> > Also attached is a model in free mps format that illustrates the effect. > > (This model looks "innocent", but it has some pathological properties > > that makes it very hard to solve with glpk.) > > This model is quite useful to demonstrate issues with the solver.
In this case all the issues are caused by inappropriate pivot choice in the dual simplex solver. For example, decreasing piv_tol from 1e-9 (default) to, say, 1e-6, prevents the basis to be ill-conditioned and makes the solution process stable; however, sometimes this leads to skipping significant constraints, that in turn, causes numerical instability (i.e. excessive bound violation). _______________________________________________ Bug-glpk mailing list [email protected] https://lists.gnu.org/mailman/listinfo/bug-glpk
