[Octave-bug-tracker] [bug #40974] GLPK returns illegal solution

[Arun Giridhar]

Follow-up Comment #1, bug #40974 (project octave):

This just looks like a convergence tolerance issue and not a software bug to
me?

Try lowering tolint to something less than the default 1e-5:

options.tolint = 1e-9;
[x1,x2,x3,x4] = glpk ( [YOUR EXISTING ARGUMENTS FOLLOWED BY], options)

That should get you the solution for N = 7 and N = 8.

Note that the problem as formulated is inherently poorly scaled, with the
coefficients of A such that max(abs(A),2) ./ min(abs(A),2) ranges in the
thousands, and absolute coefficient values exceeding 2^31 for N=10. In such
cases, all MILP formulations will behave poorly or fail. This behavior is
really indicating that posing the problem as an integer program is not the
best approach.

BTW your constraints as stated say both "Ax <= b" and "Ax >= b". You could use
only arow instead of duplicating it, and replace "UU" in glpk with "S" for
equality.


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