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[Help-glpk] Explanation of Instability Warning


From: William Gordon Rutherdale
Subject: [Help-glpk] Explanation of Instability Warning
Date: Sat, 17 Oct 2009 12:45:11 -0400
User-agent: Mozilla/5.0 (X11; U; Linux x86_64; en-US; rv:1.9.1b3pre) Gecko/20090513 Fedora/3.0-2.3.beta2.fc11 Lightning/1.0pre Thunderbird/3.0b2

Hi.

I set up a Travelling Salesman Problem model using GLPK.  When I increase the number of cities, I run into this message:

Warning: numerical instability (primal simplex, phase II)
*    24: obj =   3.065645000e+06  infeas =  1.747e-20 (0)

Could someone please tell me what this refers to and what I can do about it.

For example, are there parameters I can tweak to get rid of this message?  I am aware of glp_iocp but don't understand where its specific parameters can be used in the face of the issue above.

Also, after that message I get a *lot* of messages like this:

+555052: mip =     not found yet >=   3.065645938e+06        (89009; 260251)
+555716: mip =     not found yet >=   3.065645938e+06        (89070; 260620)
+556402: mip =     not found yet >=   3.065645938e+06        (89158; 260968)

Would this be related to the first problem (about numerical instability)?  It seems to get stuck at this point.

Any pointers would be appreciated.

-Will


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