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From: | Mathieu Dutour |
Subject: | Re: [Help-glpk] Fwd: Re: Infinite cycles |
Date: | Tue, 17 Jan 2017 05:24:47 +0000 |
> 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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