Even more scary is the following part of the log:With glpk 4.52 and with the attached input, I get the following failure/error:
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$ glpsol --lp mi.cplexWarning: numerical instability (primal simplex, phase I)
2979: obj = 1.092652474e+04 infeas = 5.265e+09 (0)
Warning: numerical instability (primal simplex, phase I)
2996: obj = 1.092637382e+04 infeas = 5.260e+09 (0)
3000: obj = 1.092644011e+04 infeas = 5.235e+09 (0)
Warning: numerical instability (primal simplex, phase I)
3051: obj = 1.077725595e+04 infeas = 5.201e+09 (0)
Warning: numerical instability (primal simplex, phase I)
3059: obj = 1.074805814e+04 infeas = 5.185e+09 (0)
Warning: numerical instability (primal simplex, phase I)
3122: obj = 1.998434476e+03 infeas = 3.955e+05 (0)
Warning: numerical instability (primal simplex, phase I)
3159: obj = 1.998431624e+03 infeas = 3.944e+05 (0)
Error: unable to factorize the basis matrix (1)
Sorry, basis recovery procedure not implemented yet
glp_intopt: cannot solve LP relaxation
Time used: 1.7 secs
Memory used: 10.8 Mb (11322915 bytes)
--------------------------------------------------------------Any insights/workarounds will be appreciated.
Scaling...
A: min|aij| = 1.000e+00 max|aij| = 2.306e+18 ratio = 2.306e+18
GM: min|aij| = 1.213e-04 max|aij| = 8.246e+03 ratio = 6.800e+07
EQ: min|aij| = 1.480e-08 max|aij| = 1.000e+00 ratio = 6.755e+07
2N: min|aij| = 1.490e-08 max|aij| = 1.500e+00 ratio = 1.007e+08
Changed parameter CPX_PARAM_THREADS from 0 to 12
Param[1,067] = 12
Param[1,130] = UTF-8
Param[1,132] = -1
Tried aggregator 1 time.
MIP Presolve eliminated 535 rows and 0 columns.
MIP Presolve modified 38 coefficients.
Reduced MIP has 4312 rows, 345 columns, and 48488 nonzeros.
Reduced MIP has 152 binaries, 193 generals, 0 SOSs, and 0 indicators.
Presolve time = 0.02 sec. (16.48 ticks)
Found incumbent of value 1.2193885e+12 after 0.05 sec. (30.35 ticks)
Probing time = 0.11 sec. (6.03 ticks)
Tried aggregator 1 time.
Reduced MIP has 4312 rows, 345 columns, and 48488 nonzeros.
Reduced MIP has 152 binaries, 193 generals, 0 SOSs, and 0 indicators.
Presolve time = 0.01 sec. (11.80 ticks)
Probing time = 0.11 sec. (5.81 ticks)
Clique table members: 744.
MIP emphasis: balance optimality and feasibility.
MIP search method: dynamic search.
Parallel mode: deterministic, using up to 12 threads.
Root relaxation solution time = 0.08 sec. (17.25 ticks)Nodes Cuts/
Node Left Objective IInf Best Integer Best Bound ItCnt Gap* 0+ 0 1.21939e+12 -228.0000 100.00%
* 0+ 0 1.21939e+12 -228.0000 100.00%
* 0+ 0 1.21939e+12 -228.0000 100.00%
0 0 0.0000 76 1.21939e+12 0.0000 190 100.00%
0 0 22.2000 114 1.21939e+12 Fract: 76 663 100.00%
* 0+ 0 6.45608e+11 22.2000 100.00%
0 2 22.2000 114 6.45608e+11 22.2000 663 100.00%
Elapsed time = 1.08 sec. (582.03 ticks, tree = 0.00 MB, solutions = 4)
* 3+ 3 137054.0000 23.0197 99.98%
3 5 820.0414 170 137054.0000 23.0197 2837 99.98%
13 15 963.0516 223 137054.0000 822.1327 5049 99.40%
* 156 119 integral 0 4281.0000 822.1327 12517 80.80%
160 65 4266.0500 109 4281.0000 858.1613 12976 79.95%
* 197 31 integral 0 4278.0000 858.1613 13771 79.94%
* 207 21 integral 0 4275.0000 858.1613 13951 79.93%Gomory fractional cuts applied: 76
Root node processing (before b&c):
Real time = 1.06 sec. (578.93 ticks)
Parallel b&c, 12 threads:
Real time = 1.62 sec. (1062.86 ticks)
Sync time (average) = 1.06 sec.
Wait time (average) = 1.10 sec.
------------
Total (root+branch&cut) = 2.67 sec. (1641.79 ticks)
Incumbent solution:
MILP objective 4.2750000000e+03
MILP solution norm |x| (Total, Max) 1.36000e+02 6.00000e+00
MILP solution error (Ax=b) (Total, Max) 2.02749e-12 1.13687e-13
MILP x bound error (Total, Max) 3.15081e-13 1.05027e-13
MILP x integrality error (Total, Max) 1.22169e-12 2.08722e-13
MILP slack bound error (Total, Max) 7.46694e-11 1.98952e-12
integer optimal solution (101)
I would certainly double check the solution.
Note: The first run on DropSolve failed. I renamed the file (not sure if the filename contributed to the problem), and tried again. Now it worked:
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