RE: [Help-glpk] Min. problem with reduced costs < 0, but simplex fails to progress

[Joey Rios]

> >> (Do you
> >> check the return code from glp_simplex?)
> >>
>
> > I just added that due to your suggestion.  It's returning 0 everytime.
>

> Please make sure that:
>
> a) column(s) added to the current formulation have correct type,
> bounds, and constraint coefficients;
>
> b) glp_simplex returns 0;
>
> c) glp_get_status returns GLP_OPT (note that if glp_simplex detects
> infeasibility or unboundedness, it returns 0; and if it detects
> this on the very first iteration, it performs no pivots).

Here are the return codes I'm getting on each iteration after the first:

glp_get_status() returns 4. 
glp_get_prim_stat() returns 4.
glp_get_dual_stat() returns 3.

4 == GLP_NOFEAS
3 == GLP_INFEAS

It does this for 4 of my algorithm's iterations, but simplex iterations are taking place during each of those except the last.  On the last of my iterations, I sense that there was no simplex iteration completed and bail (as described in an earlier message).

On other decompositions of this same problem (i.e., when I have more than 8 subproblems), I am getting the following return codes at each of my iterations after the first:

glp_get_status() returns 5.
glp_get_prim_stat() returns 2.
glp_get_dual_stat() returns 2.

5 == GLP_OPT
2 == GLP_FEAS

These return codes are more reasonable and what I would expect from any number of subproblems I might use.  And ultimately all of these decompositions lead to the correct/same optimal value.

My C code is the same for any number of subproblems.  And the column generation algorithm is the same for any number of subproblems.  I know it might be hard to do so based on the information I've provided, but if you have any other suggestions on what to look for/at to figure out what is going on, I'd appreciate it.

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