for a small MILP problem that goes integer-infeasible in GLPK 4.47 but is optimal in CBC (LP file N/A), LPSOLVE and XPRESS.

 

The optimal OBJ = 28.0 where a 3 binary should equal 1.0.

 

Although GLPK gets the correct LP root relaxation OBJ value it fails in the branch-and-bound.

 

Any insight would be appreciated – Thanks - Jeff

 

Writing problem data to `noncontiguous.lp'...

46 lines were written

GLPK Simplex Optimizer, v4.47

12 rows, 12 columns, 33 non-zeros

Preprocessing...

10 rows, 10 columns, 29 non-zeros

Scaling...

A: min|aij| = 1.000e+000  max|aij| = 1.000e+004  ratio = 1.000e+004

GM: min|aij| = 7.560e-001  max|aij| = 1.323e+000  ratio = 1.750e+000

EQ: min|aij| = 6.008e-001  max|aij| = 1.000e+000  ratio = 1.665e+000

Constructing initial basis...

Size of triangular part = 10

|     0: obj =  2.800000000e+001  infeas = 0.000e+000 (0)

|     5: obj =  2.800000000e+001  infeas = 0.000e+000 (0)

OPTIMAL SOLUTION FOUND

<<<

<<< The LP objective  =    28.0000000000000

<<< The LP status     =   optimal

<<< The LP time       =   0.0000000E+00

GLPK Integer Optimizer, v4.47

12 rows, 12 columns, 33 non-zeros

3 integer variables, all of which are binary

Integer optimization begins...

+     5: mip =     not found yet <=              +inf        (1; 0)

+     5: mip =     not found yet <=     tree is empty        (0; 1)

PROBLEM HAS NO INTEGER FEASIBLE SOLUTION

noncontiguous_glpk.lp
Description: noncontiguous_glpk.lp

noncontiguous_xpress.lp
Description: noncontiguous_xpress.lp

noncontiguous_lpsolve.lp
Description: noncontiguous_lpsolve.lp