I fixed the bug. Please see a patched version of glpapi12.c attached. You need to replace that file and rebuild the package as usual. (The patch is for v.4.48.)
> My application involves optimizing a problem, making a small change and > then optimizing again. I use warm-up to see if the modified problem is > still optimal. If that is the case then I can bypass a lot of steps. So > the test is critical for my application. Then I'd suggest you to call glp_warm_up and lpx_check_kkt; the latter provides a more robust primal/dual feasibility test. > I am currently using glpk-4.36. > I found the problem when I tried some of my test cases using 4.48. Most > of the ones that involved the use of warm-up failed to produce the > expected answers.(The algorithm was skipping steps that needed to be > performed.) Since the problems involved thousands of variables and > constraints, I worked up the simple example to send instead. (I verified > that I had found the problem by hacking the test in warm-up to look at > the variable status as well as type.) > > In my application some variables are double bounded. Occasionally the > two bounds are the same and I set the type in glpk to fixed. However, > you need to write your tests in warm-up so that they work correctly for > problem instances that say the variable has a double bound but it is in > fact fixed. > > I have a technical question about scaling for the dual feasibility test. > I am careful to scale the rows and columns in the constraint matrix so > that the largest (absolute value of an) entry in each row and column has > order of magnitude 1. Should the objective row be scaled in the same way? It is desirable, but not necessary, because the simplex solver performs such scaling internally. > > I very much appreciate the effort that you have put into glpk and do > find that it is a powerful tool for the problems that I work on. Thank you for your interest in glpk. Andrew Makhorin
glpapi12.c.gz
Description: GNU Zip compressed data
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