[Help-glpk] Stack overflow during column generation

[Marc Goetschalckx]

I am using glpk 4.17 with Visual Studio 8.0 (2005).  GLPK is implemented 
as a DLL.  The lp solver is called repeatedly in a standard column 
generation schema.  The generation of the columns does not involve 
GLPK.  GLPK is used to solve the lp master problem, which gets bigger in 
every generation.  The main work is done by set_mat_col and lpx_simplex.
The column generation works perfectly for small problem instances.
Originally experienced stack overflow catastrophic error around 1800 
columns with 1 MB of stack memory.
The advice of glpk developers was to increase the stack size to remedy 
the problem.
Increased stack size to 2 and then to 4 MB.  Now the error occurs at 
about 9000 columns.
However, glpsol compiled with a stack size of 1 MB can read this problem 
both in lp and free mps format and solve the problem quickly.  glpsol 
uses the same glpk DLL.
The next few lines are the log from glpsol for the 44 iteration.   
During the 45 iteration the column generation schema has the stack 
overflow error.

lpx_read_freemps: reading problem data from `eilon5180044.mps'...
lpx_read_freemps: problem Eilon5180
lpx_read_freemps: 53 rows, 8981 columns, 133346 non-zeros
lpx_read_freemps: 69027 records were read
lpx_simplex: original LP has 53 rows, 8981 columns, 133346 non-zeros
lpx_simplex: presolved LP has 51 rows, 8980 columns, 124366 non-zeros
lpx_adv_basis: size of triangular part = 50
     0:   objval =  7.605445426e+003   infeas =  1.000000000e+000 (1)
    91:   objval =  6.877951512e+003   infeas =  0.000000000e+000 (0)
*    91:   objval =  6.877951512e+003   infeas =  0.000000000e+000 (0)
*   200:   objval =  5.856679007e+003   infeas =  0.000000000e+000 (0)
*   270:   objval =  5.766210960e+003   infeas =  1.184569440e-015 (0)
OPTIMAL SOLUTION FOUND
Time used:   1.0 secs
Memory used: 15.0 Mb (15769400 bytes)

What is the difference in the memory management between those two ways 
of using GLPK (monolithic versus column generation)?  What can I do to 
make my program manage memory like glpsol so that larger problems can be 
solved?  Do I need to call a memory clean-up routine at the end of every 
iteration?
By the way, the stack overflow is non-trappable and non-recoverable hard 
crash error, the application is immediately shut down by the operating 
system without any error message from either GLPK, my application, or 
the operating system.