> the test code is the same as Rafael posted. I am including it in
> attachment.
> 
> 
> You should be able to compile it with:
> 
> 
> g++ main.cpp -std=gnu++11 -lglpk
> 

Thank you. I could reproduce the error using glpk 4.62; it appears due
to numerical instability in the dual simplex routine.

Please note that replacing four tiny coefficients 4e-12 at x5 by exact
zeros in problem.lp allows to solve the instance successfully.


Andrew Makhorin



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