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Re: [Bug-glpk] No primal feasible solution found with advanced MIP solve

From: Andrew Makhorin
Subject: Re: [Bug-glpk] No primal feasible solution found with advanced MIP solver
Date: Wed, 13 Jun 2007 14:02:55 +0400

> we have found an ilp formulation (file glpk.mps) on which
> glpsol with default options finds  a solution
> (the produced output is in default.txt) and on which 
> advanced MIP solver doesn't find (output: intopt.txt).
> Is it a bug of glpk or are we doing something wrong?

Thank you for your report.

This is not a bug. The difference appears due to huge coefficients
in some constraints, for example:

R0001162: + C0000011 + 4294967295 C0000140 + C0000516 - C0000527
<= 4294967295

Most probably such huge coefficients introduce excessive round-off
errors during the preprocessing phase. Note that the successful
solution of your instance with the standard b&b was a happy chance.

The "big M" method is not a good modeling technique, because it makes
the problem too hard to be solved in floating-point arithmetic.

Andrew Makhorin

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