Hi,
I have a large LP which I am trying to solve. GLPK
gives the output like this
Karush-Kuhn-Tucker optimality conditions:
KKT.PE: max.abs.err. = 2.25e-011 on row 281
max.rel.err. = 3.66e-014 on row 85124
High quality
KKT.PB: max.abs.err. = 9.56e-006 on row 33251
max.rel.err. = 1.73e-007 on row 33251
Medium quality
KKT.DE: max.abs.err. = 7.41e-009 on column 47780
max.rel.err. = 1.28e-013 on column 34867
High quality
KKT.DB: max.abs.err. = 1.04e+006 on column 14390
max.rel.err. = 2.10e+003 on column 25697
DUAL SOLUTION IS INFEASIBLE
End of output
Also the infeasibility is very small in the primal
problem (1e-12). I thought that the primal BFS need
not be Dual feasible unless it is optimal. So why does
GLPK need dual feasibility before the problem has run
to optimallity? Can anyone help me in here
Thanks,
Anand.
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