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[Bug-glpk] [Fwd: glpk_intopt loops forever on a specific input when MIP


From: Andrew Makhorin
Subject: [Bug-glpk] [Fwd: glpk_intopt loops forever on a specific input when MIP presolver enabled]
Date: Tue, 07 Nov 2017 22:08:09 +0300

-------- Forwarded Message --------
From: Rafael Korbaš <address@hidden>
To: address@hidden
Subject: glpk_intopt loops forever on a specific input when MIP
presolver enabled
Date: Tue, 7 Nov 2017 18:18:09 +0300

Hello,




I'm using the latest version of your library (4.63) and I came across a
specific LP problem instance, that causes looping forever when the MIP
presolver is enabled. 


I'm sending you the problem definition in the attachment (problem.lp
file). You should be able to replicate the behavior by executing the CLI
of your library. I include the commands I tried:


My first approach:


"glpsol --lp problem.lp"     -> loops forever with the warning
"Warning: numerical instability (primal simplex, phase II)"





So I assumed that maybe it is due to poor scaling, so I tried:


"glpsol --lp --scale problem.lp"    -> loops forever the same way




So I tried disabling the presolver, but still no luck:


"glpsol --lp --scale --nopresol problem.lp"    -> loops forever the same
way




So I tried disabling the MIP presolver and finally, I got the result:


"glpsol --lp --scale --nopresol --nointopt problem.lp"     -> finally
gave a result




Also "glpsol --lp --nointopt problem.lp" works which points to the MIP
presolver as the "faulty" part.




Could you explain me why the involvement of the MIP presolver causes
such behavior? Is it a bug or is my LP problem instance just poorly
defined? If it is poorly defined, how to correct the problem definition
by the operations available in your library (like scaling,
presolving, ...) without losing precision?




Best regards,


Rafael


Attachment: problem.lp
Description: Binary data


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