Re: [Bug-glpk] glp_intopt recovery feature added

[Andrew Makhorin]

> > Also attached is a model in free mps format that illustrates the effect.
> > (This model looks "innocent", but it has some pathological properties
> > that makes it very hard to solve with glpk.)
> 
> This model is quite useful to demonstrate issues with the solver.

In this case all the issues are caused by inappropriate pivot choice in
the dual simplex solver. For example, decreasing piv_tol from 1e-9
(default) to, say, 1e-6, prevents the basis to be ill-conditioned and
makes the solution process stable; however, sometimes this leads to
skipping significant constraints, that in turn, causes numerical
instability (i.e. excessive bound violation).