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Re: [Help-glpk] Double bounded vs. fixed


From: Andrew Makhorin
Subject: Re: [Help-glpk] Double bounded vs. fixed
Date: Mon, 26 Oct 2015 00:34:58 +0300

> Note the code that's commented out at the bottom. The code as it is as 
> shown says the overall linear system is infeasible (in the reals).
> The row causing the infeasibility generated by the code above when Lower 
> == 0.
> So the code is generating a double bounded row with ub = lb = 0. 
> Uncommenting those 4 lines generates a system that glpk finds feasible.
> Is this expected behavior?

Yes, glp_simplex requires lb < ub (NB: not lb <= ub) for all rows and
columns of GLP_DB type; if this condition is not met, glp_simplex
assigns GLP_UNDEF to the solution status and returns GLP_EBOUND. For
more details please see the glpk reference manual.




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