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Re: [Help-glpk] Undefined or infeasible solution?


From: Andrew Makhorin
Subject: Re: [Help-glpk] Undefined or infeasible solution?
Date: Wed, 11 Sep 2013 21:45:46 +0400

> I've been trying different solvers for my mixed integer programming
> problems. For a specific problem (LP file:
> http://pastebin.com/3tih0fqg), I get a INTEGER UNDEFINED status with
> GLPK. However, I believe the correct status should be no integer
> feasible solution which is what I get when I use CBC from COIN-OR.
> 
> The solution output file for this problem is:
> 
> Problem:    
> Rows:       47
> Columns:    1345 (1344 integer, 1344 binary)
> Non-zeros:  1633
> Status:     INTEGER UNDEFINED
> Objective:  OBJ = 0 (MINimum)
> 
> Any clue as to why GLPK is returning an undefined status instead of an
> infeasible one for this problem?

This may happen when infeasibility is detected by the mip preprocessor
(not by the mip solver), which _erroneously_ does not change the mip
solution status, so it remains undefined. In any case, if you see on the
terminal something like follows:

Preprocessing...
PROBLEM HAS NO PRIMAL FEASIBLE SOLUTION

it means that no integer feasible solution exists.

> 
> I'm using GLPK version 4.52.1 . I've also got the output from it
> (http://pastebin.com/ysQiktir).
> 






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