RE: [Help-glpk] Do I misunderstand LPX_K_ITMLM?

[Philip Warner]

At 08:16 PM 14/04/2004, Robert Horvath wrote:
> Could you supply an lp form of the problem?

Hit it again; this time a little more information - just before it seems
to go into an infinite loop, it reports:

    spx_simplex: numerical instability (dual simplex)

then pauses for a long time, and finally starts outputting lots of simplex
status messages. A section of output is below:

    *    12:   objval =  6.986620375e+002   infeas =  3.166666860e-012 (0)
    *    13:   objval =  6.982902211e+002   infeas =  3.166666114e-012 (0)
    OPTIMAL SOLUTION FOUND
     200
    lpx_write_mps: writing problem data to 
`E:\VB_Work\Inca2\INCAApp\MixTest\LR-Int\last_problem_int.mps'...
    LP = 217000088, ITLIM: 10000
    Integer optimization begins...
    +    13: mip =     not found yet; lp =  6.982902211e+002 (1, 0)
    +   141: mip =  4.435402310e+007; lp =  6.982902211e+002 (105, 110)
    +   646: mip =  2.204301650e+007; lp =  6.982902211e+002 (337, 498)
    +   653: mip =  2.130181650e+007; lp =  6.982902211e+002 (246, 597)
    +   690: mip =  2.037800700e+007; lp =  6.982902211e+002 (236, 629)
    +   790: mip =  8.772860500e+006; lp =  6.982902211e+002 (222, 793)
    +   893: mip =  8.406606500e+006; lp =  6.986174367e+002 (258, 929)
    +  1033: mip =  8.383514000e+006; lp =  6.986174367e+002 (204, 1133)
    spx_simplex: numerical instability (dual simplex)
    spx_simplex: numerical instability (dual simplex)
    * 59600:   objval =  6.461142600e+006   infeas =  5.752142934e-017 (1)
    * 59800:   objval =  6.461142600e+006   infeas =  5.752142934e-017 (1)
    * 60000:   objval =  6.461142600e+006   infeas =  5.752142934e-017 (1)
    ...etc...
    * 72600:   objval =  6.461142600e+006   infeas =  5.752142934e-017 (1)
    * 72800:   objval =  6.461142600e+006   infeas =  5.752142934e-017 (1)
    * 73000:   objval =  6.461142600e+006   infeas =  5.752142934e-017 (1)

...this is in a call to lpx_integer, with a limit of 2000 iterations.

The attached zip file contains the LPT and MPS versions of the problem. 
Please let me know if there is anything else I need to provide.

Thanks again for your help,

Philip Warner






----------------------------------------------------------------
Philip Warner                    |     __---_____
Albatross Consulting Pty. Ltd.   |----/       -  \
(A.B.N. 75 008 659 498)          |          /(@)   ______---_
Tel: (+61) 0500 83 82 81         |                 _________  \
Fax: (+61) 03 5330 3172          |                 ___________ |
Http://www.rhyme.com.au          |                /           \|
                                 |    --________--
PGP key available upon request,  |  /
and from pgp.mit.edu:11371       |/

glpk_loop.zip
Description: Zip archive