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

[Andrew Makhorin]

> 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.

Call glp_std_basis or glp_adv_basis before a call to glp_simplex. For
more details please see the reference manual included into the glpk
distribution.