[Bug-glpk] Re: Assertion triggered

[Andrew Makhorin]

>I have a small integer programming problem (below in CPLEX format)
>which triggers an assertion in version 4.7 of GLPK:
>
>  Assertion failed: x >= lb; file glpmip2.c; line 230
>
>Any ideas on what's going on?

Thank you very much for the bug report.

The error happens because some integer variable in relaxed optimal
solution for some subproblem has a large value, so due to round-off
errors the variable violates its lower bound (this is because the dual
simplex uses a relative tolerance to check primal feasibility while the
mip solver uses an absolute tolerance to check for integer feasibility,
so if an integer variable becomes too large, an absolute error in its
primal value becomes greater than the integer tolerance). I will fix
the bug in a next version of the package.

I would like to note that your problem has no integer feasible solution
when all integer variables are limited in the range [-10000,+10000] that
says that the problem is badly formulated.

Andrew Makhorin