[Help-glpk] Re: [Bug-glpk] Re: minimization flag ignored by 'glp_simplex' (GLPK 4.25)

[Andrew Makhorin]

Robbie,

The "strange" behavior of the simplex solver is caused by small
objective coefficients; they are of the order 1e-9, i.e. even less
than the reduced cost tolerance (which is 1e-8 by default). In the
current implementation the objective row is not scaled, so the solver
just "think" that reduced costs are small enough to terminate the
search.

Scaling the objective row by multiplying all objective coefficients,
say, by 1e+9 resolves the problem.