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[Help-glpk] Odp: Re: infinite loop

From: zephod
Subject: [Help-glpk] Odp: Re: infinite loop
Date: Wed, 13 Apr 2016 14:59:47
User-agent: GWP-Draft

Dnia 13 kwietnia 2016 16:26 Andrew Makhorin <address@hidden> napisaƂ(a):

I'm working with legacy code that uses GLPK. Here is the version
number from the source code:



The legacy code solves many linear programming problems and sometimes
the solver gets into an infinite loop. Below is part of the output
from the infinite loop and it seems clear that this it a problem with
numerical instability. My question is how can I deal with this:

1) Is there a newer version of GLPK that I should use where this
problem would not occur?

Yes. Please try the most recent version of glpk which is 4.60.
It has improvements to avoid numerical instability and cycling.

See .

Would the new version always return some result without cycling or does it just cycle less often?

2) Can I do something to avoid the infinite loop with the version I'm
using. This would be much preferred as the legacy code is
undocumented. It would be best if I could eventually get some error
from GLPK (and ignore this problem instance) rather it breaking the
whole system.

3) I was considering running GLPK in an external process and killing
it if no answer is produced in some time, yet this is laborious and
would introduce problems with efficiency as the input for the process
would have to be serialized and then parsed.

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