[Bug-glpk] Problem with GLPK 4.30 and later

[Jonathan Senning]

  Hello,

Please forgive me if this is not in the correct format.  If there is a better 
way to submit this report please advise me.

A research group I work with has been using GLPK and CPLEX for the past four 
years to solve queueing network problems.  Most of our work occurs during the 
summer.  Recently I upgraded the version of GLPK we were using from 4.29 to 
4.38 but noticed that some programs written in MathProg that used to work 
correctly (i.e. GLPK gave the same results as CPLEX) no longer did so.

After a bit of work, I figured out:

Version 4.29 and Verison 4.30 work okay, Version 4.31 and Version 4.38 do not.  
I assume that the versions between 4.31 and 4.38 also fail, but I've not tested 
them.

Attached is a MathProg program that illustrates the problem.  I run with 
"glpsol --math seriesexp3bad.mod"

The output from Version 4.30 isReading model section from seriesexp3bad.mod...
Reading data section from seriesexp3bad.mod...
128 lines were read
Display statement at line 31
lambda = 1
Lambda = 3.75
B = 0.833333333333333
Display statement at line 32
i = 1
c[1] = 1
mu[1] = 1.5
i = 2
c[2] = 2
mu[2] = 1.25
Generating cost_per_hour...
Generating Type_1...
Generating Type10...
Generating Type00...
Generating Type1a...
Generating Type1b...
Generating Type2a1...
Generating Type2a2...
Generating Type2b...
Generating Type4a...
Generating Quadratic...
Generating EXP2...
Model has been successfully generated
glp_simplex: original LP has 131 rows, 9 columns, 1074 non-zeros
glp_simplex: presolved LP has 128 rows, 7 columns, 826 non-zeros
lpx_adv_basis: size of triangular part = 128
*     0: obj =   0.000000000e+00  infeas =  0.000e+00 (0)
*    17: obj =   6.612454212e+00  infeas =  3.264e-14 (0)
OPTIMAL SOLUTION FOUND
Time used:   0.0 secs
Memory used: 0.4 Mb (378322 bytes)


The output from Version 4.38 isGLPSOL: GLPK LP/MIP Solver 4.38
Reading model section from seriesexp3bad.mod...
Reading data section from seriesexp3bad.mod...
128 lines were read
Display statement at line 31
lambda = 1
Lambda = 3.75
B = 0.833333333333333
Display statement at line 32
i = 1
c[1] = 1
mu[1] = 1.5
i = 2
c[2] = 2
mu[2] = 1.25
Generating cost_per_hour...
Generating Type_1...
Generating Type10...
Generating Type00...
Generating Type1a...
Generating Type1b...
Generating Type2a1...
Generating Type2a2...
Generating Type2b...
Generating Type4a...
Generating Quadratic...
Generating EXP2...
Model has been successfully generated
glp_simplex: original LP has 131 rows, 9 columns, 1074 non-zeros
glp_simplex: presolved LP has 128 rows, 7 columns, 826 non-zeros
Scaling...
 A: min|aij| =  1.355e-20  max|aij| =  7.438e+01  ratio =  5.488e+21
GM: min|aij| =  6.755e-06  max|aij| =  1.480e+05  ratio =  2.192e+10
EQ: min|aij| =  4.563e-11  max|aij| =  1.000e+00  ratio =  2.192e+10
Crashing...
Size of triangular part = 128
*     0: obj =   0.000000000e+00  infeas =  0.000e+00 (0)
Warning: numerical instability (primal simplex, phase II)
      6: obj =   5.142018849e+00  infeas =  7.140e-02 (0)
*    30: obj =   5.172971112e+00  infeas =  4.714e-09 (0)
Warning: numerical instability (primal simplex, phase II)
     31: obj =   5.085248263e+00  infeas =  2.024e-01 (0)
*    60: obj =   5.138363589e+00  infeas =  3.042e-09 (0)
*    62: obj =   1.308182055e+01  infeas =  9.367e-08 (0)
OPTIMAL SOLUTION FOUND
Time used:   0.0 secs
Memory used: 0.4 Mb (459402 bytes)

Jonathan R. Senning
Chair, Department of Mathematics and Computer Science
Gordon College, 255 Grapevine Road, Wenham MA 01984
Voice: 978-867-4376,       FAX: 978-867-4666
Email: address@hidden
Web: http://www.math-cs.gordon.edu/~senning





Hello,

Please forgive me if this is not in the correct format.  If there is a better way to submit this report please advise me.

