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Re: [Help-glpk] Phase II numerical instability
From: |
Andrew Makhorin |
Subject: |
Re: [Help-glpk] Phase II numerical instability |
Date: |
Mon, 28 Nov 2005 21:22:34 +0300 |
> I have a problem with the new version of GLPK. I tried solving a
> LP with
> version 4.1 and had no errors with the standalone solver and
> --nopresol
> setting. Using --std I get an error message numerical
> instability primal
> simplex phase I, but glpsol produces a result. If I use version
> 4.5 and
> higher glpsol is not able to produce results. I just get
> hundreds of primal
> simplex phase II numercal instabilities and the solver is stuck
> in a loop.
>
> I will attach the .mps-file.
Using `--nopresol' option I managed to solve your instance (see
the log below). Most probably the instance is not well conditioned
due to extra round-off errors introduced by the lp presolver.
Andrew Makhorin
lpx_read_mps: reading problem data from `UnstableLP.mps'...
lpx_read_mps: problem eSimGene
lpx_read_mps: 622 rows, 373 columns, 1460 non-zeros
lpx_read_mps: 23 integer columns, 22 of which are binary
lpx_read_mps: 1933 cards were read
lpx_adv_basis: size of triangular part = 598
0: objval = -1.500000000e+000 infeas = 1.000000000e+000 (23)
44: objval = -1.484875533e+000 infeas = 3.391932213e-001 (22)
spx_simplex: numerical instability (primal simplex, phase I)
44: objval = -1.484875533e+000 infeas = 1.000000000e+000 (21)
57: objval = -9.999999954e-001 infeas = 8.487112738e-001 (22)
spx_simplex: numerical instability (primal simplex, phase I)
57: objval = -9.999999954e-001 infeas = 1.000000000e+000 (21)
111: objval = 1.373978193e+001 infeas = 7.632769432e-015 (21)
* 111: objval = 1.373978193e+001 infeas = 1.136868377e-013 (21)
* 116: objval = 1.363848093e+001 infeas = 1.136868377e-013 (21)
OPTIMAL SOLUTION FOUND
Integer optimization begins...
+ 116: mip = not found yet >= -inf (1; 0)
+ 136: mip = 1.597152145e+001 >= 1.363848093e+001 14.6% (11; 0)
+ 178: mip = 1.597152145e+001 >= tree is empty 0.0% (0; 43)
INTEGER OPTIMAL SOLUTION FOUND
Time used: 3.0 secs
Memory used: 0.8M (882064 bytes)