After i had spent more than a week with hopeless debugging i found
that the true solution was lost due to a bug in my source code: an
array was treated as the indexing started from one but for that
particular array indexing started from zero. As a result the LP solver
got incorrect input data, and that is why it discarded the good
solution (once again: due to my fault). It was very unfortunate that
the incorrect data were very close to the good data values, i found
the bug accidentally.

As a by product: i implemented the algorithm of A. Neumaier and O.
Shcherbina, Safe bounds in linear and mixed-integer programming, Math.
Programming A 99 (2004), 283-296; using GLPK and C-XSC. I plan to
implement the enhanced version (faster) discussed in the paper in a
few weeks and i would like to make that code publicly available. And
of course, the enhanced version would not rely on C-XSC or other
interval library.

Thank you all again for you kind help.

Ali


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