A research group I work with has been using GLPK and CPLEX for the past four years to solve queueing network problems.  Most of our work occurs during the summer.  Recently I upgraded the version of GLPK we were using from 4.29 to 4.38 but noticed that some programs written in MathProg that used to work correctly (i.e. GLPK gave the same results as CPLEX) no longer did so.

After a bit of work, I figured out:

Version 4.29 and Verison 4.30 work okay, Version 4.31 and Version 4.38 do not.  I assume that the versions between 4.31 and 4.38 also fail, but I've not tested them.

Attached is a MathProg program that illustrates the problem.  I run with "glpsol --math seriesexp3bad.mod"

The output from Version 4.30 is
Reading model section from seriesexp3bad.mod...
Reading data section from seriesexp3bad.mod...
128 lines were read
Display statement at line 31
lambda = 1
Lambda = 3.75
B = 0.833333333333333
Display statement at line 32
i = 1
c[1] = 1
mu[1] = 1.5
i = 2
c[2] = 2
mu[2] = 1.25
Generating cost_per_hour...
Generating Type_1...
Generating Type10...
Generating Type00...
Generating Type1a...
Generating Type1b...
Generating Type2a1...
Generating Type2a2...
Generating Type2b...
Generating Type4a...
Generating Quadratic...
Generating EXP2...
Model has been successfully generated
glp_simplex: original LP has 131 rows, 9 columns, 1074 non-zeros
glp_simplex: presolved LP has 128 rows, 7 columns, 826 non-zeros
lpx_adv_basis: size of triangular part = 128
*     0: obj =   0.000000000e+00  infeas =  0.000e+00 (0)
*    17: obj =   6.612454212e+00  infeas =  3.264e-14 (0)
OPTIMAL SOLUTION FOUND
Time used:   0.0 secs
Memory used: 0.4 Mb (378322 bytes)


The output from Version 4.38 is
GLPSOL: GLPK LP/MIP Solver 4.38
Reading model section from seriesexp3bad.mod...
Reading data section from seriesexp3bad.mod...
128 lines were read
Display statement at line 31
lambda = 1
Lambda = 3.75
B = 0.833333333333333
Display statement at line 32
i = 1
c[1] = 1
mu[1] = 1.5
i = 2
c[2] = 2
mu[2] = 1.25
Generating cost_per_hour...
Generating Type_1...
Generating Type10...
Generating Type00...
Generating Type1a...
Generating Type1b...
Generating Type2a1...
Generating Type2a2...
Generating Type2b...
Generating Type4a...
Generating Quadratic...
Generating EXP2...
Model has been successfully generated
glp_simplex: original LP has 131 rows, 9 columns, 1074 non-zeros
glp_simplex: presolved LP has 128 rows, 7 columns, 826 non-zeros
Scaling...
 A: min|aij| =  1.355e-20  max|aij| =  7.438e+01  ratio =  5.488e+21
GM: min|aij| =  6.755e-06  max|aij| =  1.480e+05  ratio =  2.192e+10
EQ: min|aij| =  4.563e-11  max|aij| =  1.000e+00  ratio =  2.192e+10
Crashing...
Size of triangular part = 128
*     0: obj =   0.000000000e+00  infeas =  0.000e+00 (0)
Warning: numerical instability (primal simplex, phase II)
      6: obj =   5.142018849e+00  infeas =  7.140e-02 (0)
*    30: obj =   5.172971112e+00  infeas =  4.714e-09 (0)
Warning: numerical instability (primal simplex, phase II)
     31: obj =   5.085248263e+00  infeas =  2.024e-01 (0)
*    60: obj =   5.138363589e+00  infeas =  3.042e-09 (0)
*    62: obj =   1.308182055e+01  infeas =  9.367e-08 (0)
OPTIMAL SOLUTION FOUND
Time used:   0.0 secs
Memory used: 0.4 Mb (459402 bytes)

Jonathan R. Senning
Chair, Department of Mathematics and Computer Science
Gordon College, 255 Grapevine Road, Wenham MA 01984
Voice: 978-867-4376,       FAX: 978-867-4666
Email: address@hidden
Web: http://www.math-cs.gordon.edu/~senning

seriesexp3bad.mod
Description: Text document