Re: [Bug-glpk] report a bug in GLPK

[Andrew Makhorin]

> We use CVXOPT to solve some convex optimization problems with GLPK  and
> itself LP solver. But we have found some solutions computed by GLPK are
> incorrect. GLPK considers the problem is primal infeasible while CVXOPT
> original LP solver can find a optimal solution.  The detailed bug report
> and corresponding test file are in the attachments. Looking forwards to
> your reply. Thank you very much.

Thank you for your report.

Unfortunately, I cannot reproduce the bug/error, because I don't have
cvxopt. Please, post the lp instance in any format that glpsol
understands or simply in a human-readable format.

Most likely incorrect results are caused by tiny constraint coefficients
(like 6.169139520277579e-17) that make the instance extremely badly
scaled. Try to replace such tiny coefficients by exact zero, this may
help.


Andrew Makhorin