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Re: [Help-glpk] Fwd: Re: Infinite cycles


From: Andrew Makhorin
Subject: Re: [Help-glpk] Fwd: Re: Infinite cycles
Date: Tue, 17 Jan 2017 01:59:19 +0300

> the interesting thing about Matheu's example is that the infeasability
> is constantly increasing over multiple orders of magnitude.

I'm unable to reproduce the effect. Glpsol with default options has no
problem on solving Mathieu's example. If --norelax option is specified,
the primal simplex falls into infinite loop, but this might be expected,
because Harris' ratio test (that is, --relax option used by default)
decreases the number of degenerate steps and thus prevents cycling in
many cases. If the primal simplex fails, I'd recommend using --dual and
--flip options.


Andrew Makhorin




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