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From: | Tor Myklebust |
Subject: | Re: [Help-glpk] Small MILP Problem which is Integer-Infeasible in GLPK 4.47 but Optimal in COIN-MP, LPSOLVE and XPRESS |
Date: | Thu, 19 Jan 2012 08:50:28 -0500 (EST) |
On Thu, 19 Jan 2012, Kelly, Jeff (ON0F) wrote:
I have attached 3 LP files for a small MILP problem that goes integer-infeasible in GLPK 4.47 but is optimal in CBC (LP file N/A), LPSOLVE and XPRESS.The optimal OBJ = 28.0 where a 3 binary should equal 1.0.Although GLPK gets the correct LP root relaxation OBJ value it fails in the branch-and-bound.
If I make v1_gprofitterm(1,1) and v1_totalobjfun(5,1) free, it works for me. Having some bounds on the order of 1e20 and other bounds on the order of 0.0026 is probably not what you wanted.
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