[Help-glpk] Try to recover from simplex errors during integer optimisation

[Chris Matrakidis]

Andrew,

The attached patch implements a simple recovery procedure for simplex errors during integer optimisation. This is done by constructing a new basis and and trying to solve the LP relaxation once more. When this happens something like the following is shown:

Error: unable to factorize the basis matrix (1)

Constructing initial basis...

which may not be optimal but I think is acceptable.

Best Regards,

Chris Matrakidis

new_basis.patch
Description: Binary data