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Re: [Bug-glpk] No primal feasible solution found with advanced MIP solve
From: |
Andrew Makhorin |
Subject: |
Re: [Bug-glpk] No primal feasible solution found with advanced MIP solver |
Date: |
Wed, 13 Jun 2007 14:02:55 +0400 |
> we have found an ilp formulation (file glpk.mps) on which
> glpsol with default options finds a solution
> (the produced output is in default.txt) and on which
> advanced MIP solver doesn't find (output: intopt.txt).
> Is it a bug of glpk or are we doing something wrong?
Thank you for your report.
This is not a bug. The difference appears due to huge coefficients
in some constraints, for example:
R0001162: + C0000011 + 4294967295 C0000140 + C0000516 - C0000527
<= 4294967295
Most probably such huge coefficients introduce excessive round-off
errors during the preprocessing phase. Note that the successful
solution of your instance with the standard b&b was a happy chance.
The "big M" method is not a good modeling technique, because it makes
the problem too hard to be solved in floating-point arithmetic.
Andrew Makhorin