Re: [Help-glpk] Large Binary LP Problem

[Andrew Makhorin]

> I am trying to solve a large binary problem of linear programming,
> with 38640 columns and 2116 rows.

> GLPK finds an optimal solution, but the integer optimization
> doesn't.

Probably your instance is hard for the glpk b&b solver.

> After a long computation (with some warning as: "spx_simplex:
> numerical instability (dual simplex)"), the program exits in such a
> way:

> spx_invert: the basis matrix is singular
> spx_simplex: numerical problems with basis matrix
> spx_simplex: sorry, basis recovery procedure not implemented yet
> mip_driver: cannot solve current LP relaxation
> + 16108: mip =     not found yet >=   5.071593581e+06        (42; 0)
> lpx_integer: cannot solve current LP relaxation

> Someone can help me?

If you wish, you can write your model in mps format, gzip it, and
post it to me <address@hidden> (up to 10 Mb is ok; please do not post it
to the list). It is difficult to say something reasonable not seeing
the model.


Andrew Makhorin