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[Help-glpk] Almost infeasible solution, not sure what to do next


From: Sam Seaver
Subject: [Help-glpk] Almost infeasible solution, not sure what to do next
Date: Thu, 8 Oct 2009 01:11:54 +0400

Dear all,

I've a problem that is almost infeasible, its a large one, but the KKT
conditions that glpsol gives me is:

"KKT.PE: max.abs.err = 1.48e-12 on row 1
        max.rel.err = 1.17e-16 on row 10
        High quality

KKT.PB: max.abs.err = 6.01e-07 on column 1052
        max.rel.err = 6.01e-07 on column 1052
        Medium quality

KKT.DE: max.abs.err = 2.84e-14 on column 80
        max.rel.err = 1.09e-16 on column 1168
        High quality

KKT.DB: max.abs.err = 0.00e+00 on row 0
        max.rel.err = 0.00e+00 on row 0
        High quality"

The column that KKT.PB refers to is described thus:

1052 R_lipid      B    -6.0112e-07             0          1000

My glpk code fixes this column, using GLP_FX, to have the lower and
upper bounds of 0 and 1000, as you can see, but I don't understand why
the output tells me that it is trying to go below zero.  I tried to
change tolbnd so that it would allow this, but it doesn't change the
result.  Can anyone help me by pointing out to me what the next thing
I should try and do?

Thanks
Sam



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Northwestern University
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