Hello Everyone,
I have been looking for around a month into glpk, mainly minimizing a linear
problem (no integer programming).
Some times, the problem is infeasible, and i started looking into Chinneck iis
algorithms.
As a start, I started by implementing a relaxation of a large infeasible
problem, 191255 rows, 68860 columns, 450946 non-zeros
and stumbled on something i don't quite understand.
The relaxed elasticity problem has a solution and the SINF is 0.
This means that the feasible domain is not empty.
I imagine that the starting basis used is outside the feasible domain, and the
minimisation of the objective funtion don't fall into the domain.
Looking into the help list it doesn't seem possible to explicitly specifiy a
starting point of the algorithm, and i tried the glp_adv_basis to no success.
My idea was taking the non elastic variable from my relaxed problem, and input
them as a starting point of the simplex algorithm.
Can you advise me on this issue?
Thanks in advance.
Rabih
PS: here is a small log of both problems
GLPK Simplex Optimizer, v4.47
191255 rows, 68860 columns, 450946 non-zeros
0: obj = 0.000000000e+000 infeas = 5.436e+009 (28783)
...
17761: obj = -8.927238865e+008 infeas = 2.030e+007 (14520)
PROBLEM HAS NO FEASIBLE SOLUTION
Elasticity
Addtional constraints 220038 for 191255 rows
Current column size is 68860
Additional Constraints 220038
Current column size after resize is 288898
GLPK Simplex Optimizer, v4.47
191255 rows, 288898 columns, 642201 non-zeros
0: obj = 0.000000000e+000 infeas = 5.436e+009 (28783)
...
* 1552: obj = 0.000000000e+000 infeas = 1.490e-008 (28782)
OPTIMAL SOLUTION FOUND
Sinf is 0
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