> There is one (huge and very badly scaled) problem 

Just for curiosity. How big is this instance and why it is badly scaled?

> where
> "glp_simplex(..)" fails to find a feasible solution (even after two days
> of computation ...).

Maybe it would be useful to introduce artificial variables in
constraints to make the instance primal feasible and then minimize the
sum of infeasibilities? At least this would give some information about
constraints that cannot be satisfied.



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