[Help-glpk] [Fwd: Initial Basis Matrix is Singular]

[Andrew Makhorin]

-------- Forwarded Message --------
From: GLENN RHOADS <address@hidden>
To: address@hidden
Subject: Initial Basis Matrix is Singular
Date: Thu, 17 Feb 2011 11:51:28 -0500

Hi,

I wrote a C++ program which uses glpk to solve a bunch of small LPs
that come from matrix games.  My program sets up a small (the number of
constraints and columns are in the range from 5 to 12) LP and solves
it. Then it repeatedly changes the constraint matrix and solves the new
LP.  Sometimes when I try to solve the LP by calling glp_simplex(), I
receive the following message in response.

glp_simplex: initial basis is singular

I suspect that when I try to solve the new LP, glpk is using the
previous basis as the initial basis for the new LP.  But since the
constraint matrix has changed, this 'basis' matrix is singular.  How
can I get glpk to compute a new basis matrix from scratch, or otherwise
fix the problem.

-- Glenn C. Rhoads