Re: [Help-glpk] infinite loop

[Andrew Makhorin]

> I'm working with legacy code that uses GLPK. Here is the version
> number from the source code:
> 
> #define GLP_MAJOR_VERSION 4
> 
> #define GLP_MINOR_VERSION 51

> The legacy code solves many linear programming problems and sometimes
> the solver gets into an infinite loop. Below is part of the output
> from the infinite loop and it seems clear that this it a problem with
> numerical instability. My question is how can I deal with this:
> 
> 1) Is there a newer version of GLPK that I should use where this
> problem would not occur?

Yes. Please try the most recent version of glpk which is 4.60.
It has improvements to avoid numerical instability and cycling.

See http://lists.gnu.org/archive/html/help-glpk/2016-04/msg00000.html .

> 
> 2) Can I do something to avoid the infinite loop with the version I'm
> using. This would be much preferred as the legacy code is
> undocumented. It would be best if I could eventually get some error
> from GLPK (and ignore this problem instance) rather it breaking the
> whole system.
> 
> 3) I was considering running GLPK in an external process and killing
> it if no answer is produced in some time, yet this is laborious and
> would introduce problems with efficiency as the input for the process
> would have to be serialized and then parsed.