Arthur B.
Arthur B.

Reputation: 3595

Why is this linear program infeasible in GLPK?

I have the following problem set up in glpk. Two variables, p and v, and three constraints. The objective is to maximize v.

p >= 0
p == 1
-v + 3p >= 0

The answer should be v==3, but for some reason, the solver tells me it is infeasible when using the simplex method, and complains about numerical instability when using an interior point method.

This problem is generated as a subproblem of a bigger problem, and obviously not all subproblems are as trivial or I would just hardcode the solution.

Upvotes: 1

Views: 524

Answers (1)

Arthur B.
Arthur B.

Reputation: 3595

Because, for some reason, by default, columns variables are fixed at 0 (GLP_FX) and not free. I don't see how that default makes sense.

Upvotes: 1

Related Questions