> I am using GLPK to solve a number of LP's in succession in a single > program. The LP is modified after each glp_simplex_solve. New > constraints are added to it. After some 10's of such solves I start to > get warnings like this in the output : > > Warning: numerical instability (primal simplex, phase 1) > > And then one of the solve returns NaN as the objective value. When the > model reports NaN I dump out the model and exit the program. > This model (which reported NaN in GLPK) solves to optimality when > solved using Gurobi, which means the Model was actually feasible and > bounded. That means the NaN was because of the numerical instability > in the glpk model. > > Is there any way the numerical stability of the model can be > reinstated e.g. resetting the model after every few solves?? > Are there any other robust open-source solvers that can solve > thousands of LP's in succession without numerical instability. How > does glpk compare to lp-solve or COIN OR in such a situation? >
Could you please output the lp instance that results in NaN with glp_write_prob or glp_write_mps and post me the file? Thanks. Andrew Makhorin _______________________________________________ Help-glpk mailing list [email protected] https://lists.gnu.org/mailman/listinfo/help-glpk
