Re: [Help-glpk] Different status returned in API and by terminal output

[Andrew Makhorin]

> I’m trying to optimize a problem. What I do is I maximize and minimize
> same objective function (different order gives same results). What
> happens though is that minimizing gives optimal solution but
> maximizing gives error. Even stranger is that when maximizing in
> terminal output it says that solution is unbounded but glp_simplex
> returns an error and status in undefined. In the end I just don’t know
> what value should I trust. Here is output from maximization followed
> by minimization. 

[...]

> * 19415: obj =   2.908302405e+01  infeas =  9.459e-13 (4816)
> PROBLEM HAS UNBOUNDED SOLUTION
> glp_simplex: unable to recover undefined or non-optimal solution
> ERR_CODE: GLP_ENODFS (11)
> STATUS: GLP_UNDEF (1)

The lp preprocessor (presolver), which is enabled by default in glpsol,
is not able to recover the solution to the original lp from the solution
to a preprocessed lp if the solution is not optimal. Only optimal
solutions can be recovered; in all other cases the lp preprocessor sets
the solution status for the original lp instance to GLP_UNDEF
(undefined). You may disable the lp preprocessor (--nopresol) to obtain
the original basic solution produced by the simplex solver.

FYI: The most recent version of glpk is 4.47.