>> The error appears due to huge constraint coefficients. You can call
>> lpx_scale_prob to scale the problem (as glpsol does).
> 
> Thanks for the quick reaction.
> 
> Do I have to call lpx_scale_prob before calling lpx_adv_basis ?

Before call to lpx_simplex.

> Do I have to call lpx_unscale_prob after calling lpx_simplex
> to retrieve the solution and/or adding/removing rows to the problem ?

It is not necessary. The scaling is performed internally and affects
only the simplex solver; it is transparent to the user in the sense
that all input data as well as resulting data provided by api routines
are unscaled.



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